# EDGAR Filing Document

**Accession Number:** 0001567101
**File Stem:** 0001752724-25-207318
**Filing Date:** 2025-8
**Character Count:** 2260276
**Document Hash:** b7b360295d61f224ddc862e7a3e345a2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-207318.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0001752724-25-207318

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Bridge Builder Trust
- **CENTRAL INDEX KEY:** 0001567101

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22811
- **FILM NUMBER:** 251261368

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201

## Series and Classes Contracts Data

### Bridge Builder Core Bond Fund (Series ID: S000040853)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000126648 | Bridge Builder Core Bond Fund | BBTBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bridge Builder Trust

- **b. Investment Company Act file number:** 811-22811

- **c. CIK number of Registrant:** 0001567101

- **d. LEI of Registrant:** 549300MZGMJ1KD5SOK80

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

  - **Street Address 1:** 12555 Manchester Road

  - **City:** St. Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63131

  - **Telephone number:** 314-515-2000

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

- **a. Name of Series:** Bridge Builder Core Bond Fund

- **b. EDGAR series identifier (if any):** S000040853

- **c. LEI of Series:** 549300NYIQ6F8WXPBM25

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $22820338606.54

**Total Liabilities:** $1199371962.82

**Net Assets:** $21620966643.72

**Delayed Delivery Securities:** $583862.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 25927.73283000 | **1-Year:** 542182.44546500 | **5-Year:** 2284886.26778600 | **10-Year:** 3429507.99388700 | **30-Year:** 993296.84546700

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

- **3-Month:** 220.21078600 | **1-Year:** 2449.10885200 | **5-Year:** 5837.67896200 | **10-Year:** 4502.47994800 | **30-Year:** 4317.43300500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000126648 | 0.36%                | -0.63%               | 1.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14560193.09            | $11548171.20                               |
| Month 2  | $-13948630.53            | $-185072353.13                             |
| Month 3  | $-569660.39              | $253926443.58                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Aggregate (Returns Universe)

- **Index Identifier:** I00001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SDART 2021-2 D 1.35% 04/15/25                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-2 SER 2021-2 CL D REGD 1.35000000                    | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1107199 | PA      | $1105642.08   | 0.01%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK 2.431% 07/01/31                         | KIMBERLY-CLARK DE MEXICO REGD 144A P/P 2.43100000                                                | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |   7500000 | PA      | $6696877.50   | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 6.05% 03/15/39                         | SOUTHERN CAL EDISON REGD 6.05000000                                                              | CUSIP: 842400FL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $252684.87    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                         | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                            | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $973854.39    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/31                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CJX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  62900000 | PA      | $63344722.50  | 0.29%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.95% 01/15/33                         | DUKE ENERGY CAROLINAS REGD 4.95000000                                                            | CUSIP: 26442CBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7935000 | PA      | $8073812.27   | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHR 3461 LZ 6% 06/15/38                                | FREDDIE MAC REMICS SER 3461 CL LZ 6.00000000                                                     | CUSIP: 31397TXJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6021 | PA      | $6271.51      | 0.00%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#720576 5% 06/01/33                              | FANNIE MAE POOL UMBS P#720576 5.00000000                                                         | CUSIP: 31401WQ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3431 | PA      | $3477.13      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W5 PO ZCP 06/25/37                            | FANNIE MAE REMIC TRUST 2007-W5 SER 2007-W5 CL PO ZCP 0.00000000                                  | CUSIP: 31396WLK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9386 | PA      | $7572.98      | 0.00%             | 2037-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  3.3% 09/15/51                         | BURLINGTN NORTH SANTA FE REGD 3.30000000                                                         | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $367467.24    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 5.05% 12/30/26                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.05000000                                                | CUSIP: 92840VAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3646000 | PA      | $3663825.29   | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51                              | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                         | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8045763 | PA      | $6388657.75   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04951 5% 11/01/38                             | FREDDIE MAC GOLD POOL P#G04951 5.00000000                                                        | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       463 | PA      | $470.63       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 07/19/33                                   | BPCE SA REGD V/R 144A P/P 5.74800000                                                             | CUSIP: 05583JAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1230246.91   | 0.01%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6153 3% 09/20/49                           | GINNIE MAE II POOL P#MA6153 3.00000000                                                           | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240062 | PA      | $213237.38    | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 4.5% 08/15/32                         | DUKE ENERGY CORP REGD 4.50000000                                                                 | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6731000 | PA      | $6581130.58   | 0.03%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 01/15/33                         | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                           | CUSIP: 694308KJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2294738.60   | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 4.15% 12/01/44                         | DUKE ENERGY PROGRESS LLC REGD 4.15000000                                                         | CUSIP: 26442RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $105190.01    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30                         | AMERICAN TOWER CORP REGD 2.10000000                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1154519.65   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#892868 V/R 07/01/36                             | FANNIE MAE POOL UMBS P#892868 V/R 7.52000000                                                     | CUSIP: 31410N6D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8589 | PA      | $8731.05      | 0.00%             | 2036-07-01      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0295 3% 02/01/49                              | FREDDIE MAC POOL UMBS P#SD0295 3.00000000                                                        | CUSIP: 3132DMKG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8191793 | PA      | $7300818.46   | 0.03%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.875% 05/13/37                         | UNITED MEXICAN STATES REGD 6.87500000                                                            | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |  10533000 | PA      | $10978545.90  | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNR 2005-56 S V/R 07/25/35                             | FANNIE MAE REMICS SER 2005-56 CL S V/R 2.29035000                                                | CUSIP: 31394D6N5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21378 | PA      | $1764.14      | 0.00%             | 2035-07-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| FNR 2006-23 FK V/R 04/25/36                            | FANNIE MAE REMICS SER 2006-23 CL FK V/R 4.66965000                                               | CUSIP: 31395B4A8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38919 | PA      | $38403.86     | 0.00%             | 2036-04-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/21/32                         | PNC FINANCIAL SERVICES REGD V/R 4.81200000                                                       | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2435587.37   | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q10434 3.5% 08/01/42                           | FREDDIE MAC GOLD POOL P#Q10434 3.50000000                                                        | CUSIP: 3132HLPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    174813 | PA      | $164195.57    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3978 4% 07/01/50                              | FANNIE MAE POOL UMBS P#FM3978 4.00000000                                                         | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1981451 | PA      | $1859967.75   | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1752 4.5% 05/01/54                            | FREDDIE MAC POOL UMBS P#RJ1752 4.50000000                                                        | CUSIP: 3142GR5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2929973 | PA      | $2809253.19   | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 09/15/53                                 | AT&T INC REGD 3.50000000                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  16639000 | PA      | $11262229.61  | 0.05%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4097 3% 08/01/50                              | FANNIE MAE POOL UMBS P#MA4097 3.00000000                                                         | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3946009 | PA      | $3453742.88   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS I 5.45% 05/25/53                         | TRAVELERS COS INC REGD 5.45000000                                                                | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1662502.03   | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A A 6.53% 11/15/30                          | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 6.53000000                        | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1593636 | PA      | $1661040.29   | 0.01%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD5580 6.5% 03/01/55                            | FANNIE MAE POOL UMBS P#DD5580 6.50000000                                                         | CUSIP: 3140B6FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1567656 | PA      | $1621196.93   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2011-118 NT 7% 11/25/41                            | FANNIE MAE REMICS SER 2011-118 CL NT 7.00000000                                                  | CUSIP: 3136A1Y82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    293161 | PA      | $312420.48    | 0.00%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0574 5% 09/01/43                              | FANNIE MAE POOL UMBS P#AS0574 5.00000000                                                         | CUSIP: 3138W9T83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261691 | PA      | $263174.22    | 0.00%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6% 08/15/40                                   | AT&T INC REGD SER WI 6.00000000                                                                  | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2362714.01   | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/29                            | MORGAN STANLEY REGD V/R 5.44900000                                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7990000 | PA      | $8217322.30   | 0.04%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 03/01/28                         | SOUTHERN CAL EDISON REGD SER B 3.65000000                                                        | CUSIP: 842400GJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1166683.33   | 0.01%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60994 3.5% 01/01/45                           | FREDDIE MAC GOLD POOL P#G60994 3.50000000                                                        | CUSIP: 31335BC79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4848948 | PA      | $4553894.78   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.35% 05/15/53                            | COMCAST CORP REGD 5.35000000                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6741084.40   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SASC 2004-4XS 1 S/UP 02/25/34                          | STRUCTURED ASSET SECURITIES CORP SER 2004-4XS CL 1A5 S/UP REGD 5.99000000                        | CUSIP: 86359BHL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78349 | PA      | $77187.56     | 0.00%             | 2034-02-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2825 3% 05/20/45                           | GINNIE MAE II POOL P#MA2825 3.00000000                                                           | CUSIP: 36179RD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    274563 | PA      | $246788.41    | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 2.268% 11/15/26                         | CONTINENTAL RESOURCES REGD 144A P/P 2.26800000                                                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3126293.71   | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACE 5.65% 07/05/44                         | TAKEDA PHARMACEUTICAL REGD 5.65000000                                                            | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    881000 | PA      | $876938.28    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FSPC T-54 2A 6.5% 02/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-54 CL 2A 6.50000000                       | CUSIP: 31393LFK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153841 | PA      | $154298.99    | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#688625 6% 03/01/33                              | FANNIE MAE POOL UMBS P#688625 6.00000000                                                         | CUSIP: 31400JA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       823 | PA      | $839.17       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/31                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CKF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29075000 | PA      | $29440708.84  | 0.14%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHR 2596 QG 6% 03/15/33                                | FREDDIE MAC REMICS SER 2596 CL QG 6.00000000                                                     | CUSIP: 31393NXU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9539 | PA      | $9947.06      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE I 4.45% 05/15/69                         | NEW YORK LIFE INSURANCE REGD 144A P/P 4.45000000                                                 | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3288596.82   | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BACCT 2025-A1  4.31% 05/15/28                          | BA CREDIT CARD TRUST SER 2025-A1 CL A REGD 4.31000000                                            | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |  12735000 | PA      | $12821240.15  | 0.06%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8113 2% 12/01/50                              | FREDDIE MAC POOL UMBS P#SD8113 2.00000000                                                        | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1374220 | PA      | $1095210.35   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO 5.5% 04/16/27                         | AEGON FUNDING CO LLC REGD 144A P/P 5.50000000                                                    | CUSIP: 00775VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3542514.36   | 0.02%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/20/28                         | BANK OF AMERICA CORP REGD V/R MTN 3.82400000                                                     | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9912848.40   | 0.05%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B24 2.01% 11/15/28                          | BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A3 REGD 2.01030000                             | CUSIP: 08163CBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9177268.00   | 0.04%             | 2054-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015- 3.6% 03/15/27                         | AIR CANADA 2015-1A PTT REGD P/P 3.60000000                                                       | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    495114 | PA      | $483390.92    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER 3.375% 10/15/26                         | AMERICAN TOWER CORP REGD 3.37500000                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    506000 | PA      | $499532.22    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHR 2344 ZJ 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2344 CL ZJ 6.50000000                                                     | CUSIP: 313399C70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6539 | PA      | $6824.58      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE A 2.875% 07/12/41                         | ENEL FINANCE AMERICA LLC REGD 144A P/P 2.87500000                                                | CUSIP: 29280HAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $745252.42    | 0.00%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT SEP25                            | FUTURE CONTRACT ON           US ULTRA BOND CBT SEP25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      -168 | NC      | $-20013000.00 | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#QD3216 2.5% 12/01/51                            | FREDDIE MAC POOL UMBS P#QD3216 2.50000000                                                        | CUSIP: 3133B0SD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450179 | PA      | $376675.27    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 12/05/29                         | JPMORGAN CHASE & CO REGD V/R 4.45200000                                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9660000 | PA      | $9678124.96   | 0.04%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3607 3% 09/01/50                              | FREDDIE MAC POOL UMBS P#RA3607 3.00000000                                                        | CUSIP: 3133KKAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39884 | PA      | $35142.81     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37                              | ORACLE CORP REGD 3.80000000                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $513622.35    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 3.75% 12/01/31                         | JBS USA HOLD/FOOD/LUX CO REGD 3.75000000                                                         | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2700000 | PA      | $2512330.29   | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2006-86 OB ZCP 09/25/36                            | FANNIE MAE REMICS SER 2006-86 CL OB ZCP 0.00000000                                               | CUSIP: 31396KJ52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12993 | PA      | $11052.72     | 0.00%             | 2036-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-H17 XQ V/R 07/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-H17 CL XQ V/R 5.14015000                       | CUSIP: 38375BEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1789 | PA      | $1819.16      | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H28 FA V/R 09/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H28 CL FA V/R 5.02602000                       | CUSIP: 38375BYE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4207 | PA      | $4208.19      | 0.00%             | 2062-09-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A  6.17% 05/20/32                          | SCF EQUIPMENT LEASING 2023-1 LLC SER 2023-1A CL A3 REGD 144A P/P 6.17000000                      | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4999125 | PA      | $5055444.52   | 0.02%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| FNR 2008-28 QS V/R 04/25/38                            | FANNIE MAE REMICS SER 2008-28 CL QS V/R 7.44105000                                               | CUSIP: 31396YY71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9395 | PA      | $10615.61     | 0.00%             | 2038-04-25      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| FHR 3331 PO ZCP 06/15/37                               | FREDDIE MAC REMICS SER 3331 CL PO ZCP 0.00000000                                                 | CUSIP: 31397J5M2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7890 | PA      | $6774.86      | 0.00%             | 2037-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM 2018-22A A1 V/R 01/17/31                          | OZLM XXII LTD SER 2018-22A CL A1 V/R REGD 144A P/P 5.61140000                                    | CUSIP: 67111VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    909054 | PA      | $909167.71    | 0.00%             | 2031-01-17      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/28/27                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CMP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  67600000 | PA      | $67951202.96  | 0.31%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 A 2.657% 07/15/29                          | CD 2019-CD8 MORTGAGE TRUST SER 2019-CD8 CL A3 REGD 2.65700000                                    | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19087100 | PA      | $17690516.43  | 0.08%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A3 6A V/R 08/25/34                          | JP MORGAN MORTGAGE TRUST 2006-A3 SER 2006-A3 CL 6A1 V/R REGD 5.19846000                          | CUSIP: 46628KAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11082 | PA      | $10984.47     | 0.00%             | 2034-08-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/31                              | CAIXABANK SA REGD V/R 144A P/P 0.00000000                                                        | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3799000 | PA      | $3813953.02   | 0.02%             | 2031-07-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#778793 3.5% 01/15/42                            | GINNIE MAE I POOL P#778793 3.50000000                                                            | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1522591 | PA      | $1424579.65   | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.875% 11/15/29                            | PROLOGIS LP REGD 2.87500000                                                                      | CUSIP: 74340XBY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $754096.74    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                         | BANK OF AMERICA CORP REGD V/R 2.57200000                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $3979345.14   | 0.02%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WFALT 2003-1 APO ZCP 09/25/33                          | WELLS FARGO ALTERNATIVE LOAN 2003-1 TRUST SER 2003-1 CL APO ZCP REGD 0.00000000                  | CUSIP: 949912AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       993 | PA      | $763.64       | 0.00%             | 2033-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 01/05/28                         | LLOYDS BANKING GROUP PLC REGD V/R 5.46200000                                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  11723000 | PA      | $11881848.18  | 0.05%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FHR 3607 PO ZCP 05/15/37______                         | FREDDIE MAC REMICS SER 3607 CL  PO ZCP 0.00000000                                                | CUSIP: 31398LQT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80317 | PA      | $66553.04     | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-14 BO ZCP 11/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-14 CL BO ZCP 0.00000000                        | CUSIP: 38376WBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17724 | PA      | $14875.59     | 0.00%             | 2035-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8133 1.5% 03/01/51                            | FREDDIE MAC POOL UMBS P#SD8133 1.50000000                                                        | CUSIP: 3132DWBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1022858 | PA      | $771530.49    | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCCM 2013-GCP 3.985% 02/15/28                          | LADDER CAPITAL COMMERCIAL MORTGAGE 2013-GCP MORT SER 2013-GCP CL A2 REGD 144A P/P 3.98510000     | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1027000 | PA      | $972070.39    | 0.00%             | 2036-02-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FNR 2006-71 ZL 6% 07/25/36                             | FANNIE MAE REMICS SER 2006-71 CL ZL 6.00000000                                                   | CUSIP: 31396KUT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137431 | PA      | $145225.01    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVWOT 2025-1A  5.21% 04/20/39                          | MVW 2025-1 LLC SER 2025-1A CL B REGD 144A P/P 5.21000000                                         | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2518612 | PA      | $2537899.14   | 0.01%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FHR 3920 LP 5% 01/15/34                                | FREDDIE MAC REMICS SER 3920 CL LP 5.00000000                                                     | CUSIP: 3137AF3W0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80685 | PA      | $82304.16     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1257 3% 01/01/46                              | FREDDIE MAC POOL UMBS P#ZT1257 3.00000000                                                        | CUSIP: 3132ADME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6108787 | PA      | $5540383.39   | 0.03%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2552 ME 6% 01/15/33                                | FREDDIE MAC REMICS SER 2552 CL ME 6.00000000                                                     | CUSIP: 31393HXK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17468 | PA      | $18140.71     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 5.3% 04/01/32                         | DELL INT LLC / EMC CORP REGD 5.30000000                                                          | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6899219.62   | 0.03%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHR 3315 HZ 6% 05/15/37                                | FREDDIE MAC REMICS SER 3315 CL HZ 6.00000000                                                     | CUSIP: 31397H3E6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15482 | PA      | $16367.02     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M38 X2 V/R 11/25/28                           | FANNIE MAE-ACES SER 2020-M38 CL X2 V/R 2.09600000                                                | CUSIP: 3136BBSN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11040031 | PA      | $488621.84    | 0.00%             | 2028-11-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| FHR 3423 PB 5.5% 03/15/38                              | FREDDIE MAC REMICS SER 3423 CL PB 5.50000000                                                     | CUSIP: 31397RVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152719 | PA      | $159294.90    | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#745418 5.5% 04/01/36                            | FANNIE MAE POOL UMBS P#745418 5.50000000                                                         | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20446 | PA      | $21101.67     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8200 4% 08/20/52                           | GINNIE MAE II POOL P#MA8200 4.00000000                                                           | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26362762 | PA      | $24632903.80  | 0.11%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN 2.496% 07/01/50                         | YALE-NEW HAVEN HLTH SRVC REGD SER 2020 2.49600000                                                | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $881123.33    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#920843 V/R 03/01/36                             | FANNIE MAE POOL UMBS P#920843 V/R 7.21900000                                                     | CUSIP: 31412CBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     64264 | PA      | $66530.28     | 0.00%             | 2036-03-01      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/28                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CHQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11130000 | PA      | $11264342.55  | 0.05%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHR 2201 C 8% 11/15/29                                 | FREDDIE MAC REMICS SER 2201 CL C 8.00000000                                                      | CUSIP: 3133TMGW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1452 | PA      | $1486.28      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 05/11/27                         | LLOYDS BANKING GROUP PLC REGD V/R 1.62700000                                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2280000 | PA      | $2223171.27   | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02427 5.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#G02427 5.50000000                                                        | CUSIP: 3128M4A45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11972 | PA      | $12370.37     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 3.85% 03/15/52                         | BERKSHIRE HATHAWAY FIN REGD 3.85000000                                                           | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1752675.94   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 03/15/43                         | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                         | CUSIP: 144141DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $149267.97    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHR 5249 AB 4% 11/25/51                                | FREDDIE MAC REMICS SER 5249 CL AB 4.00000000                                                     | CUSIP: 3137H8K83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6323890 | PA      | $6246430.20   | 0.03%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-25 PF V/R 04/25/35                            | FANNIE MAE REMICS SER 2005-25 CL PF V/R 4.76965000                                               | CUSIP: 31394DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33606 | PA      | $33284.52     | 0.00%             | 2035-04-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  5.7% 02/15/55                         | ELEVANCE HEALTH INC REGD 5.70000000                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3527000 | PA      | $3417851.41   | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.95% 10/15/54                         | ENTERPRISE PRODUCTS OPER REGD 4.95000000                                                         | CUSIP: 29379VBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $154653.27    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 C 2.2% 01/15/27                           | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL C REGD 2.20000000                                   | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4200000 | PA      | $4121029.50   | 0.02%             | 2027-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 10/01/54                         | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                           | CUSIP: 694308KT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4533228.00   | 0.02%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FNA 2021-M3 X1 V/R 11/25/33                            | FANNIE MAE-ACES SER 2021-M3 CL X1 V/R 2.01700000                                                 | CUSIP: 3136BDXR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25091753 | PA      | $1667873.93   | 0.01%             | 2033-11-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ES 4% 02/01/50                         | ALEXANDRIA REAL ESTATE E REGD 4.00000000                                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1067915.77   | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1844 2.5% 09/01/50                            | FANNIE MAE POOL UMBS P#BQ1844 2.50000000                                                         | CUSIP: 3140KMBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6813853 | PA      | $5699939.40   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-50 JO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-50 CL JO ZCP 0.00000000                                               | CUSIP: 31395DUD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34728 | PA      | $29914.98     | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AP6381 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#AP6381 3.50000000                                                         | CUSIP: 3138MACT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213102 | PA      | $199864.92    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP ZCP 11/01/25                            | TVA PRIN STRIP REGD ZCP SER * 0.00000000                                                         | CUSIP: 88059FAV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1847000 | PA      | $1819893.13   | 0.01%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-79 OP ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-79 CL OP ZCP 0.00000000                                               | CUSIP: 31396KXD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13018 | PA      | $10694.11     | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#884066 V/R 06/01/36                             | FANNIE MAE POOL UMBS P#884066 V/R 6.60700000                                                     | CUSIP: 31410BFF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4234 | PA      | $4333.73      | 0.00%             | 2036-06-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7660 2.5% 08/01/46                            | FANNIE MAE POOL UMBS P#AS7660 2.50000000                                                         | CUSIP: 3138WHQN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    379114 | PA      | $324045.75    | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128334S6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29650000 | PA      | $23177807.35  | 0.11%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN3242 2.62% 10/01/28                           | FANNIE MAE POOL UMBS P#AN3242 2.62000000                                                         | CUSIP: 3138LFS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8356639 | PA      | $7953016.88   | 0.04%             | 2028-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 4.282% 01/09/28                           | UBS GROUP AG REGD 144A P/P 4.28200000                                                            | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2480000 | PA      | $2469029.67   | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FHLMC 6.25% 07/15/32                                   | FEDERAL HOME LOAN MORTGAGE CORP 6.25000000                                                       | CUSIP: 3134A4KX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3649000 | PA      | $4137254.55   | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 06/01/41                                 | AT&T INC REGD 3.50000000                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1061381.40   | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VY 7.125% 5/1/30                             | TENNESSEE VALLEY AUTHORITY 7.12500000                                                            | CUSIP: 880591DM1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1615000 | PA      | $1847130.65   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.298% 05/01/29                          | BOEING CO/THE REGD SER WI 6.29800000                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8939000 | PA      | $9449877.62   | 0.04%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A70350 5% 03/01/35                             | FREDDIE MAC GOLD POOL P#A70350 5.00000000                                                        | CUSIP: 3128L3L79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8629 | PA      | $8722.58      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.95% 02/01/29                         | EVERSOURCE ENERGY REGD 5.95000000                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $3381020.96   | 0.02%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHR 3455 SE V/R 06/15/38                               | FREDDIE MAC REMICS SER 3455 CL SE V/R 1.78167000                                                 | CUSIP: 31397WHQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53340 | PA      | $6001.06      | 0.00%             | 2038-06-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-2 2A3 V/R 04/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES W SER 2005-2 CL 2A3 V/R REGD 0.56632000     | CUSIP: 9393363R2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62943 | PA      | $3144.27      | 0.00%             | 2035-04-25      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.7% 06/15/40                         | CON EDISON CO OF NY INC REGD 5.70000000                                                          | CUSIP: 209111FA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $326315.26    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.75% 04/01/40                            | COMCAST CORP REGD 3.75000000                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1822052.84   | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/28                         | GOLDMAN SACHS GROUP INC REGD V/R 2.64000000                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8243000 | PA      | $8005612.81   | 0.04%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| FNW 2006-W3 2A 6% 09/25/46                             | FANNIE MAE REMIC TRUST 2006-W3 SER 2006-W3 CL 2A 6.00000000                                      | CUSIP: 31396L7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34429 | PA      | $35731.29     | 0.00%             | 2046-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-3 A1 V/R 08/01/62                            | TOWD POINT MORTGAGE TRUST 2022-3 SER 2022-3 CL A1 V/R REGD 144A P/P 3.75000000                   | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12052637 | PA      | $11446774.28  | 0.05%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 6.15% 05/01/37                         | BURLINGTN NORTH SANTA FE REGD 6.15000000                                                         | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $349416.27    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5245 3.5% 06/01/40                            | FANNIE MAE POOL UMBS P#AS5245 3.50000000                                                         | CUSIP: 3138WEZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639433 | PA      | $601647.08    | 0.00%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                         | SPRINT CAPITAL CORP REGD 6.87500000                                                              | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6535000 | PA      | $7015565.41   | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP ZCP 06/15/35                            | TVA PRIN STRIP REGD ZCP 0.00000000                                                               | CUSIP: 88059FBM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    258000 | PA      | $161339.38    | 0.00%             | 2035-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 8% 11/15/32                             | VAR ENERGI ASA REGD 144A P/P 8.00000000                                                          | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4533313.24   | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0780 7.5% 04/01/39                            | FANNIE MAE POOL UMBS P#AD0780 7.50000000                                                         | CUSIP: 31418M2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59685 | PA      | $64157.86     | 0.00%             | 2039-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GSR 2004-6F 2A4 5.5% 05/25/34                          | GSR MORTGAGE LOAN TRUST 2004-6F SER 2004-6F CL 2A4 REGD 5.50000000                               | CUSIP: 36228F2K1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18049 | PA      | $18275.92     | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO 4.45% 02/01/47                               | KROGER CO REGD 4.45000000                                                                        | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1327026.21   | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#683351 5.5% 02/01/33                            | FANNIE MAE POOL UMBS P#683351 5.50000000                                                         | CUSIP: 31400CEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       496 | PA      | $506.81       | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.1% 12/01/28                         | ENERGY TRANSFER LP REGD 6.10000000                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3529579.13   | 0.02%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99051 3.5% 06/01/43                           | FREDDIE MAC GOLD POOL P#U99051 3.50000000                                                        | CUSIP: 3132H7BV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    242408 | PA      | $225889.24    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#888343 5% 11/01/35                              | FANNIE MAE POOL UMBS P#888343 5.00000000                                                         | CUSIP: 31410F5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176161 | PA      | $178669.39    | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4716 3.5% 12/01/30                            | FANNIE MAE POOL UMBS P#BM4716 3.50000000                                                         | CUSIP: 3140J9G21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406061 | PA      | $400953.82    | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#888184 V/R 01/01/37                             | FANNIE MAE POOL UMBS P#888184 V/R 6.58600000                                                     | CUSIP: 31410FXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7512 | PA      | $7674.03      | 0.00%             | 2037-01-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35                         | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                  | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4201233.48   | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D B 4.1% 06/20/34                           | HILTON GRAND VACATIONS TRUST 2022-1D SER 2022-1D CL B REGD 144A P/P 4.10000000                   | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1216773 | PA      | $1204089.41   | 0.01%             | 2034-06-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO 5% 10/15/34                           | HP ENTERPRISE CO REGD 5.00000000                                                                 | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4180000 | PA      | $4054676.87   | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-23 KO ZCP 04/25/36                            | FANNIE MAE REMICS SER 2006-23 CL KO ZCP 0.00000000                                               | CUSIP: 31395B4J9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4404 | PA      | $3989.69      | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6586 3.5% 01/01/52                            | FREDDIE MAC POOL UMBS P#RA6586 3.50000000                                                        | CUSIP: 3133KNJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13039781 | PA      | $11777383.93  | 0.05%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3233 OP ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3233 CL OP ZCP 0.00000000                                                 | CUSIP: 31397BYN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3163 | PA      | $2625.09      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING 4.582% 12/10/25                         | LLOYDS BANKING GROUP PLC REGD SER WI 4.58200000                                                  | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $549456.90    | 0.00%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.75% 05/15/52                         | UNITEDHEALTH GROUP INC REGD 4.75000000                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7015000 | PA      | $5975548.87   | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI8004 6.5% 06/01/54                            | FREDDIE MAC POOL UMBS P#QI8004 6.50000000                                                        | CUSIP: 3133WE3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    995688 | PA      | $1034687.82   | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7441 3% 05/01/51                              | FANNIE MAE POOL UMBS P#FM7441 3.00000000                                                         | CUSIP: 3140XBHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3336574 | PA      | $2888783.40   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 V/R 12/15/29                          | BANK5 2024-5YR12 SER 2024-5YR12 CL A3 V/R REGD 5.90200000                                        | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10490678.00  | 0.05%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRIC 5.672% 10/20/35                         | CHILE ELECTRICITY LUX REGD 144A P/P 5.67200000                                                   | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2978000 | PA      | $2999975.47   | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#3474 6% 11/20/33                             | GINNIE MAE II POOL P#3474 6.00000000                                                             | CUSIP: 36202D2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1470 | PA      | $1518.21      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8268 5.5% 11/01/52                            | FREDDIE MAC POOL UMBS P#SD8268 5.50000000                                                        | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9382239 | PA      | $9412993.97   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-3 A1A V/R 04/25/38                           | TOWD POINT MORTGAGE TRUST 2024-3 SER 2024-3 CL A1A V/R REGD 144A P/P 5.10840100                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8202638 | PA      | $8361443.10   | 0.04%             | 2065-07-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GNR 2011-26 CS V/R 02/16/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-26 CL CS V/R 1.57376000                        | CUSIP: 38377QER4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9543073 | PA      | $991325.82    | 0.00%             | 2041-02-16      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO4135 3.5% 06/01/42                            | FANNIE MAE POOL UMBS P#AO4135 3.50000000                                                         | CUSIP: 3138LUSZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    507952 | PA      | $476877.12    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/14/27                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000                                              | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10474000 | PA      | $10296112.52  | 0.05%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| CSMCM 2018-RPL4 V/R 05/25/58                           | CSMCM 2018-RPL4 TR REGD V/R    144A 0.00000000                                                   | CUSIP: 12655RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1369593 | PA      | $1240849.69   | 0.01%             | 2058-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNW 2005-W4 1A1 6% 08/25/35                            | FANNIE MAE TRUST 2005-W4 SER 2005-W4 CL 1A1 6.00000000                                           | CUSIP: 31394VPT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16174 | PA      | $16577.03     | 0.00%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-4 A 4.67% 12/15/27                          | CARMAX AUTO OWNER TRUST 2024-4 SER 2024-4 CL A2A REGD 4.67000000                                 | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1652158 | PA      | $1653457.24   | 0.01%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FHR 2351 PZ 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2351 CL PZ 6.50000000                                                     | CUSIP: 313399HV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3673 | PA      | $3786.72      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNS 365 8 5.5% 05/25/36                                | FANNIE MAE INTEREST STRIP SER 365 CL 8 5.50000000                                                | CUSIP: 3136FCZH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14630 | PA      | $2687.11      | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1373 3.5% 03/01/43                            | FANNIE MAE POOL UMBS P#MA1373 3.50000000                                                         | CUSIP: 31418AQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183983 | PA      | $171228.53    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP 2.4% 04/01/28                             | VONTIER CORP REGD SER WI 2.40000000                                                              | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  10822000 | PA      | $10166064.29  | 0.05%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4856 4% 04/01/47                              | FANNIE MAE POOL UMBS P#BM4856 4.00000000                                                         | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4874776 | PA      | $4621220.43   | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 2.95% 11/12/26                         | ATHENE GLOBAL FUNDING REGD 144A P/P 2.95000000                                                   | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $8672296.51   | 0.04%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.6% 09/01/35                         | GILEAD SCIENCES INC REGD 4.60000000                                                              | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4104155.37   | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MLCC 2003-E A1 V/R 10/25/28                            | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2003-E CL A1 V/R REGD 5.05368000         | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15124 | PA      | $14390.18     | 0.00%             | 2028-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FNR 2008-20 SA V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-20 CL SA V/R 2.57035000                                               | CUSIP: 31396YTV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26158 | PA      | $2612.15      | 0.00%             | 2038-03-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UNION CARBIDE C 7.75% 10/01/96                         | UNION CARBIDE CORP REGD 7.75000000                                                               | CUSIP: 905581AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $804390.32    | 0.00%             | 2096-10-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787313 2.5% 09/20/51                         | GINNIE MAE II POOL P#787313 2.50000000                                                           | CUSIP: 3622ADAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6174264 | PA      | $5191130.48   | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A  4.67% 07/15/33                          | AFFIRM MASTER TRUST SER 2025-2A CL A REGD 144A P/P 4.67000000                                    | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12100000 | PA      | $12140248.23  | 0.06%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS 2.71% 01/22/29                         | NOMURA HOLDINGS INC REGD 2.71000000                                                              | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  11000000 | PA      | $10310452.90  | 0.05%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.75% 11/15/29                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000                                                | CUSIP: 05401AAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1165000 | PA      | $1199222.69   | 0.01%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNR 2006-130 GI 6.5% 07/25/32                          | FANNIE MAE REMICS SER 2006-130 CL GI 6.50000000                                                  | CUSIP: 31396PAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16305 | PA      | $1064.12      | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2671 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2671 V/R 6.51300000                                                | CUSIP: 3128QS6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7285 | PA      | $7392.25      | 0.00%             | 2036-11-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| DEC VI A 7.5% 11/28/39                                 | DIVERSIFIED ABS PHASE VI LLC SER VI CL A REGD 7.50000000                                         | CUSIP: 25512VAA7<br>LEI: 549300N7EGAMCATEDO05 | Long             | ABS-CBDO         | CORP              | US        |   4262419 | PA      | $4225591.60   | 0.02%             | 2039-11-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27                         | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                            | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5112588 | PA      | $4982184.34   | 0.02%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#720155 5.5% 07/01/33                            | FANNIE MAE POOL UMBS P#720155 5.50000000                                                         | CUSIP: 31401WBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3126 | PA      | $3148.17      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0880 3% 05/01/37                              | FREDDIE MAC POOL UMBS P#SB0880 3.00000000                                                        | CUSIP: 3132CW6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    967386 | PA      | $933140.62    | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08742 3.5% 01/01/47                           | FREDDIE MAC GOLD POOL P#G08742 3.50000000                                                        | CUSIP: 3128MJZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    950774 | PA      | $877973.80    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-101 AI 3.5% 01/25/51                          | FANNIE MAE REMICS SER 2020-101 CL AI 3.50000000                                                  | CUSIP: 3136BDJQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15267636 | PA      | $2876088.32   | 0.01%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY T 4.905% 04/01/35                         | J PAUL GETTY TRUST REGD 4.90500000                                                               | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |  14962000 | PA      | $15057765.93  | 0.07%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN37 2.37% 10/15/31                          | BANK 2021-BNK37 SER 2021-BN37 CL A4 REGD 2.37000000                                              | CUSIP: 06540LBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22400000 | PA      | $19428991.68  | 0.09%             | 2064-11-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0610 2% 02/01/37                              | FANNIE MAE POOL UMBS P#FS0610 2.00000000                                                         | CUSIP: 3140XFVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8707294 | PA      | $8019743.77   | 0.04%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#946260 V/R 09/01/37                             | FANNIE MAE POOL UMBS P#946260 V/R 7.66200000                                                     | CUSIP: 31413HWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3525 | PA      | $3612.17      | 0.00%             | 2037-09-01      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MTG TR 0% 12/15/72                           | BENCHMARK 2019-B15 MORTGAGE TRUST SER 2019-B15 CL A4 REGD 2.67300000                             | CUSIP: 08160KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $27564798.00  | 0.13%             | 2072-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4 A V/R 03/01/62                          | CSMC 2022-RPL4 TRUST SER 2022-RPL4 CL A1 V/R REGD 144A P/P 3.90435000                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3320841 | PA      | $3156351.75   | 0.01%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.75% 03/08/44                         | UNITED MEXICAN STATES REGD MTN 4.75000000                                                        | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    450000 | PA      | $353767.50    | 0.00%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  4.4% 06/01/43                         | SOUTHERN CO GAS CAPITAL REGD 4.40000000                                                          | CUSIP: 001192AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $134247.47    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7590 3% 09/20/51                           | GINNIE MAE II POOL P#MA7590 3.00000000                                                           | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2752194 | PA      | $2437364.67   | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41                            | UNITED STATES TREASURY BOND 1.75000000                                                           | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  57142000 | PA      | $37936930.94  | 0.18%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POW 6.191% 01/01/31                         | OGLETHORPE POWER CORP REGD 144A P/P 6.19100000                                                   | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4814149.43   | 0.02%             | 2031-01-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M39 X1 V/R 07/25/30                           | FANNIE MAE-ACES SER 2020-M39 CL X1 V/R 2.05100000                                                | CUSIP: 3136BBTD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  98371945 | PA      | $5496050.43   | 0.03%             | 2030-07-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| FNR 2011-149 MF V/R 11/25/41                           | FANNIE MAE REMICS SER 2011-149 CL MF V/R 4.91965000                                              | CUSIP: 3136A3FE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44078 | PA      | $43967.99     | 0.00%             | 2041-11-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ7689 4% 12/01/41                              | FANNIE MAE POOL UMBS P#AJ7689 4.00000000                                                         | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    565334 | PA      | $545549.53    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 12/31/28                            | UNITED STATES TREASURY NOTE 3.75000000                                                           | CUSIP: 91282CJR3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15825000 | PA      | $15839217.81  | 0.07%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WFRBS 2013-C11 D V/R 03/15/45                          | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 SER 2013-C11 CL D V/R REGD 144A P/P 4.20138500          | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $253813.08    | 0.00%             | 2045-03-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| RALI 2003-QS9 A3 V/R 05/25/49                          | RALI SERIES 2003-QS9 TRUST SER 2003-QS9 CL A3 V/R REGD 3.11632000                                | CUSIP: 76110HCC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       116 | PA      | $344.23       | 0.00%             | 2049-05-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA P#411829 7.5% 07/15/27                            | GINNIE MAE I POOL P#411829 7.50000000                                                            | CUSIP: 36206HPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       274 | PA      | $275.03       | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE  3.2% 04/21/31                         | VITERRA FINANCE BV REGD 144A P/P 3.20000000                                                      | CUSIP: 92852LAB5<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |  10250000 | PA      | $9413019.54   | 0.04%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/08/31                         | MIZUHO FINANCIAL GROUP REGD V/R 0.00000000                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  23865000 | PA      | $23861980.84  | 0.11%             | 2031-07-08      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| XROAD 2025-A B 5.2% 02/20/32                           | CROSSROADS ASSET TRUST 2025-A SER 2025-A CL B REGD 144A P/P 5.20000000                           | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2065000 | PA      | $2082660.50   | 0.01%             | 2032-02-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#725017 5.5% 12/01/33                            | FANNIE MAE POOL UMBS P#725017 5.50000000                                                         | CUSIP: 31402CPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26707 | PA      | $27284.39     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-2A  5.92% 05/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 5.92000000               | CUSIP: 22537EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8803079 | PA      | $8831150.54   | 0.04%             | 2033-05-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FHMS K120 XAM V/R 10/25/30                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K120 CL XAM V/R 1.21133000           | CUSIP: 3137F72T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31375053 | PA      | $1757762.24   | 0.01%             | 2030-10-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1563 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH1563 4.00000000                                                         | CUSIP: 3138A2WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377117 | PA      | $364585.67    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50536 6.5% 02/01/37                           | FREDDIE MAC GOLD POOL P#P50536 6.50000000                                                        | CUSIP: 31288LSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1318 | PA      | $1318.60      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 4.75% 05/15/26                         | EVERSOURCE ENERGY REGD 4.75000000                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3269209.64   | 0.02%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25% 11/21/49                              | ABBVIE INC REGD SER WI 4.25000000                                                                | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    741000 | PA      | $610443.89    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 3.95% 10/01/42                         | NORFOLK SOUTHERN CORP REGD 3.95000000                                                            | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    332000 | PA      | $271170.36    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 3.75% 09/01/46                         | DUKE ENERGY CORP REGD 3.75000000                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $10218158.39  | 0.05%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60                          | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 4.65000000             | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1642568 | PA      | $1642271.64   | 0.01%             | 2060-11-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| GNMA P#781614 7% 06/15/33                              | GINNIE MAE I POOL P#781614 7.00000000                                                            | CUSIP: 36225BYK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6085 | PA      | $6399.72      | 0.00%             | 2033-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC 5.7% 03/15/34                          | TYSON FOODS INC REGD 5.70000000                                                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2184360.39   | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-3 MT 2% 05/25/60                             | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL MT 2.00000000        | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4226243 | PA      | $3348041.03   | 0.02%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LT V/R 03/03/36                         | MACQUARIE BANK LTD REGD V/R 144A P/P 3.05200000                                                  | CUSIP: 556079AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2090000 | PA      | $1854260.12   | 0.01%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| TVA 5.88% 04/01/36                                     | TENNESSEE VALLEY AUTHORITY 5.88000000                                                            | CUSIP: 880591CS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2967000 | PA      | $3280245.21   | 0.02%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HERTZ 2021-2A  1.68% 12/25/26                          | HERTZ VEHICLE FINANCING III LP SER 2021-2A CL A REGD 144A P/P 1.68000000                         | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15768000 | PA      | $15160506.26  | 0.07%             | 2027-12-27      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1096 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1096 V/R 6.41000000                                                | CUSIP: 3128NFGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41667 | PA      | $42405.92     | 0.00%             | 2036-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FHLMC P#611141 V/R 01/01/27                            | FREDDIE MAC NON GOLD POOL P#611141 V/R 6.23500000                                                | CUSIP: 31337NHS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       124 | PA      | $123.29       | 0.00%             | 2027-01-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4701 4.5% 08/01/52                            | FANNIE MAE POOL UMBS P#MA4701 4.50000000                                                         | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12191625 | PA      | $11683299.28  | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9904 5.5% 01/01/55                            | FANNIE MAE POOL UMBS P#CB9904 5.50000000                                                         | CUSIP: 3140QWAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9891258 | PA      | $9905356.41   | 0.05%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U91488 3.5% 05/01/43                           | FREDDIE MAC GOLD POOL P#U91488 3.50000000                                                        | CUSIP: 3132HBRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93899 | PA      | $87498.63     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#758916 3.5% 07/15/43                            | GINNIE MAE I POOL P#758916 3.50000000                                                            | CUSIP: 36230T3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    285598 | PA      | $266231.09    | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3168 3% 05/01/38                              | FANNIE MAE POOL UMBS P#FM3168 3.00000000                                                         | CUSIP: 3140X6QW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5364549 | PA      | $5087772.60   | 0.02%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-52 SX V/R 10/25/31                            | FANNIE MAE REMICS SER 2003-52 CL SX V/R 9.69105000                                               | CUSIP: 31393CV67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3430 | PA      | $3995.13      | 0.00%             | 2031-10-25      | Variable      | 9.69%                 | No            |                  2 | On Loan: No      |
| FNR 2005-67 EY 5.5% 08/25/25                           | FANNIE MAE REMICS SER 2005-67 CL EY 5.50000000                                                   | CUSIP: 31394EE38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        20 | PA      | $20.43        | 0.00%             | 2025-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0617 2.5% 03/01/62                            | FANNIE MAE POOL UMBS P#BF0617 2.50000000                                                         | CUSIP: 3140FXVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8309101 | PA      | $6595794.64   | 0.03%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOM 5% 01/24/29                         | CORP ANDINA DE FOMENTO REGD 5.00000000                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   4770000 | PA      | $4893495.40   | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#758871 3.5% 03/15/43                            | GINNIE MAE I POOL P#758871 3.50000000                                                            | CUSIP: 36230T2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    616828 | PA      | $575014.96    | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH8584 4% 02/01/41                              | FANNIE MAE POOL UMBS P#AH8584 4.00000000                                                         | CUSIP: 3138AARE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19258 | PA      | $18590.04     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERO 2017-2A A 3.28% 09/20/39                          | HERO FUNDING TRUST 2017-2 SER 2017-2A CL A1 REGD 144A P/P 3.28000000                             | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1226584 | PA      | $1093388.73   | 0.01%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD2299 2.5% 12/01/51                            | FREDDIE MAC POOL UMBS P#QD2299 2.50000000                                                        | CUSIP: 3133AYRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1035201 | PA      | $869070.05    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-HYB1 2 V/R 05/20/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB1 SER 2004-HYB1 CL 2A V/R REGD 5.26083900                | CUSIP: 12669FNP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4869 | PA      | $4654.88      | 0.00%             | 2034-05-20      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0039 4% 02/01/46                              | FREDDIE MAC POOL UMBS P#SD0039 4.00000000                                                        | CUSIP: 3132DMBG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3138141 | PA      | $3031666.36   | 0.01%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-C60 2.342% 07/15/31                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A4 REGD 2.34200000                | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1574183 | PA      | $1375572.90   | 0.01%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.905% 12/07/47                         | PRUDENTIAL FINANCIAL INC REGD SER WI 3.90500000                                                  | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $961717.85    | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 5.375% 07/15/29                         | AVIATION CAPITAL GROUP REGD 144A P/P 5.37500000                                                  | CUSIP: 05369AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1425699.42   | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN 5.2% 04/01/28                         | FIRSTENERGY PENN ELECTRI REGD 144A P/P 5.20000000                                                | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1922827.43   | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRECISION CAST 4.375% 06/15/45                         | PRECISION CASTPARTS CORP REGD 4.37500000                                                         | CUSIP: 740189AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $352699.14    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8368 2% 08/01/51                              | FANNIE MAE POOL UMBS P#FM8368 2.00000000                                                         | CUSIP: 3140XCJN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10362665 | PA      | $8307408.58   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIA CORP 1.75% 10/16/26                                | KIA CORP REGD 144A P/P 1.75000000                                                                | CUSIP: 49374JAA1<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1620000 | PA      | $1564716.64   | 0.01%             | 2026-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34                          | BOEING CO/THE REGD SER WI 6.52800000                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2564207.07   | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2637 2.5% 01/01/52                            | FANNIE MAE POOL UMBS P#CB2637 2.50000000                                                         | CUSIP: 3140QM4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8820708 | PA      | $7405819.17   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8558 6% 07/01/41                              | FANNIE MAE POOL UMBS P#AL8558 6.00000000                                                         | CUSIP: 3138ETQL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1308652 | PA      | $1371883.15   | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3378 4% 04/01/52                              | FANNIE MAE POOL UMBS P#CB3378 4.00000000                                                         | CUSIP: 3140QNXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9378118 | PA      | $8737741.68   | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8325 2.5% 07/01/35                            | FANNIE MAE POOL UMBS P#FM8325 2.50000000                                                         | CUSIP: 3140XCHB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7239582 | PA      | $6927959.52   | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSQ 2018-20TS D V/R 05/15/23                           | 20 TIMES SQUARE TRUST 2018-20TS SER 2018-20TS CL D V/R REGD 144A P/P 3.20323000                  | CUSIP: 90137LAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5204000 | PA      | $4683600.00   | 0.02%             | 2035-05-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CO 5.5% 06/15/33                         | CNA FINANCIAL CORP REGD 5.50000000                                                               | CUSIP: 126117AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8225000 | PA      | $8433944.36   | 0.04%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1758 5% 06/01/54                              | FREDDIE MAC POOL UMBS P#RJ1758 5.00000000                                                        | CUSIP: 3142GR5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3065095 | PA      | $3023203.19   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61225 4.5% 12/01/43                           | FREDDIE MAC GOLD POOL P#G61225 4.50000000                                                        | CUSIP: 31335BLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2049954 | PA      | $2046753.10   | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-CF2 A1 V/R 11/25/24                          | VOLT CV LLC SER 2021-CF2 CL A1 V/R REGD 144A P/P 5.48720000                                      | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5435344 | PA      | $5422829.22   | 0.03%             | 2051-11-27      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE 1.25% 10/01/25                         | LYB INT FINANCE III REGD 1.25000000                                                              | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    692000 | PA      | $685945.29    | 0.00%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP 5.7% 12/01/26                              | AMEREN CORP REGD 5.70000000                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   5761000 | PA      | $5853354.01   | 0.03%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNR 2007-7 SG V/R 08/25/36                             | FANNIE MAE REMICS SER 2007-7 CL SG V/R 2.08035000                                                | CUSIP: 31396PRZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93197 | PA      | $10535.21     | 0.00%             | 2036-08-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#SE9060 2% 02/01/52                              | FREDDIE MAC POOL UMBS P#SE9060 2.00000000                                                        | CUSIP: 3133SKB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6298114 | PA      | $4777030.77   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-71 AP 5% 11/25/32                             | FANNIE MAE REMICS SER 2002-71 CL AP 5.00000000                                                   | CUSIP: 31392FES2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2112 | PA      | $2091.56      | 0.00%             | 2032-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP6618 2.5% 08/01/50                            | FANNIE MAE POOL UMBS P#BP6618 2.50000000                                                         | CUSIP: 3140KEK80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4112933 | PA      | $3447786.92   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPER 5.615% 07/17/26                         | CANADIAN IMPERIAL BANK REGD 5.61500000                                                           | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4425000 | PA      | $4478436.21   | 0.02%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.45% 03/01/34                         | AON NORTH AMERICA INC REGD 5.45000000                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3985493.13   | 0.02%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 3.35% 12/01/26                         | XCEL ENERGY INC REGD 3.35000000                                                                  | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5032535.49   | 0.02%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/30                         | JPMORGAN CHASE & CO REGD V/R 5.58100000                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9697000 | PA      | $10068946.47  | 0.05%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB F 5.15% 03/28/33                         | MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000                                             | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029857.82   | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 5.05% 05/18/63                         | TEXAS INSTRUMENTS INC REGD 5.05000000                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2307098.94   | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4709 2.22% 02/01/32                           | FANNIE MAE POOL UMBS P#BS4709 2.22000000                                                         | CUSIP: 3140LFGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5100000 | PA      | $4453316.43   | 0.02%             | 2032-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.1% 04/15/30                              | PAYCHEX INC REGD 5.10000000                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10241799.90  | 0.05%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0142 3% 01/20/55                           | GINNIE MAE II POOL P#MB0142 3.00000000                                                           | CUSIP: 3618N5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2837142 | PA      | $2510407.09   | 0.01%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TVA 4.625% 09/15/60                                    | TENNESSEE VALLEY AUTHORITY 4.62500000                                                            | CUSIP: 880591EJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1308000 | PA      | $1139148.70   | 0.01%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP 4% 12/01/46                         | AMERICAN WATER CAPITAL C REGD 4.00000000                                                         | CUSIP: 03040WAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1860068.78   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  4.9% 08/01/41                         | DOMINION ENERGY INC REGD SER C 4.90000000                                                        | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    212000 | PA      | $191168.92    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 4091 TF V/R 08/15/42                               | FREDDIE MAC REMICS SER 4091 CL TF V/R 4.86833000                                                 | CUSIP: 3137ATGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    717741 | PA      | $708330.40    | 0.00%             | 2042-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHR 2434 TC 7% 04/15/32                                | FREDDIE MAC REMICS SER 2434 CL TC 7.00000000                                                     | CUSIP: 3133TVTX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15270 | PA      | $15985.06     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA  2.12% 09/15/27                          | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B SER 2020-BA CL A2 REGD 144A P/P 2.12000000      | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1545442 | PA      | $1469556.09   | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H03 LF V/R 02/20/71                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL LF V/R 5.72602000                       | CUSIP: 38380QZT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11305119 | PA      | $11508464.52  | 0.05%             | 2071-02-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 4.9% 01/15/45                         | WILLIAMS COMPANIES INC REGD 4.90000000                                                           | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2068371.33   | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 4740 P 3% 12/15/47                                 | FREDDIE MAC REMICS SER 4740 CL P 3.00000000                                                      | CUSIP: 3137FCEH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848213 | PA      | $762205.71    | 0.00%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/29                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27275000 | PA      | $27664947.40  | 0.13%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4382 3.5% 04/20/47                         | GINNIE MAE II POOL P#MA4382 3.50000000                                                           | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2415403 | PA      | $2235356.99   | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.15% 11/15/31                            | BROADCOM INC REGD 5.15000000                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3086330.52   | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TCW 2020-1A A1R3 V/R 04/20/34                          | TCW CLO 2020-1 LTD SER 2020-1A CL A1R3 V/R REGD 144A P/P 5.31947000                              | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19250000 | PA      | $19236120.75  | 0.09%             | 2034-04-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHS 262 35 3.5% 07/15/42                               | FREDDIE MAC STRIPS SER 262 CL 35 3.50000000                                                      | CUSIP: 3128HXKY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1727542 | PA      | $1621870.34   | 0.01%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 6% 06/13/33                                | AKER BP ASA REGD 144A P/P 6.00000000                                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  19565000 | PA      | $20170841.57  | 0.09%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK 5.625% 08/23/27                         | SYNCHRONY BANK REGD 5.62500000                                                                   | CUSIP: 87166FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1988623.08   | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 8.875% 07/15/30                         | OCCIDENTAL PETROLEUM COR REGD 8.87500000                                                         | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1782596.40   | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2678 3.5% 03/20/45                         | GINNIE MAE II POOL P#MA2678 3.50000000                                                           | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    392286 | PA      | $365235.24    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/31                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CLU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 108505000 | PA      | $109636673.51 | 0.51%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W6 2 5.204% 09/25/42                          | FANNIE MAE TRUST 2003-W6 SER 2003-W6 CL 2A4 5.20400000                                           | CUSIP: 31393BU52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145275 | PA      | $144289.43    | 0.00%             | 2042-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN1157 1.8% 11/01/28                            | FREDDIE MAC POOL UMBS P#WN1157 1.80000000                                                        | CUSIP: 3132XFJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14000000 | PA      | $12987506.14  | 0.06%             | 2028-11-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5108 2% 04/01/41                              | FREDDIE MAC POOL UMBS P#RB5108 2.00000000                                                        | CUSIP: 3133KYU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6792336 | PA      | $5859715.13   | 0.03%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 5% JUL 12                                | GNMA 30YR TBA 5% JUL 12        TO BE ANNOUNCED 5.00000000                                        | CUSIP: 21H050672<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -6000000 | PA      | $-5892883.32  | -0.03%            | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-6 W V/R 01/20/39                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-6 CL W V/R 5.29913000                          | CUSIP: 38378PS33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233235 | PA      | $241109.27    | 0.00%             | 2039-01-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8089 2.5% 07/01/50                            | FREDDIE MAC POOL UMBS P#SD8089 2.50000000                                                        | CUSIP: 3132DV7A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13648003 | PA      | $11460635.91  | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 2132 SB V/R 03/15/29                               | FREDDIE MAC REMICS SER 2132 CL SB V/R 11.36620500                                                | CUSIP: 3133TJVQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       355 | PA      | $393.87       | 0.00%             | 2029-03-15      | Variable      | 11.37%                | No            |                  2 | On Loan: No      |
| GNMA II P#MA1377 4.5% 10/20/43                         | GINNIE MAE II POOL P#MA1377 4.50000000                                                           | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    937474 | PA      | $918630.62    | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#948208 V/R 07/01/37                             | FANNIE MAE POOL UMBS P#948208 V/R 5.93300000                                                     | CUSIP: 31413K3R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10930 | PA      | $11035.17     | 0.00%             | 2037-07-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| TRK 2025-RRTL1 A V/R 03/25/27                          | TOORAK MORTGAGE TRUST 2025-RRTL1 SER 2025-RRTL1 CL A1 V/R REGD 144A P/P 5.52400000               | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8700000 | PA      | $8701027.47   | 0.04%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3377 4% 01/20/46                           | GINNIE MAE II POOL P#MA3377 4.00000000                                                           | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    270637 | PA      | $256536.47    | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2126 CB 6.25% 02/15/29                             | FREDDIE MAC REMICS SER 2126 CL CB 6.25000000                                                     | CUSIP: 3133TJDR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8161 | PA      | $8254.77      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6302 3.5% 12/01/45                            | FANNIE MAE POOL UMBS P#AS6302 3.50000000                                                         | CUSIP: 3138WGAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176169 | PA      | $163437.21    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#486631 6.5% 10/15/28                            | GINNIE MAE I POOL P#486631 6.50000000                                                            | CUSIP: 36210ASU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       147 | PA      | $151.53       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1559 4% 12/01/40                              | FANNIE MAE POOL UMBS P#AH1559 4.00000000                                                         | CUSIP: 3138A2WV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    314708 | PA      | $304151.92    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A 4.88% 09/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL A2 REGD 4.88000000                   | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2581795 | PA      | $2582563.29   | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60774 3% 10/01/45                             | FREDDIE MAC GOLD POOL P#G60774 3.00000000                                                        | CUSIP: 31335A2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1641513 | PA      | $1484472.07   | 0.01%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-14 CO ZCP 08/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-14 CL CO ZCP 0.00000000                        | CUSIP: 38376WBS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49799 | PA      | $42273.29     | 0.00%             | 2035-08-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 7.35% 03/06/30                         | FORD MOTOR CREDIT CO LLC REGD 7.35000000                                                         | CUSIP: 345397C68<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1335382.55   | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CR2 3.759% 08/10/25                          | COMM 2015-CCRE25 MORTGAGE TRUST SER 2015-CR25 CL A4 REGD 3.75900000                              | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    848437 | PA      | $846570.69    | 0.00%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| FNR 2013-118 YL 3% 12/25/28                            | FANNIE MAE REMICS SER 2013-118 CL YL 3.00000000                                                  | CUSIP: 3136AHCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731007 | PA      | $719920.81    | 0.00%             | 2028-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4469 1.5% 11/01/36                            | FANNIE MAE POOL UMBS P#MA4469 1.50000000                                                         | CUSIP: 31418D6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2629304 | PA      | $2336496.87   | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 3.55% 02/15/50                         | BURLINGTN NORTH SANTA FE REGD 3.55000000                                                         | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $380281.09    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 4.45% 02/15/44                         | VIRGINIA ELEC & POWER CO REGD 4.45000000                                                         | CUSIP: 927804FR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $107040.22    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9907 6% 09/20/54                           | GINNIE MAE II POOL P#MA9907 6.00000000                                                           | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7794457 | PA      | $7915616.84   | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-63 AP ZCP 06/25/40                            | FANNIE MAE REMICS SER 2010-63 CL AP ZCP 0.00000000                                               | CUSIP: 31398RPH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24533 | PA      | $21268.56     | 0.00%             | 2040-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 3.8% 09/20/31                         | BRITISH AIR 18-1 AA PTT REGD 144A P/P 3.80000000                                                 | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    665761 | PA      | $643985.89    | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 03/15/30                         | NATIONAL FUEL GAS CO REGD 5.50000000                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   7854000 | PA      | $8071745.24   | 0.04%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 3.706% 05/15/20                         | UNIV OF CALIFORNIA CA RGTS MED REGD B/E 3.70600000                                               | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3270000 | PA      | $2015593.01   | 0.01%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FHR 2441 GF 6.5% 04/15/32                              | FREDDIE MAC REMICS SER 2441 CL GF 6.50000000                                                     | CUSIP: 3133TVJF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2867 | PA      | $2997.57      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.608% 07/14/31                         | NOMURA HOLDINGS INC REGD 2.60800000                                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2025000 | PA      | $1786705.07   | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6304 4% 12/01/45                              | FANNIE MAE POOL UMBS P#AS6304 4.00000000                                                         | CUSIP: 3138WGAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1207400 | PA      | $1145096.81   | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8323 5% 05/01/53                              | FREDDIE MAC POOL UMBS P#SD8323 5.00000000                                                        | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    684766 | PA      | $672562.78    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3534 3.5% 10/01/49                            | FREDDIE MAC POOL UMBS P#QA3534 3.50000000                                                        | CUSIP: 31339S4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1014264 | PA      | $923209.19    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWL 2004-6 M1 V/R 10/25/34                             | COUNTRYWIDE ASSET-BACKED CEFTIFICATES SERIES 2004-6 CLASS M1 REGD VARIABLE 5.33368000            | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3652 | PA      | $3615.62      | 0.00%             | 2034-10-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                         | CVS HEALTH CORP REGD 5.05000000                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4317239.45   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.75% 03/15/29                         | ONCOR ELECTRIC DELIVERY REGD 5.75000000                                                          | CUSIP: 68233JBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $129923.62    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.125% 03/01/48                         | SOUTHERN CAL EDISON REGD SER C 4.12500000                                                        | CUSIP: 842400GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1363558.68   | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 04/13/33                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 6.10000000                                                | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4080000 | PA      | $4241117.32   | 0.02%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.6% 06/13/28                              | AKER BP ASA REGD 144A P/P 5.60000000                                                             | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3380000 | PA      | $3469878.59   | 0.02%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.4% 03/04/44                         | WILLIAMS COMPANIES INC REGD 5.40000000                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2583596.40   | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.55% 12/01/33                         | ENERGY TRANSFER LP REGD 6.55000000                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1502674.10   | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDON 4.763% 04/14/27                         | FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000                                               | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    660000 | PA      | $658308.95    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS RSOFRP03.71 12/16/54 JPMCL FLOAT                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $604067.47    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNR 2006-94 GK V/R 10/25/26                            | FANNIE MAE REMICS SER 2006-94 CL GK V/R 11.15175000                                              | CUSIP: 31396K4D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       593 | PA      | $620.80       | 0.00%             | 2026-10-25      | Variable      | 11.15%                | No            |                  2 | On Loan: No      |
| UMBS P#BM5900 3% 11/01/46                              | FANNIE MAE POOL UMBS P#BM5900 3.00000000                                                         | CUSIP: 3140JARW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2436722 | PA      | $2201487.22   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AI 3.45% 11/15/26                         | WESTINGHOUSE AIR BRAKE REGD 3.45000000                                                           | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4934740.10   | 0.02%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.803% 06/05/30                         | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.80300000                                                  | CUSIP: 74368CCC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9426000 | PA      | $9543782.02   | 0.04%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/29                         | WELLS FARGO & COMPANY REGD V/R 4.97000000                                                        | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3102818.18   | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS 2.805% 03/11/31                         | AMFAM HOLDINGS INC REGD 144A P/P 2.80500000                                                      | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4255027.55   | 0.02%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6333 2% 11/01/51                              | FREDDIE MAC POOL UMBS P#RA6333 2.00000000                                                        | CUSIP: 3133KNBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12926196 | PA      | $10238499.73  | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NPL1 A V/R 09/25/27                          | MFA 2024-NPL1 TRUST SER 2024-NPL1 CL A1 V/R REGD 6.33000000                                      | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5718293 | PA      | $5733639.68   | 0.03%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GNR 2020-30 PT V/R 03/20/48                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-30 CL PT V/R 4.75703000                        | CUSIP: 38382DF20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4967914 | PA      | $5033442.87   | 0.02%             | 2048-03-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/29/31                             | CITIGROUP INC REGD V/R 2.66600000                                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    515000 | PA      | $472195.01    | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| GNMA P#736520 4.5% 04/15/40                            | GINNIE MAE I POOL P#736520 4.50000000                                                            | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    534002 | PA      | $522901.92    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK 5.716% 05/15/34                          | BANK 2024-BNK47 SER 2024-BNK47 CL A5 REGD 5.71600000                                             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6502547 | PA      | $6838255.29   | 0.03%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA1019 6% 11/01/36                              | FANNIE MAE POOL UMBS P#AA1019 6.00000000                                                         | CUSIP: 31416JDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12744 | PA      | $13319.36     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 1.9% 10/15/26                         | SMBC AVIATION CAPITAL FI REGD 144A P/P 1.90000000                                                | CUSIP: 78448TAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1352425.35   | 0.01%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/53                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  62975600 | PA      | $51408753.16  | 0.24%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A  5.71% 09/20/27                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL B REGD 144A P/P 5.71000000            | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1227976.68   | 0.01%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FHR 1927 ZA 6.5% 01/15/27                              | FREDDIE MAC REMICS SER 1927 CL ZA 6.50000000                                                     | CUSIP: 3133T8U70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       349 | PA      | $350.72       | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33507 3% 05/01/45                             | FREDDIE MAC GOLD POOL P#Q33507 3.00000000                                                        | CUSIP: 3132QP3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    884965 | PA      | $791215.85    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C75791 5.5% 01/01/33                           | FREDDIE MAC GOLD POOL P#C75791 5.50000000                                                        | CUSIP: 31288ENG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13484 | PA      | $13595.13     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSMPS 2005-RP2 1 V/R 03/25/35                          | GSMPS MORTGAGE LOAN TRUST 2005-RP2 SER 2005-RP2 CL 1AF V/R REGD 144A P/P 4.78368000              | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48117 | PA      | $45091.71     | 0.00%             | 2035-03-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GNR 2009-11 SC V/R 02/16/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-11 CL SC V/R 1.72376000                        | CUSIP: 38374TJF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37652 | PA      | $970.13       | 0.00%             | 2039-02-16      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS 6.07% 07/12/28                         | NOMURA HOLDINGS INC REGD 6.07000000                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4200000 | PA      | $4382905.63   | 0.02%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FHR 4217 KY 3% 06/15/43                                | FREDDIE MAC REMICS SER 4217 CL KY 3.00000000                                                     | CUSIP: 3137B2KH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206000 | PA      | $186479.52    | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3% 02/15/41                           | T-MOBILE USA INC REGD SER WI 3.00000000                                                          | CUSIP: 87264ABL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1683037.70   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/20/32                                   | BPCE SA REGD V/R 144A P/P 2.27700000                                                             | CUSIP: 05583JAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   8350000 | PA      | $7224877.75   | 0.03%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9360 4.97% 12/01/32                           | FANNIE MAE POOL UMBS P#BS9360 4.97000000                                                         | CUSIP: 3140LLMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6241000 | PA      | $6384741.09   | 0.03%             | 2032-12-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 5.8% 03/15/55                         | ENTERGY LOUISIANA LLC REGD 5.80000000                                                            | CUSIP: 29364WBQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2705312.51   | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HINTT 2025-A B 5.45% 01/15/33                          | HINNT 2025-A LLC SER 2025-A CL B REGD 144A P/P 5.45000000                                        | CUSIP: 433403AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3278200 | PA      | $3302552.32   | 0.02%             | 2044-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#254949 5% 11/01/33                              | FANNIE MAE POOL UMBS P#254949 5.00000000                                                         | CUSIP: 31371LEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1336 | PA      | $1351.82      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL5 A V/R 09/25/27                          | PRET 2024-NPL5 LLC SER 2024-NPL5 CL A1 V/R REGD 144A P/P 5.96300000                              | CUSIP: 74143QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2697880 | PA      | $2700800.14   | 0.01%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#745946 5.5% 11/01/36                            | FANNIE MAE POOL UMBS P#745946 5.50000000                                                         | CUSIP: 31403DWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7081 | PA      | $7308.49      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3431 5.5% 06/01/53                            | FREDDIE MAC POOL UMBS P#SD3431 5.50000000                                                        | CUSIP: 3132DQY42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10927591 | PA      | $10983682.87  | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION C 5.55% 04/03/34                         | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.55000000                                                | CUSIP: 78448TAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11200000 | PA      | $11335702.22  | 0.05%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V81992 4% 10/01/45                             | FREDDIE MAC GOLD POOL P#V81992 4.00000000                                                        | CUSIP: 3132L7F95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2034180 | PA      | $1919276.76   | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 11/16/28                         | STANDARD CHARTERED PLC REGD V/R P/P 7.76700000                                                   | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   7900000 | PA      | $8454350.67   | 0.04%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ4522 6% 09/01/54                              | FREDDIE MAC POOL UMBS P#QJ4522 6.00000000                                                        | CUSIP: 3133CVAX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2699912 | PA      | $2796756.18   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/08/29                         | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                         | CUSIP: 345397E58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10735000 | PA      | $10757423.05  | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.25% 04/15/29                         | ENERGY TRANSFER LP REGD 5.25000000                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5631000 | PA      | $5766784.86   | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNR 2008-58 FA V/R 07/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-58 CL FA V/R 5.25206000                        | CUSIP: 38375DKW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128334 | PA      | $128971.61    | 0.00%             | 2038-07-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FNR 2007-14 ES V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-14 CL ES V/R 2.02035000                                               | CUSIP: 31396PC33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73674 | PA      | $7629.88      | 0.00%             | 2037-03-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3874 3.5% 08/20/46                         | GINNIE MAE II POOL P#MA3874 3.50000000                                                           | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409618 | PA      | $380781.16    | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO V/R 01/15/33                         | MBIA INSURANCE CO REGD V/R P/P 11.88200000                                                       | CUSIP: 55276GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $3440.00      | 0.00%             | 2033-01-15      | Variable      | 11.88%                | No            |                  2 | On Loan: No      |
| FNR 2006-79 DF V/R 08/25/36                            | FANNIE MAE REMICS SER 2006-79 CL DF V/R 4.76965000                                               | CUSIP: 31396KYA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35289 | PA      | $35043.31     | 0.00%             | 2036-08-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNR 2007-42 AO ZCP 05/25/37                            | FANNIE MAE REMICS SER 2007-42 CL AO ZCP 0.00000000                                               | CUSIP: 31396VM96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1049 | PA      | $918.27       | 0.00%             | 2037-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 3.625% 05/25/27                         | ENEL FINANCE INTL NV REGD P/P 3.62500000                                                         | CUSIP: 29278GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   8243000 | PA      | $8138284.23   | 0.04%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 01/16/36                         | M&T BANK CORPORATION REGD V/R MTN 5.38500000                                                     | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   7541000 | PA      | $7514806.11   | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTI 6.5% 11/15/35                           | BOSTON SCIENTIFIC CORP REGD 6.50000000                                                           | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    845000 | PA      | $947686.39    | 0.00%             | 2035-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5138 2% 12/01/41                              | FREDDIE MAC POOL UMBS P#RB5138 2.00000000                                                        | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14922896 | PA      | $12750795.77  | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY  5.25% 06/15/37                         | CENOVUS ENERGY INC REGD SER WI 5.25000000                                                        | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1977000 | PA      | $1862484.71   | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNR 2010-16 WB V/R 03/25/40                            | FANNIE MAE REMICS SER 2010-16 CL WB V/R 6.12317000                                               | CUSIP: 31398MRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68292 | PA      | $69532.64     | 0.00%             | 2040-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  5.212% 12/01/47                         | PG&E WILDFIRE RECOVERY REGD SER A-4 5.21200000                                                   | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1217771.70   | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 05/22/32                         | MIZUHO FINANCIAL GROUP REGD V/R 2.17200000                                                       | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8000000 | PA      | $6912023.20   | 0.03%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#729379 6% 08/01/33                              | FANNIE MAE POOL UMBS P#729379 6.00000000                                                         | CUSIP: 31402HJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1947 | PA      | $1983.82      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-7 3A V/R 10/25/33                           | BEAR STEARNS ARM TRUST 2003-7 SER 2003-7 CL 3A V/R REGD 7.03557200                               | CUSIP: 07384MYS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1339 | PA      | $1345.93      | 0.00%             | 2033-10-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| FNR 2010-64 DM 5% 06/25/40                             | FANNIE MAE REMICS SER 2010-64 CL DM 5.00000000                                                   | CUSIP: 31398RM85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101397 | PA      | $102413.77    | 0.00%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENE 5.85% 09/15/54                         | MIDAMERICAN ENERGY CO REGD 5.85000000                                                            | CUSIP: 595620AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1358535.38   | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 3% 01/22/30                           | SOCIETE GENERALE REGD 144A P/P MTN 3.00000000                                                    | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    562000 | PA      | $523592.71    | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.85% 11/15/35                          | HALLIBURTON CO REGD 4.85000000                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192491.66    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 3.0% JUL 24                              | GNMA 30YR TBA 3.0% JUL 24      TO BE ANNOUNCED 3.00000000                                        | CUSIP: 21H030674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2530000 | PA      | $2237429.00   | 0.01%             | 2055-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-8 WN V/R 03/25/36                             | FANNIE MAE REMICS SER 2006-8 CL WN V/R 2.28035000                                                | CUSIP: 31394VX47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229984 | PA      | $21884.12     | 0.00%             | 2036-03-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| FNR 2004-28 PF V/R 03/25/34                            | FANNIE MAE REMICS SER 2004-28 CL PF V/R 4.81965000                                               | CUSIP: 31393YFC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4837 | PA      | $4834.69      | 0.00%             | 2034-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| WFCIT 2025-A1  4.34% 05/15/28                          | WF CARD ISSUANCE TRUST SER 2025-A1 CL A REGD 4.34000000                                          | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10172000 | PA      | $10251665.07  | 0.05%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1H2618 V/R 05/01/36                            | FREDDIE MAC NON GOLD POOL P#1H2618 V/R 6.34100000                                                | CUSIP: 3128QLSF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25983 | PA      | $26892.39     | 0.00%             | 2036-05-01      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-4 A 4.76% 03/20/30                           | VERIZON MASTER TRUST SER 2025-4 CL A REGD 144A P/P 4.76000000                                    | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   6668000 | PA      | $6771562.04   | 0.03%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BABS 2025-RM11 A V/R 05/25/65                          | BREAN ASSET BACKED SECURITIES TRUST 2025-RM11 SER 2025-RM11 CL A1 V/R REGD 144A P/P 4.75000000   | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5886066 | PA      | $5726598.68   | 0.03%             | 2065-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 5.9% 01/25/33                         | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.90000000                                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1555021.59   | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4263 4% 02/20/47                           | GINNIE MAE II POOL P#MA4263 4.00000000                                                           | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    795346 | PA      | $749437.18    | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2244 2.5% 11/01/36                            | FANNIE MAE POOL UMBS P#CB2244 2.50000000                                                         | CUSIP: 3140QMP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8173892 | PA      | $7648172.33   | 0.04%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.25% 02/01/35                               | BOEING CO REGD 3.25000000                                                                        | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $976990.05    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/03/27                             | UNICREDIT SPA REGD V/R 144A P/P 1.98200000                                                       | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1135000 | PA      | $1106987.93   | 0.01%             | 2027-06-03      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LI 6.4% 06/28/54                         | VALE OVERSEAS LIMITED REGD 6.40000000                                                            | CUSIP: 91911TAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4044000 | PA      | $3974317.43   | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BM2157 5% 07/20/49                           | GINNIE MAE II POOL P#BM2157 5.00000000                                                           | CUSIP: 3617JSME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266780 | PA      | $270826.95    | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5803 4.5% 04/01/39                            | FANNIE MAE POOL UMBS P#BM5803 4.50000000                                                         | CUSIP: 3140JANV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2092850 | PA      | $2102181.16   | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  54073000 | PA      | $54157489.06  | 0.25%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#777132 V/R 06/01/34                             | FANNIE MAE POOL UMBS P#777132 V/R 6.29500000                                                     | CUSIP: 31404SLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11628 | PA      | $11933.73     | 0.00%             | 2034-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HE 3.91% 10/01/50                         | COMMONSPIRIT HEALTH REGD 3.91000000                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $936583.99    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NAA 2004-R2 A1 V/R 10/25/34                            | NACC REPERFORMING LOAN REMIC TRUST 2004-R2 SER 2004-R2 CL A1 V/R REGD 144A P/P 6.50000000        | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24231 | PA      | $21896.71     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07801 4% 10/01/44                             | FREDDIE MAC GOLD POOL P#G07801 4.00000000                                                        | CUSIP: 3128MAAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2160638 | PA      | $2064198.16   | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH7010 4.5% 03/01/41                            | FANNIE MAE POOL UMBS P#AH7010 4.50000000                                                         | CUSIP: 3138A8YG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    379307 | PA      | $377509.16    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 4.8% 08/15/43                         | NORFOLK SOUTHERN CORP REGD 4.80000000                                                            | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1121288.15   | 0.01%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A93383 5% 08/01/40                             | FREDDIE MAC GOLD POOL P#A93383 5.00000000                                                        | CUSIP: 312941XL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93766 | PA      | $95048.44     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDPK 2018-29A A1 V/R 03/25/38                          | MADISON PARK FUNDING XXIX LTD SER 2018-29A CL A1R2 V/R REGD 144A P/P 5.49542000                  | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35720000 | PA      | $35577120.00  | 0.16%             | 2038-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/10/29                          | DEUTSCHE BANK N REGD V/R SER . 5.37300000                                                        | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4197408.23   | 0.02%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 5.2% 08/01/29                         | OCCIDENTAL PETROLEUM COR REGD 5.20000000                                                         | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    725000 | PA      | $727331.60    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4402 1.5% 08/01/36                            | FANNIE MAE POOL UMBS P#MA4402 1.50000000                                                         | CUSIP: 31418D3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9478838 | PA      | $8446768.28   | 0.04%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.6% 09/15/47                         | NORTHERN STATES PWR-MINN REGD 3.60000000                                                         | CUSIP: 665772CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2395000 | PA      | $1789571.30   | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5553 V/R 11/20/71                          | GINNIE MAE II POOL P#CE5553 V/R 5.73900000                                                       | CUSIP: 3617VUE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10388037 | PA      | $10870568.34  | 0.05%             | 2071-11-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FHR 3688 GT V/R 11/15/46                               | FREDDIE MAC REMICS SER 3688 CL GT V/R 7.48639300                                                 | CUSIP: 3137A0ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182793 | PA      | $195223.39    | 0.00%             | 2046-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC 6.15% 04/02/30                           | BGC GROUP INC REGD 144A P/P 6.15000000                                                           | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2175838.24   | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FHR 2332 ZH 7% 07/15/31                                | FREDDIE MAC REMICS SER 2332 CL ZH 7.00000000                                                     | CUSIP: 313398L98<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7607 | PA      | $7931.91      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C00785 6.5% 06/01/29                           | FREDDIE MAC GOLD POOL P#C00785 6.50000000                                                        | CUSIP: 31292G2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2483 | PA      | $2567.14      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 3.6% 09/01/27                         | O'REILLY AUTOMOTIVE INC REGD 3.60000000                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    802000 | PA      | $791232.20    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0246 4.5% 06/01/51                            | FANNIE MAE POOL UMBS P#BF0246 4.50000000                                                         | CUSIP: 3140FXHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10204403 | PA      | $9941930.68   | 0.05%             | 2051-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR8293 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AR8293 3.00000000                                                         | CUSIP: 3138W6GB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    615058 | PA      | $555632.95    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1725 4% 10/01/52                              | FREDDIE MAC POOL UMBS P#SD1725 4.00000000                                                        | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10908950 | PA      | $10164594.31  | 0.05%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT  4% 11/13/30                         | FORD MOTOR CREDIT CO LLC REGD 4.00000000                                                         | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4309120.27   | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08677 4% 11/01/45                             | FREDDIE MAC GOLD POOL P#G08677 4.00000000                                                        | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3005428 | PA      | $2853918.85   | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSM 2004-3 4A V/R 04/25/34                             | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL 4A V/R REGD 5.63946600                   | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56717 | PA      | $55329.68     | 0.00%             | 2034-04-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CAS 2021-R03 1M1 V/R 12/25/41                          | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 SER 2021-R03 CL 1M1 V/R REGD 144A P/P 5.15517000    | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1375662 | PA      | $1372987.16   | 0.01%             | 2041-12-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4732 4% 09/01/52                              | FANNIE MAE POOL UMBS P#MA4732 4.00000000                                                         | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16941293 | PA      | $15785317.36  | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.439% 02/15/35                         | COLUMBIA PIPELINES OPCO REGD 144A P/P 5.43900000                                                 | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7295000 | PA      | $7337366.73   | 0.03%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4834 6.5% 02/01/55                            | FREDDIE MAC POOL UMBS P#QX4834 6.50000000                                                        | CUSIP: 31426ALQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1390363 | PA      | $1444873.20   | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07995 5.5% 01/01/39                           | FREDDIE MAC GOLD POOL P#G07995 5.50000000                                                        | CUSIP: 3128MAGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    847915 | PA      | $868330.24    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4752 2.5% 04/01/30                            | FANNIE MAE POOL UMBS P#AS4752 2.50000000                                                         | CUSIP: 3138WEH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    441823 | PA      | $427701.33    | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPA 4.2% 06/15/35                         | PRECISION CASTPARTS CORP REGD 4.20000000                                                         | CUSIP: 740189AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72519.46     | 0.00%             | 2035-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-4 CX 5.5% 06/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT  SER 2005-4 CL CX REGD 5.50000000     | CUSIP: 9393367B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99312 | PA      | $14876.87     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4 A 5.73% 03/16/26                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SER 2023-4 CL A3 REGD 5.73000000                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4836668 | PA      | $4850091.25   | 0.02%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-8 A2 V/R 09/20/34                            | SEQUOIA MORTGAGE TRUST 2004-8 SER 2004-8 CL A2 V/R REGD 5.46406000                               | CUSIP: 81744FDK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33944 | PA      | $31527.31     | 0.00%             | 2034-09-20      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSU V/R 10/24/67                         | PACIFIC LIFE INSURANCE C REGD V/R 144A P/P 4.30000000                                            | CUSIP: 69448FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743000 | PA      | $582367.56    | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5% 02/09/54                             | ELI LILLY & CO REGD 5.00000000                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1878344.74   | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA C 7.2% 07/18/36                         | TELECOM ITALIA CAPITAL REGD 7.20000000                                                           | CUSIP: 87927VAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413000 | PA      | $439614.13    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FNS 393 6 5.5% 04/25/37                                | FANNIE MAE INTEREST STRIP SER 393 CL 6 5.50000000                                                | CUSIP: 3136FGCE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3997 | PA      | $371.89       | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-46 SW V/R 06/25/36                            | FANNIE MAE REMICS SER 2006-46 CL SW V/R 7.99451100                                               | CUSIP: 31395D7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1730 | PA      | $1927.34      | 0.00%             | 2036-06-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8371 5% 11/01/53                              | FREDDIE MAC POOL UMBS P#SD8371 5.00000000                                                        | CUSIP: 3132DWJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7259704 | PA      | $7128471.68   | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3812 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#SD3812 2.50000000                                                        | CUSIP: 3132E0GV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    753121 | PA      | $631386.78    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A28796 6.5% 11/01/34                           | FREDDIE MAC GOLD POOL P#A28796 6.50000000                                                        | CUSIP: 31297GXZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2457 | PA      | $2559.94      | 0.00%             | 2034-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)SEP25                            | FUTURE CONTRACT ON           US 10YR NOTE (CBT)SEP25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2801 | NC      | $314062125.00 | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FNR 2003-105 AZ 5.5% 10/25/33                          | FANNIE MAE REMICS SER 2003-105 CL AZ 5.50000000                                                  | CUSIP: 31393E7F0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215313 | PA      | $222779.95    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4 C 6.04% 09/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SER 2023-4 CL C REGD 6.04000000                    | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8300000 | PA      | $8512588.73   | 0.04%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35                            | MORGAN STANLEY REGD V/R MTN 5.83100000                                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2001029.00   | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1B7242 V/R 09/01/36                            | FREDDIE MAC NON GOLD POOL P#1B7242 V/R 7.41300000                                                | CUSIP: 3128QPNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38760 | PA      | $39779.13     | 0.00%             | 2036-09-01      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W10 2A V/R 08/25/37                           | FANNIE MAE REMIC TRUST 2007-W1 SER 2007-W10 CL 2A V/R 6.23303000                                 | CUSIP: 31396XD35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4183 | PA      | $4376.87      | 0.00%             | 2047-08-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FFCB 1.42% 08/19/32                                    | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.42000000                                                | CUSIP: 3133EL4L5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3000000 | PA      | $2465379.45   | 0.01%             | 2032-08-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95656 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95656 4.00000000                                                        | CUSIP: 312944H95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    285669 | PA      | $274987.43    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2006-34 PO ZCP 07/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-34 CL PO ZCP 0.00000000                        | CUSIP: 38374DBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2868 | PA      | $2375.59      | 0.00%             | 2036-07-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 3302 UT 6% 04/15/37                                | FREDDIE MAC REMICS SER 3302 CL UT 6.00000000                                                     | CUSIP: 31397GB82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21513 | PA      | $22862.24     | 0.00%             | 2037-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-9 NZ 6.5% 02/25/33                            | FANNIE MAE REMICS SER 2003-9 CL NZ 6.50000000                                                    | CUSIP: 31392HA45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6735 | PA      | $7049.14      | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD 5.25% 12/15/43                            | XL GROUP LTD REGD 5.25000000                                                                     | CUSIP: 98420EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2700000 | PA      | $2583093.46   | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.39% 08/15/37                         | BAT CAPITAL CORP REGD SER WI 4.39000000                                                          | CUSIP: 05526DBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10160000 | PA      | $9085240.96   | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 10/15/30                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.00500000                                              | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5870000 | PA      | $5930253.50   | 0.03%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-41 WA V/R 10/20/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-41 CL WA V/R 5.81089000                        | CUSIP: 38377EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37458 | PA      | $38326.45     | 0.00%             | 2033-10-20      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08731 2.5% 11/01/46                           | FREDDIE MAC GOLD POOL P#G08731 2.50000000                                                        | CUSIP: 3128MJY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1068834 | PA      | $914346.47    | 0.00%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.0% JUL 25                            | G2SF  30 YR TBA 4.0% JUL 25  TO BE ANNOUNCED 4.00000000                                          | CUSIP: 21H040673<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -3000000 | PA      | $-2788860.87  | -0.01%            | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 08/15/40                           | UNITED STATES TREASURY BOND 3.87500000                                                           | CUSIP: 912810QK7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  25825000 | PA      | $23757991.28  | 0.11%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.3% 08/15/29                         | GLOBAL PAYMENTS INC REGD 5.30000000                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    964000 | PA      | $981410.64    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#682078 5.5% 11/01/32                            | FANNIE MAE POOL UMBS P#682078 5.50000000                                                         | CUSIP: 31400AXF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22353 | PA      | $22871.96     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0536 3.5% 03/01/48                            | FREDDIE MAC POOL UMBS P#ZT0536 3.50000000                                                        | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1369101 | PA      | $1260540.97   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#785618 V/R 07/01/26                            | FREDDIE MAC NON GOLD POOL P#785618 V/R 7.25000000                                                | CUSIP: 31348SG32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       566 | PA      | $563.95       | 0.00%             | 2026-07-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8879 5.5% 05/20/53                         | GINNIE MAE II POOL P#MA8879 5.50000000                                                           | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8353145 | PA      | $8405369.28   | 0.04%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 06/15/35                              | CAIXABANK SA REGD V/R 144A P/P 6.03700000                                                        | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5065000 | PA      | $5299509.91   | 0.02%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7574 6% 09/01/54                              | FREDDIE MAC POOL UMBS P#SD7574 6.00000000                                                        | CUSIP: 3132DVMX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8152185 | PA      | $8376874.22   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7650 3% 10/20/51                           | GINNIE MAE II POOL P#MA7650 3.00000000                                                           | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5891911 | PA      | $5217459.03   | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5985 3.5% 06/20/49                         | GINNIE MAE II POOL P#MA5985 3.50000000                                                           | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13121200 | PA      | $11973231.20  | 0.06%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H04 SA V/R 02/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H04 CL SA V/R 4.86602000                       | CUSIP: 38375BL26<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60108 | PA      | $60160.18     | 0.00%             | 2063-02-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5469 3% 03/01/44                              | FANNIE MAE POOL UMBS P#BM5469 3.00000000                                                         | CUSIP: 3140JACF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    267787 | PA      | $241880.66    | 0.00%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ5136 3.5% 11/01/42                            | FANNIE MAE POOL UMBS P#AQ5136 3.50000000                                                         | CUSIP: 3138MLV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1063402 | PA      | $997681.24    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 3% 05/15/26                            | CMS ENERGY CORP REGD 3.00000000                                                                  | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108573.97    | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A3 4.41% 01/20/29                           | ENTERPRISE FLEET FINANCING 2025-2 LLC SER 2025-2 CL A3 REGD 144A P/P 4.41000000                  | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7124000 | PA      | $7159370.66   | 0.03%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A90768 5% 01/01/40                             | FREDDIE MAC GOLD POOL P#A90768 5.00000000                                                        | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39193 | PA      | $39728.41     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA0922 6% 09/01/36                              | FANNIE MAE POOL UMBS P#AA0922 6.00000000                                                         | CUSIP: 31416JAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98006 | PA      | $102194.56    | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6921 2% 10/20/50                           | GINNIE MAE II POOL P#MA6921 2.00000000                                                           | CUSIP: 36179VVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4740255 | PA      | $3753597.52   | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29                         | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  45920000 | PA      | $47415045.91  | 0.22%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                           | UNITED STATES TREASURY BOND 2.87500000                                                           | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  81880000 | PA      | $58777685.74  | 0.27%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-3A  6.39% 07/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL A REGD 144A P/P 6.39000000               | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5800000 | PA      | $5850984.32   | 0.03%             | 2033-08-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU5016 3% 10/01/43                              | FANNIE MAE POOL UMBS P#AU5016 3.00000000                                                         | CUSIP: 3138X4SE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41104 | PA      | $37081.41     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-71 SC V/R 08/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-71 CL SC V/R 1.56794000                        | CUSIP: 38375XML5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20026 | PA      | $72.03        | 0.00%             | 2038-08-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#880219 7% 02/01/36                              | FANNIE MAE POOL UMBS P#880219 7.00000000                                                         | CUSIP: 31409V4C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6060 | PA      | $6218.27      | 0.00%             | 2036-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                         | GINNIE MAE II POOL P#MA5467 4.50000000                                                           | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340960 | PA      | $332000.97    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINA 4.111% 02/15/28                         | PRINCIPAL FINANCIAL GRP REGD P/P 4.11100000                                                      | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1955887.04   | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0493 3% 02/01/52                              | FANNIE MAE POOL UMBS P#FS0493 3.00000000                                                         | CUSIP: 3140XFRP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8321280 | PA      | $7312262.26   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#310209 3.5% 08/01/43                            | FANNIE MAE POOL UMBS P#310209 3.50000000                                                         | CUSIP: 31374CR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10864951 | PA      | $10236125.86  | 0.05%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4018 2% 05/01/50                              | FANNIE MAE POOL UMBS P#MA4018 2.00000000                                                         | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12842290 | PA      | $10266907.28  | 0.05%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2104 2% 07/01/36                              | FREDDIE MAC POOL UMBS P#RC2104 2.00000000                                                        | CUSIP: 3133L8KR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3622977 | PA      | $3319118.68   | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/29                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 5.24900000                                                | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15409000 | PA      | $15597139.58  | 0.07%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 2.95% 10/01/50                         | COX COMMUNICATIONS INC REGD 144A P/P 2.95000000                                                  | CUSIP: 224044CM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $723917.70    | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/13/30                              | UBS GROUP AG REGD V/R 144A P/P 5.61700000                                                        | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1070000 | PA      | $1111064.36   | 0.01%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1B1665 V/R 04/01/34                            | FREDDIE MAC NON GOLD POOL P#1B1665 V/R 6.75000000                                                | CUSIP: 3128JLW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4832 | PA      | $4893.90      | 0.00%             | 2034-04-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FNS 411 F1 V/R 08/25/42                                | FANNIE MAE INTEREST STRIP SER 411 CL F1 V/R 4.96965000                                           | CUSIP: 31395QDC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    588447 | PA      | $582972.60    | 0.00%             | 2042-08-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU0070 2.5% 10/01/51                            | FANNIE MAE POOL UMBS P#BU0070 2.50000000                                                         | CUSIP: 3140M1CG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9842928 | PA      | $8206140.06   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0045 6% 12/01/32                              | FANNIE MAE POOL UMBS P#AL0045 6.00000000                                                         | CUSIP: 3138EGBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38866 | PA      | $40391.53     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.4% 06/15/35                         | EXTRA SPACE STORAGE LP REGD 5.40000000                                                           | CUSIP: 30225VAU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3539000 | PA      | $3558115.45   | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COOPR 2025-CES2  V/R 06/25/60                          | COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES2 SER 2025-CES2 CL A1A V/R REGD 144A P/P 5.50200000     | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9600000 | PA      | $9647947.97   | 0.04%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-SAVE A V/R 02/15/23                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2021-SAVE CL A V/R REGD 144A P/P 5.67648000            | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434144 | PA      | $1433338.49   | 0.01%             | 2040-02-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.2% 03/17/32                         | BROWN & BROWN INC REGD 4.20000000                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5740764.84   | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% AUG 25                              | FNMA 30YR TBA 4.0% AUG 25      TO BE ANNOUNCED 4.00000000                                        | CUSIP: 01F040685<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -7000000 | PA      | $-6507267.41  | -0.03%            | 2055-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2004-90 SI V/R 10/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-90 CL SI V/R 1.66794000                        | CUSIP: 38374JXC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125802 | PA      | $6787.89      | 0.00%             | 2034-10-20      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3114 2.5% 08/01/32                            | FANNIE MAE POOL UMBS P#MA3114 2.50000000                                                         | CUSIP: 31418CN83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2179950 | PA      | $2093497.96   | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 4.625% 06/15/27                         | ENEL FINANCE INTL NV REGD 144A P/P 4.62500000                                                    | CUSIP: 29278GAW8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2096000 | PA      | $2103709.76   | 0.01%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91925 3.5% 04/01/37                           | FREDDIE MAC GOLD POOL P#C91925 3.50000000                                                        | CUSIP: 3128P8D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2547827 | PA      | $2476770.55   | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2005-91 PI 6% 12/20/35                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-91 CL PI 6.00000000                            | CUSIP: 38374MSK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17609 | PA      | $1541.32      | 0.00%             | 2035-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3956 3% 03/01/35                              | FANNIE MAE POOL UMBS P#MA3956 3.00000000                                                         | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3034338 | PA      | $2908220.86   | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                         | TIME WARNER CABLE LLC REGD 5.50000000                                                            | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6815000 | PA      | $6196663.80   | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 4.5% 05/09/47                         | CONSTELLATION BRANDS INC REGD 4.50000000                                                         | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    180000 | PA      | $149452.87    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5055 4.5% 05/20/41                           | GINNIE MAE II POOL P#5055 4.50000000                                                             | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88463 | PA      | $87776.12     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.5% 05/15/35                                 | AT&T INC REGD 4.50000000                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7570000 | PA      | $7213375.26   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SASC 2002-AL1  3.45% 02/25/32                          | STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CER SER 2002-AL1 CL A3 REGD 3.45000000             | CUSIP: 86358RXZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12215 | PA      | $2740.55      | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 5.2% 05/15/30                           | PSEG POWER LLC REGD 144A P/P 5.20000000                                                          | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10939000 | PA      | $11162638.78  | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2557 V/R 06/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2557 V/R 6.93900000                                                | CUSIP: 3128QSZW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46323 | PA      | $47774.05     | 0.00%             | 2036-06-01      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 2.625% 05/05/31                             | NBN CO LTD REGD 144A P/P MTN 2.62500000                                                          | CUSIP: 62878U2B7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  15025000 | PA      | $13543217.97  | 0.06%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNR 2006-46 FW V/R 06/25/36                            | FANNIE MAE REMICS SER 2006-46 CL FW V/R 4.81965000                                               | CUSIP: 31395D7E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10837 | PA      | $10750.07     | 0.00%             | 2036-06-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 4.9% 09/15/44                         | TEACHERS INSUR & ANNUITY REGD P/P 4.90000000                                                     | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $179789.64    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6515 4% 01/01/46                              | FANNIE MAE POOL UMBS P#AS6515 4.00000000                                                         | CUSIP: 3138WGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    742197 | PA      | $703975.32    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-AR15 3 V/R 06/25/33                          | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-AR15 CL 3A1 V/R REGD 7.14620600     | CUSIP: 22541QCV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3152 | PA      | $3282.92      | 0.00%             | 2033-06-25      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-RS2 A4 5% 11/25/33                           | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-RS2 SER 2004-RS2 CL A4 REGD 5.00000000       | CUSIP: 92922FPH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12892 | PA      | $12687.35     | 0.00%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7525 2.5% 10/01/50                            | FREDDIE MAC POOL UMBS P#SD7525 2.50000000                                                        | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11445739 | PA      | $9703858.26   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 2.625% 09/23/31                         | GLENCORE FUNDING LLC REGD 144A P/P 2.62500000                                                    | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3511392.88   | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/15/28                         | GOLDMAN SACHS GROUP INC REGD V/R 3.61500000                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14810000 | PA      | $14603210.64  | 0.07%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FHR 5222 SA V/R 05/25/52                               | FREDDIE MAC REMICS SER 5222 CL SA V/R 0.00000000                                                 | CUSIP: 3137H7BF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1801085 | PA      | $48682.25     | 0.00%             | 2052-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR3332 3.5% 02/01/43                            | FANNIE MAE POOL UMBS P#AR3332 3.50000000                                                         | CUSIP: 3138W0V22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16051 | PA      | $15076.22     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06990 5.5% 08/01/40                           | FREDDIE MAC GOLD POOL P#G06990 5.50000000                                                        | CUSIP: 3128M9C34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250836 | PA      | $257558.58    | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.35% 04/15/28                         | GENERAL MOTORS CO REGD 5.35000000                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $8877940.18   | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7144 2.5% 09/01/35                            | FANNIE MAE POOL UMBS P#CA7144 2.50000000                                                         | CUSIP: 3140QE5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3699125 | PA      | $3473893.97   | 0.02%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 6.1% 09/15/53                         | DUKE ENERGY CORP REGD 6.10000000                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2776645.79   | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FSPC T-41 3A V/R 07/25/32                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-41 CL 3A V/R 4.45007600                   | CUSIP: 31392MEN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30927 | PA      | $28388.29     | 0.00%             | 2032-07-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                             | CITIGROUP INC REGD V/R 3.78500000                                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $934774.75    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.75% 10/01/37                         | GOLDMAN SACHS GROUP INC REGD 6.75000000                                                          | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2382181.25   | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 1.546% 12/15/29                          | BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A4 REGD 1.54600000                             | CUSIP: 08162WBB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21500000 | PA      | $19031006.65  | 0.09%             | 2053-09-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 4.45% 03/03/26                         | BANK OF AMERICA CORP REGD MTN 4.45000000                                                         | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7140000 | PA      | $7132409.39   | 0.03%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 5.75% 02/15/35                         | BRIXMOR OPERATING PART REGD 5.75000000                                                           | CUSIP: 11120BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2311917.35   | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHR 2466 DH 6.5% 06/15/32                              | FREDDIE MAC REMICS SER 2466 CL DH 6.50000000                                                     | CUSIP: 31392MM82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3201 | PA      | $3352.90      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 3852 TP V/R 05/15/41                               | FREDDIE MAC REMICS SER 3852 CL TP V/R 5.50000000                                                 | CUSIP: 3137ABB59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    158816 | PA      | $159840.98    | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337Q7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14830000 | PA      | $11454876.63  | 0.05%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A  4.44% 01/22/29                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-2A CL A3 REGD 144A P/P 4.44000000           | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5077000 | PA      | $5114284.47   | 0.02%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| GNMA P#486537 7.5% 09/15/28                            | GINNIE MAE I POOL P#486537 7.50000000                                                            | CUSIP: 36210APW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       475 | PA      | $476.53       | 0.00%             | 2028-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMI 4.103% 03/08/27                         | TELEFONICA EMISIONES SAU REGD 4.10300000                                                         | CUSIP: 87938WAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   2215000 | PA      | $2203780.45   | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 7.375% 04/25/30                         | REPUBLIC OF COLOMBIA REGD 7.37500000                                                             | CUSIP: 195325ER2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |   2786000 | PA      | $2880252.41   | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7420 3.5% 06/20/51                         | GINNIE MAE II POOL P#MA7420 3.50000000                                                           | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1432918 | PA      | $1310418.60   | 0.01%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC 2.95% 09/01/26                                 | UDR INC REGD MTN 2.95000000                                                                      | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    276000 | PA      | $271287.95    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7535 3% 08/20/51                           | GINNIE MAE II POOL P#MA7535 3.00000000                                                           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17581365 | PA      | $15570190.19  | 0.07%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0533 3% 11/20/42                           | GINNIE MAE II POOL P#MA0533 3.00000000                                                           | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    817718 | PA      | $745566.13    | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35                                 | MARS INC REGD 144A P/P 5.20000000                                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $9244429.44   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/27/36                             | CITIGROUP INC REGD V/R SER . 5.33300000                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21655000 | PA      | $21824921.59  | 0.10%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL G 5.5% 06/15/52                         | LIBERTY MUTUAL GROUP INC REGD 144A P/P 5.50000000                                                | CUSIP: 53079EBN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5324405.47   | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8240 3.19% 01/01/33                           | FANNIE MAE POOL UMBS P#AN8240 3.19000000                                                         | CUSIP: 3138LMEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2987522 | PA      | $2875115.81   | 0.01%             | 2033-01-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4175 1.5% 11/01/40                            | FANNIE MAE POOL UMBS P#MA4175 1.50000000                                                         | CUSIP: 31418DT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5108966 | PA      | $4263048.14   | 0.02%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/27                            | UNITED STATES TREASURY NOTE 3.25000000                                                           | CUSIP: 91282CEW7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8855000 | PA      | $8775789.28   | 0.04%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 02/01/30                         | CAPITAL ONE FINANCIAL CO REGD V/R 5.70000000                                                     | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2492964.23   | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| TVA 5.5% 06/15/38                                      | TENNESSEE VALLEY AUTHORITY 5.50000000                                                            | CUSIP: 880591ED0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57000 | PA      | $60914.09     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 09/15/59                                | AT&T INC REGD 3.65000000                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1130473.48   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NCHET 2003-5 AI S/UP 11/25/33                          | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-5 SER 2003-5 CL AI6 S/UP REGD 6.00000000          | CUSIP: 64352VED9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70090 | PA      | $69054.70     | 0.00%             | 2033-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-1 SA V/R 02/25/32                             | FANNIE MAE REMICS SER 2002-1 CL SA V/R 10.82363800                                               | CUSIP: 31392BVQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1421 | PA      | $1662.44      | 0.00%             | 2032-02-25      | Variable      | 10.82%                | No            |                  2 | On Loan: No      |
| MARP 2006-2 1A1 V/R 05/25/36                           | MASTR REPERFORMING LOAN TRUST_  SER 2006-2 CL 1A1 V/R REGD 144A P/P 4.19865800                   | CUSIP: 57645LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57484 | PA      | $46768.51     | 0.00%             | 2036-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTR 3.5% 04/01/28                         | CLEVELAND ELECTRIC ILLUM REGD 144A P/P 3.50000000                                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1296752.49   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  6.15% 02/27/37                         | VODAFONE GROUP PLC REGD 6.15000000                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1631000 | PA      | $1750623.71   | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWE 5.4% 12/15/43                         | MONONGAHELA POWER CO REGD P/P 5.40000000                                                         | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1609389.28   | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBSCM 2017-C5 3.212% 09/15/27                          | UBS COMMERCIAL MORTGAGE TRUST 2017-C5 SER 2017-C5 CL A4 REGD 3.21200000                          | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21500000 | PA      | $20906576.35  | 0.10%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 5.65% 03/25/32                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.65000000                                                | CUSIP: 928668CR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7945000 | PA      | $8076441.29   | 0.04%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M12 A2 V/R 08/25/30                           | FANNIE MAE-ACES SER 2018-M12 CL A2 V/R 3.74800000                                                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5611341 | PA      | $5466580.75   | 0.03%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECT 5.699% 08/15/25                         | AMERICAN ELECTRIC POWER REGD 5.69900000                                                          | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4291000 | PA      | $4294389.63   | 0.02%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W1 1A1 V/R 12/25/42                           | FANNIE MAE REMIC TRUST 2003-W1 SER 2003-W1 CL 1A1 V/R 4.74512000                                 | CUSIP: 31392GVX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46843 | PA      | $46881.90     | 0.00%             | 2042-12-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-V3 5.896% 06/15/28                          | BENCHMARK 2023-V3 MORTGAGE TRUST SER 2023-V3 CL A2 REGD 5.89630000                               | CUSIP: 08163VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3100000 | PA      | $3206305.82   | 0.01%             | 2056-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHR 3261 OA ZCP 01/15/37                               | FREDDIE MAC REMICS SER 3261 CL OA ZCP 0.00000000                                                 | CUSIP: 31397EPT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7917 | PA      | $6665.44      | 0.00%             | 2037-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/12/33                              | UBS GROUP AG REGD V/R 144A P/P 6.53700000                                                        | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6321000 | PA      | $6875267.13   | 0.03%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| GNR 2008-93 AS V/R 12/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-93 CL AS V/R 1.26794000                        | CUSIP: 38375Y2X9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81135 | PA      | $4614.67      | 0.00%             | 2038-12-20      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33447 3% 05/01/45                             | FREDDIE MAC GOLD POOL P#Q33447 3.00000000                                                        | CUSIP: 3132QPZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    403921 | PA      | $364263.67    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.5% 06/15/51                         | DUKE ENERGY CORP REGD 3.50000000                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2747044.00   | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 2169 TB 7% 06/15/29                                | FREDDIE MAC REMICS SER 2169 CL TB 7.00000000                                                     | CUSIP: 3133TL5G9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9861 | PA      | $10151.48     | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT4943 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#AT4943 3.50000000                                                         | CUSIP: 3138WSP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17948 | PA      | $16835.14     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-3A  6.29% 05/15/25                          | DT AUTO OWNER TRUST 2023-3 SER 2023-3A CL A REGD 144A P/P 6.29000000                             | CUSIP: 23345WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    115619 | PA      | $115705.45    | 0.00%             | 2027-08-16      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4340 2% 05/01/51                              | FANNIE MAE POOL UMBS P#MA4340 2.00000000                                                         | CUSIP: 31418DZE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286013 | PA      | $220844.07    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COOF 2014-1 A V/R 06/25/40                             | COOF SECURITIZATION TRUST 2014-1 LTD SER 2014-1 CL A V/R 144A P/P 3.29098700                     | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    112611 | PA      | $7969.35      | 0.00%             | 2040-06-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 5.15% 09/01/43                         | BURLINGTN NORTH SANTA FE REGD 5.15000000                                                         | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    389000 | PA      | $373703.61    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VENDE 1998-1 2E 7% 03/15/28                            | VENDEE MORTGAGE TRUST 1998-1 SER 1998-1 CL 2E 7.00000000                                         | CUSIP: 911760LH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15521 | PA      | $15662.08     | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CGI INC 2.3% 09/14/31                                  | CGI INC REGD 2.30000000                                                                          | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   3919000 | PA      | $3388074.65   | 0.02%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.734% 12/08/47                             | INTEL CORP REGD SER WI 3.73400000                                                                | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $895961.06    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FNR 2011-39 ZA 6% 11/25/32                             | FANNIE MAE REMICS SER 2011-39 CL ZA 6.00000000                                                   | CUSIP: 31397SVY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114764 | PA      | $119339.24    | 0.00%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALT 2004-3 3A1 6% 04/25/34                            | MASTR ALTERNATIVE LOAN TRUST 2004-3 SER 2004-3 CL 3A1 REGD 6.00000000                            | CUSIP: 576434NW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85892 | PA      | $87874.62     | 0.00%             | 2034-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.9% 11/09/52                              | ORACLE CORP REGD 6.90000000                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $10011058.29  | 0.05%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H11 VA V/R 06/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H11 CL VA V/R 4.94602000                       | CUSIP: 38375UKC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    786739 | PA      | $788237.41    | 0.00%             | 2064-06-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FNS 412 F2 V/R 08/25/42                                | FANNIE MAE INTEREST STRIP SER 412 CL F2 V/R 4.91965000                                           | CUSIP: 31395QDG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189284 | PA      | $184026.41    | 0.00%             | 2042-08-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GNR 2003-25 PZ 5.5% 04/20/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-25 CL PZ 5.50000000                            | CUSIP: 38373QDV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63097 | PA      | $62940.44     | 0.00%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-73 MI V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-73 CL MI V/R 1.56794000                        | CUSIP: 38375LD23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53596 | PA      | $437.20       | 0.00%             | 2037-11-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/29                         | BANK OF AMERICA CORP REGD V/R 5.20200000                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4230000 | PA      | $4322899.18   | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1A V/R REGD 144A P/P 6.80517000        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2201091 | PA      | $2230020.43   | 0.01%             | 2052-03-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE IN 5.75% 06/09/35                         | GERDAU TRADE INC REGD 5.75000000                                                                 | CUSIP: 37373WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |   3039000 | PA      | $3041127.30   | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHS 406 PO ZCP 10/25/53                                | FREDDIE MAC STRIPS SER 406 CL PO ZCP 0.00000000                                                  | CUSIP: 3133Q3G96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7730102 | PA      | $6326688.20   | 0.03%             | 2053-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 5.75% 04/01/33                         | JBS USA HOLD/FOOD/LUX CO REGD 5.75000000                                                         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7500000 | PA      | $7709400.00   | 0.04%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#755973 8% 11/01/28                              | FANNIE MAE POOL UMBS P#755973 8.00000000                                                         | CUSIP: 31403R2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3842 | PA      | $3940.80      | 0.00%             | 2028-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H21 DF V/R 05/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL DF V/R 5.09602000                       | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8505 | PA      | $8505.50      | 0.00%             | 2061-05-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GNR 2003-97 SA V/R 11/16/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-97 CL SA V/R 2.12376000                        | CUSIP: 38374EVW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12108 | PA      | $53.45        | 0.00%             | 2033-11-16      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GNR 2022-46 S V/R 03/20/52                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-46 CL S V/R 0.00000000                         | CUSIP: 38383PRN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3770367 | PA      | $96759.69     | 0.00%             | 2052-03-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FIN 6.625% 06/21/40                         | PRUDENTIAL FINANCIAL INC REGD MTN 6.62500000                                                     | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $6744655.99   | 0.03%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNR 2007-18 MZ 6% 03/25/37                             | FANNIE MAE REMICS SER 2007-18 CL MZ 6.00000000                                                   | CUSIP: 31396P5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106398 | PA      | $112334.35    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL 4.875% 04/03/28                         | KOREA NATIONAL OIL CORP REGD 144A P/P 4.87500000                                                 | CUSIP: 50065WAP1<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1760000 | PA      | $1784793.95   | 0.01%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 07/13/27                          | DEUTSCHE BANK NY REGD V/R 7.14600000                                                             | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6956429.54   | 0.03%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2013- 4.3% 08/15/25                         | UNITED AIR 2013-1 A PTT REGD SER A 4.30000000                                                    | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2132004 | PA      | $2129424.47   | 0.01%             | 2025-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHR 2196 TL 7.5% 11/15/29                              | FREDDIE MAC REMICS SER 2196 CL TL 7.50000000                                                     | CUSIP: 3133TMSB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        20 | PA      | $21.00        | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-118 A1 V/R 12/25/36                           | FANNIE MAE REMICS SER 2006-118 CL A1 V/R 4.49645000                                              | CUSIP: 31396L4R8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21738 | PA      | $21259.76     | 0.00%             | 2036-12-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7499 2% 07/01/51                              | FANNIE MAE POOL UMBS P#FS7499 2.00000000                                                         | CUSIP: 3140XPKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8594056 | PA      | $6855765.24   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 A V/R 07/25/69                          | PRET 2025-RPL1 TRUST SER 2025-RPL1 CL A1 V/R REGD 144A P/P 4.00000000                            | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450571 | PA      | $3339061.76   | 0.02%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/30                         | WELLS FARGO & COMPANY REGD V/R MTN 5.19800000                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2724643.35   | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#888373 7% 03/01/37                              | FANNIE MAE POOL UMBS P#888373 7.00000000                                                         | CUSIP: 31410F6J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3010 | PA      | $3091.05      | 0.00%             | 2037-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-67 PO ZCP 07/25/37                            | FANNIE MAE REMICS SER 2007-67 CL PO ZCP 0.00000000                                               | CUSIP: 31396WQF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20540 | PA      | $18125.98     | 0.00%             | 2037-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7826 2% 01/20/52                           | GINNIE MAE II POOL P#MA7826 2.00000000                                                           | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12764396 | PA      | $10396783.51  | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/31                          | SOCIETE GENERALE REGD V/R 144A P/P 5.51200000                                                    | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7794000 | PA      | $7948348.71   | 0.04%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/08/30                              | UBS GROUP AG REGD V/R 144A P/P 5.42800000                                                        | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2276000 | PA      | $2337450.98   | 0.01%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GNMA2 30YR TBA 5.5% JUL 25                             | GNMA2 30YR TBA 5.5% JUL 25     TO BE ANNOUNCED 5.50000000                                        | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  28525000 | PA      | $28562433.08  | 0.13%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA 3.45% 07/27/26                          | CAPITAL ONE NA REGD SER BKNT 3.45000000                                                          | CUSIP: 25466AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2768999.80   | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GNR 2022-178 SA V/R 10/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-178 CL SA V/R 0.59815000                       | CUSIP: 38383UT59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16823374 | PA      | $847588.49    | 0.00%             | 2052-10-20      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP5568 3% 06/01/50                              | FANNIE MAE POOL UMBS P#BP5568 3.00000000                                                         | CUSIP: 3140KDFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    485210 | PA      | $424678.79    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 4% 03/01/48                         | COMMONWEALTH EDISON CO REGD 4.00000000                                                           | CUSIP: 202795JM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4615000 | PA      | $3649937.41   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#900191 V/R 10/01/36                             | FANNIE MAE POOL UMBS P#900191 V/R 7.72500000                                                     | CUSIP: 31410XC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13642 | PA      | $14066.23     | 0.00%             | 2036-10-01      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21465000 | PA      | $15815345.03  | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#782025 6.5% 12/15/35                            | GINNIE MAE I POOL P#782025 6.50000000                                                            | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16689 | PA      | $17219.98     | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION C 4% 12/01/46                         | AEP TRANSMISSION CO LLC REGD SER WI 4.00000000                                                   | CUSIP: 00115AAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1596292.15   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 3.25% 05/11/41                         | NXP BV/NXP FDG/NXP USA REGD 3.25000000                                                           | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3600000 | PA      | $2647705.64   | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/35                         | JPMORGAN CHASE & CO REGD V/R 5.76600000                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3151766.46   | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GNR 2022-133 SA V/R 07/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-133 CL SA V/R 0.00000000                       | CUSIP: 38383TYC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7705928 | PA      | $190699.37    | 0.00%             | 2052-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05% 03/15/34                              | ABBVIE INC REGD 5.05000000                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4591913.37   | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/24/32                              | BARCLAYS PLC REGD V/R 2.89400000                                                                 | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1572000 | PA      | $1391275.90   | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 A V/R 12/25/64                          | PRPM 2024-RPL1 LLC SER 2024-RPL1 CL A1 V/R REGD 144A P/P 4.20000000                              | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2057361 | PA      | $2011675.76   | 0.01%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FNR 2008-60 JC 5% 07/25/38                             | FANNIE MAE REMICS SER 2008-60 CL JC 5.00000000                                                   | CUSIP: 31397LJ34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16968 | PA      | $17298.22     | 0.00%             | 2038-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNS 383 33 6% 01/25/38                                 | FANNIE MAE INTEREST STRIP SER 383 CL 33 6.00000000                                               | CUSIP: 3136FFPE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10174 | PA      | $1849.58      | 0.00%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 7.375% 05/13/55                         | UNITED MEXICAN STATES REGD 7.37500000                                                            | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   5280000 | PA      | $5442307.20   | 0.03%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.625% 10/01/39                         | KRAFT HEINZ FOODS CO REGD SER WI 4.62500000                                                      | CUSIP: 50077LAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2114229.24   | 0.01%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6509 2% 12/01/51                              | FREDDIE MAC POOL UMBS P#RA6509 2.00000000                                                        | CUSIP: 3133KNGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5717267 | PA      | $4583290.29   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.25% 05/15/30                         | TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000                                                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6253000 | PA      | $5897679.15   | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/28/32                            | MORGAN STANLEY REGD V/R MTN 1.92800000                                                           | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $13444716.33  | 0.06%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR1 E V/R 02/17/29                          | PROGRESS RESIDENTIAL 2022-SFR1 TRUST SER 2022-SFR1 CL E1 V/R REGD 144A P/P 3.93000000            | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11100000 | PA      | $10441485.84  | 0.05%             | 2041-02-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GNMA P#607724 7% 02/15/33                              | GINNIE MAE I POOL P#607724 7.00000000                                                            | CUSIP: 36202SD54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3561 | PA      | $3663.58      | 0.00%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#751247 4% 10/15/40                              | GINNIE MAE I POOL P#751247 4.00000000                                                            | CUSIP: 36230KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76445 | PA      | $72853.63     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 4.75% 05/09/32                         | CONSTELLATION BRANDS INC REGD 4.75000000                                                         | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397216.56    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORDF 2020-2 A 1.06% 09/15/25                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2020-2 CL A REGD 1.06000000                       | CUSIP: 34528QHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9400000 | PA      | $9330852.66   | 0.04%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| RAMC 2007-1 AF3 V/R 04/25/37                           | RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 SER 2007-1 CL AF3 V/R REGD 5.61200000                  | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298832 | PA      | $68624.51     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS2947 4% 07/01/44                              | FANNIE MAE POOL UMBS P#AS2947 4.00000000                                                         | CUSIP: 3138WCHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    762176 | PA      | $728661.89    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3387 SA V/R 11/15/37                               | FREDDIE MAC REMICS SER 3387 CL SA V/R 2.00167000                                                 | CUSIP: 31397PFM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102415 | PA      | $8251.61      | 0.00%             | 2037-11-15      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46                         | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                    | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5091937.20   | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3124 2.5% 09/01/32                            | FANNIE MAE POOL UMBS P#MA3124 2.50000000                                                         | CUSIP: 31418CPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2084818 | PA      | $2002130.98   | 0.01%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4071 2% 07/01/40                              | FANNIE MAE POOL UMBS P#MA4071 2.00000000                                                         | CUSIP: 31418DQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2146339 | PA      | $1860754.64   | 0.01%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08518 3% 02/01/43                             | FREDDIE MAC GOLD POOL P#G08518 3.00000000                                                        | CUSIP: 3128MJSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130126 | PA      | $117755.48    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT8292 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AT8292 3.00000000                                                         | CUSIP: 3138WWGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172336 | PA      | $155613.45    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3416 4.5% 07/01/48                            | FANNIE MAE POOL UMBS P#MA3416 4.50000000                                                         | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1416609 | PA      | $1377524.41   | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08729 4.5% 09/01/46                           | FREDDIE MAC GOLD POOL P#G08729 4.50000000                                                        | CUSIP: 3128MJY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    958030 | PA      | $935735.58    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7618 5% 07/01/52                              | FREDDIE MAC POOL UMBS P#RA7618 5.00000000                                                        | CUSIP: 3133KPPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3795617 | PA      | $3737962.79   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-87 BE 5.5% 10/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-87 CL BE 5.50000000                            | CUSIP: 38376KWP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    302510 | PA      | $313331.20    | 0.00%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08735 4.5% 10/01/46                           | FREDDIE MAC GOLD POOL P#G08735 4.50000000                                                        | CUSIP: 3128MJY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    863593 | PA      | $843673.37    | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.2% 04/01/30                            | DTE ENERGY CO REGD 5.20000000                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   4478000 | PA      | $4582272.33   | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2799 V/R 03/20/72                          | GINNIE MAE II POOL P#CK2799 V/R 5.69200000                                                       | CUSIP: 3617XXDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10754645 | PA      | $11253438.99  | 0.05%             | 2072-03-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FNR 2007-79 SB V/R 08/25/37                            | FANNIE MAE REMICS SER 2007-79 CL SB V/R 7.81128600                                               | CUSIP: 31396XDL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16219 | PA      | $18917.81     | 0.00%             | 2037-08-25      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.5% 03/15/27                         | VIRGINIA ELEC & POWER CO REGD SER A 3.50000000                                                   | CUSIP: 927804FX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1713279.35   | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 3.875% 04/27/51                         | GLENCORE FUNDING LLC REGD 144A P/P 3.87500000                                                    | CUSIP: 378272BC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $728328.69    | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 11/19/35                               | BNP PARIBAS REGD V/R 144A P/P 5.90600000                                                         | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4425000 | PA      | $4462960.57   | 0.02%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4964 4.5% 01/20/48                         | GINNIE MAE II POOL P#MA4964 4.50000000                                                           | CUSIP: 36179TQR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330188 | PA      | $322328.41    | 0.00%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.3% 07/08/34                              | ORACLE CORP REGD 4.30000000                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    221000 | PA      | $209897.77    | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4654 4.5% 08/20/47                         | GINNIE MAE II POOL P#MA4654 4.50000000                                                           | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    455292 | PA      | $444459.35    | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2008-32 SA V/R 04/25/38                            | FANNIE MAE REMICS SER 2008-32 CL SA V/R 2.43035000                                               | CUSIP: 31396Y5B4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12151 | PA      | $1037.90      | 0.00%             | 2038-04-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/56                         | GOLDMAN SACHS GROUP INC REGD V/R 5.73400000                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4699000 | PA      | $4698161.65   | 0.02%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4282 2.5% 03/01/51                            | FANNIE MAE POOL UMBS P#MA4282 2.50000000                                                         | CUSIP: 31418DXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9429498 | PA      | $7864487.52   | 0.04%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 4.65% 07/15/30                         | NORTHROP GRUMMAN CORP REGD 4.65000000                                                            | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   8451000 | PA      | $8525075.72   | 0.04%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.8% 10/11/41                          | BAE SYSTEMS PLC REGD P/P 5.80000000                                                              | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410639.52    | 0.00%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES 5.375% 01/09/36                         | BIMBO BAKERIES USA INC REGD 144A P/P 5.37500000                                                  | CUSIP: 09031WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $528590.06    | 0.00%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNR 2009-60 HT 6% 08/25/39                             | FANNIE MAE REMICS SER 2009-60 CL HT 6.00000000                                                   | CUSIP: 31396QPL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133158 | PA      | $141246.79    | 0.00%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3740 SB V/R 10/15/40                               | FREDDIE MAC REMICS SER 3740 CL SB V/R 1.58167000                                                 | CUSIP: 3137GARP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81695 | PA      | $7054.36      | 0.00%             | 2040-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.5% 03/01/30                         | UNITED AIR 2018-1 AA PTT REGD SER AA 3.50000000                                                  | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2325230 | PA      | $2190642.09   | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-45 QA V/R 07/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-45 CL QA V/R 2.20794000                        | CUSIP: 38375KW24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65121 | PA      | $4224.98      | 0.00%             | 2037-07-20      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP 3.194% 06/15/27                          | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 SER 2017-JP7 CL A4 REGD 3.19460000           | CUSIP: 465968AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19349302.00  | 0.09%             | 2050-09-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH B 3.743% 09/12/39                         | COMMONWEALTH BANK AUST REGD 144A P/P MTN 3.74300000                                              | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $4067261.20   | 0.02%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DES 5.25% 04/26/29                         | FED CAISSES DESJARDINS REGD 144A P/P 5.25000000                                                  | CUSIP: 31429KAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7700000 | PA      | $7906086.50   | 0.04%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-C1 2.944% 04/10/26                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 SER 2016-C1 CL A3 REGD 2.94400000                    | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9561153 | PA      | $9457475.33   | 0.04%             | 2049-05-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-1A  6.71% 07/17/34                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 6.71000000               | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9300000 | PA      | $9589312.77   | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD9151 5% 08/01/40                              | FANNIE MAE POOL UMBS P#AD9151 5.00000000                                                         | CUSIP: 31418XEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73988 | PA      | $74965.67     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 1998-36 ZB 6% 07/18/28                             | FANNIE MAE REMICS SER 1998-36 CL ZB 6.00000000                                                   | CUSIP: 31359T5E4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1167 | PA      | $1176.47      | 0.00%             | 2028-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J2945 V/R 11/01/37                            | FREDDIE MAC NON GOLD POOL P#1J2945 V/R 7.50000000                                                | CUSIP: 3128NKHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4202 | PA      | $4255.39      | 0.00%             | 2037-11-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-54 FA V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-54 CL FA V/R 4.81965000                                               | CUSIP: 31396WFQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80451 | PA      | $79584.75     | 0.00%             | 2037-06-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 6.5% 02/15/37                         | CANADIAN NATL RESOURCES REGD 6.50000000                                                          | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $124264.82    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 3.5% 11/15/30                         | WILLIAMS COMPANIES INC REGD 3.50000000                                                           | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   8038000 | PA      | $7598693.32   | 0.04%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY 1.375% 09/12/26                           | QATAR ENERGY REGD 144A P/P 1.37500000                                                            | CUSIP: 74730DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |   1534000 | PA      | $1477384.66   | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7986 2% 04/20/52                           | GINNIE MAE II POOL P#MA7986 2.00000000                                                           | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2378801 | PA      | $1937576.42   | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  54381000 | PA      | $52936504.69  | 0.24%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9352 4% 07/01/42                              | FANNIE MAE POOL UMBS P#AO9352 4.00000000                                                         | CUSIP: 3138M1MA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171201 | PA      | $164785.91    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.75% 06/24/44                         | WILLIAMS COMPANIES INC REGD 5.75000000                                                           | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2449846.95   | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03094 5% 06/01/37                             | FREDDIE MAC GOLD POOL P#G03094 5.00000000                                                        | CUSIP: 3128M4XX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59876 | PA      | $60914.10     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NP11 A V/R 07/25/24                          | VOLT CII LLC SER 2021-NP11 CL A1 V/R REGD 144A P/P 4.86780000                                    | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1807868 | PA      | $1805089.65   | 0.01%             | 2051-08-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC 2.625% 11/01/31                             | DOC DR LLC REGD 2.62500000                                                                       | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1199858.84   | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INT 4.1% 05/15/28                         | MID-ATLANTIC INTERSTATE REGD 144A P/P 4.10000000                                                 | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9826506.95   | 0.05%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY R 2.861% 09/01/46                         | IDAHO ENERGY RESOURCES AUTH TR REGD N/C B/E 2.86100000                                           | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $2183725.31   | 0.01%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4652 3.5% 08/20/47                         | GINNIE MAE II POOL P#MA4652 3.50000000                                                           | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91021 | PA      | $84104.21     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EART 2023-4A D 6.95% 12/17/29                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 6.95000000                      | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4820000 | PA      | $4963586.35   | 0.02%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0171 4.5% 09/01/29                            | FANNIE MAE POOL UMBS P#MA0171 4.50000000                                                         | CUSIP: 31417YFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29257 | PA      | $29251.05     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  3.127% 05/29/50                         | TOTALENERGIES CAP INTL REGD 3.12700000                                                           | CUSIP: 89153VAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2465000 | PA      | $1626172.09   | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#888568 5% 12/01/34                              | FANNIE MAE POOL UMBS P#888568 5.00000000                                                         | CUSIP: 31410GFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8769 | PA      | $8858.41      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT0656 4% 04/01/43                              | FANNIE MAE POOL UMBS P#AT0656 4.00000000                                                         | CUSIP: 3138WMWS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2735258 | PA      | $2634717.97   | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A61572 5% 09/01/34                             | FREDDIE MAC GOLD POOL P#A61572 5.00000000                                                        | CUSIP: 3128KRW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30415 | PA      | $30866.37     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA IN 5.125% 05/18/45                         | CRH AMERICA INC REGD P/P 5.12500000                                                              | CUSIP: 12626PAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $212593.68    | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/16/30                            | MORGAN STANLEY REGD V/R 5.17300000                                                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1378280.96   | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.7% 04/01/35                         | ENERGY TRANSFER LP REGD 5.70000000                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037187.04   | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FHS 272 F2 V/R 08/15/42                                | FREDDIE MAC STRIPS SER 272 CL F2 V/R 4.96833000                                                  | CUSIP: 3128HXYS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311913 | PA      | $308927.11    | 0.00%             | 2042-08-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A2 1A V/R 05/25/08                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 SER 2007-A2 CL 1A1 V/R REGD 6.91077500               | CUSIP: 16163LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3155 | PA      | $3189.45      | 0.00%             | 2035-06-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 1.875% 01/15/27                         | NEXTERA ENERGY CAPITAL REGD 1.87500000                                                           | CUSIP: 65339KBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2687621.63   | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/31/33                         | CVS PASS-THROUGH TRUST REGD   144A P/P 5.77300000                                                | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    521361 | PA      | $525476.19    | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8146 2% 05/01/51                              | FREDDIE MAC POOL UMBS P#SD8146 2.00000000                                                        | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6445459 | PA      | $5127748.10   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 3.095% 08/16/49                         | EXXON MOBIL CORPORATION REGD 3.09500000                                                          | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1361880.58   | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.603% 07/01/50                         | LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.60300000                                            | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2517558.96   | 0.01%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  6.02% 06/15/26                         | DELL INT LLC / EMC CORP REGD 6.02000000                                                          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1308249.20   | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848699 V/R 07/01/40                            | FREDDIE MAC NON GOLD POOL P#848699 V/R 6.86400000                                                | CUSIP: 31300LUY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9616 | PA      | $9917.52      | 0.00%             | 2040-07-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#890268 6.5% 10/01/38                            | FANNIE MAE POOL UMBS P#890268 6.50000000                                                         | CUSIP: 31410LCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25902 | PA      | $27039.87     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 C V/R 10/25/25                          | FREMF 2015-K51 MORTGAGE TRUST SER 2015-K51 CL C V/R REGD 144A P/P 4.10412400                     | CUSIP: 30293XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1492456.35   | 0.01%             | 2048-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.3% 05/15/35                             | COMCAST CORP REGD 5.30000000                                                                     | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6779000 | PA      | $6907261.39   | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-2CB  5.75% 03/25/34                         | COUNTRYWIDE ALTERNATIVE LOAN T  RUST SER 2004-2CB CL 1A9 REGD 5.75000000                         | CUSIP: 12667FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192162 | PA      | $196750.47    | 0.00%             | 2034-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/29                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CJW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39035000 | PA      | $39387229.98  | 0.18%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II 30YR TBA 6.5% JUL 25                           | GNMA II 30YR TBA 6.5% JUL 25   TO BE ANNOUNCED 6.50000000                                        | CUSIP: 21H062677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11790000 | PA      | $12102783.98  | 0.06%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSFB 2005-9 DX 5.5% 10/25/35                           | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERI SER 2005-9 CL DX REGD 5.50000000             | CUSIP: 2254586J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80044 | PA      | $11844.72     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONI 4.75% 04/30/28                         | MOLEX ELECTRONICS TECH REGD 144A P/P 4.75000000                                                  | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5438000 | PA      | $5472196.48   | 0.03%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHMS K111 X1 V/R 05/25/30                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K111 CL X1 V/R 1.56743200            | CUSIP: 3137FUZE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27761520 | PA      | $1735830.66   | 0.01%             | 2030-05-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4306 2.5% 04/01/51                            | FANNIE MAE POOL UMBS P#MA4306 2.50000000                                                         | CUSIP: 31418DYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21387467 | PA      | $17857497.88  | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ1407 4% 09/01/41                              | FANNIE MAE POOL UMBS P#AJ1407 4.00000000                                                         | CUSIP: 3138ASR53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62003 | PA      | $59839.60     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  3.75% 01/11/28                         | UNITED MEXICAN STATES REGD 3.75000000                                                            | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   3517000 | PA      | $3440856.95   | 0.02%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.25% 02/21/33                         | CVS HEALTH CORP REGD 5.25000000                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3120711.16   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2141 8% 12/20/25                             | GINNIE MAE II POOL P#2141 8.00000000                                                             | CUSIP: 36202CLW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $3.28         | 0.00%             | 2025-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.8% 03/27/35                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.80000000                                                | CUSIP: 928668CS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5036485.05   | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6518 3% 01/01/50                              | FREDDIE MAC POOL UMBS P#QA6518 3.00000000                                                        | CUSIP: 3133A1G30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    770512 | PA      | $679167.67    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2163 PC 7.5% 06/15/29                              | FREDDIE MAC REMICS SER 2163 CL PC 7.50000000                                                     | CUSIP: 3133TLFS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       804 | PA      | $46.75        | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                         | GINNIE MAE II POOL P#MA4719 3.50000000                                                           | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2905370 | PA      | $2674721.30   | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  2.95% 10/01/51                         | ANALOG DEVICES INC REGD 2.95000000                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2122000 | PA      | $1377453.86   | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/29                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CLK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27753000 | PA      | $27615319.03  | 0.13%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNR 2018-151 SL V/R 11/20/48                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-151 CL SL V/R 0.00000000                       | CUSIP: 38381AE85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3289066 | PA      | $92367.82     | 0.00%             | 2048-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC5981 3.5% 04/01/46                            | FANNIE MAE POOL UMBS P#BC5981 3.50000000                                                         | CUSIP: 3140F1UF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419191 | PA      | $386602.56    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-22 2A1 V/R 11/25/35                          | CHL MORTGAGE PASS-THROUGH TRUST 2005-22 SER 2005-22 CL 2A1 V/R REGD 5.19944900                   | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71204 | PA      | $58897.47     | 0.00%             | 2035-11-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| FNR 1997-29 J 7.5% 04/20/27                            | FANNIE MAE REMICS SER 1997-29 CL J 7.50000000                                                    | CUSIP: 31359PFV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       687 | PA      | $693.46       | 0.00%             | 2027-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA 5.7% 10/01/40                                  | ENI SPA REGD P/P 5.70000000                                                                      | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    557000 | PA      | $535475.72    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8644 4.32% 06/01/33                           | FANNIE MAE POOL UMBS P#BS8644 4.32000000                                                         | CUSIP: 3140LKTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4990827 | PA      | $4928065.05   | 0.02%             | 2033-06-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FHMS K142 A2 2.4% 03/25/32                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K142 CL A2 2.40000000           | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13700000 | PA      | $12170667.63  | 0.06%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 3.04% 07/16/29                         | SUMITOMO MITSUI FINL GRP REGD 3.04000000                                                         | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5005000 | PA      | $4743981.19   | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 09/10/27                          | BANK OF MONTREAL REGD V/R SER F2F 4.56700000                                                     | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5011476.60   | 0.02%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H19 FA V/R 08/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H19 CL FA V/R 4.89602000                       | CUSIP: 38375UJ84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136050 | PA      | $136240.20    | 0.00%             | 2067-08-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W1 2A2 7% 12/25/33                            | FANNIE MAE TRUST 2004-W1 SER 2004-W1 CL 2A2 7.00000000                                           | CUSIP: 31393U4Q3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90989 | PA      | $95013.83     | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42                           | UNITED STATES TREASURY BOND 2.37500000                                                           | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 146314000 | PA      | $106443435.00 | 0.49%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOL 5.15% 09/13/34                         | APTIV SWISS HOLDINGS LTD REGD 5.15000000                                                         | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   7495000 | PA      | $7233701.67   | 0.03%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-9 2A2 V/R 11/25/35                          | CITIGROUP MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A2 V/R REGD 5.50000000                       | CUSIP: 17307GM62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       676 | PA      | $471.29       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/09/30                               | BNP PARIBAS REGD V/R 144A P/P 5.17600000                                                         | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $765637.94    | 0.00%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/28/27                             | CITIGROUP INC REGD V/R 1.12200000                                                                | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19320000 | PA      | $18938986.03  | 0.09%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2972 4% 12/01/44                              | FANNIE MAE POOL UMBS P#FM2972 4.00000000                                                         | CUSIP: 3140X6JS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8178713 | PA      | $7873188.10   | 0.04%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-130 SX V/R 01/25/34                           | FANNIE MAE REMICS SER 2003-130 CL SX V/R 4.89052500                                              | CUSIP: 31393UWF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       363 | PA      | $373.84       | 0.00%             | 2034-01-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ODART 2023-1A  5.41% 08/14/27                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 5.41000000           | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12615571.25  | 0.06%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FSPC T-58 4A 7.5% 09/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-58 CL 4A 7.50000000                       | CUSIP: 31394JY50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160935 | PA      | $166800.51    | 0.00%             | 2043-09-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#782615 7% 06/15/35                              | GINNIE MAE I POOL P#782615 7.00000000                                                            | CUSIP: 36241K3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39498 | PA      | $41695.40     | 0.00%             | 2035-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-42 B 6% 05/25/37                              | FANNIE MAE REMICS SER 2007-42 CL B 6.00000000                                                    | CUSIP: 31396VR83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44407 | PA      | $46147.59     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4866 2.67% 12/01/35                           | FANNIE MAE POOL UMBS P#BS4866 2.67000000                                                         | CUSIP: 3140LFMQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15510000 | PA      | $12893563.82  | 0.06%             | 2035-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| JPMMT 2007-A1  V/R 07/25/35                            | JPMMT 2007-A1  V/R 07/25/35 6.37332000                                                           | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166912 | PA      | $169399.02    | 0.00%             | 2035-07-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.15% 08/12/34                              | FISERV INC REGD 5.15000000                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10438018.14  | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47                             | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                        | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3905212 | PA      | $3465211.71   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2287 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#CB2287 2.50000000                                                         | CUSIP: 3140QMRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1107948 | PA      | $930065.34    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-84 WS V/R 10/25/39                            | FANNIE MAE REMICS SER 2009-84 CL WS V/R 1.48035000                                               | CUSIP: 31398FHB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17050 | PA      | $1285.93      | 0.00%             | 2039-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.8% 10/01/47                            | AEP TEXAS INC REGD SER WI 3.80000000                                                             | CUSIP: 00108WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3715000 | PA      | $2716955.22   | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3136 3.5% 08/01/48                            | FANNIE MAE POOL UMBS P#FS3136 3.50000000                                                         | CUSIP: 3140XJPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9067428 | PA      | $8505312.53   | 0.04%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT8331 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT8331 3.00000000                                                         | CUSIP: 3138WWHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168162 | PA      | $151461.14    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.05% 03/15/42                         | SOUTHERN CAL EDISON REGD 4.05000000                                                              | CUSIP: 842400FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $600149.30    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3937 3.5% 09/20/46                         | GINNIE MAE II POOL P#MA3937 3.50000000                                                           | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2053041 | PA      | $1906393.19   | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3424 PI V/R 04/15/38                               | FREDDIE MAC REMICS SER 3424 CL PI V/R 2.38167000                                                 | CUSIP: 31397T4Y5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55618 | PA      | $5750.03      | 0.00%             | 2038-04-15      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD9153 4.5% 08/01/40                            | FANNIE MAE POOL UMBS P#AD9153 4.50000000                                                         | CUSIP: 31418XE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1020505 | PA      | $1017870.05   | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA  5.026% 10/01/29                         | SOUTH BOW USA INFRA HLDS REGD 144A P/P 5.02600000                                                | CUSIP: 83007CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $887854.94    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3046 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#CB3046 2.50000000                                                         | CUSIP: 3140QNL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6365241 | PA      | $5332777.75   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUC 5.125% 09/16/34                         | APA INFRASTRUCTURE LTD REGD 144A P/P 5.12500000                                                  | CUSIP: 00188LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   4130000 | PA      | $4050189.90   | 0.02%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.9% 06/01/26                         | SOUTHERN CAL EDISON REGD 4.90000000                                                              | CUSIP: 842400HW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4586000 | PA      | $4590064.11   | 0.02%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-AR14 A V/R 01/25/35                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR14 SER 2004-AR14 CL A1 V/R REGD 5.32276800 | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    737126 | PA      | $692677.27    | 0.00%             | 2035-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.05% 11/21/39                              | ABBVIE INC REGD SER WI 4.05000000                                                                | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8792000 | PA      | $7706247.08   | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3960 3% 03/01/50                              | FANNIE MAE POOL UMBS P#MA3960 3.00000000                                                         | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1109344 | PA      | $969238.94    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q51555 3.5% 10/01/47                           | FREDDIE MAC GOLD POOL P#Q51555 3.50000000                                                        | CUSIP: 3132XTWR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2356096 | PA      | $2173974.81   | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT3487 3.5% 04/01/43                            | FANNIE MAE POOL UMBS P#AT3487 3.50000000                                                         | CUSIP: 3138WQ2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1345546 | PA      | $1260852.60   | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833XZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26310000 | PA      | $21041924.49  | 0.10%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 2.379% 06/15/28                         | PUGET ENERGY INC REGD 2.37900000                                                                 | CUSIP: 745310AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $528567.57    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHR 3373 TO ZCP 04/15/37                               | FREDDIE MAC REMICS SER 3373 CL TO ZCP 0.00000000                                                 | CUSIP: 31397KUV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8138 | PA      | $6983.88      | 0.00%             | 2037-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM6448 3.25% 09/01/26                           | FANNIE MAE POOL UMBS P#AM6448 3.25000000                                                         | CUSIP: 3138L7EW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1307226 | PA      | $1290553.30   | 0.01%             | 2026-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V60283 3% 09/01/28                             | FREDDIE MAC GOLD POOL P#V60283 3.00000000                                                        | CUSIP: 3132KEJ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500212 | PA      | $491797.05    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT 5.5% 07/31/47                         | MEXICO CITY ARPT TRUST REGD 144A P/P 5.50000000                                                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3660000 | PA      | $3010349.01   | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#920934 6.5% 01/01/37                            | FANNIE MAE POOL UMBS P#920934 6.50000000                                                         | CUSIP: 31412CEF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19759 | PA      | $20141.79     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 B 3.163% 09/15/29                          | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL B REGD 144A P/P 3.16300000                  | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2136033.00   | 0.01%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4586 2% 04/01/42                              | FANNIE MAE POOL UMBS P#MA4586 2.00000000                                                         | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4998383 | PA      | $4288649.53   | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PO 5.375% 02/12/35                         | REPUBLIC OF POLAND REGD SER 10Y 5.37500000                                                       | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |   6810000 | PA      | $6933867.02   | 0.03%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 08/15/30                           | UNITED STATES TREASURY NOTE 0.62500000                                                           | CUSIP: 91282CAE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2700000 | PA      | $2302699.21   | 0.01%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GRNPK 2018-1A A2 V/R 04/15/31                          | GREENWOOD PARK CLO LTD SER 2018-1A CL A2 V/R REGD 144A P/P 5.52771000                            | CUSIP: 39729RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4906693 | PA      | $4908611.14   | 0.02%             | 2031-04-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| FNR 2001-49 Z 6.5% 09/25/31                            | FANNIE MAE REMICS SER 2001-49 CL Z 6.50000000                                                    | CUSIP: 313921AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2445 | PA      | $2543.24      | 0.00%             | 2031-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLD 2.8% 06/15/31                         | SAFEHOLD GL HOLDINGS LLC REGD 2.80000000                                                         | CUSIP: 78646UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6262324.46   | 0.03%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BB8816 4.5% 04/20/48                         | GINNIE MAE II POOL P#BB8816 4.50000000                                                           | CUSIP: 3617B0YM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    927455 | PA      | $897935.71    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 A V/R 11/13/34                            | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL A V/R REGD 144A P/P 5.41043000           | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3411000 | PA      | $3447810.83   | 0.02%             | 2046-11-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS3293 4% 09/01/44                              | FANNIE MAE POOL UMBS P#AS3293 4.00000000                                                         | CUSIP: 3138WCUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302527 | PA      | $289224.22    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM4518 3.5% 10/01/47                            | FREDDIE MAC POOL UMBS P#ZM4518 3.50000000                                                        | CUSIP: 3131XYAT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147805 | PA      | $136237.68    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q22043 3.5% 10/01/43                           | FREDDIE MAC GOLD POOL P#Q22043 3.50000000                                                        | CUSIP: 3132JPHU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65528 | PA      | $61128.35     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9551 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AB9551 3.00000000                                                         | CUSIP: 31417GTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1132645 | PA      | $1023215.50   | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H04 FB V/R 02/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H04 CL FB V/R 5.09602000                       | CUSIP: 38375UDJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    314249 | PA      | $315611.76    | 0.00%             | 2064-02-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNR 2010-40 FJ V/R 04/25/40                            | FANNIE MAE REMICS SER 2010-40 CL FJ V/R 5.01965000                                               | CUSIP: 31398PQB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3960 | PA      | $3956.22      | 0.00%             | 2040-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| TMST 2005-1 A3 V/R 04/25/45                            | TMST 2005-1 A3 V/R 04/25/45 5.64246000                                                           | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174836 | PA      | $171148.47    | 0.00%             | 2045-04-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#256311 6% 07/01/26                              | FANNIE MAE POOL UMBS P#256311 6.00000000                                                         | CUSIP: 31371MVC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1337 | PA      | $1358.79      | 0.00%             | 2026-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2007-A2 2A V/R 04/25/37                          | JP MORGAN MORTGAGE TRUST 2007-A2 SER 2007-A2 CL 2A3 V/R REGD 5.61443000                          | CUSIP: 46630PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82725 | PA      | $61884.91     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS  4.125% 03/01/42                         | EVERGY KANSAS CENTRAL REGD 4.12500000                                                            | CUSIP: 95709TAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3458830.35   | 0.02%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6930 2% 10/20/50                           | GINNIE MAE II POOL P#MA6930 2.00000000                                                           | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16929708 | PA      | $13790207.82  | 0.06%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-10 SA V/R 02/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-10 CL SA V/R 1.51794000                        | CUSIP: 38374TAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56540 | PA      | $3727.39      | 0.00%             | 2039-02-20      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8214 3.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#SD8214 3.50000000                                                        | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11553594 | PA      | $10421356.70  | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO 2016-4A A 3.57% 09/20/37                          | HERO FUNDING TRUST 2016-4A SER 2016-4A CL A1 REGD 144A P/P 3.57000000                            | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    713066 | PA      | $655787.82    | 0.00%             | 2047-09-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 2.742% 08/15/26                         | KEYSPAN GAS EAST CORP REGD 144A P/P 2.74200000                                                   | CUSIP: 49338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $526254.74    | 0.00%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9662 2.5% 05/20/54                         | GINNIE MAE II POOL P#MA9662 2.50000000                                                           | CUSIP: 36179YWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12379497 | PA      | $10523420.92  | 0.05%             | 2054-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS 1.375% 11/01/27                         | CONAGRA BRANDS INC REGD 1.37500000                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1637734.46   | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0096 5.5% 07/01/25                            | FANNIE MAE POOL UMBS P#AE0096 5.50000000                                                         | CUSIP: 31419ADA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.83         | 0.00%             | 2025-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 2.25% 04/01/28                         | BRIXMOR OPERATING PART REGD 2.25000000                                                           | CUSIP: 11120VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1825637.47   | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO1856 3% 08/01/49                              | FANNIE MAE POOL UMBS P#BO1856 3.00000000                                                         | CUSIP: 3140JWB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9546412 | PA      | $8488714.47   | 0.04%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 05/15/51                         | BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000                                                  | CUSIP: 084659BC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7650000 | PA      | $4684866.35   | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4232 2% 01/01/41                              | FANNIE MAE POOL UMBS P#MA4232 2.00000000                                                         | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1133655 | PA      | $978485.11    | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.625% 04/15/52                         | HOME DEPOT INC REGD 3.62500000                                                                   | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1892480.20   | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1378 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1378 V/R 6.26500000                                                | CUSIP: 3128NHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20291 | PA      | $20727.58     | 0.00%             | 2036-11-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 6.4% 03/26/29                         | MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.40000000                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5985000 | PA      | $6248064.69   | 0.03%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783444 5.5% 09/20/39                         | GINNIE MAE II POOL P#783444 5.50000000                                                           | CUSIP: 36241LZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36887 | PA      | $37707.53     | 0.00%             | 2039-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 06/16/27                          | ABN AMRO BANK NV REGD V/R 144A P/P 1.54200000                                                    | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4860391.20   | 0.02%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/30                         | GOLDMAN SACHS GROUP INC REGD V/R 5.04900000                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4691628.84   | 0.02%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FNR 2005-72 SB V/R 08/25/35                            | FANNIE MAE REMICS SER 2005-72 CL SB V/R 5.82587500                                               | CUSIP: 31394EWU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4909 | PA      | $5120.60      | 0.00%             | 2035-08-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| GNR 2009-79 OK ZCP 11/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-79 CL OK ZCP 0.00000000                        | CUSIP: 38376CXX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79123 | PA      | $66110.85     | 0.00%             | 2037-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.49% 01/23/27                         | PETROLEOS MEXICANOS REGD 6.49000000                                                              | CUSIP: 71654QDB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1185000 | PA      | $1179019.19   | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2562 6% 03/20/28                             | GINNIE MAE II POOL P#2562 6.00000000                                                             | CUSIP: 36202CZ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       595 | PA      | $608.96       | 0.00%             | 2028-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC 5% 04/01/30                         | DELL INT LLC / EMC CORP REGD 5.00000000                                                          | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3190239.28   | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY  5.231% 06/01/42                         | PG&E RECOVERY FND LLC REGD SER A-2 5.23100000                                                    | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2622691.51   | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.75% 03/15/33                              | LEIDOS INC REGD 5.75000000                                                                       | CUSIP: 52532XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041802.83   | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 E1 3.198% 01/17/29                          | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL E1 REGD 144A P/P 3.19800000                  | CUSIP: 43730XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5183100 | PA      | $4738787.49   | 0.02%             | 2041-01-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MISTAKE-TESTI 5.62% 07/08/36                           | MISTAKE-TESTING  REGD 5.62000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |   9625000 | PA      | $9625000.00   | 0.04%             | 2036-07-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1565 4.5% 12/01/40                            | FANNIE MAE POOL UMBS P#AH1565 4.50000000                                                         | CUSIP: 3138A2W39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    415631 | PA      | $413916.97    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5175 4.5% 09/20/41                           | GINNIE MAE II POOL P#5175 4.50000000                                                             | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    217190 | PA      | $215504.13    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-99 SA V/R 08/20/49                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-99 CL SA V/R 0.00000000                        | CUSIP: 38381XUA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8718489 | PA      | $216423.41    | 0.00%             | 2049-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5986 5% 03/01/53                              | FANNIE MAE POOL UMBS P#CB5986 5.00000000                                                         | CUSIP: 3140QRUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13674060 | PA      | $13464948.31  | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 3.6% 12/01/47                         | PUBLIC SERVICE ELECTRIC REGD MTN 3.60000000                                                      | CUSIP: 74456QBT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1189007.95   | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA 7.125% 01/15/30                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.12500000                                                 | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1705913.93   | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4827 3.5% 04/01/42                            | FANNIE MAE POOL UMBS P#AB4827 3.50000000                                                         | CUSIP: 31417BLH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74817 | PA      | $70232.19     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H07 HA V/R 03/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL HA V/R 4.85602000                       | CUSIP: 38375BQ96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93476 | PA      | $93543.73     | 0.00%             | 2063-03-20      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN 5.3% 02/21/35                         | BHP BILLITON FIN USA LTD REGD 5.30000000                                                         | CUSIP: 055451BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1420000 | PA      | $1449569.80   | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 5.1% 02/24/35                          | HERSHEY COMPANY REGD 5.10000000                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   8789000 | PA      | $8928398.46   | 0.04%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/27                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833QB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29607000 | PA      | $27080674.66  | 0.13%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-1 DB1 V/R 02/25/33                           | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-1 CL DB1 V/R REGD 6.67934600        | CUSIP: 2254W0GJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32718 | PA      | $33646.37     | 0.00%             | 2033-02-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q49494 4.5% 07/01/47                           | FREDDIE MAC GOLD POOL P#Q49494 4.50000000                                                        | CUSIP: 3132WPRQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    405935 | PA      | $395796.81    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07849 3.5% 05/01/44                           | FREDDIE MAC GOLD POOL P#G07849 3.50000000                                                        | CUSIP: 3128MABS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5864106 | PA      | $5504802.92   | 0.03%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016- 3.1% 07/07/28                         | UNITED AIR 2016-1 AA PTT REGD SER AA 3.10000000                                                  | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4828004 | PA      | $4613269.23   | 0.02%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 5.725% 03/15/35                         | PUGET ENERGY INC REGD 144A P/P 5.72500000                                                        | CUSIP: 745310AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1478802.15   | 0.01%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3037 5% 08/20/45                           | GINNIE MAE II POOL P#MA3037 5.00000000                                                           | CUSIP: 36179RLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    296346 | PA      | $298397.92    | 0.00%             | 2045-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 3.25% 02/15/27                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000                                                | CUSIP: 05401AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3700000 | PA      | $3606636.27   | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ3086 3.5% 11/01/41                            | FANNIE MAE POOL UMBS P#AJ3086 3.50000000                                                         | CUSIP: 3138AUNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104816 | PA      | $98447.37     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785294 3.5% 01/20/51                         | GINNIE MAE II POOL P#785294 3.50000000                                                           | CUSIP: 3622AAXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6954415 | PA      | $6239581.27   | 0.03%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3316 PO ZCP 05/15/37                               | FREDDIE MAC REMICS SER 3316 CL PO ZCP 0.00000000                                                 | CUSIP: 31397HKV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13747 | PA      | $11534.04     | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALT 2004-7 30PO ZCP 08/25/34                          | MASTR ALTERNATIVE LOAN TRUST 2004-7 SER 2004-7 CL 30PO ZCP REGD 0.00000000                       | CUSIP: 576434TQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7203 | PA      | $5125.40      | 0.00%             | 2034-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 A 2.705% 07/15/29                          | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL A REGD 144A P/P 2.70500000                  | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    544436 | PA      | $540879.68    | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| SASC 2003-37A 8A V/R 12/25/33                          | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS SER 2003-37A CL 8A2 V/R REGD 6.74798300           | CUSIP: 86359BCM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    429808 | PA      | $430705.96    | 0.00%             | 2033-12-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J25251 3% 08/01/28                             | FREDDIE MAC GOLD POOL P#J25251 3.00000000                                                        | CUSIP: 31307DZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    126022 | PA      | $123938.79    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO 6.2% 11/15/33                            | JM SMUCKER CO REGD 6.20000000                                                                    | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1314780.50   | 0.01%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/04/29                             | CITIGROUP INC REGD V/R 4.78600000                                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1208618.33   | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#995203 5% 07/01/35                              | FANNIE MAE POOL UMBS P#995203 5.00000000                                                         | CUSIP: 31416BRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    709511 | PA      | $717761.47    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29                         | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3394451.87   | 0.02%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3940 5% 09/20/46                           | GINNIE MAE II POOL P#MA3940 5.00000000                                                           | CUSIP: 36179SLV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    671360 | PA      | $679611.69    | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1380 V/R 03/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1380 V/R 7.67600000                                                | CUSIP: 3128NHQ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3268 | PA      | $3391.61      | 0.00%             | 2036-03-01      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 02/19/30                         | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                           | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |   8572000 | PA      | $8735540.82   | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2278 2% 12/01/51                              | FANNIE MAE POOL UMBS P#CB2278 2.00000000                                                         | CUSIP: 3140QMQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11172505 | PA      | $9006506.12   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-19 SD V/R 04/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-19 CL SD V/R 1.76794000                        | CUSIP: 38375JTV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27851 | PA      | $477.44       | 0.00%             | 2037-04-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 5% 05/18/27                             | VAR ENERGI ASA REGD 144A P/P 5.00000000                                                          | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |  11460000 | PA      | $11532144.48  | 0.05%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/29                           | UNITED STATES TREASURY NOTE 1.87500000                                                           | CUSIP: 91282CEB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33900000 | PA      | $31769332.12  | 0.15%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNR 05-84 XM 5.75% 10/25/35                            | FNR 05-84 XM 5.75% 10/25/35 5.75000000                                                           | CUSIP: 31394FN50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15301 | PA      | $15779.09     | 0.00%             | 2035-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 09/11/26                           | DANSKE BANK A/S REGD V/R 144A P/P 1.62100000                                                     | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $1987700.96   | 0.01%             | 2026-09-11      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5020 4% 02/20/48                           | GINNIE MAE II POOL P#MA5020 4.00000000                                                           | CUSIP: 36179TSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107553 | PA      | $101232.41    | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 1.65% 08/15/28                               | AMGEN INC REGD 1.65000000                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1067620.73   | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8231 4.5% 07/01/52                            | FREDDIE MAC POOL UMBS P#SD8231 4.50000000                                                        | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    855668 | PA      | $819029.43    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2802 OH 6% 05/15/34                                | FREDDIE MAC REMICS SER 2802 CL OH 6.00000000                                                     | CUSIP: 31394YPD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13363 | PA      | $13743.71     | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#H05030 6% 11/01/36                             | FREDDIE MAC GOLD POOL P#H05030 6.00000000                                                        | CUSIP: 3128MXST7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3074 | PA      | $3098.60      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN2 1.997% 11/15/30                          | BANK 2020-BNK29 SER 2020-BN29 CL A4 REGD 1.99700000                                              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11175000 | PA      | $9557356.17   | 0.04%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1836 2.5% 05/01/52                            | FANNIE MAE POOL UMBS P#FS1836 2.50000000                                                         | CUSIP: 3140XHBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28099305 | PA      | $23584118.46  | 0.11%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAFC 2005-8 30PO ZCP 01/25/36                          | BANC OF AMERICA FUNDING 2005-8 TRUST SER 2005-8 CL 30PO ZCP REGD 0.00000000                      | CUSIP: 05946X3C5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2790 | PA      | $1817.91      | 0.00%             | 2036-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.999% 11/01/49                           | COMCAST CORP REGD SER WI 3.99900000                                                              | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    638000 | PA      | $484910.36    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 3.9% 12/01/41                         | SOUTHERN CAL EDISON REGD 3.90000000                                                              | CUSIP: 842400FT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $294947.02    | 0.00%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MALT 2005-6 3A1 5.5% 12/25/35                          | MASTR ALTERNATIVE LOAN TRUST 2005-6 SER 2005-6 CL 3A1 REGD 5.50000000                            | CUSIP: 576434W59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6674 | PA      | $5842.61      | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7079 3% 11/01/42                              | FANNIE MAE POOL UMBS P#AB7079 3.00000000                                                         | CUSIP: 31417D2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1028226 | PA      | $929730.30    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN 2.691% 09/15/31                         | STELLANTIS FIN US INC REGD 144A P/P 2.69100000                                                   | CUSIP: 85855CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1696985.98   | 0.01%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH0936 3.5% 12/01/40                            | FANNIE MAE POOL UMBS P#AH0936 3.50000000                                                         | CUSIP: 3138A2BE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27965 | PA      | $26310.07     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SASC 2005-RF3 1A V/R 06/25/35                          | STRUCTURED ASSET SECURITIES CORP SER 2005-RF3 CL 1A V/R REGD 144A P/P 4.78368000                 | CUSIP: 86359DMC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34891 | PA      | $29895.93     | 0.00%             | 2035-06-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| CWL 2004-S1 A3 V/R 02/25/35                            | COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2004-S1 CL A3 V/R REGD 5.11500000                      | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4584 | PA      | $4554.75      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1974 1.5% 02/01/36                            | FANNIE MAE POOL UMBS P#FS1974 1.50000000                                                         | CUSIP: 3140XHFQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8650685 | PA      | $7730688.54   | 0.04%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1143 4.5% 09/01/50                            | FREDDIE MAC POOL UMBS P#SD1143 4.50000000                                                        | CUSIP: 3132DNHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3727073 | PA      | $3616046.67   | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3645 KZ 5.5% 08/15/36                              | FREDDIE MAC REMICS SER 3645 CL KZ 5.50000000                                                     | CUSIP: 31398VFA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19183 | PA      | $20066.01     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC 8.2% 01/15/30                         | WESTROCK MWV LLC REGD 8.20000000                                                                 | CUSIP: 961548AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $614580.82    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8852 6% 07/01/54                              | FANNIE MAE POOL UMBS P#CB8852 6.00000000                                                         | CUSIP: 3140QUZS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2815031 | PA      | $2887434.42   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE 6.625% 11/15/37                         | PUBLIC SERVICE OKLAHOMA REGD SER G 6.62500000                                                    | CUSIP: 744533BJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $705438.25    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 3.95% 04/10/47                               | AIRBUS SE REGD 144A P/P 3.95000000                                                               | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $121332.73    | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.375% 06/01/46                         | KRAFT HEINZ FOODS CO REGD SER WI 4.37500000                                                      | CUSIP: 50077LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6113000 | PA      | $4945587.56   | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31                         | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16395000 | PA      | $16807685.93  | 0.08%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC 5.8% 06/15/31                         | BERRY GLOBAL INC REGD 5.80000000                                                                 | CUSIP: 08576BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4833737.64   | 0.02%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMISION FEDER 4.688% 05/15/29                         | COMISION FEDERAL DE ELEC REGD 144A P/P 4.68800000                                                | CUSIP: 200447AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3900000 | PA      | $3810545.70   | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FNGT 1999-T2 A1 V/R 01/19/39                           | FANNIE MAE GRANTOR TRUST 1999-T2 SER 1999-T2 CL A1 V/R 7.50000000                                | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24132 | PA      | $24080.49     | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 08/21/29                         | HUNTINGTON BANCSHARES REGD V/R 6.20800000                                                        | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $3005245.58   | 0.01%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H19 FE V/R 09/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H19 CL FE V/R 4.91602000                       | CUSIP: 38375UPU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1042098 | PA      | $1043429.50   | 0.00%             | 2064-09-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.918% 03/20/28                         | FORD MOTOR CREDIT CO LLC REGD 5.91800000                                                         | CUSIP: 345397G72<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1919283.10   | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1608 2.5% 09/01/42                            | FANNIE MAE POOL UMBS P#FA1608 2.50000000                                                         | CUSIP: 3140W1YE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    715384 | PA      | $638285.50    | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#256051 5.5% 12/01/35                            | FANNIE MAE POOL UMBS P#256051 5.50000000                                                         | CUSIP: 31371ML88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5896 | PA      | $5944.23      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-75 WA V/R 06/20/40                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-75 CL WA V/R 5.09168000                        | CUSIP: 38378J4C3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53879 | PA      | $55214.97     | 0.00%             | 2040-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| GNR 2006-33 Z 6.5% 07/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-33 CL Z 6.50000000                             | CUSIP: 38374DEC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97628 | PA      | $100454.40    | 0.00%             | 2036-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7312 2.5% 04/20/51                         | GINNIE MAE II POOL P#MA7312 2.50000000                                                           | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10906663 | PA      | $9273173.26   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60988 3% 05/01/47                             | FREDDIE MAC GOLD POOL P#G60988 3.00000000                                                        | CUSIP: 31335BCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5900581 | PA      | $5264420.39   | 0.02%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4321 3.5% 03/20/47                         | GINNIE MAE II POOL P#MA4321 3.50000000                                                           | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144363 | PA      | $133750.88    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 03/30/28                              | DNB BANK ASA REGD V/R 144A P/P 1.60500000                                                        | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3435000 | PA      | $3274474.27   | 0.02%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 06/20/30                              | BARCLAYS PLC REGD V/R 5.08800000                                                                 | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5186000 | PA      | $5210991.85   | 0.02%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.75% 01/15/28                                 | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000                                        | CUSIP: 912810PV4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    918762 | PA      | $930474.88    | 0.00%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CGMS 2015-5A A1R V/R 01/20/32                          | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2015-5A CL A1R3 V/R REGD 144A P/P 5.36947000           | CUSIP: 14312JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7179719 | PA      | $7177701.85   | 0.03%             | 2032-01-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM4660 3.765% 12/01/25                          | FANNIE MAE POOL UMBS P#AM4660 3.76500000                                                         | CUSIP: 3138L5FA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1591112 | PA      | $1582741.64   | 0.01%             | 2025-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 A V/R 10/25/27                          | PRET 2024-NPL7 LLC SER 2024-NPL7 CL A1 V/R REGD 144A P/P 5.92510000                              | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3119403 | PA      | $3111250.44   | 0.01%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 4.875% 07/20/35                         | CVS HEALTH CORP REGD 4.87500000                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478862.63    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON F 5.125% 02/21/32                         | BHP BILLITON FIN USA LTD REGD 5.12500000                                                         | CUSIP: 055451BK3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2020000 | PA      | $2068234.37   | 0.01%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2006-117 GS V/R 12/25/36                           | FANNIE MAE REMICS SER 2006-117 CL GS V/R 2.23035000                                              | CUSIP: 31396LD23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45671 | PA      | $4424.48      | 0.00%             | 2036-12-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5105 2% 03/01/41                              | FREDDIE MAC POOL UMBS P#RB5105 2.00000000                                                        | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13841559 | PA      | $11922409.21  | 0.06%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995002 5% 07/01/37                              | FANNIE MAE POOL UMBS P#995002 5.00000000                                                         | CUSIP: 31416BKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207618 | PA      | $209647.86    | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 06/09/32                          | SOCIETE GENERALE REGD V/R 144A P/P 2.88900000                                                    | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  11975000 | PA      | $10562238.36  | 0.05%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47                           | GINNIE MAE II POOL P#MA4720 4.00000000                                                           | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    789244 | PA      | $743964.12    | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-44 PU 7% 09/25/31                             | FANNIE MAE REMICS SER 2001-44 CL PU 7.00000000                                                   | CUSIP: 3139204T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1860 | PA      | $1951.43      | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US  6.25% 04/16/54                         | RWE FINANCE US LLC REGD 144A P/P 6.25000000                                                      | CUSIP: 749983AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991321.86   | 0.01%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TLOT 2025-A A3 4.75% 07/20/27                          | TOYOTA LEASE OWNER TRUST 2025-A SER 2025-A CL A3 REGD 144A P/P 4.75000000                        | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5044000 | PA      | $5086706.54   | 0.02%             | 2028-02-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANC 3.55% 06/15/26                         | EMERA US FINANCE LP REGD SER WI 3.55000000                                                       | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1246219.29   | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 03/31/30                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18256000 | PA      | $18425723.84  | 0.09%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TMST 2003-5 3A V/R 10/25/43                            | THORNBURG MORTGAGE SECURITIES TRUST 2003-5 SER 2003-5 CL 3A V/R REGD 5.48810500                  | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599272 | PA      | $575808.97    | 0.00%             | 2043-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| BRAVO 2023-RPL1  V/R 05/25/63                          | BRAVO RESIDENTIAL FUNDING TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 5.00000000       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3372950 | PA      | $3339397.42   | 0.02%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9931 4% 06/01/52                              | FANNIE MAE POOL UMBS P#BV9931 4.00000000                                                         | CUSIP: 3140MQA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10608073 | PA      | $9881625.23   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1287 4.5% 09/20/43                         | GINNIE MAE II POOL P#MA1287 4.50000000                                                           | CUSIP: 36179NNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    483978 | PA      | $474549.29    | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 1999-17 C 6.35% 04/25/29                           | FANNIE MAE REMICS SER 1999-17 CL C 6.35000000                                                    | CUSIP: 31359VSW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       760 | PA      | $767.97       | 0.00%             | 2029-04-25      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52                            | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                         | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3735249 | PA      | $3579378.78   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAN 5.355% 08/14/28                         | ANZ NEW ZEALAND INTL/LDN REGD 144A P/P 5.35500000                                                | CUSIP: 00182EBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2590000 | PA      | $2675786.03   | 0.01%             | 2028-08-14      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BP4243 5% 08/20/49                           | GINNIE MAE II POOL P#BP4243 5.00000000                                                           | CUSIP: 3617LAWC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4732526 | PA      | $4766110.21   | 0.02%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#569568 6.5% 01/15/32                            | GINNIE MAE I POOL P#569568 6.50000000                                                            | CUSIP: 36200QW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17977 | PA      | $18555.54     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATIN 2.5% 08/16/31                         | BRIXMOR OPERATING PART REGD 2.50000000                                                           | CUSIP: 11120VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $941229.46    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0657 4.5% 06/01/62                            | FANNIE MAE POOL UMBS P#BF0657 4.50000000                                                         | CUSIP: 3140FXWT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7013468 | PA      | $6708499.96   | 0.03%             | 2062-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7135 2% 01/20/51                           | GINNIE MAE II POOL P#MA7135 2.00000000                                                           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12368242 | PA      | $10075073.94  | 0.05%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-106 US V/R 11/25/35                           | FANNIE MAE REMICS SER 2005-106 CL US V/R 8.36128700                                              | CUSIP: 31394UN81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25506 | PA      | $26884.98     | 0.00%             | 2035-11-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP1819 V/R 07/20/72                          | GINNIE MAE II POOL P#CP1819 V/R 5.80900000                                                       | CUSIP: 3617FRAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10636582 | PA      | $11223983.94  | 0.05%             | 2072-07-20      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.3% 10/01/39                            | CALIFORNIA ST REGD N/C B/E 7.30000000                                                            | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $318053.84    | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.35% 01/15/29                         | WESTERN MIDSTREAM OPERAT REGD 6.35000000                                                         | CUSIP: 958667AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3838000 | PA      | $4017943.94   | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/43                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  38892000 | PA      | $38850981.00  | 0.18%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0805 3% 04/01/64                              | FANNIE MAE POOL UMBS P#BF0805 3.00000000                                                         | CUSIP: 3140FX3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14988425 | PA      | $12789089.05  | 0.06%             | 2064-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCCM 2017-LC2 3.289% 04/10/27                          | LCCM 2017-LC26 SER 2017-LC26 CL A3 REGD 144A P/P 3.28900000                                      | CUSIP: 50190DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14405523 | PA      | $14057040.39  | 0.07%             | 2050-07-12      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/31/30                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CMG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  96853000 | PA      | $98763576.51  | 0.46%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 07/08/31                         | M&T BANK CORPORATION REGD V/R 5.17900000                                                         | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7807221.43   | 0.04%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R06 1M1 V/R 07/25/43                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 SER 2023-R06 CL 1M1 V/R REGD 144A P/P 6.00517000    | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1526082 | PA      | $1534674.14   | 0.01%             | 2043-07-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44                           | UNITED STATES TREASURY BOND 4.12500000                                                           | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  38335000 | PA      | $35119951.26  | 0.16%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHR 3704 DT 7.5% 11/15/36                              | FREDDIE MAC REMICS SER 3704 CL DT 7.50000000                                                     | CUSIP: 3137A0Y41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177256 | PA      | $190372.12    | 0.00%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A16107 6% 12/01/33                             | FREDDIE MAC GOLD POOL P#A16107 6.00000000                                                        | CUSIP: 31296QYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6995 | PA      | $7145.98      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 05/15/33                           | UNITED STATES TREASURY NOTE 3.37500000                                                           | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  37000000 | PA      | $35269961.03  | 0.16%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#821378 V/R 05/01/35                             | FANNIE MAE POOL UMBS P#821378 V/R 6.03900000                                                     | CUSIP: 31406VQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3981 | PA      | $3985.42      | 0.00%             | 2035-05-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4587 2.5% 04/01/42                            | FANNIE MAE POOL UMBS P#MA4587 2.50000000                                                         | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4803195 | PA      | $4224040.20   | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7936 2.5% 03/20/52                         | GINNIE MAE II POOL P#MA7936 2.50000000                                                           | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22164049 | PA      | $18839727.08  | 0.09%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M11 A 2.98% 08/25/29                          | FANNIE MAE-ACES SER 2017-M11 CL A2 2.98000000                                                    | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1872392 | PA      | $1788340.49   | 0.01%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.9% 11/18/26                              | EQUINIX INC REGD 2.90000000                                                                      | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2528187.43   | 0.01%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8148 3% 07/20/52                           | GINNIE MAE II POOL P#MA8148 3.00000000                                                           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34709830 | PA      | $30719093.85  | 0.14%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNS 430 C56 3% 08/25/52                                | FANNIE MAE INTEREST STRIP SER 430 CL C56 3.00000000                                              | CUSIP: 31424QMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2383087 | PA      | $384550.08    | 0.00%             | 2052-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.538% 05/17/26                          | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E1 REGD 144A P/P 2.53800000                      | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6250000 | PA      | $6145540.00   | 0.03%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FNR 1996-48 Z 7% 11/25/26                              | FANNIE MAE REMICS SER 1996-48 CL Z 7.00000000                                                    | CUSIP: 31359KXE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       159 | PA      | $159.07       | 0.00%             | 2026-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8225 3% 07/01/52                              | FREDDIE MAC POOL UMBS P#SD8225 3.00000000                                                        | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5518536 | PA      | $4782900.14   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU0972 3% 08/01/43                              | FANNIE MAE POOL UMBS P#AU0972 3.00000000                                                         | CUSIP: 3138X0CJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1740300 | PA      | $1573612.65   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/42                            | UNITED STATES TREASURY BOND 2.75000000                                                           | CUSIP: 912810QX9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19600000 | PA      | $14997828.08  | 0.07%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMEN 5.3% 05/19/53                         | PFIZER INVESTMENT ENTER REGD 5.30000000                                                          | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |  11232000 | PA      | $10603112.24  | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA  4% 03/15/33                         | ENTERGY LOUISIANA LLC REGD 4.00000000                                                            | CUSIP: 29364WBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2459906.26   | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1144 3% 03/01/52                              | FANNIE MAE POOL UMBS P#FS1144 3.00000000                                                         | CUSIP: 3140XGHW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10016792 | PA      | $8749206.84   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAS 2022-R01 1M2 V/R 12/25/41                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SER 2022-R01 CL 1M2 V/R REGD 144A P/P 6.20517000    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5280000 | PA      | $5322670.85   | 0.02%             | 2041-12-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION 3.2% 03/10/32                         | TORONTO-DOMINION BANK REGD MTN 3.20000000                                                        | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4545091.95   | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.95% 01/15/42                         | ANHEUSER-BUSCH INBEV WOR REGD 4.95000000                                                         | CUSIP: 035240AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2580112.79   | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNR 2001-60 PX 6% 11/25/31                             | FANNIE MAE REMICS SER 2001-60 CL PX 6.00000000                                                   | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14011 | PA      | $14472.71     | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4333 2% 05/01/41                              | FANNIE MAE POOL UMBS P#MA4333 2.00000000                                                         | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19561343 | PA      | $16817591.24  | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/33                          | DEUTSCHE BANK NY REGD V/R 3.74200000                                                             | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8100704.43   | 0.04%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 5.593% 11/13/33                         | ROCHE HOLDINGS INC REGD 144A P/P 5.59300000                                                      | CUSIP: 771196CH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7570000 | PA      | $8027518.46   | 0.04%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4.2% 04/01/29                              | NUTRIEN LTD REGD 4.20000000                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $415650.87    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAG 1.512% 04/15/26                         | GRAPHIC PACKAGING INTERN REGD 144A P/P 1.51200000                                                | CUSIP: 38869PAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11485000 | PA      | $11184852.27  | 0.05%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| FNR 2002-21 PE 6.5% 04/25/32                           | FANNIE MAE REMICS SER 2002-21 CL PE 6.50000000                                                   | CUSIP: 31392CPT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6299 | PA      | $6564.02      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/30                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833XU9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  50000000 | PA      | $41403070.00  | 0.19%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0294 3% 08/01/28                              | FANNIE MAE POOL UMBS P#AS0294 3.00000000                                                         | CUSIP: 3138W9KG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    187284 | PA      | $183991.54    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3181 AZ 6.5% 07/15/36                              | FREDDIE MAC REMICS SER 3181 CL AZ 6.50000000                                                     | CUSIP: 31396UQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25262 | PA      | $26642.43     | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.2% 08/15/45                         | DUKE ENERGY PROGRESS LLC REGD 4.20000000                                                         | CUSIP: 26442UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $267279.23    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016 3.45% 07/07/28                         | UNITED AIR 2016-1 A PTT REGD SER A 3.45000000                                                    | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072558 | PA      | $1024815.02   | 0.00%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3183 4% 11/01/47                              | FANNIE MAE POOL UMBS P#MA3183 4.00000000                                                         | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1961088 | PA      | $1856718.32   | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61502 5% 02/01/48                             | FREDDIE MAC GOLD POOL P#G61502 5.00000000                                                        | CUSIP: 31335BU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    473034 | PA      | $473674.50    | 0.00%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHC 3.54% 08/15/50                         | BAPTIST HEALTHCARE REGD SER 20B 3.54000000                                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1555758.16   | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.6% 03/02/43                                | AMGEN INC REGD 5.60000000                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2865926.37   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNR 2006-65 QO ZCP 07/25/36                            | FANNIE MAE REMICS SER 2006-65 CL QO ZCP 0.00000000                                               | CUSIP: 31396KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11995 | PA      | $10239.22     | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL1459 4% 10/01/41                              | FANNIE MAE POOL UMBS P#AL1459 4.00000000                                                         | CUSIP: 3138EHTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    360558 | PA      | $348239.57    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QU7450 2.5% 07/01/50                            | FREDDIE MAC POOL UMBS P#QU7450 2.50000000                                                        | CUSIP: 3133JLH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1111257 | PA      | $898872.22    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOODG 2017-2A  3.26% 10/15/53                          | GOODGREEN 2017-2 TRUST SER 2017-2A CL A REGD 144A P/P 3.26000000                                 | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1479509 | PA      | $1321526.16   | 0.01%             | 2053-10-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 IG V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL IG V/R 2.10035000                                               | CUSIP: 31395NE86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13547 | PA      | $985.13       | 0.00%             | 2036-07-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH2905 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH2905 4.00000000                                                         | CUSIP: 3138A4GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333879 | PA      | $322263.93    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LMT 2007-6 1A8 6% 07/25/37                             | LEHMAN MORTGAGE TRUST 2007-6 SER 2007-6 CL 1A8 REGD 6.00000000                                   | CUSIP: 52521NAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2679 | PA      | $2375.04      | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFLF 2023-1A A 5.8% 04/18/38                           | WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-1A CL A REGD 144A P/P 5.80000000                       | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   7252962 | PA      | $7300405.30   | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHR 3200 AY 5.5% 08/15/36                              | FREDDIE MAC REMICS SER 3200 CL AY 5.50000000                                                     | CUSIP: 31397AGM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53800 | PA      | $56277.01     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR 2005-7F 3A9 6% 09/25/35                            | GSR MORTGAGE LOAN TRUST 2005-7F SER 2005-7F CL 3A9 REGD 6.00000000                               | CUSIP: 362341NB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36808 | PA      | $36752.60     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-188 W V/R 10/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-188 CL W V/R 4.54787000                        | CUSIP: 38379HTQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197909 | PA      | $199266.31    | 0.00%             | 2041-10-20      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINAN 4.35% 02/15/28                         | TOLL BROS FINANCE CORP REGD SER 10YR 4.35000000                                                  | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16345000 | PA      | $16257898.31  | 0.08%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN1330 3.19% 03/01/36                           | FANNIE MAE POOL UMBS P#AN1330 3.19000000                                                         | CUSIP: 3138LDPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1906017 | PA      | $1802911.71   | 0.01%             | 2036-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/30                         | GOLDMAN SACHS GROUP INC REGD V/R 4.69200000                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3881623.78   | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/29                              | ING GROEP NV REGD V/R 4.85800000                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4585000 | PA      | $4631649.12   | 0.02%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHS 197 PO ZCP 04/01/28                                | FREDDIE MAC STRIPS SER 197 CL PO ZCP 0.00000000                                                  | CUSIP: 31351BWQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7673 | PA      | $7300.13      | 0.00%             | 2028-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2275 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#CB2275 2.50000000                                                         | CUSIP: 3140QMQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5958319 | PA      | $4985687.92   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-86 OT ZCP 10/25/37                            | FANNIE MAE REMICS SER 2009-86 CL OT ZCP 0.00000000                                               | CUSIP: 31398FRT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183029 | PA      | $155250.17    | 0.00%             | 2037-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LI 3.729% 10/15/70                         | MASS MUTUAL LIFE INS CO REGD 144A P/P 3.72900000                                                 | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $1779584.75   | 0.01%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GNR 2005-72 AZ 5.5% 09/20/35                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-72 CL AZ 5.50000000                            | CUSIP: 38374L7K1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33322 | PA      | $33820.78     | 0.00%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 6.5% 02/01/38                              | OVINTIV INC REGD 6.50000000                                                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2102000 | PA      | $2121992.65   | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8023 2.5% 11/01/49                            | FREDDIE MAC POOL UMBS P#SD8023 2.50000000                                                        | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7347359 | PA      | $6172553.62   | 0.03%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2000-2 ZE 7.5% 02/25/30                            | FANNIE MAE REMICS SER 2000-2 CL ZE 7.50000000                                                    | CUSIP: 31359XSV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5552 | PA      | $5757.41      | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848115 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#848115 V/R 6.86500000                                                | CUSIP: 31300LAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8611 | PA      | $8836.52      | 0.00%             | 2036-11-01      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8141 2.5% 04/01/51                            | FREDDIE MAC POOL UMBS P#SD8141 2.50000000                                                        | CUSIP: 3132DWBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  31668112 | PA      | $26450364.77  | 0.12%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/29                            | UNITED STATES TREASURY NOTE 3.25000000                                                           | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  40000000 | PA      | $39268750.00  | 0.18%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 4.7% 06/15/32                         | O'REILLY AUTOMOTIVE INC REGD 4.70000000                                                          | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3127761.66   | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P3  1.03% 03/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2021-P3 SER 2021-P3 CL A4 REGD 1.03000000                         | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2787421 | PA      | $2742897.44   | 0.01%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#766610 V/R 01/01/34                             | FANNIE MAE POOL UMBS P#766610 V/R 6.45100000                                                     | CUSIP: 31404EVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1357 | PA      | $1378.38      | 0.00%             | 2034-01-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#598559 6.5% 08/01/31                            | FANNIE MAE POOL UMBS P#598559 6.50000000                                                         | CUSIP: 31387Y5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4169 | PA      | $4305.92      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AALLC 2021-1H B 1.9% 10/20/40                          | ACCELERATED 2021-1H LLC SER 2021-1H CL B REGD 144A P/P 1.90000000                                | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1225368 | PA      | $1142667.40   | 0.01%             | 2040-10-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4515 4% 02/01/51                              | FREDDIE MAC POOL UMBS P#RA4515 4.00000000                                                        | CUSIP: 3133KLAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2766617 | PA      | $2593147.94   | 0.01%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING  6.25% 04/01/54                         | ATHENE HOLDING LTD REGD 6.25000000                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3814420.21   | 0.02%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 E2 2.952% 12/17/26                          | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL E2 REGD 144A P/P 2.95200000                  | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6239453 | PA      | $5955310.20   | 0.03%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHR 4106 DF V/R 09/15/42                               | FREDDIE MAC REMICS SER 4106 CL DF V/R 4.81833000                                                 | CUSIP: 3137ATVQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    218804 | PA      | $215324.59    | 0.00%             | 2042-09-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8167 4.59% 04/01/33                           | FANNIE MAE POOL UMBS P#BS8167 4.59000000                                                         | CUSIP: 3140LKCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12165000 | PA      | $12166074.41  | 0.06%             | 2033-04-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4438 3.5% 02/01/42                            | FANNIE MAE POOL UMBS P#AB4438 3.50000000                                                         | CUSIP: 31417A4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98835 | PA      | $92788.30     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q17665 3% 04/01/43                             | FREDDIE MAC GOLD POOL P#Q17665 3.00000000                                                        | CUSIP: 3132J86B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33150 | PA      | $29991.47     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2020-3A A1R V/R 10/20/34                          | CIFC FUNDING 2020-III LTD SER 2020-3A CL A1R V/R REGD 144A P/P 5.66108000                        | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19680000 | PA      | $19711074.72  | 0.09%             | 2034-10-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 2.95% 03/01/26                         | PACIFIC GAS & ELECTRIC REGD 2.95000000                                                           | CUSIP: 694308HP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $976988.02    | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C68485 7% 07/01/32                             | FREDDIE MAC GOLD POOL P#C68485 7.00000000                                                        | CUSIP: 31287UNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       912 | PA      | $962.24       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHR 2209 TC 8% 01/15/30                                | FREDDIE MAC REMICS SER 2209 CL TC 8.00000000                                                     | CUSIP: 3133TNCF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1660 | PA      | $1728.78      | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-36 DE 7% 08/25/31                             | FANNIE MAE REMICS SER 2001-36 CL DE 7.00000000                                                   | CUSIP: 313920LG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8992 | PA      | $9341.08      | 0.00%             | 2031-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1205 3% 07/01/49                              | FANNIE MAE POOL UMBS P#FM1205 3.00000000                                                         | CUSIP: 3140X4KT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    660598 | PA      | $582298.05    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.95% 10/17/48                              | FEDEX CORP REGD 144A P/P 4.95000000                                                              | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2533391.19   | 0.01%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4549 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#RA4549 2.50000000                                                        | CUSIP: 3133KLBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10828753 | PA      | $9140273.05   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FSPC T-51 2A V/R 08/25/42                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-51 CL 2A V/R 7.50000000                   | CUSIP: 31392W7D6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26426 | PA      | $27431.35     | 0.00%             | 2042-08-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GNR 2015-144 HP 3% 10/20/45                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-144 CL HP 3.00000000                           | CUSIP: 38379QZV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    489687 | PA      | $444921.41    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36                         | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7057000 | PA      | $6885866.55   | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#888430 5% 11/01/33                              | FANNIE MAE POOL UMBS P#888430 5.00000000                                                         | CUSIP: 31410GA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    931682 | PA      | $938294.45    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#888307 V/R 04/01/37                             | FANNIE MAE POOL UMBS P#888307 V/R 6.62200000                                                     | CUSIP: 31410F3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6055 | PA      | $6178.37      | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIF 4.581% 05/17/48                         | GREAT-WEST LIFECO FIN 18 REGD 144A P/P 4.58100000                                                | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $548418.92    | 0.00%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FNR 2002-13 SJ V/R 03/25/32                            | FANNIE MAE REMICS SER 2002-13 CL SJ V/R 1.60000000                                               | CUSIP: 31392A7G7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8573 | PA      | $154.80       | 0.00%             | 2032-03-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.179% 11/19/25                         | BANCO SANTANDER SA REGD 5.17900000                                                               | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1501619.97   | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB  1.65% 03/11/31                         | CHARLES SCHWAB CORP REGD 1.65000000                                                              | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11130000 | PA      | $9555869.30   | 0.04%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WESTR 2024-1A  6.56% 11/20/27                          | WESTGATE RESORTS 2024-1 LLC SER 2024-1A CL B REGD 144A P/P 6.56000000                            | CUSIP: 96034KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4846761 | PA      | $4912804.31   | 0.02%             | 2038-01-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GNR 2008-55 SA V/R 06/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-55 CL SA V/R 1.76794000                        | CUSIP: 38375QK73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17224 | PA      | $440.60       | 0.00%             | 2038-06-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 2.5% 07/12/31                         | ENEL FINANCE INTL NV REGD 144A P/P 2.50000000                                                    | CUSIP: 29278GAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4538000 | PA      | $3980671.97   | 0.02%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHS 310 PO ZCP 09/15/43                                | FREDDIE MAC STRIPS SER 310 CL PO ZCP 0.00000000                                                  | CUSIP: 3132HTSS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311313 | PA      | $238364.61    | 0.00%             | 2043-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS1385 4% 12/01/43                              | FANNIE MAE POOL UMBS P#AS1385 4.00000000                                                         | CUSIP: 3138WARF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39585 | PA      | $37917.64     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 2.9% 03/01/32                           | S&P GLOBAL INC REGD 2.90000000                                                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1925499.32   | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CMLTI 2003-1 2 5.25% 10/25/33                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL 2A5 REGD 5.25000000                              | CUSIP: 17307GBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3710 | PA      | $3544.78      | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHRR R007 ZA 6% 05/15/36                               | FREDDIE MAC REFERENCE REMIC SER R007 CL ZA 6.00000000                                            | CUSIP: 31396NRF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132294 | PA      | $138300.72    | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT3527 3% 10/01/51                              | FANNIE MAE POOL UMBS P#BT3527 3.00000000                                                         | CUSIP: 3140LR4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1820712 | PA      | $1578982.70   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.9% 05/15/35                              | ORACLE CORP REGD 3.90000000                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    936000 | PA      | $844483.21    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 111655000 | PA      | $112021367.97 | 0.52%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR2  4.25% 07/17/27                          | FIRSTKEY HOMES 2022-SFR2 TRUST SER 2022-SFR2 CL A REGD 144A P/P 4.25000000                       | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12203410 | PA      | $12144026.61  | 0.06%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTI 5.875% 04/02/35                         | LGENERGYSOLUTION REGD 144A P/P 5.87500000                                                        | CUSIP: 50205MAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $4958253.65   | 0.02%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN6123 V/R 04/20/72                          | GINNIE MAE II POOL P#CN6123 V/R 5.73300000                                                       | CUSIP: 3617F5YU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9312558 | PA      | $9739982.56   | 0.05%             | 2072-04-20      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90975 4% 06/01/42                             | FREDDIE MAC GOLD POOL P#U90975 4.00000000                                                        | CUSIP: 3132H4CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    605349 | PA      | $581890.19    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/11/35                          | DEUTSCHE BANK NY REGD V/R 5.40300000                                                             | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1203271.53   | 0.01%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1  V/R 01/25/45                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA1 SER 2025-DNA1 CL M1 V/R REGD 144A P/P 5.35517000         | CUSIP: 35564NFZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2441892 | PA      | $2443026.86   | 0.01%             | 2045-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TVA- GEN STRIP ZCP 07/15/28                            | TENNESSEE VALLEY AUTHORITY GENERIC STRIP ZCP 0.00000000                                          | CUSIP: 88059ENP5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1780768.90   | 0.01%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 4.25% 04/15/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.25000000                                                | CUSIP: 05401AAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1710000 | PA      | $1700071.53   | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 6.125% 03/08/34                         | FORD MOTOR CREDIT CO LLC REGD 6.12500000                                                         | CUSIP: 345397E66<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3137000 | PA      | $3053722.53   | 0.01%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHR 4238 WY 3% 08/15/33                                | FREDDIE MAC REMICS SER 4238 CL WY 3.00000000                                                     | CUSIP: 3137B4FZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    166931 | PA      | $160615.55    | 0.00%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  1.9% 08/15/30                         | PIONEER NATURAL RESOURCE REGD 1.90000000                                                         | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9440028.79   | 0.04%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0218 4.5% 08/01/40                            | FANNIE MAE POOL UMBS P#AE0218 4.50000000                                                         | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1006813 | PA      | $1003903.07   | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-54 WI V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-54 CL WI V/R 1.68035000                                               | CUSIP: 31396WFF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15055 | PA      | $1341.86      | 0.00%             | 2037-06-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES1 A V/R 02/25/55                          | TOWD POINT MORTGAGE TRUST 2025-CES1 SER 2025-CES1 CL A1 V/R REGD 144A P/P 5.70500000             | CUSIP: 89183HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6432845 | PA      | $6461612.63   | 0.03%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-2 B 1.91% 11/15/26                          | FORD CREDIT AUTO OWNER TRUST 2021-REV2 SER 2021-2 CL B REGD 144A P/P 1.91000000                  | CUSIP: 345285AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2074162.62   | 0.01%             | 2034-05-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFE 6.125% 12/15/45                         | ENERGY TRANSFER LP REGD 6.12500000                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $795562.25    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA V/R 08/09/28                            | CAPITAL ONE NA REGD V/R SER BKNT 5.97400000                                                      | CUSIP: 25466AAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3556247.14   | 0.02%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 6.1% 01/15/27                         | AERCAP IRELAND CAP/GLOBA REGD 6.10000000                                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3680000 | PA      | $3761665.31   | 0.02%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PVH CORP 5.5% 06/13/30                                 | PVH CORP REGD 5.50000000                                                                         | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2996297.61   | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-35 SI V/R 04/25/37                            | FANNIE MAE REMICS SER 2007-35 CL SI V/R 1.68035000                                               | CUSIP: 31396VMR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26647 | PA      | $1299.31      | 0.00%             | 2037-04-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| FSPC T-59 1AP ZCP 10/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-59 CL 1AP ZCP 0.00000000                  | CUSIP: 31394PPU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12096 | PA      | $6063.93      | 0.00%             | 2043-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5550 V/R 10/20/71                          | GINNIE MAE II POOL P#CE5550 V/R 5.71100000                                                       | CUSIP: 3617VUEX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10772027 | PA      | $11255372.00  | 0.05%             | 2071-10-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UDR INC 3% 08/15/31                                    | UDR INC REGD 3.00000000                                                                          | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    415000 | PA      | $376928.01    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EART 2022-4A D 5.98% 12/15/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 SER 2022-4A CL D REGD 5.98000000                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6264000 | PA      | $6300793.48   | 0.03%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07316 3.5% 03/01/43                           | FREDDIE MAC GOLD POOL P#G07316 3.50000000                                                        | CUSIP: 3128M9N99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    215306 | PA      | $202185.05    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CJ3811 3% 12/20/51                           | GINNIE MAE II POOL P#CJ3811 3.00000000                                                           | CUSIP: 3617XLGU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4882448 | PA      | $4438131.24   | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LMT 2008-2 1A6 6% 02/25/38                             | LEHMAN MORTGAGE TRUST 2008-2 SER 2008-2 CL 1A6 REGD 6.00000000                                   | CUSIP: 52522UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213805 | PA      | $53672.52     | 0.00%             | 2038-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-103 MB V/R 12/25/39                           | FANNIE MAE REMICS SER 2009-103 CL MB V/R 6.76080700                                              | CUSIP: 31398GJB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54598 | PA      | $55003.99     | 0.00%             | 2039-12-25      | Variable      | 6.76%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A91541 5% 03/01/40                             | FREDDIE MAC GOLD POOL P#A91541 5.00000000                                                        | CUSIP: 312939WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69142 | PA      | $70087.27     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2.45% 12/02/27                          | NRG ENERGY INC REGD 144A P/P 2.45000000                                                          | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $5898725.18   | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PMNBT 2025-1A  5.58% 02/15/29                          | PERIMETER MASTER NOTE BUSINESS TRUST SER 2025-1A CL A REGD 144A P/P 5.58000000                   | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-CBDO         | CORP              | US        |  12750000 | PA      | $12744647.55  | 0.06%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P8 3.203% 07/15/27                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 SER 2017-P8 CL A3 REGD 3.20300000                    | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21000000 | PA      | $20508797.40  | 0.09%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015 3.75% 12/15/27                         | AIR CANADA 2015-2AA PTT REGD 144A P/P 3.75000000                                                 | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    806560 | PA      | $784087.67    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2012-97 FB V/R 09/25/42                            | FANNIE MAE REMICS SER 2012-97 CL FB V/R 4.91965000                                               | CUSIP: 3136A72Y7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    367169 | PA      | $362924.52    | 0.00%             | 2042-09-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A17537 6% 01/01/34                             | FREDDIE MAC GOLD POOL P#A17537 6.00000000                                                        | CUSIP: 31296SLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9794 | PA      | $10006.31     | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A 4.94% 11/20/25                          | SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A2 REGD 144A P/P 4.94000000                           | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1063895 | PA      | $1064797.20   | 0.00%             | 2026-11-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIG 4.454% 04/01/22                         | UNIV OF MICHIGAN MI REGD B/E 4.45400000                                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7800000 | PA      | $6117440.94   | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHR 2259 ZM 7% 10/15/30                                | FREDDIE MAC REMICS SER 2259 CL ZM 7.00000000                                                     | CUSIP: 3133TQC54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6646 | PA      | $6868.51      | 0.00%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4472 3.5% 02/01/42                            | FREDDIE MAC POOL UMBS P#ZS4472 3.50000000                                                        | CUSIP: 3132A46H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    666282 | PA      | $625800.67    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07828 4.5% 09/01/44                           | FREDDIE MAC GOLD POOL P#G07828 4.50000000                                                        | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    548085 | PA      | $538265.43    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-4 CB 5.5% 06/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-4 CL CB7 REGD 5.50000000     | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91628 | PA      | $84632.94     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHMS K-167 A2 4.76% 10/25/34                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-167 CL A2 4.76000000          | CUSIP: 3137HHUG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5009882 | PA      | $5080748.78   | 0.02%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 3.4% 03/22/41                         | VERIZON COMMUNICATIONS REGD 3.40000000                                                           | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1157000.63   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.95% 12/01/47                         | PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000                                                    | CUSIP: 694308HY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $549582.40    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHR 5251 PO ZCP 08/25/52                               | FREDDIE MAC REMICS SER 5251 CL PO ZCP 0.00000000                                                 | CUSIP: 3137H8JY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4178277 | PA      | $2884272.69   | 0.01%             | 2052-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#725027 5% 11/01/33                              | FANNIE MAE POOL UMBS P#725027 5.00000000                                                         | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12337 | PA      | $12463.58     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67702 4% 01/01/47                             | FREDDIE MAC GOLD POOL P#G67702 4.00000000                                                        | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4460348 | PA      | $4235480.40   | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4070 4% 11/20/46                           | GINNIE MAE II POOL P#MA4070 4.00000000                                                           | CUSIP: 36179SQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    546406 | PA      | $517261.90    | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENI USA INC 7.3% 11/15/27                              | ENI USA INC REGD 7.30000000                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $425227.67    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.25% 03/01/54                         | HONEYWELL INTERNATIONAL REGD 5.25000000                                                          | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2599380.08   | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN6933 2.9% 10/01/29                            | FANNIE MAE POOL UMBS P#AN6933 2.90000000                                                         | CUSIP: 3138LKV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3094519 | PA      | $2948573.28   | 0.01%             | 2029-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CWL 2004-1 M1 V/R 03/25/34                             | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2004-1 SER 2004-1 CL M1 V/R REGD 5.18368000           | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4699 | PA      | $4780.80      | 0.00%             | 2034-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANC 6.25% 04/18/34                         | BLUE OWL FINANCE LLC REGD 6.25000000                                                             | CUSIP: 09581JAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4591000 | PA      | $4723939.80   | 0.02%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 02/12/31                                | US BANCORP REGD V/R 5.04600000                                                                   | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  13545000 | PA      | $13788181.38  | 0.06%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8468 5% 10/01/54                              | FREDDIE MAC POOL UMBS P#SD8468 5.00000000                                                        | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2630180 | PA      | $2578622.40   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0604 3.5% 03/01/62                            | FANNIE MAE POOL UMBS P#BF0604 3.50000000                                                         | CUSIP: 3140FXU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8004388 | PA      | $7080075.15   | 0.03%             | 2062-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1973 2% 02/01/42                              | FANNIE MAE POOL UMBS P#FS1973 2.00000000                                                         | CUSIP: 3140XHFP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13772340 | PA      | $11855290.73  | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S9 P ZCP 10/25/33                            | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S9 SER 2003-S9 CL P ZCP REGD 0.00000000      | CUSIP: 92922FFA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1085 | PA      | $847.06       | 0.00%             | 2033-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 3275 FL V/R 02/15/37                               | FREDDIE MAC REMICS SER 3275 CL FL V/R 4.85833000                                                 | CUSIP: 31397FDQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11145 | PA      | $11040.32     | 0.00%             | 2037-02-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL1  V/R 06/25/62                          | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 3.50000000     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5895375 | PA      | $5412705.18   | 0.03%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-33 IA 6.5% 05/25/33                           | FANNIE MAE REMICS SER 2003-33 CL IA 6.50000000                                                   | CUSIP: 31393BFR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24650 | PA      | $3394.44      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.3% 11/20/26                            | CITIGROUP INC REGD 4.30000000                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1567734.60   | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.95% 02/01/51                         | SOUTHERN CAL EDISON REGD SER 20A 2.95000000                                                      | CUSIP: 842400GY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6220000 | PA      | $3637049.90   | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A2 4A V/R 08/25/34                          | JP MORGAN MORTGAGE TRUST 2006-A2 SER 2006-A2 CL 4A1 V/R REGD 6.74248000                          | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116715 | PA      | $118928.81    | 0.00%             | 2034-08-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| FNR 2025-6 FC V/R 02/25/55                             | FANNIE MAE REMICS SER 2025-6 CL FC V/R 5.90517000                                                | CUSIP: 3136BUTY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2815980 | PA      | $2815092.23   | 0.01%             | 2055-02-25      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR2 1.266% 11/17/25                          | FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL A REGD 144A P/P 1.26600000                       | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17127430 | PA      | $16910490.51  | 0.08%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7473 3% 07/20/51                           | GINNIE MAE II POOL P#MA7473 3.00000000                                                           | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24580997 | PA      | $21772985.98  | 0.10%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN O 4.75% 06/02/30                         | SAUDI ARABIAN OIL CO REGD 144A P/P 4.75000000                                                    | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |   6034000 | PA      | $6063487.49   | 0.03%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                             | UNITED STATES TREASURY BOND 2.50000000                                                           | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  79890000 | PA      | $56241312.12  | 0.26%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3860 6.5% 09/01/53                            | FREDDIE MAC POOL UMBS P#SD3860 6.50000000                                                        | CUSIP: 3132E0JD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5061112 | PA      | $5276221.98   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-111 EO ZCP 11/25/36                           | FANNIE MAE REMICS SER 2006-111 CL EO ZCP 0.00000000                                              | CUSIP: 31396LSR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10238 | PA      | $8284.04      | 0.00%             | 2036-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ7084 3.5% 12/01/32                            | FANNIE MAE POOL UMBS P#AQ7084 3.50000000                                                         | CUSIP: 3138MN2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     80394 | PA      | $78807.68     | 0.00%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0783 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1Q0783 V/R 6.92300000                                                | CUSIP: 3128S42Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15562 | PA      | $15897.62     | 0.00%             | 2037-05-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FHMS KJ48 A2 5.028% 10/25/31                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ48 CL A2 5.02800000           | CUSIP: 3137HBC77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8194428.80   | 0.04%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CORNING INC 3.9% 11/15/49                              | CORNING INC REGD 3.90000000                                                                      | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    960000 | PA      | $726487.80    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHR 2733 SB V/R 10/15/33                               | FREDDIE MAC REMICS SER 2733 CL SB V/R 4.03350300                                                 | CUSIP: 31394NUY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    157404 | PA      | $154370.57    | 0.00%             | 2033-10-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#809319 V/R 01/01/35                             | FANNIE MAE POOL UMBS P#809319 V/R 6.67000000                                                     | CUSIP: 31406GDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       980 | PA      | $1001.41      | 0.00%             | 2035-01-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 5.875% 05/01/42                            | PHILLIPS 66 REGD SER WI 5.87500000                                                               | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2974875.93   | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 6.7% 03/01/36                         | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.70000000                                                | CUSIP: 67091TAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |   3079000 | PA      | $3094225.07   | 0.01%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/36                         | AMERICAN EXPRESS CO REGD V/R 5.44200000                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2638787.18   | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 4.3% 07/13/25                         | GENERAL MOTORS FINL CO REGD 4.30000000                                                           | CUSIP: 37045XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1764602.75   | 0.01%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4286 1.5% 03/01/41                            | FANNIE MAE POOL UMBS P#MA4286 1.50000000                                                         | CUSIP: 31418DXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    948632 | PA      | $786298.89    | 0.00%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/18/29                          | DEUTSCHE BANK NY REGD V/R 6.72000000                                                             | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1909000 | PA      | $2005352.12   | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3345 3% 02/01/52                              | FANNIE MAE POOL UMBS P#FS3345 3.00000000                                                         | CUSIP: 3140XJWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4403728 | PA      | $3851681.91   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7125 2.5% 05/01/46                            | FANNIE MAE POOL UMBS P#AS7125 2.50000000                                                         | CUSIP: 3138WG4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    413647 | PA      | $353568.91    | 0.00%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 12/31/31                             | UNITED STATES TREASURY NOTE 4.50000000                                                           | CUSIP: 91282CMC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    975000 | PA      | $1005316.41   | 0.00%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3582 PO ZCP 10/15/49                               | FREDDIE MAC REMICS SER 3582 CL PO ZCP 0.00000000                                                 | CUSIP: 31398KBZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197096 | PA      | $174243.77    | 0.00%             | 2049-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  5.05% 09/01/34                         | SOUTHERN CALIF GAS CO REGD 5.05000000                                                            | CUSIP: 842434DB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17497000 | PA      | $17610151.88  | 0.08%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GMACM 2005-AR3 3 V/R 06/19/35                          | GMACM MORTGAGE LOAN TRUST 2005-AR3 SER 2005-AR3 CL 3A4 V/R REGD 4.46217100                       | CUSIP: 36185N7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17965 | PA      | $17637.58     | 0.00%             | 2035-06-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7485 4% 06/01/52                              | FREDDIE MAC POOL UMBS P#RA7485 4.00000000                                                        | CUSIP: 3133KPJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10789581 | PA      | $10052804.76  | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURIT 5.026% 11/15/36                         | SIGECO SECURITIZATION I REGD SER A1 5.02600000                                                   | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2333251 | PA      | $2351374.95   | 0.01%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| PEPPERDINE UNI 3.301% 12/01/59                         | PEPPERDINE UNIV REGD SER 2020 3.30100000                                                         | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $889283.53    | 0.00%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHR 3134 PO ZCP 03/15/36                               | FREDDIE MAC REMICS SER 3134 CL PO ZCP 0.00000000                                                 | CUSIP: 31396J5T8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2170 | PA      | $1782.59      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP4938 3% 05/01/50                              | FANNIE MAE POOL UMBS P#BP4938 3.00000000                                                         | CUSIP: 3140KCPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1466487 | PA      | $1292155.59   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7250 3% 02/01/50                              | FREDDIE MAC POOL UMBS P#QA7250 3.00000000                                                        | CUSIP: 3133A2BT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179639 | PA      | $159055.84    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C34 3.096% 04/15/26                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 SER 2016-C34 CL A4 REGD 3.09600000                | CUSIP: 95000DBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2211000 | PA      | $2167435.78   | 0.01%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/42                            | UNITED STATES TREASURY BOND 2.75000000                                                           | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13300000 | PA      | $10131378.87  | 0.05%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHR 2410 QS V/R 02/15/32                               | FREDDIE MAC REMICS SER 2410 CL QS V/R 8.01234200                                                 | CUSIP: 31339NJ23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10360 | PA      | $11105.25     | 0.00%             | 2032-02-15      | Variable      | 8.01%                 | No            |                  2 | On Loan: No      |
| VWALT 2025-A A3 4.5% 11/22/27                          | VOLKSWAGEN AUTO LEASE TRUST 2025-A SER 2025-A CL A3 REGD 4.50000000                              | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6028000 | PA      | $6069927.15   | 0.03%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.625% 08/21/33                             | FISERV INC REGD 5.62500000                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039790.19   | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7443 6% 11/01/53                              | FANNIE MAE POOL UMBS P#CB7443 6.00000000                                                         | CUSIP: 3140QTHV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10048216 | PA      | $10253099.04  | 0.05%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/30                              | BARCLAYS PLC REGD V/R 4.94200000                                                                 | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6617000 | PA      | $6666332.92   | 0.03%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 2.95% 08/15/51                         | SAN DIEGO G & E REGD SER WWW 2.95000000                                                          | CUSIP: 797440CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7230000 | PA      | $4549193.43   | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-GA  1.58% 05/15/28                          | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G SER 2021-GA CL A REGD 144A P/P 1.58000000       | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6362725 | PA      | $5746881.51   | 0.03%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE1087 3.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#QE1087 3.50000000                                                        | CUSIP: 3133BAF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  25569269 | PA      | $23261112.10  | 0.11%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3118 3% 05/01/50                              | FANNIE MAE POOL UMBS P#FM3118 3.00000000                                                         | CUSIP: 3140X6PC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300874 | PA      | $266832.20    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3138 PO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3138 CL PO ZCP 0.00000000                                                 | CUSIP: 31396N7B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12529 | PA      | $10876.27     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09029 3% 03/01/43                             | FREDDIE MAC GOLD POOL P#C09029 3.00000000                                                        | CUSIP: 31292SA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1785794 | PA      | $1616020.63   | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GECMS 1999-HE1 M V/R 04/25/29                          | GE CAPITAL MORTGAGE SERVICES INC 1999-HE1 TRUST SER 1999-HE1 CL M V/R REGD 6.70500000            | CUSIP: 36157RD93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4256 | PA      | $3748.86      | 0.00%             | 2029-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/36                                   | BPCE SA REGD V/R 144A P/P 6.29300000                                                             | CUSIP: 05571ABA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2710000 | PA      | $2845972.81   | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/10/34                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 6.69100000                                                | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9500000 | PA      | $10138401.24  | 0.05%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.55% 10/30/35                         | CHENIERE ENERGY PARTNERS REGD 144A P/P 5.55000000                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   6615000 | PA      | $6667007.92   | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FHR 3194 SA V/R 07/15/36                               | FREDDIE MAC REMICS SER 3194 CL SA V/R 2.68167000                                                 | CUSIP: 31396UD64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4289 | PA      | $455.19       | 0.00%             | 2036-07-15      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| FNR 2003-22 UD 4% 04/25/33                             | FANNIE MAE REMICS SER 2003-22 CL UD 4.00000000                                                   | CUSIP: 31393ANT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64774 | PA      | $63895.15     | 0.00%             | 2033-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6865 2.5% 09/20/50                         | GINNIE MAE II POOL P#MA6865 2.50000000                                                           | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46571 | PA      | $39632.85     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5769 5% 02/01/53                              | FANNIE MAE POOL UMBS P#CB5769 5.00000000                                                         | CUSIP: 3140QRMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6376579 | PA      | $6279390.49   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMP 4.15% 04/01/48                         | OHIO POWER COMPANY REGD 4.15000000                                                               | CUSIP: 677415CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $919522.83    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7226 2.5% 10/01/50                            | FANNIE MAE POOL UMBS P#CA7226 2.50000000                                                         | CUSIP: 3140QFA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6205137 | PA      | $5256248.63   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 4.65% 09/17/34                         | BUNGE LTD FINANCE CORP REGD 4.65000000                                                           | CUSIP: 120568BF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2808926.18   | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GNR 2007-67 SI V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-67 CL SI V/R 2.07794000                        | CUSIP: 38375LG53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56550 | PA      | $601.86       | 0.00%             | 2037-11-20      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848365 V/R 07/01/36                            | FREDDIE MAC NON GOLD POOL P#848365 V/R 6.93400000                                                | CUSIP: 31300LJJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11527 | PA      | $11852.57     | 0.00%             | 2036-07-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5760 5.5% 07/01/55                            | FANNIE MAE POOL UMBS P#MA5760 5.50000000                                                         | CUSIP: 31418FMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2001237 | PA      | $2001614.53   | 0.01%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.4% 08/15/54                         | META PLATFORMS INC REGD 5.40000000                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  10470000 | PA      | $10210776.41  | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHR 2075 PH 6.5% 08/15/28                              | FREDDIE MAC REMICS SER 2075 CL PH 6.50000000                                                     | CUSIP: 3133TGCG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5138 | PA      | $5214.16      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.9% 06/23/30                         | BROWN & BROWN INC REGD 4.90000000                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   9995000 | PA      | $10088002.28  | 0.05%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC 5.25% 06/23/45                             | BAXALTA INC REGD 5.25000000                                                                      | CUSIP: 07177MAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46685.17     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T3 1A 6.5% 02/25/44                          | FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL 1A2 6.50000000                                   | CUSIP: 31393YU60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151356 | PA      | $154702.25    | 0.00%             | 2044-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7782 4.32% 03/01/30                           | FANNIE MAE POOL UMBS P#BS7782 4.32000000                                                         | CUSIP: 3140LJUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12400000 | PA      | $12446065.01  | 0.06%             | 2030-03-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 2.45% 02/04/32                         | ALTRIA GROUP INC REGD 2.45000000                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3316226.68   | 0.02%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 5.375% 05/30/30                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000                                                | CUSIP: 05401AAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2670000 | PA      | $2719825.83   | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                                | UNITED STATES TREASURY BOND 2.00000000                                                           | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13200000 | PA      | $7610109.41   | 0.04%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32                           | UNITED STATES TREASURY NOTE 2.87500000                                                           | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39595000 | PA      | $36943991.21  | 0.17%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A96184 4% 01/01/41                             | FREDDIE MAC GOLD POOL P#A96184 4.00000000                                                        | CUSIP: 3129442R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    302914 | PA      | $291310.68    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 02/15/27                            | UNITED STATES TREASURY NOTE 2.25000000                                                           | CUSIP: 912828V98<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1530000 | PA      | $1492706.25   | 0.01%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACA 9.5% 06/30/31                         | SAMARCO MINERACAO SA REGD 144A P/P 9.50000000                                                    | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    635932 | PA      | $625156.40    | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/34                         | WELLS FARGO & COMPANY REGD V/R MTN 5.55700000                                                    | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8982000 | PA      | $9269670.74   | 0.04%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.834% 10/23/55                         | CHARTER COMM OPT LLC/CAP REGD SER WI 6.83400000                                                  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $706121.95    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H09 H 1.65% 04/20/63                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H09 CL HA 1.65000000                           | CUSIP: 38375BR95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7224 | PA      | $6931.79      | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PFSFC 2025-B A 4.85% 02/15/28                          | PFS FINANCING CORP SER 2025-B CL A REGD 144A P/P 4.85000000                                      | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13575000 | PA      | $13741443.08  | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4047 2% 06/01/50                              | FANNIE MAE POOL UMBS P#MA4047 2.00000000                                                         | CUSIP: 31418DP97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24248469 | PA      | $19385675.90  | 0.09%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#770405 5% 04/01/34                              | FANNIE MAE POOL UMBS P#770405 5.00000000                                                         | CUSIP: 31404J3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27234 | PA      | $27217.67     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 2.65% 08/15/30                                 | MPLX LP REGD 2.65000000                                                                          | CUSIP: 55336VBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7390000 | PA      | $6688281.22   | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7733 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AB7733 3.00000000                                                         | CUSIP: 31417ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    591130 | PA      | $534259.32    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HOME A V/R 04/10/28                          | COMM 2018-HOME MORTGAGE TRUST SER 2018-HOME CL A V/R REGD 144A P/P 3.94223900                    | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10975000 | PA      | $10651281.40  | 0.05%             | 2033-04-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/09/44                         | HSBC HOLDINGS PLC REGD V/R 6.33200000                                                            | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1137838.00   | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CAFL 2020-3 B 2.203% 07/15/30                          | COREVEST AMERICAN FINANCE 2020-3 TRUST SER 2020-3 CL B REGD 144A P/P 2.20300000                  | CUSIP: 21873CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6314000 | PA      | $5659597.47   | 0.03%             | 2053-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN4363 3.25% 02/01/27                           | FANNIE MAE POOL UMBS P#AN4363 3.25000000                                                         | CUSIP: 3138LGZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5003365 | PA      | $4924858.96   | 0.02%             | 2027-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PRO 2.9% 12/01/33                         | COPT DEFENSE PROP LP REGD 2.90000000                                                             | CUSIP: 22003BAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4120000 | PA      | $3386242.38   | 0.02%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNR 2009-99 SC V/R 12/25/39                            | FANNIE MAE REMICS SER 2009-99 CL SC V/R 1.76035000                                               | CUSIP: 31398F4S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21287 | PA      | $1598.41      | 0.00%             | 2039-12-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST M 3.28% 02/01/46                         | CALIFORNIA ST MUNI FIN AUTH RE REGD B/E AG 3.28000000                                            | CUSIP: 13048VZW1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2970727.20   | 0.01%             | 2046-02-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1348 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1348 V/R 7.19500000                                                | CUSIP: 3128NHP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11213 | PA      | $11595.71     | 0.00%             | 2036-10-01      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/F 6.375% 02/25/55                         | JBS USA SARL/FOOD/GRP REGD 144A P/P 6.37500000                                                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5020000 | PA      | $5153481.80   | 0.02%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 2.939% 06/04/51                         | BP CAP MARKETS AMERICA REGD 2.93900000                                                           | CUSIP: 10373QBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3935000 | PA      | $2469434.24   | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.65% 01/15/43                         | ELEVANCE HEALTH INC REGD 4.65000000                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    391000 | PA      | $342800.98    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5875 3.5% 04/20/49                         | GINNIE MAE II POOL P#MA5875 3.50000000                                                           | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2445232 | PA      | $2239817.58   | 0.01%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 10/03/29                         | CREDIT AGRICOLE SA REGD V/R 144A P/P 6.31600000                                                  | CUSIP: 22535WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3890000 | PA      | $4088432.95   | 0.02%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI5143 4.5% 07/01/41                            | FANNIE MAE POOL UMBS P#AI5143 4.50000000                                                         | CUSIP: 3138AJWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     91845 | PA      | $91239.15     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRAND 6.375% 07/01/55                         | IMPERIAL BRANDS FIN PLC REGD 144A P/P 6.37500000                                                 | CUSIP: 45262BAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2601000 | PA      | $2637461.52   | 0.01%             | 2055-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESO 5% 12/15/29                         | CANADIAN NATL RESOURCES REGD 144A P/P 5.00000000                                                 | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4055000 | PA      | $4091542.48   | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                         | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2580000 | PA      | $1718564.68   | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4305 2% 04/01/51                              | FANNIE MAE POOL UMBS P#MA4305 2.00000000                                                         | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7910057 | PA      | $6293812.60   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/28                          | DEUTSCHE BANK NY REGD V/R 144A 2.55200000                                                        | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3253777.82   | 0.02%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FNR 2006-27 OH V/R 04/25/36                            | FANNIE MAE REMICS SER 2006-27 CL OH V/R 0.00000000                                               | CUSIP: 31395BZL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7484 | PA      | $6555.28      | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ5756 4% 01/01/48                              | FANNIE MAE POOL UMBS P#BJ5756 4.00000000                                                         | CUSIP: 3140H7ME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2072090 | PA      | $1948385.70   | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5546 V/R 10/20/71                          | GINNIE MAE II POOL P#CE5546 V/R 5.72100000                                                       | CUSIP: 3617VUET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11132551 | PA      | $11618646.99  | 0.05%             | 2071-10-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FNR 2005-59 SU V/R 06/25/35                            | FANNIE MAE REMICS SER 2005-59 CL SU V/R 3.40175000                                               | CUSIP: 31394ETN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10278 | PA      | $10913.60     | 0.00%             | 2035-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| GNR 2022-93 IO 3% 08/20/51                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-93 CL IO 3.00000000                            | CUSIP: 38383R4A2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24838662 | PA      | $2753984.15   | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K070 A2 V/R 11/25/27                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K070 CL A2 V/R 3.30300000            | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3008000 | PA      | $2957378.07   | 0.01%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER C 5.375% 09/15/40                         | NEVADA POWER CO REGD 5.37500000                                                                  | CUSIP: 641423BZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $261766.79    | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 2.659% 05/24/31                         | UNITED MEXICAN STATES REGD 2.65900000                                                            | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   2579000 | PA      | $2230835.00   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP  2% 01/15/29                         | COPT DEFENSE PROP LP REGD 2.00000000                                                             | CUSIP: 22003BAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $783520.33    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2005-65 SA V/R 08/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-65 CL SA V/R 5.94046000                        | CUSIP: 38374LK67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3093 | PA      | $3311.42      | 0.00%             | 2035-08-20      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.78% 03/25/38                         | CVS HEALTH CORP REGD 4.78000000                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $7681387.79   | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FNR 2009-113 AO ZCP 01/25/40                           | FANNIE MAE REMICS SER 2009-113 CL AO ZCP 0.00000000                                              | CUSIP: 31398GWF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15241 | PA      | $12560.62     | 0.00%             | 2040-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU5339 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AU5339 3.00000000                                                         | CUSIP: 3138X44Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20910 | PA      | $18807.33     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                              | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                         | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    255369 | PA      | $241699.39    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C02660 6.5% 11/01/36                           | FREDDIE MAC GOLD POOL P#C02660 6.50000000                                                        | CUSIP: 31292J5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5706 | PA      | $6024.84      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 5.213% 08/15/32                          | SUTTER HEALTH REGD SER 2025 5.21300000                                                           | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   3182000 | PA      | $3269171.75   | 0.02%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FHR 2450 GZ 7% 05/15/32                                | FREDDIE MAC REMICS SER 2450 CL GZ 7.00000000                                                     | CUSIP: 31392KPH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9075 | PA      | $9599.38      | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.4% 11/06/42                               | ABBVIE INC REGD SER WI 4.40000000                                                                | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1494741.78   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8524 5.5% 04/01/55                            | FREDDIE MAC POOL UMBS P#SD8524 5.50000000                                                        | CUSIP: 3132DWPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3500000 | PA      | $3500657.84   | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8960 4% 03/01/47                              | FANNIE MAE POOL UMBS P#AS8960 4.00000000                                                         | CUSIP: 3138WJ5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2217818 | PA      | $2090623.50   | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION  2.875% 05/01/30                         | CONSTELLATION BRANDS INC REGD 2.87500000                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3347578.85   | 0.02%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G14810 3% 07/01/28                             | FREDDIE MAC GOLD POOL P#G14810 3.00000000                                                        | CUSIP: 3128MDR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208942 | PA      | $205487.59    | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7193 2.5% 02/20/51                         | GINNIE MAE II POOL P#MA7193 2.50000000                                                           | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11528794 | PA      | $9804194.08   | 0.05%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OMFIT 2021-1A A2 V/R 09/14/27                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL A2 V/R REGD 144A P/P 5.06385000           | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10342000 | PA      | $10335900.29  | 0.05%             | 2036-06-16      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| FHR 3274 JO ZCP 02/15/37                               | FREDDIE MAC REMICS SER 3274 CL JO ZCP 0.00000000                                                 | CUSIP: 31397F6H0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2449 | PA      | $2122.13      | 0.00%             | 2037-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.0% JUL 25                            | G2SF  30 YR TBA 4.0% JUL 25  TO BE ANNOUNCED 4.00000000                                          | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4690000 | PA      | $4359919.16   | 0.02%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO7761 3.5% 07/01/32                            | FANNIE MAE POOL UMBS P#AO7761 3.50000000                                                         | CUSIP: 3138LYTT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34349 | PA      | $33638.90     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY C 2.15% 09/15/27                         | VALERO ENERGY CORP REGD 2.15000000                                                               | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3948000 | PA      | $3763577.55   | 0.02%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4941 5.5% 03/01/53                            | FANNIE MAE POOL UMBS P#MA4941 5.50000000                                                         | CUSIP: 31418EP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25927667 | PA      | $25982618.59  | 0.12%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29                         | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4971497.20   | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-4 A1 V/R 06/25/28                            | PRPM 2025-4 LLC SER 2025-4 CL A1 V/R REGD 144A P/P 6.17900000                                    | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2337000 | PA      | $2353245.89   | 0.01%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#995783 8% 11/01/37                              | FANNIE MAE POOL UMBS P#995783 8.00000000                                                         | CUSIP: 31416CFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7798 | PA      | $8111.07      | 0.00%             | 2037-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H14 XI V/R 06/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H14 CL XI V/R 1.09935000                       | CUSIP: 38376R5T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5216301 | PA      | $154171.95    | 0.00%             | 2067-06-20      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 08/31/29                           | UNITED STATES TREASURY NOTE 3.12500000                                                           | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19000000 | PA      | $18541328.22  | 0.09%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS  5.5% 01/15/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000                                                | CUSIP: 05401AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4364000 | PA      | $4370705.42   | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02682 7% 02/01/37                             | FREDDIE MAC GOLD POOL P#G02682 7.00000000                                                        | CUSIP: 3128M4J38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2880 | PA      | $3039.39      | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7693 2% 08/01/31                              | FANNIE MAE POOL UMBS P#AS7693 2.00000000                                                         | CUSIP: 3138WHRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    737288 | PA      | $700936.74    | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ7310 4% 01/01/48                              | FANNIE MAE POOL UMBS P#BJ7310 4.00000000                                                         | CUSIP: 3140H9DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3603385 | PA      | $3411617.83   | 0.02%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  6.319% 12/04/28                         | ELEMENT FLEET MANAGEMENT REGD 144A P/P 6.31900000                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2390000 | PA      | $2519857.85   | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| SCRT 2018-4 MZ 3.5% 03/25/58                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-4 SER 2018-4 CL MZ 3.50000000        | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10098988 | PA      | $7327712.85   | 0.03%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 4.35% 08/31/64                         | CONSUMERS ENERGY CO REGD 4.35000000                                                              | CUSIP: 210518CX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $148560.70    | 0.00%             | 2064-08-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5078 4% 03/20/48                           | GINNIE MAE II POOL P#MA5078 4.00000000                                                           | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1052598 | PA      | $992193.74    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9680 3% 02/01/49                              | FANNIE MAE POOL UMBS P#FS9680 3.00000000                                                         | CUSIP: 3140XRXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10478503 | PA      | $9461150.51   | 0.04%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 04/04/31                                   | KEYCORP REGD V/R MTN SER GMTN 5.12100000                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3020628.54   | 0.01%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8048 3.08% 01/01/28                           | FANNIE MAE POOL UMBS P#AN8048 3.08000000                                                         | CUSIP: 3138LL5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7803571.28   | 0.04%             | 2028-01-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/18/35                            | MORGAN STANLEY REGD V/R 5.46600000                                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1888550.58   | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3.65% 03/15/27                             | TEXTRON INC REGD 3.65000000                                                                      | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4911047.62   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46                         | GINNIE MAE II POOL P#MA3521 3.50000000                                                           | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1303337 | PA      | $1209717.31   | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#729296 5% 07/01/33                              | FANNIE MAE POOL UMBS P#729296 5.00000000                                                         | CUSIP: 31402HGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3965 | PA      | $3978.50      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3501 CB 5.5% 01/15/39                              | FREDDIE MAC REMICS SER 3501 CL CB 5.50000000                                                     | CUSIP: 31397YS69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57810 | PA      | $59752.50     | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-51 SC V/R 03/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-51 CL SC V/R 0.00000000                        | CUSIP: 38383PNA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16996797 | PA      | $416285.54    | 0.00%             | 2052-03-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-H19 FA V/R 08/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-H19 CL FA V/R 4.91602000                       | CUSIP: 38375BMT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51443 | PA      | $51523.74     | 0.00%             | 2061-08-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4375 5.5% 06/01/55                            | FREDDIE MAC POOL UMBS P#RJ4375 5.50000000                                                        | CUSIP: 3142GU2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8043077 | PA      | $8136622.81   | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP IN 4.15% 09/17/50                         | MARKEL GROUP INC REGD 4.15000000                                                                 | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    655000 | PA      | $499358.23    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 4.25% 10/01/26                            | WP CAREY INC REGD 4.25000000                                                                     | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   3404000 | PA      | $3396778.65   | 0.02%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH7058 3.5% 12/01/47                            | FANNIE MAE POOL UMBS P#BH7058 3.50000000                                                         | CUSIP: 3140GVZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1497157 | PA      | $1375424.85   | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/17/36                            | MORGAN STANLEY REGD V/R 5.66400000                                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10240000 | PA      | $10611174.81  | 0.05%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GNR 2013-26 AK V/R 09/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-26 CL AK V/R 4.69309000                        | CUSIP: 38378JBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104685 | PA      | $105779.50    | 0.00%             | 2041-09-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/48                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3095000 | PA      | $972022.14    | 0.00%             | 2048-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/22/28                            | MORGAN STANLEY REGD V/R MTN 3.59100000                                                           | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3158724.64   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 AP ZCP 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL AP ZCP 0.00000000                                               | CUSIP: 31395NE29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3611 | PA      | $2935.57      | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-61 Z 7% 11/25/31                              | FANNIE MAE REMICS SER 2001-61 CL Z 7.00000000                                                    | CUSIP: 313921M70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15666 | PA      | $16268.17     | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2% 08/15/25                               | UNITED STATES TREASURY NOTE 2.00000000                                                           | CUSIP: 912828K74<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    150100 | PA      | $149638.55    | 0.00%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-115 OK ZCP 12/25/36                           | FANNIE MAE REMICS SER 2006-115 CL OK ZCP 0.00000000                                              | CUSIP: 31396LU57<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10124 | PA      | $8199.12      | 0.00%             | 2036-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR7484 3.5% 02/01/33                            | FANNIE MAE POOL UMBS P#AR7484 3.50000000                                                         | CUSIP: 3138W5J66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149910 | PA      | $147095.49    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-5 1A2 V/R 08/25/35                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-5 CL 1A2 V/R REGD 4.49494300                          | CUSIP: 17307GXU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36263 | PA      | $30551.93     | 0.00%             | 2035-08-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#743546 V/R 11/01/33                             | FANNIE MAE POOL UMBS P#743546 V/R 6.31200000                                                     | CUSIP: 31403BBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12719 | PA      | $12839.84     | 0.00%             | 2033-11-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#995919 V/R 07/01/37                             | FANNIE MAE POOL UMBS P#995919 V/R 7.28600000                                                     | CUSIP: 31416CK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18241 | PA      | $18684.03     | 0.00%             | 2037-07-01      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| GMREV 2021-1 B 1.49% 09/11/26                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021-1 SER 2021-1 CL B REGD 144A P/P 1.49000000         | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $482128.45    | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90673 4% 01/01/43                             | FREDDIE MAC GOLD POOL P#U90673 4.00000000                                                        | CUSIP: 3132H3XA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78753 | PA      | $75684.11     | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 4978 MI 4% 05/25/40                                | FREDDIE MAC REMICS SER 4978 CL MI 4.00000000                                                     | CUSIP: 3137FT6T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5258774 | PA      | $785631.95    | 0.00%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H05 FA V/R 02/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H05 CL FA V/R 5.13602000                       | CUSIP: 38375UDS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    739074 | PA      | $741902.85    | 0.00%             | 2064-02-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50595 6.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#P50595 6.50000000                                                        | CUSIP: 31288LUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89673 | PA      | $93711.89     | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50556 6.5% 06/01/37                           | FREDDIE MAC GOLD POOL P#P50556 6.50000000                                                        | CUSIP: 31288LTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2442 | PA      | $2425.90      | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7034 6% 12/01/54                              | FREDDIE MAC POOL UMBS P#SD7034 6.00000000                                                        | CUSIP: 3132DUY76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5597846 | PA      | $5708804.72   | 0.03%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 5.5% 04/15/41                                 | CSX CORP REGD 5.50000000                                                                         | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    402000 | PA      | $402089.05    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1516 V/R 02/01/37                            | FREDDIE MAC NON GOLD POOL P#1J1516 V/R 6.59600000                                                | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3945 | PA      | $4073.06      | 0.00%             | 2037-02-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW9898 4.5% 10/01/52                            | FANNIE MAE POOL UMBS P#BW9898 4.50000000                                                         | CUSIP: 3140N27L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7509351 | PA      | $7213279.95   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#820347 5% 09/01/35                              | FANNIE MAE POOL UMBS P#820347 5.00000000                                                         | CUSIP: 31406UL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19916 | PA      | $20191.78     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35                         | BANK OF AMERICA CORP REGD V/R 5.46800000                                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6055000 | PA      | $6220534.92   | 0.03%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FNR 2013-90 DL 3.5% 09/25/33                           | FANNIE MAE REMICS SER 2013-90 CL DL 3.50000000                                                   | CUSIP: 3136AF6H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1144426 | PA      | $1121949.42   | 0.01%             | 2033-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 03/13/37                          | ABN AMRO BANK NV REGD V/R 144A P/P MTN 3.32400000                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2198351.50   | 0.01%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1  S/UP 08/25/28                          | ATLX 2024-RPL1 TRUST SER 2024-RPL1 CL A1 S/UP REGD 144A P/P 3.85000000                           | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3335587 | PA      | $3221240.54   | 0.01%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3175 4.5% 10/20/45                         | GINNIE MAE II POOL P#MA3175 4.50000000                                                           | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5391597 | PA      | $5269944.39   | 0.02%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 7% 10/01/28                         | CONAGRA BRANDS INC REGD 7.00000000                                                               | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3475707.07   | 0.02%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8877 4.5% 05/20/53                         | GINNIE MAE II POOL P#MA8877 4.50000000                                                           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4228170 | PA      | $4069907.43   | 0.02%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#B90491 7.5% 01/01/32                           | FREDDIE MAC GOLD POOL P#B90491 7.50000000                                                        | CUSIP: 313929RL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16984 | PA      | $17416.80     | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2767 V/R 12/20/71                          | GINNIE MAE II POOL P#CK2767 V/R 5.74600000                                                       | CUSIP: 3617XXCC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10380091 | PA      | $10867807.86  | 0.05%             | 2071-12-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/20/30                               | BNP PARIBAS REGD V/R 144A P/P 5.49700000                                                         | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4509000 | PA      | $4629918.35   | 0.02%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST UR 5.838% 03/15/40                         | NEW YORK ST URBAN DEV CORP REV REGD N/C B/E 5.83800000                                           | CUSIP: 650035VB1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2066757.80   | 0.01%             | 2040-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#FN0029 V/R 12/01/26                             | FANNIE MAE POOL UMBS P#FN0029 V/R 4.47300000                                                     | CUSIP: 3138NJA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    491260 | PA      | $491949.47    | 0.00%             | 2026-12-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| FNR 2002-48 GH 6.5% 08/25/32                           | FANNIE MAE REMICS SER 2002-48 CL GH 6.50000000                                                   | CUSIP: 31392DS45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14803 | PA      | $15457.06     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3596 3% 04/20/46                           | GINNIE MAE II POOL P#MA3596 3.00000000                                                           | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1557219 | PA      | $1398384.29   | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FO 5.95% 04/20/35                         | JBS USA SARL/FOOD/GRP REGD 144A P/P 5.95000000                                                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1139578.00   | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-1CB 1 V/R 03/25/35                          | ALTERNATIVE LOAN TRUST 2005-1CB SER 2005-1CB CL 1A6 V/R REGD 2.66632000                          | CUSIP: 12667F2M6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59571 | PA      | $6734.49      | 0.00%             | 2035-03-25      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/43                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834MM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  43405000 | PA      | $17808852.74  | 0.08%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR 2004-4 1 5.25% 12/26/33                          | MASTR ASSET SECURITIZATION TRUST 2004-4 SER 2004-4 CL 1A6 REGD 5.25000000                        | CUSIP: 57643MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14210 | PA      | $13902.43     | 0.00%             | 2033-12-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 1.547% 10/01/25                         | COMMONSPIRIT HEALTH REGD 1.54700000                                                              | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1279511.42   | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2270 8% 08/20/26                             | GINNIE MAE II POOL P#2270 8.00000000                                                             | CUSIP: 36202CQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        54 | PA      | $54.30        | 0.00%             | 2026-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4443 3% 09/01/50                              | FANNIE MAE POOL UMBS P#FM4443 3.00000000                                                         | CUSIP: 3140X75D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1526801 | PA      | $1354048.73   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08596 4.5% 07/01/44                           | FREDDIE MAC GOLD POOL P#G08596 4.50000000                                                        | CUSIP: 3128MJUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79316 | PA      | $77747.52     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.8% 10/01/54                              | AKER BP ASA REGD 144A P/P 5.80000000                                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    700000 | PA      | $638143.73    | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4452 4% 05/20/47                           | GINNIE MAE II POOL P#MA4452 4.00000000                                                           | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133056 | PA      | $124601.96    | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR1 5.197% 05/17/27                          | FIRSTKEY HOMES 2022-SFR1 TRUST SER 2022-SFR1 CL D REGD 144A P/P 5.19700000                       | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4935000 | PA      | $4938010.35   | 0.02%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX UTI 3.828% 05/15/28                         | HOUSTON TX UTILITY SYS REVENUE REGD N/C B/E 3.82800000                                           | CUSIP: 4424355B5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1380191.56   | 0.01%             | 2028-05-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9 1.644% 12/15/29                          | DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A4 REGD 1.64400000                                     | CUSIP: 233063AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20600000 | PA      | $18337905.76  | 0.08%             | 2053-08-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 06/30/28                            | UNITED STATES TREASURY NOTE 1.25000000                                                           | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  90461500 | PA      | $84217536.08  | 0.39%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4476 3% 05/01/52                              | FANNIE MAE POOL UMBS P#FS4476 3.00000000                                                         | CUSIP: 3140XK6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4464250 | PA      | $3870596.97   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/20/29                            | MORGAN STANLEY REGD V/R MTN 5.16400000                                                           | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14465000 | PA      | $14748516.17  | 0.07%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R08 1M1 V/R 10/25/43                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 SER 2023-R08 CL 1M1 V/R REGD 144A P/P 5.80517000    | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2428929 | PA      | $2436453.66   | 0.01%             | 2043-10-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| FHR 2070 C 6% 07/15/28                                 | FREDDIE MAC REMICS SER 2070 CL C 6.00000000                                                      | CUSIP: 3133TEMS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1927 | PA      | $1931.78      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C2 A3 V/R 11/15/29                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C2 SER 2024-5C2 CL A3 V/R REGD 5.92000000            | CUSIP: 95003UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19895000 | PA      | $20836660.19  | 0.10%             | 2057-11-15      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC0039 2.5% 03/01/51                            | FREDDIE MAC POOL UMBS P#QC0039 2.50000000                                                        | CUSIP: 3133AJBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    539248 | PA      | $450466.85    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#455759 6% 12/01/28                              | FANNIE MAE POOL UMBS P#455759 6.00000000                                                         | CUSIP: 31381BJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       457 | PA      | $466.77       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783389 6% 08/20/39                           | GINNIE MAE II POOL P#783389 6.00000000                                                           | CUSIP: 36241LXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58550 | PA      | $61685.44     | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-19 PW 4.5% 10/25/36                           | FANNIE MAE REMICS SER 2009-19 CL PW 4.50000000                                                   | CUSIP: 31397NUJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55218 | PA      | $55327.52     | 0.00%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 06/12/29                         | PNC FINANCIAL SERVICES REGD V/R 5.58200000                                                       | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8978837.71   | 0.04%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4261 3% 02/20/47                           | GINNIE MAE II POOL P#MA4261 3.00000000                                                           | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1567050 | PA      | $1405075.59   | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2013-92 PO ZCP 09/25/43                            | FANNIE MAE REMICS SER 2013-92 CL PO ZCP 0.00000000                                               | CUSIP: 3136AGGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    421833 | PA      | $317110.69    | 0.00%             | 2043-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SDART 2023-3 C 5.77% 08/16/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SER 2023-3 CL C REGD 5.77000000                    | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4571338.05   | 0.02%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.15% 01/15/30                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.15000000                                                | CUSIP: 05401AAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4295000 | PA      | $4326241.79   | 0.02%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9100 2.5% 08/20/53                         | GINNIE MAE II POOL P#MA9100 2.50000000                                                           | CUSIP: 36179YDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14298492 | PA      | $12170376.15  | 0.06%             | 2053-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ODART 2023-1A  7.07% 11/14/27                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 7.07000000           | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6480000 | PA      | $6798549.02   | 0.03%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C9 3.854% 02/15/28                          | UBS COMMERCIAL MORTGAGE TRUST 2018-C9 SER 2018-C9 CL A3 REGD 3.85400000                          | CUSIP: 90291JAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8450188 | PA      | $8307174.90   | 0.04%             | 2051-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9854 7% 08/20/54                           | GINNIE MAE II POOL P#MA9854 7.00000000                                                           | CUSIP: 36179Y5P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5870868 | PA      | $6063726.75   | 0.03%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8461 3.5% 12/01/46                            | FANNIE MAE POOL UMBS P#AS8461 3.50000000                                                         | CUSIP: 3138WJMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1357207 | PA      | $1248839.25   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3422 SE V/R 02/15/38                               | FREDDIE MAC REMICS SER 3422 CL SE V/R 6.40417500                                                 | CUSIP: 31397RDJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5207 | PA      | $5558.20      | 0.00%             | 2038-02-15      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 05/10/33                         | CAPITAL ONE FINANCIAL CO REGD V/R 5.26800000                                                     | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3402000 | PA      | $3431692.79   | 0.02%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 4.375% 06/12/28                          | AMPHENOL CORP REGD 4.37500000                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3663332.49   | 0.02%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A89870 4.5% 11/01/39                           | FREDDIE MAC GOLD POOL P#A89870 4.50000000                                                        | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    696096 | PA      | $695366.25    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGI INC 1.45% 09/14/26                                 | CGI INC REGD SER WI 1.45000000                                                                   | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2182000 | PA      | $2107464.67   | 0.01%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FNR 2010-1 WA V/R 02/25/40                             | FANNIE MAE REMICS SER 2010-1 CL WA V/R 6.31187300                                                | CUSIP: 31398GL23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14761 | PA      | $15065.45     | 0.00%             | 2040-02-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4713 4.5% 06/20/40                           | GINNIE MAE II POOL P#4713 4.50000000                                                             | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    227294 | PA      | $225529.81    | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMM 3.625% 05/15/30                         | DISCOVERY COMMUNICATIONS REGD 3.62500000                                                         | CUSIP: 25470DBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1336005.00   | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                            | UNITED STATES TREASURY BOND 2.25000000                                                           | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  37090000 | PA      | $23266730.95  | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PATH 2023-1 A 3.6% 10/25/28                            | PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1 SER 2023-1 CL A REGD 144A P/P 3.60000000            | CUSIP: 69547YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3094365.12   | 0.01%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7155 3% 05/01/46                              | FANNIE MAE POOL UMBS P#AS7155 3.00000000                                                         | CUSIP: 3138WG5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2222889 | PA      | $1975230.16   | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03613 4% 11/01/40                             | FREDDIE MAC GOLD POOL P#C03613 4.00000000                                                        | CUSIP: 31292LAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    476132 | PA      | $460531.85    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 B V/R 10/25/26                          | FREMF 2016-K59 MORTGAGE TRUST SER 2016-K59 CL B V/R REGD 144A P/P 3.68828100                     | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2407949.92   | 0.01%             | 2049-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-12 A3 V/R 01/20/35                           | SEQUOIA MORTGAGE TRUST 2004-12 SER 2004-12 CL A3 V/R REGD 5.03144000                             | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30550 | PA      | $29979.53     | 0.00%             | 2035-01-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-1 CP V/R 03/25/35                           | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WM SER 2005-1 CL CP V/R REGD 0.00000000     | CUSIP: 9393362Y8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2481 | PA      | $1671.59      | 0.00%             | 2035-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 5.55% 10/01/34                         | OCCIDENTAL PETROLEUM COR REGD 5.55000000                                                         | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4906113.00   | 0.02%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION E 5.75% 10/01/41                         | CONSTELLATION EN GEN LLC REGD 5.75000000                                                         | CUSIP: 30161MAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4726710.57   | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER 3.4% 09/30/26                         | GAIF BOND ISSUER P/L REGD 144A P/P 3.40000000                                                    | CUSIP: 361435AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $985780.67    | 0.00%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#725025 4.5% 10/01/33                            | FANNIE MAE POOL UMBS P#725025 4.50000000                                                         | CUSIP: 31402CPJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1167209 | PA      | $1158372.34   | 0.01%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAA 2003-A1 A1 5.5% 05/25/33                           | NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A1 REGD 5.50000000   | CUSIP: 65535VAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1481 | PA      | $1480.66      | 0.00%             | 2033-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#535183 8% 06/01/28                              | FANNIE MAE POOL UMBS P#535183 8.00000000                                                         | CUSIP: 31384VRC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $1.52         | 0.00%             | 2028-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43                           | UNITED STATES TREASURY BOND 3.12500000                                                           | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20360000 | PA      | $16373098.49  | 0.08%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1469 2% 08/01/36                              | FANNIE MAE POOL UMBS P#CB1469 2.00000000                                                         | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2491283 | PA      | $2282315.02   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1873 3% 11/01/49                              | FANNIE MAE POOL UMBS P#FM1873 3.00000000                                                         | CUSIP: 3140X5CK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4272863 | PA      | $3753169.52   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V60745 2.5% 03/01/30                           | FREDDIE MAC GOLD POOL P#V60745 2.50000000                                                        | CUSIP: 3132KEZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    275442 | PA      | $267128.37    | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR7 A7 V/R 08/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR7 SER 2003-AR7 CL A7 V/R REGD 6.47758400   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20984 | PA      | $20937.84     | 0.00%             | 2033-08-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 01/05/35                         | LLOYDS BANKING GROUP PLC REGD V/R 5.67900000                                                     | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2575000 | PA      | $2643221.28   | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PEPCO HOLDINGS  7.45% 08/15/32                         | PEPCO HOLDINGS LLC REGD 7.45000000                                                               | CUSIP: 713291AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $250786.47    | 0.00%             | 2032-08-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITA 4.875% 06/23/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.87500000                                                 | CUSIP: 44891ADU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3741459.49   | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5089 1.5% 12/01/40                            | FREDDIE MAC POOL UMBS P#RB5089 1.50000000                                                        | CUSIP: 3133KYUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10055353 | PA      | $8343005.10   | 0.04%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5146 3% 02/01/50                              | FANNIE MAE POOL UMBS P#CA5146 3.00000000                                                         | CUSIP: 3140QCWG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13225051 | PA      | $11728759.09  | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2106 ZD 6% 12/15/28                                | FREDDIE MAC REMICS SER 2106 CL ZD 6.00000000                                                     | CUSIP: 3133THDD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10810 | PA      | $10959.13     | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2004-A4 1A V/R 09/25/34                          | JP MORGAN MORTGAGE TRUST 2004-A4 SER 2004-A4 CL 1A1 V/R REGD 7.28742000                          | CUSIP: 466247DX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5020 | PA      | $4834.92      | 0.00%             | 2034-09-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH9683 5% 04/01/31                              | FANNIE MAE POOL UMBS P#AH9683 5.00000000                                                         | CUSIP: 3138ABXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20156 | PA      | $20368.02     | 0.00%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9140 3.5% 07/01/42                            | FANNIE MAE POOL UMBS P#AO9140 3.50000000                                                         | CUSIP: 3138M1EN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1312081 | PA      | $1230844.77   | 0.01%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL C 7% 06/15/40                         | LINCOLN NATIONAL CORP REGD 7.00000000                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1894400.68   | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MSC 2015-UBS8 3.809% 11/15/25                          | MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 SER 2015-UBS8 CL A4 REGD 3.80900000                     | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6675000 | PA      | $6633963.44   | 0.03%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| DCENT 2023-A2  4.93% 06/15/26                          | DISCOVER CARD EXECUTION NOTE TRUST SER 2023-A2 CL A REGD 4.93000000                              | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |   5403000 | PA      | $5435995.58   | 0.03%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.45% 03/01/47                         | MCDONALD'S CORP REGD MTN 4.45000000                                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    360000 | PA      | $304262.38    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0739 V/R 03/01/37                            | FREDDIE MAC NON GOLD POOL P#1Q0739 V/R 6.53700000                                                | CUSIP: 3128S4ZC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24633 | PA      | $25047.15     | 0.00%             | 2037-03-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| MALT 2003-9 8A1 6% 01/25/34                            | MASTR ALTERNATIVE LOAN TRUST 2003-9 SER 2003-9 CL 8A1 REGD 6.00000000                            | CUSIP: 576434LD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7274 | PA      | $6868.16      | 0.00%             | 2034-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL9 A V/R 01/25/46                          | CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000                             | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2997609 | PA      | $2904584.79   | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H05 FC V/R 02/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H05 CL FC V/R 4.92602000                       | CUSIP: 38375UUV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1072602 | PA      | $1074148.81   | 0.00%             | 2065-02-20      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.375% 10/15/28                         | CIGNA GROUP/THE REGD SER WI 4.37500000                                                           | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  15325000 | PA      | $15343426.01  | 0.07%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q12050 3.5% 10/01/42                           | FREDDIE MAC GOLD POOL P#Q12050 3.50000000                                                        | CUSIP: 3132HNH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4070320 | PA      | $3823951.97   | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 06/15/32                         | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                           | CUSIP: 694308KG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2142266.44   | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.442% 01/14/27                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A3 REGD 3.44200000                    | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14163299 | PA      | $13944728.44  | 0.06%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FNMA P#735925 5% 10/1/35                               | FEDERAL NATIONAL MORTGAGE ASSN  POOL #735925 5.00000000                                          | CUSIP: 31402RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75100 | PA      | $76169.35     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-78 Z 5.5% 12/25/32                            | FANNIE MAE REMICS SER 2002-78 CL Z 5.50000000                                                    | CUSIP: 31392FA72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35376 | PA      | $36513.48     | 0.00%             | 2032-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W10 A 5.75% 08/25/34                          | FANNIE MAE REMIC TRUST 2004-W10 SER 2004-W10 CL A6 5.75000000                                    | CUSIP: 31394ALV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161351 | PA      | $163238.89    | 0.00%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 6.375% 05/04/28                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 6.37500000                                                | CUSIP: 05401AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2750000 | PA      | $2867567.37   | 0.01%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/12/28                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 2.60800000                                              | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4855958.75   | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| FHR 2990 GO ZCP 02/15/35                               | FREDDIE MAC REMICS SER 2990 CL GO ZCP 0.00000000                                                 | CUSIP: 31395V2T5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11306 | PA      | $9838.24      | 0.00%             | 2035-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV  3.922% 12/31/49                         | TEXAS ST PRIV ACTIVITY BOND SU REGD N/C B/E 3.92200000                                           | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1412626.81   | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC2948 5% 09/01/39                              | FANNIE MAE POOL UMBS P#AC2948 5.00000000                                                         | CUSIP: 31417MH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40032 | PA      | $40530.02     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2753 3% 04/20/45                           | GINNIE MAE II POOL P#MA2753 3.00000000                                                           | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1542558 | PA      | $1387470.56   | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-18 SP V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-18 CL SP V/R 5.16070000                                               | CUSIP: 31396YXZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10600 | PA      | $10257.70     | 0.00%             | 2038-03-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.9% 03/01/55                         | SOUTHERN CAL EDISON REGD 5.90000000                                                              | CUSIP: 842400JH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $914363.31    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W8 3A 7.5% 06/25/44                           | FANNIE MAE TRUST 2004-W8 SER 2004-W8 CL 3A 7.50000000                                            | CUSIP: 31394ALN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10347 | PA      | $10617.36     | 0.00%             | 2044-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN F 4.5% 10/15/37                         | GOODMAN US FIN FOUR REGD 144A P/P 4.50000000                                                     | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $182022.17    | 0.00%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 3% 09/15/50                            | BAE SYSTEMS PLC REGD 144A P/P 3.00000000                                                         | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    754000 | PA      | $491721.88    | 0.00%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 08/15/43                           | UNITED STATES TREASURY BOND 4.37500000                                                           | CUSIP: 912810TU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12140000 | PA      | $11571411.69  | 0.05%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7534 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#SD7534 2.50000000                                                        | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10369499 | PA      | $8799327.70   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/27                         | TRUIST FINANCIAL CORP REGD V/R MTN 6.04700000                                                    | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1960996.40   | 0.01%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| HUNT 2024-1A A 5.14% 08/15/29                          | HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A4 REGD 144A P/P 5.14000000                          | CUSIP: 446144AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $11700722.15  | 0.05%             | 2029-08-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A D 5.92% 04/15/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 5.92000000                      | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10080000 | PA      | $10271385.94  | 0.05%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                                | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  15330000 | PA      | $14572466.52  | 0.07%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| P4 SFR 2019-STL A 7.5 10/11/26                         | P4 SFR 2019-STL A 7.5 10/11/26 7.25000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   5700000 | PA      | $5597400.00   | 0.03%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB2459 4% 03/01/41                              | FANNIE MAE POOL UMBS P#AB2459 4.00000000                                                         | CUSIP: 31416XWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2034899 | PA      | $1966219.07   | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H18 FA V/R 06/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H18 CL FA V/R 4.89602000                       | CUSIP: 38376REW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    239859 | PA      | $240145.58    | 0.00%             | 2065-06-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| VZMT 2023-1 A V/R 01/20/26                             | VERIZON MASTER TRUST SER 2023-1 CL A V/R REGD 4.49000000                                         | CUSIP: 92348KBG7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2695000 | PA      | $2695018.60   | 0.01%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| FNR 2003-64 SX V/R 07/25/33                            | FANNIE MAE REMICS SER 2003-64 CL SX V/R 2.68242500                                               | CUSIP: 31393DJU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6630 | PA      | $6431.22      | 0.00%             | 2033-07-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UB12 3.596% 11/15/26                          | MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL A4 REGD 3.59600000                    | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $78136.47     | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNR 2007-100 SM V/R 10/25/37                           | FANNIE MAE REMICS SER 2007-100 CL SM V/R 2.03035000                                              | CUSIP: 31396XXQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51569 | PA      | $4920.96      | 0.00%             | 2037-10-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| FHR 2968 EH 6% 04/15/35                                | FREDDIE MAC REMICS SER 2968 CL EH 6.00000000                                                     | CUSIP: 31395RQ27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    314003 | PA      | $324684.45    | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY4714 5% 06/01/53                              | FANNIE MAE POOL UMBS P#BY4714 5.00000000                                                         | CUSIP: 3140NMGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14983968 | PA      | $14713221.11  | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/28                         | JPMORGAN CHASE & CO REGD V/R 4.97900000                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5064115.90   | 0.02%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| AH4R 2015-SFR 3.732% 10/17/25                          | AMERICAN HOMES 4 RENT 2015-SFR2 TRUST SER 2015-SFR2 CL A REGD 144A P/P 3.73200000                | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1589243 | PA      | $1582278.18   | 0.01%             | 2052-10-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6272 2.5% 02/01/51                            | FANNIE MAE POOL UMBS P#FM6272 2.50000000                                                         | CUSIP: 3140X96J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1111119 | PA      | $936288.80    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOODG 2023-1A A 5.9% 01/17/61                          | GOODGREEN 2023-1 SER 2023-1A CL A REGD 144A P/P 5.90000000                                       | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5732590 | PA      | $5438076.38   | 0.03%             | 2061-01-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#810896 V/R 01/01/35                             | FANNIE MAE POOL UMBS P#810896 V/R 6.11500000                                                     | CUSIP: 31406H3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38562 | PA      | $39495.68     | 0.00%             | 2035-01-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.75% 03/01/29                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.75000000                                                | CUSIP: 05401AAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2531000 | PA      | $2600026.67   | 0.01%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT 2.532% 10/01/30                         | DUQUESNE LIGHT HOLDINGS REGD 144A P/P 2.53200000                                                 | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2209935.58   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY I 5.4% 06/15/47                         | CENOVUS ENERGY INC REGD SER WI 5.40000000                                                        | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $170430.18    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.962% 02/15/55                         | COLUMBIA PIPELINES OPCO REGD 144A P/P 5.96200000                                                 | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4736985.12   | 0.02%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60037 3% 10/01/43                             | FREDDIE MAC GOLD POOL P#G60037 3.00000000                                                        | CUSIP: 31335ABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4836966 | PA      | $4416059.17   | 0.02%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49                              | INTEL CORP REGD 3.25000000                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $560517.71    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHR 3318 AO ZCP 05/15/37                               | FREDDIE MAC REMICS SER 3318 CL AO ZCP 0.00000000                                                 | CUSIP: 31397HCU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       274 | PA      | $246.20       | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2005-68 DP V/R 06/17/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL DP V/R 5.76810000                        | CUSIP: 38374L4C2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17737 | PA      | $19190.28     | 0.00%             | 2035-06-17      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1753 4% 05/01/37                              | FANNIE MAE POOL UMBS P#BM1753 4.00000000                                                         | CUSIP: 3140J55P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2588230 | PA      | $2550058.17   | 0.01%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2234 PZ 7.5% 05/15/30                              | FREDDIE MAC REMICS SER 2234 CL PZ 7.50000000                                                     | CUSIP: 3133TNXB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2007 | PA      | $2097.88      | 0.00%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNR 2008-81 S V/R 09/20/38                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-81 CL S V/R 1.76794000                         | CUSIP: 38373M2Q2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150996 | PA      | $1088.20      | 0.00%             | 2038-09-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPEL 6.51% 02/23/42                         | GREENSAIF PIPELINES BIDC REGD 144A P/P 6.51000000                                                | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2235000 | PA      | $2315982.36   | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEA 3.409% 06/01/50                         | MYMICHIGAN HEALTH REGD SER 2020 3.40900000                                                       | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3480000 | PA      | $2453903.97   | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5133 3.5% 06/01/45                            | FANNIE MAE POOL UMBS P#AS5133 3.50000000                                                         | CUSIP: 3138WEV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2483489 | PA      | $2306576.62   | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/08/30                         | NATWEST GROUP PLC REGD V/R_ 4.44500000                                                           | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $977464.60    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.25% 04/01/33                         | DUKE ENERGY OHIO INC REGD 5.25000000                                                             | CUSIP: 26442EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2590162.51   | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 2089 PJ 7% 10/15/28                                | FREDDIE MAC REMICS SER 2089 CL PJ 7.00000000                                                     | CUSIP: 3133TGKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2192 | PA      | $124.90       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7518 3% 06/01/50                              | FREDDIE MAC POOL UMBS P#SD7518 3.00000000                                                        | CUSIP: 3132DVK79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6314567 | PA      | $5573880.26   | 0.03%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K752 A2 4.284% 07/25/30                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K752 CL A2 4.28400000           | CUSIP: 3137HAGZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8425000 | PA      | $8462663.96   | 0.04%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GL 5.1% 01/25/29                         | PRINCIPAL LFE GLB FND II REGD 144A P/P 5.10000000                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7153042.82   | 0.03%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHR 3895 WA V/R 10/15/38                               | FREDDIE MAC REMICS SER 3895 CL WA V/R 5.62348400                                                 | CUSIP: 3137ACX95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27782 | PA      | $28865.83     | 0.00%             | 2038-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 6.25% 06/23/55                         | BROWN & BROWN INC REGD 6.25000000                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3597513.29   | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5816 3.5% 03/20/49                         | GINNIE MAE II POOL P#MA5816 3.50000000                                                           | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    654091 | PA      | $599416.10    | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM9938 V/R 04/20/72                          | GINNIE MAE II POOL P#CM9938 V/R 3.39700000                                                       | CUSIP: 3617YWBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2644314 | PA      | $2401285.92   | 0.01%             | 2072-04-20      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.355% 03/15/32                         | VERIZON COMMUNICATIONS REGD 2.35500000                                                           | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  26930000 | PA      | $23213593.75  | 0.11%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WLAKE 2022-2A  5.48% 09/15/27                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL D REGD 144A P/P 5.48000000           | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3506718.95   | 0.02%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FHR 3607 AO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3607 CL AO ZCP 0.00000000                                                 | CUSIP: 31398LQK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22179 | PA      | $18946.75     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2016-38 NA 3% 01/25/46                             | FANNIE MAE REMICS SER 2016-38 CL NA 3.00000000                                                   | CUSIP: 3136ASMM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    776780 | PA      | $725166.86    | 0.00%             | 2046-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA 1.85% 09/01/32                         | COCA-COLA FEMSA SAB CV REGD 1.85000000                                                           | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1227705.45   | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  6.1% 09/21/28                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.10000000                                                 | CUSIP: 44891ACN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3596000 | PA      | $3738336.84   | 0.02%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FHR 2444 ES V/R 03/15/32                               | FREDDIE MAC REMICS SER 2444 CL ES V/R 3.53167000                                                 | CUSIP: 31392KUY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7314 | PA      | $660.13       | 0.00%             | 2032-03-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| RMIT 2021-1 A 1.68% 09/15/25                           | REGIONAL MANAGEMENT ISSUANCE TRUST 2021-1 SER 2021-1 CL A REGD 144A P/P 1.68000000               | CUSIP: 75907VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136883 | PA      | $136594.23    | 0.00%             | 2031-03-17      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 5.618% 06/01/55                         | MASS INSTITUTE OF TECH REGD 5.61800000                                                           | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2826209.04   | 0.01%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5190 5.5% 11/01/53                            | FANNIE MAE POOL UMBS P#MA5190 5.50000000                                                         | CUSIP: 31418EXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10732022 | PA      | $10743710.81  | 0.05%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8278 6% 12/01/52                              | FREDDIE MAC POOL UMBS P#SD8278 6.00000000                                                        | CUSIP: 3132DWFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3864776 | PA      | $3938853.87   | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1478 V/R 01/01/37                            | FREDDIE MAC NON GOLD POOL P#1G1478 V/R 6.66000000                                                | CUSIP: 3128QJUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8673 | PA      | $8842.58      | 0.00%             | 2037-01-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7860000 | PA      | $5813022.64   | 0.03%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 UR 2.5% JUL 25                             | GNMA TBA 30 UR 2.5% JUL 25     TO BE ANNOUNCED 2.50000000                                        | CUSIP: 21H022671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4075000 | PA      | $3461465.47   | 0.02%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 05/14/28                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.68800000                                              | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6049000 | PA      | $6170255.41   | 0.03%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FNR 2001-72 SX V/R 12/25/31                            | FANNIE MAE REMICS SER 2001-72 CL SX V/R 7.17341500                                               | CUSIP: 31392BJG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       256 | PA      | $285.05       | 0.00%             | 2031-12-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/32                            | MORGAN STANLEY REGD V/R MTN SER GMTN 2.23900000                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3078443.75   | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 12/14/26                          | SOCIETE GENERALE REGD V/R 144A P/P 1.48800000                                                    | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  14600000 | PA      | $14387454.08  | 0.07%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0464 3.5% 03/01/60                            | FANNIE MAE POOL UMBS P#BF0464 3.50000000                                                         | CUSIP: 3140FXQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5374387 | PA      | $4801454.82   | 0.02%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.1% 03/15/44                                 | CSX CORP REGD 4.10000000                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $145559.54    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNR 2001-35 SA V/R 08/16/31                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2001-35 CL SA V/R 3.82376000                        | CUSIP: 38373RTZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3861 | PA      | $6.53         | 0.00%             | 2031-08-16      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.279% 03/15/32                         | WARNERMEDIA HOLDINGS INC REGD SER WI 4.27900000                                                  | CUSIP: 55903VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $4462500.00   | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2863 3% 01/01/47                              | FANNIE MAE POOL UMBS P#MA2863 3.00000000                                                         | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1669782 | PA      | $1480468.34   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.75% 12/01/47                         | AEP TRANSMISSION CO LLC REGD SER WI 3.75000000                                                   | CUSIP: 00115AAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1968441.98   | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMMSR 2022-GT1 6.19% 04/25/27                          | FMC GMSR ISSUER TRUST SER 2022-GT1 CL A REGD 144A P/P 6.19000000                                 | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8209774 | PA      | $8271976.17   | 0.04%             | 2027-04-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN 4.9% 05/01/30                         | WESTERN-SOUTHERN GLOBAL REGD 144A P/P 4.90000000                                                 | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7065851.38   | 0.03%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  4.5% 06/30/28                         | IMPERIAL BRANDS FIN PLC REGD 144A P/P 4.50000000                                                 | CUSIP: 45262BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  10419000 | PA      | $10417754.09  | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8933 3.53% 04/01/33                           | FANNIE MAE POOL UMBS P#AN8933 3.53000000                                                         | CUSIP: 3138LM4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12230000 | PA      | $11476394.74  | 0.05%             | 2033-04-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FHR 2172 QC 7% 07/15/29                                | FREDDIE MAC REMICS SER 2172 CL QC 7.00000000                                                     | CUSIP: 3133TLLL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7880 | PA      | $8131.71      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHR 3305 MG V/R 07/15/34                               | FREDDIE MAC REMICS SER 3305 CL MG V/R 6.63833000                                                 | CUSIP: 31397GU73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13728 | PA      | $14055.92     | 0.00%             | 2034-07-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GRO 1.625% 11/24/27                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 1.62500000                                                | CUSIP: 928668BN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897000 | PA      | $834748.25    | 0.00%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/30                          | SOCIETE GENERALE REGD V/R 144A P/P 5.63400000                                                    | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3550000 | PA      | $3632268.73   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4119 2% 09/01/50                              | FANNIE MAE POOL UMBS P#MA4119 2.00000000                                                         | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18553163 | PA      | $14765384.79  | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.875% 11/13/43                            | METLIFE INC REGD 4.87500000                                                                      | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2751751.23   | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0560 2.5% 09/01/61                            | FANNIE MAE POOL UMBS P#BF0560 2.50000000                                                         | CUSIP: 3140FXTS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5231854 | PA      | $4153066.88   | 0.02%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.3% 05/15/65                             | ALPHABET INC REGD 5.30000000                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4890814.99   | 0.02%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNR 2006-16 OP ZCP 03/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-16 CL OP ZCP 0.00000000                        | CUSIP: 38374MM63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15074 | PA      | $12524.87     | 0.00%             | 2036-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/15/28                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CNH0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  28347000 | PA      | $28497593.44  | 0.13%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/46                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834PZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20000000 | PA      | $7109539.40   | 0.03%             | 2046-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 6.25% 03/01/56                         | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 6.25000000                                                | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5718924.00   | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VWALT 2025-A A 4.56% 12/20/27                          | VOLKSWAGEN AUTO LEASE TRUST 2025-A SER 2025-A CL A4 REGD 4.56000000                              | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7352000 | PA      | $7408662.60   | 0.03%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.8% 08/15/28                               | VMWARE LLC REGD 1.80000000                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1783730.15   | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FNR 2010-35 SB V/R 04/25/40                            | FANNIE MAE REMICS SER 2010-35 CL SB V/R 2.00035000                                               | CUSIP: 31398PKD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29779 | PA      | $1913.90      | 0.00%             | 2040-04-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 5% JUL 12                                | GNMA 30YR TBA 5% JUL 12        TO BE ANNOUNCED 5.00000000                                        | CUSIP: 21H050672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19910000 | PA      | $19554551.15  | 0.09%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  5.037% 03/25/30                         | ELEMENT FLEET MANAGEMENT REGD 144A P/P 5.03700000                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   9825000 | PA      | $9911341.51   | 0.05%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#790235 V/R 08/01/34                             | FANNIE MAE POOL UMBS P#790235 V/R 7.35900000                                                     | CUSIP: 31405H4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4920 | PA      | $4998.26      | 0.00%             | 2034-08-01      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4% JULY 25                               | FNCL 30YR TBA 4% JULY 25       TO BE ANNOUNCED 4.00000000                                        | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  29925000 | PA      | $27822075.09  | 0.13%             | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/22/30                         | BANK OF AMERICA CORP REGD V/R MTN 2.88400000                                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $4801684.16   | 0.02%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-3 A 4.22% 01/20/27                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A4 REGD 4.22000000                    | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1028000 | PA      | $1025195.00   | 0.00%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/31/29                             | UNITED STATES TREASURY NOTE 4.50000000                                                           | CUSIP: 91282CKT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24742000 | PA      | $25416605.97  | 0.12%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3219 DI 6% 04/15/36                                | FREDDIE MAC REMICS SER 3219 CL DI 6.00000000                                                     | CUSIP: 31397BF22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21269 | PA      | $3590.38      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-3 M5TW 3% 05/25/60                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000      | CUSIP: 35563PTN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4696792 | PA      | $4191498.62   | 0.02%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIA V/R 04/25/35                         | CITIZENS FINANCIAL GROUP REGD V/R 6.64500000                                                     | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2155752.52   | 0.01%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY  5.65% 10/15/54                         | EASTERN ENERGY GAS REGD 5.65000000                                                               | CUSIP: 27636AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955631.74    | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5264 4% 06/20/48                           | GINNIE MAE II POOL P#MA5264 4.00000000                                                           | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1722174 | PA      | $1623337.24   | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 6.05% 08/01/28                         | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000                                                | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5209240.45   | 0.02%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43                            | UNITED STATES TREASURY BOND 3.75000000                                                           | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10943000 | PA      | $9561446.25   | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MT SINAI HOSPI 3.981% 07/01/48                         | MT SINAI HOSPITAL REGD SER 2017 3.98100000                                                       | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    999000 | PA      | $712706.61    | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 06/09/27                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 1.79200000                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5930000 | PA      | $5771913.32   | 0.03%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 6.2% 03/15/40                         | OCCIDENTAL PETROLEUM COR REGD 6.20000000                                                         | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1457920.45   | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5 JUL 24                              | G2SF 30 YR TBA 3.5 JUL 24      TO BE ANNOUNCED 3.50000000                                        | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5170000 | PA      | $4699703.25   | 0.02%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49  V/R 03/15/35                          | BANK 2025-BNK49 SER 2025-BNK49 CL A5 V/R REGD 5.62300000                                         | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7653284 | PA      | $7997664.18   | 0.04%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1621 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1J1621 V/R 7.18000000                                                | CUSIP: 3128NHYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16189 | PA      | $16768.30     | 0.00%             | 2037-05-01      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| GNR 2014-41 W V/R 10/20/42                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-41 CL W V/R 4.63137000                         | CUSIP: 38379AX39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    386073 | PA      | $388761.80    | 0.00%             | 2042-10-20      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FHR 2436 MC 7% 04/15/32                                | FREDDIE MAC REMICS SER 2436 CL MC 7.00000000                                                     | CUSIP: 3133TVR99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2714 | PA      | $2764.30      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7120 4% 04/01/52                              | FANNIE MAE POOL UMBS P#BV7120 4.00000000                                                         | CUSIP: 3140ML4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4796488 | PA      | $4466391.70   | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLOR 6.2% 11/15/53                         | DUKE ENERGY FLORIDA LLC REGD 6.20000000                                                          | CUSIP: 26444HAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6139000 | PA      | $6532905.07   | 0.03%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF2 A V/R 03/25/28                          | PRPM 2024-RCF2 LLC SER 2024-RCF2 CL A1 V/R REGD 144A P/P 3.75000000                              | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3734565 | PA      | $3632392.60   | 0.02%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3939 4.5% 09/20/46                         | GINNIE MAE II POOL P#MA3939 4.50000000                                                           | CUSIP: 36179SLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    669699 | PA      | $658316.75    | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H24 FA V/R 03/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FA V/R 4.89602000                       | CUSIP: 38375BWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18603 | PA      | $18478.68     | 0.00%             | 2060-03-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) SEP25                            | FUTURE CONTRACT ON           US 5YR NOTE (CBT) SEP25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2023 | NC      | $220507000.00 | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30                           | CENTENE CORP REGD SER WI 3.37500000                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $11512918.75  | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMSA 2006-1 2A V/R 05/25/36__                          | IMPAC SECURED ASSETS CMN OWNER  TRUST 2006-1 2A1 V/R REGD__ 5.13368000                           | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43585 | PA      | $40169.96     | 0.00%             | 2036-05-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FHR 3957 B 4% 11/15/41                                 | FREDDIE MAC REMICS SER 3957 CL B 4.00000000                                                      | CUSIP: 3137AHAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99980 | PA      | $97383.77     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7564 4% 01/01/51                              | FANNIE MAE POOL UMBS P#FS7564 4.00000000                                                         | CUSIP: 3140XPMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7283795 | PA      | $6907474.25   | 0.03%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNW 2006-W2 1AF1 V/R 02/25/36                          | FANNIE MAE TRUST 2006-W2 SER 2006-W2 CL 1AF1 V/R 4.63965000                                      | CUSIP: 31395N5A1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141974 | PA      | $140181.36    | 0.00%             | 2046-02-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 4.5% 05/15/58                         | CON EDISON CO OF NY INC REGD 4.50000000                                                          | CUSIP: 209111FQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $437417.75    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL3  V/R 06/25/42                          | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL3 CL A1A V/R REGD 144A P/P 3.25000000       | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1598734 | PA      | $1421482.69   | 0.01%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q43413 3% 10/01/46                             | FREDDIE MAC GOLD POOL P#Q43413 3.00000000                                                        | CUSIP: 3132WGYK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2750916 | PA      | $2444398.79   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.8% 02/01/42                             | NISOURCE INC REGD 5.80000000                                                                     | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    774000 | PA      | $761240.19    | 0.00%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 3.9% 05/15/27                         | COTERRA ENERGY INC REGD SER WI 3.90000000                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3006838.96   | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FNR 2007-78 CB 6% 08/25/37                             | FANNIE MAE REMICS SER 2007-78 CL CB 6.00000000                                                   | CUSIP: 31396W5X0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5816 | PA      | $6126.12      | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6015 3.5% 08/01/42                            | FANNIE MAE POOL UMBS P#AB6015 3.50000000                                                         | CUSIP: 31417CVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266321 | PA      | $249778.10    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1208 3% 10/01/42                              | FANNIE MAE POOL UMBS P#MA1208 3.00000000                                                         | CUSIP: 31418AKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1441051 | PA      | $1304809.42   | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKO 8.75% 06/15/30                         | DEUTSCHE TELEKOM INT FIN REGD 8.75000000                                                         | CUSIP: 25156PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     49000 | PA      | $57848.67     | 0.00%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4513 3% 01/01/52                              | FANNIE MAE POOL UMBS P#MA4513 3.00000000                                                         | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9826772 | PA      | $8507723.00   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHS 405 C20 4% 05/25/53                                | FREDDIE MAC STRIPS SER 405 CL C20 4.00000000                                                     | CUSIP: 3142G5QF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13462304 | PA      | $2958218.22   | 0.01%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2575 ME 6% 02/15/33                                | FREDDIE MAC REMICS SER 2575 CL ME 6.00000000                                                     | CUSIP: 31393KSG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70472 | PA      | $73439.84     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOS 2.928% 07/15/50                         | CHILDREN'S HOSPITAL/DC REGD SER 2020 2.92800000                                                  | CUSIP: 16876DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $838217.92    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN R 5.125% 09/11/54                         | ADNOC MURBAN RSC LTD REGD 144A P/P 5.12500000                                                    | CUSIP: 00723L2C2<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   4221000 | PA      | $3841491.07   | 0.02%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2841 2.5% 12/01/36                            | FANNIE MAE POOL UMBS P#MA2841 2.50000000                                                         | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    954468 | PA      | $885458.05    | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0753 7% 01/01/39                              | FANNIE MAE POOL UMBS P#AD0753 7.00000000                                                         | CUSIP: 31418MZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87044 | PA      | $92409.08     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782979 V/R 01/01/35                            | FREDDIE MAC NON GOLD POOL P#782979 V/R 6.50000000                                                | CUSIP: 31349UJY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     41681 | PA      | $43076.49     | 0.00%             | 2035-01-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.65% 04/15/34                         | CHENIERE ENERGY INC REGD SER WI 5.65000000                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1669412.81   | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0243 4.5% 08/01/47                            | FANNIE MAE POOL UMBS P#CA0243 4.50000000                                                         | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262931 | PA      | $256041.98    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 5.65% 06/01/54                         | BALTIMORE GAS & ELECTRIC REGD SER . 5.65000000                                                   | CUSIP: 059165ES5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1912698.88   | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/33                               | BNP PARIBAS REGD V/R 144A P/P MTN 5.78600000                                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3590000 | PA      | $3734691.11   | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROV 2.125% 06/22/26                         | MANITOBA (PROVINCE OF) REGD 2.12500000                                                           | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | USGA              | CA        |    400000 | PA      | $392349.99    | 0.00%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FHR 3510 OD ZCP 02/15/37                               | FREDDIE MAC REMICS SER 3510 CL OD ZCP 0.00000000                                                 | CUSIP: 31397YZP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17835 | PA      | $15510.02     | 0.00%             | 2037-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-72 GO ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-72 CL GO ZCP 0.00000000                                               | CUSIP: 31396KJK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19715 | PA      | $17259.42     | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING L 4% 03/27/27                         | GLENCORE FUNDING LLC REGD 144A P/P 4.00000000                                                    | CUSIP: 378272AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17716000 | PA      | $17571041.31  | 0.08%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2004-46 EP V/R 03/25/34                            | FANNIE MAE REMICS SER 2004-46 CL EP V/R 0.00000000                                               | CUSIP: 31393YQ99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5273 | PA      | $5215.54      | 0.00%             | 2034-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 2475 S V/R 02/15/32                                | FREDDIE MAC REMICS SER 2475 CL S V/R 3.58167000                                                  | CUSIP: 31392RB59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19456 | PA      | $2040.90      | 0.00%             | 2032-02-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| MLMI 2003-A5 2A6 V/R 08/25/33                          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERI SER 2003-A5 CL 2A6 V/R REGD 6.72643400               | CUSIP: 5899293T3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7778 | PA      | $7601.61      | 0.00%             | 2033-08-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FU 4.125% 04/15/30                         | PPL CAPITAL FUNDING INC REGD 4.12500000                                                          | CUSIP: 69352PAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5397000 | PA      | $5293960.04   | 0.02%             | 2030-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FSPC T-62 1A1 V/R 10/25/44                             | FSPC T-62 1A1 V/R 10/25/44 5.59869000                                                            | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182589 | PA      | $167168.61    | 0.00%             | 2044-10-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GNR 2009-81 SB V/R 09/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-81 CL SB V/R 1.65794000                        | CUSIP: 38376F4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    149144 | PA      | $12979.52     | 0.00%             | 2039-09-20      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61849 4.5% 11/01/46                           | FREDDIE MAC GOLD POOL P#G61849 4.50000000                                                        | CUSIP: 31335CBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3904950 | PA      | $3891234.09   | 0.02%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  6.15% 07/15/35                         | GENERAL MOTORS FINL CO REGD 6.15000000                                                           | CUSIP: 37045XFK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1083825.05   | 0.01%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A2 5A3 V/R 11/25/33                         | JP MORGAN MORTGAGE TRUST SERIES 2006-A2 CLASS 5A3 REGD VARIABLE 7.10652100                       | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34337 | PA      | $34051.50     | 0.00%             | 2033-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 3.875% 10/27/27                         | GLENCORE FUNDING LLC REGD 144A P/P 3.87500000                                                    | CUSIP: 378272AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $863672.11    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0410 5.5% 01/01/55                            | FANNIE MAE POOL UMBS P#FA0410 5.50000000                                                         | CUSIP: 3140W0N43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14476157 | PA      | $14568383.27  | 0.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60393 3.5% 01/01/46                           | FREDDIE MAC GOLD POOL P#G60393 3.50000000                                                        | CUSIP: 31335ANJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2805984 | PA      | $2607663.06   | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-R1 A1 V/R 04/27/29                           | TOWD POINT MORTGAGE TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 2.91808000                 | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12484238 | PA      | $10869827.55  | 0.05%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4900 3.5% 12/20/47                         | GINNIE MAE II POOL P#MA4900 3.50000000                                                           | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    734508 | PA      | $681265.23    | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.607% 11/07/28                         | BANCO SANTANDER SA REGD 6.60700000                                                               | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4693521.84   | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8044 4.5% 11/01/42                            | FANNIE MAE POOL UMBS P#AL8044 4.50000000                                                         | CUSIP: 3138EQ5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2087431 | PA      | $2075607.49   | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 12/13/29                          | ABN AMRO BANK NV REGD V/R 144A P/P 2.47000000                                                    | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1212281.21   | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| BAFC 2004-1 PO ZCP 03/25/34                            | BANC OF AMERICA FUNDING 2004-1 TRUST SER 2004-1 CL PO ZCP REGD 0.00000000                        | CUSIP: 05946XGF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9281 | PA      | $6733.01      | 0.00%             | 2034-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATI 3.45% 02/02/61                         | SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 3.45000000                                            | CUSIP: 80413TAW9<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |   1185000 | PA      | $732731.63    | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.7% 12/09/35                          | MCDONALD'S CORP REGD MTN 4.70000000                                                              | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    216000 | PA      | $210670.67    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8485 2.5% 12/20/52                         | GINNIE MAE II POOL P#MA8485 2.50000000                                                           | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9758499 | PA      | $8294859.79   | 0.04%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54                            | UNITED STATES TREASURY BOND 4.25000000                                                           | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19804000 | PA      | $18085074.59  | 0.08%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.825% 03/01/59                              | BOEING CO REGD 3.82500000                                                                        | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $2492015.45   | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FNR 2001-52 KB 6.5% 10/25/31                           | FANNIE MAE REMICS SER 2001-52 CL KB 6.50000000                                                   | CUSIP: 313921KW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1736 | PA      | $1774.88      | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08368 4.5% 10/01/39                           | FREDDIE MAC GOLD POOL P#G08368 4.50000000                                                        | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    442308 | PA      | $441844.47    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.5% 08/15/27                         | COX COMMUNICATIONS INC REGD 144A P/P 3.50000000                                                  | CUSIP: 224044CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8086149.60   | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2401 2% 01/01/37                              | FREDDIE MAC POOL UMBS P#RC2401 2.00000000                                                        | CUSIP: 3133L8U29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    702156 | PA      | $646708.16    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787496 6% 07/20/64                           | GINNIE MAE II POOL P#787496 6.00000000                                                           | CUSIP: 3622ADGD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5046248 | PA      | $5098517.71   | 0.02%             | 2064-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-50 PS ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-50 CL PS ZCP 0.00000000                                               | CUSIP: 31395DTS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44687 | PA      | $40038.76     | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/14/32                          | DEUTSCHE BANK NY REGD V/R 3.72900000                                                             | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4580469.30   | 0.02%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7761 4.37% 03/01/33                           | FANNIE MAE POOL UMBS P#BS7761 4.37000000                                                         | CUSIP: 3140LJTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3101430 | PA      | $3057645.74   | 0.01%             | 2033-03-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AMCAR 2023-1 C 5.8% 12/18/28                           | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL C REGD 5.80000000                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6800000 | PA      | $6940336.36   | 0.03%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNR 2007-112 MJ 6.5% 12/25/37                          | FANNIE MAE REMICS SER 2007-112 CL MJ 6.50000000                                                  | CUSIP: 31396X4N1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52198 | PA      | $54784.47     | 0.00%             | 2037-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 3286 PO ZCP 03/15/37                               | FREDDIE MAC REMICS SER 3286 CL PO ZCP 0.00000000                                                 | CUSIP: 31397G4B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       738 | PA      | $639.76       | 0.00%             | 2037-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.049% 11/01/52                           | COMCAST CORP REGD SER WI 4.04900000                                                              | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    156000 | PA      | $117354.17    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHR 3290 SB V/R 03/15/37                               | FREDDIE MAC REMICS SER 3290 CL SB V/R 2.03167000                                                 | CUSIP: 31397FR79<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26975 | PA      | $2116.26      | 0.00%             | 2037-03-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS1 A1 V/R 10/25/66                          | LEGACY MORTGAGE ASSET TRUST 2021-GS1 SER 2021-GS1 CL A1 V/R REGD 144A P/P 5.89200000             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4137390 | PA      | $4137080.52   | 0.02%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50523 6.5% 12/01/35                           | FREDDIE MAC GOLD POOL P#P50523 6.50000000                                                        | CUSIP: 31288LSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4441 | PA      | $4408.04      | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7887 4% 07/01/52                              | FANNIE MAE POOL UMBS P#FS7887 4.00000000                                                         | CUSIP: 3140XPXR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10225703 | PA      | $9528524.17   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.95% 07/10/28                         | DELTA AIR LINES INC REGD 4.95000000                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   5458000 | PA      | $5489176.10   | 0.03%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH 3.304% 11/01/49                         | COTTAGE HEALTH SYSTEM REGD SER 2020 3.30400000                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1059743.44   | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A7 2A V/R 01/25/37                          | JP MORGAN MORTGAGE TRUST 2006-A7 SER 2006-A7 CL 2A4R V/R REGD 4.48144600                         | CUSIP: 46629DAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34915 | PA      | $27220.28     | 0.00%             | 2037-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/20/29                          | DEUTSCHE BANK NY REGD V/R 6.81900000                                                             | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1514602.39   | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.25% 11/01/39                            | COMCAST CORP REGD 3.25000000                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $2581418.29   | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N1477 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1N1477 V/R 6.63500000                                                | CUSIP: 3128QHUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4419 | PA      | $4510.53      | 0.00%             | 2037-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.57% 01/15/26                         | BERRY GLOBAL INC REGD 1.57000000                                                                 | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17410000 | PA      | $17098725.74  | 0.08%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH  4.854% 04/27/35                         | L3HARRIS TECH INC REGD 4.85400000                                                                | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978325.51    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK8758 4.5% 07/01/49                            | FANNIE MAE POOL UMBS P#BK8758 4.50000000                                                         | CUSIP: 3140HNWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2062686 | PA      | $2007114.27   | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7989 3.5% 04/20/52                         | GINNIE MAE II POOL P#MA7989 3.50000000                                                           | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13452149 | PA      | $12272938.78  | 0.06%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAOT 2025-B A4 4.49% 06/17/30                          | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST SER 2025-B CL A4 REGD 4.49000000                      | CUSIP: 89231HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7082168.10   | 0.03%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4.125% 03/15/35                            | NUTRIEN LTD REGD 4.12500000                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1960000 | PA      | $1784170.87   | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHMS K146 A2 2.92% 06/25/32                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K146 CL A2 2.92000000           | CUSIP: 3137H7ZB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9700000 | PA      | $8864806.72   | 0.04%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| APA CORP 5.1% 09/01/40                                 | APA CORP REGD 144A P/P 5.10000000                                                                | CUSIP: 03743QAH1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   8189000 | PA      | $6867926.20   | 0.03%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H01 F 1.65% 01/20/63                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL FA 1.65000000                           | CUSIP: 38375BE73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        30 | PA      | $27.71        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.8% 06/15/50                           | PECO ENERGY CO REGD 2.80000000                                                                   | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $539208.15    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FNR 2007-70 Z 5.5% 07/25/37                            | FANNIE MAE REMICS SER 2007-70 CL Z 5.50000000                                                    | CUSIP: 31396WRM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51096 | PA      | $53520.98     | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7135 2.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#RA7135 2.50000000                                                        | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10928601 | PA      | $9124793.86   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH3394 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH3394 4.00000000                                                         | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283880 | PA      | $274269.34    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-SL1 A V/R 11/25/67                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-SL1 SER 2025-SL1 CL A1 V/R REGD 144A P/P 5.84700000     | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18749998 | PA      | $18853559.83  | 0.09%             | 2067-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4715 3% 04/01/45                              | FANNIE MAE POOL UMBS P#AS4715 3.00000000                                                         | CUSIP: 3138WEGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3092084 | PA      | $2758149.23   | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#746299 V/R 09/01/33                             | FANNIE MAE POOL UMBS P#746299 V/R 7.59800000                                                     | CUSIP: 31403EDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2987 | PA      | $3072.94      | 0.00%             | 2033-09-01      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/40                         | BANK OF AMERICA CORP REGD V/R MTN 4.07800000                                                     | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2252729.14   | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6619 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AB6619 3.50000000                                                         | CUSIP: 31417DK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134268 | PA      | $125928.35    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL5 A V/R 03/27/51                          | VOLT XCVI LLC SER 2021-NPL5 CL A1 V/R REGD 144A P/P 6.11570000                                   | CUSIP: 92873FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599470 | PA      | $599287.81    | 0.00%             | 2051-03-27      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATI 2.25% 02/02/33                         | SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 2.25000000                                            | CUSIP: 80413TAV1<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |   1533000 | PA      | $1285665.15   | 0.01%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5787 4% 08/01/47                              | FANNIE MAE POOL UMBS P#BM5787 4.00000000                                                         | CUSIP: 3140JAND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2328746 | PA      | $2209101.60   | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GITST 2024-NPL1  V/R 06/25/54                          | GITSIT MORTGAGE LOAN TRUST 2024-NPL1 SER 2024-NPL1 CL A1 V/R REGD 144A P/P 7.46580000            | CUSIP: 375925AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1046837 | PA      | $1046878.25   | 0.00%             | 2054-06-25      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FU 3.046% 01/31/27                         | FELLS POINT FUNDING TR REGD 144A P/P 3.04600000                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9320000 | PA      | $9117927.39   | 0.04%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 A V/R 08/25/64                          | PRET 2025-RPL2 TRUST SER 2025-RPL2 CL A1 V/R REGD 144A P/P 4.00000000                            | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7717016 | PA      | $7461741.55   | 0.03%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANC 5.25% 07/15/43                         | LYB INTL FINANCE BV REGD 5.25000000                                                              | CUSIP: 50247VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    610000 | PA      | $543481.53    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPE 6.2% 10/15/37                         | TRANSCANADA PIPELINES REGD 6.20000000                                                            | CUSIP: 89352HAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    573000 | PA      | $599907.91    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A93996 4.5% 09/01/40                           | FREDDIE MAC GOLD POOL P#A93996 4.50000000                                                        | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86605 | PA      | $86407.30     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C47 4.442% 09/15/28                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C47 SER 2018-C47 CL A4 REGD 4.44200000                | CUSIP: 95002DBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8850000 | PA      | $8806527.92   | 0.04%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FHR 2671 S V/R 09/15/33                                | FREDDIE MAC REMICS SER 2671 CL S V/R 6.65806200                                                  | CUSIP: 31394HVK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5854 | PA      | $6364.83      | 0.00%             | 2033-09-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.125% 10/01/34                            | AKER BP ASA REGD 144A P/P 5.12500000                                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1950000 | PA      | $1872248.76   | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.35% 06/08/27                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.35000000                                                | CUSIP: 928668BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12408111.50  | 0.06%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHR 3179 OA ZCP 07/15/36                               | FREDDIE MAC REMICS SER 3179 CL OA ZCP 0.00000000                                                 | CUSIP: 31396UFA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8088 | PA      | $6974.40      | 0.00%             | 2036-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                            | UNITED STATES TREASURY BOND 3.25000000                                                           | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  52758000 | PA      | $43638697.39  | 0.20%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7648 2% 10/20/51                           | GINNIE MAE II POOL P#MA7648 2.00000000                                                           | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9396446 | PA      | $7653640.81   | 0.04%             | 2051-10-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM1196 5% 05/20/52                           | GINNIE MAE II POOL P#CM1196 5.00000000                                                           | CUSIP: 3617YLKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2907693 | PA      | $2832921.81   | 0.01%             | 2052-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4894 2.5% 05/01/30                            | FANNIE MAE POOL UMBS P#AS4894 2.50000000                                                         | CUSIP: 3138WENL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    601700 | PA      | $582183.89    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.6% 05/15/53                         | META PLATFORMS INC REGD 5.60000000                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3064961.38   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A57681 6% 12/01/36                             | FREDDIE MAC GOLD POOL P#A57681 6.00000000                                                        | CUSIP: 3128KLRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2546 | PA      | $2672.54      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8846 4.09% 07/01/30                           | FANNIE MAE POOL UMBS P#BS8846 4.09000000                                                         | CUSIP: 3140LKZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11800000 | PA      | $11708341.26  | 0.05%             | 2030-07-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5100 2% 02/01/41                              | FREDDIE MAC POOL UMBS P#RB5100 2.00000000                                                        | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10083997 | PA      | $8701564.50   | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 3.95% 03/01/48                         | CENTERPOINT ENER HOUSTON REGD 3.95000000                                                         | CUSIP: 15189XAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $117901.26    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 01/27/32                         | REPUBLIC OF CHILE REGD 2.55000000                                                                | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   1398000 | PA      | $1228422.60   | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GNMA P#574710 5.5% 09/15/34                            | GINNIE MAE I POOL P#574710 5.50000000                                                            | CUSIP: 36200WN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1427 | PA      | $1468.97      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/18/29                         | NATWEST GROUP PLC REGD V/R 4.89200000                                                            | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9505000 | PA      | $9600140.68   | 0.04%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FNR 2006-44 P ZCP 12/25/33                             | FANNIE MAE REMICS SER 2006-44 CL P ZCP 0.00000000                                                | CUSIP: 31395NBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29444 | PA      | $25620.87     | 0.00%             | 2033-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN4917 3.13% 03/01/27                           | FANNIE MAE POOL UMBS P#AN4917 3.13000000                                                         | CUSIP: 3138LHPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6359923 | PA      | $6254200.64   | 0.03%             | 2027-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI1892 5% 05/01/41                              | FANNIE MAE POOL UMBS P#AI1892 5.00000000                                                         | CUSIP: 3138AFC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39846 | PA      | $40341.63     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-28CB 3 6% 08/25/35                          | ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 3A5 REGD 6.00000000                            | CUSIP: 12667GYN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4709 | PA      | $1793.63      | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/18/30                                   | BPCE SA REGD V/R 144A P/P 5.71600000                                                             | CUSIP: 05571AAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2841000 | PA      | $2924999.65   | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#816594 V/R 02/01/35                             | FANNIE MAE POOL UMBS P#816594 V/R 6.24900000                                                     | CUSIP: 31406QGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1238 | PA      | $1265.66      | 0.00%             | 2035-02-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FHR 4013 QF V/R 03/15/41                               | FREDDIE MAC REMICS SER 4013 CL QF V/R 4.96833000                                                 | CUSIP: 3137ANHM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136256 | PA      | $136049.45    | 0.00%             | 2041-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H01 JA V/R 01/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL JA V/R 4.76602000                       | CUSIP: 38375BF31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99629 | PA      | $99560.49     | 0.00%             | 2063-01-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7594 2.5% 09/01/52                            | FANNIE MAE POOL UMBS P#FS7594 2.50000000                                                         | CUSIP: 3140XPNL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18252483 | PA      | $15229133.70  | 0.07%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/49                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834UR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $3025848.60   | 0.01%             | 2049-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9353 4% 07/01/42                              | FANNIE MAE POOL UMBS P#AO9353 4.00000000                                                         | CUSIP: 3138M1MB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206009 | PA      | $196946.52    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV V/R 01/19/29                              | KBC GROUP NV REGD V/R 144A P/P 5.79600000                                                        | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   3717000 | PA      | $3838162.60   | 0.02%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016- 3.1% 10/07/28                         | UNITED AIR 2016-2 A PTT REGD SER A 3.10000000                                                    | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870869 | PA      | $1743530.44   | 0.01%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97943 5% 04/01/41                             | FREDDIE MAC GOLD POOL P#A97943 5.00000000                                                        | CUSIP: 312946ZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    356002 | PA      | $360870.62    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5683 5% 04/01/40                              | FANNIE MAE POOL UMBS P#MA5683 5.00000000                                                         | CUSIP: 31418FJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1941728 | PA      | $1955923.22   | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2920 3% 03/01/47                              | FANNIE MAE POOL UMBS P#MA2920 3.00000000                                                         | CUSIP: 31418CG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    288099 | PA      | $255313.54    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STA 6% 05/13/30                         | UNITED MEXICAN STATES REGD 6.00000000                                                            | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   2185000 | PA      | $2259290.00   | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP 5.8% 03/15/37                               | EATON CORP REGD 5.80000000                                                                       | CUSIP: 278058DB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $524538.38    | 0.00%             | 2037-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER  5.257% 06/01/28                         | CAPITAL POWER US HOLDING REGD 144A P/P 5.25700000                                                | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5354000 | PA      | $5426522.87   | 0.03%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1856 2% 10/01/51                              | FANNIE MAE POOL UMBS P#CB1856 2.00000000                                                         | CUSIP: 3140QMB29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1502966 | PA      | $1190815.26   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 4.625% 05/15/42                         | ELEVANCE HEALTH INC REGD 4.62500000                                                              | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $350871.65    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 12/15/32                          | BANK OF MONTREAL REGD V/R 3.80300000                                                             | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6330978.55   | 0.03%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK  5.414% 05/10/29                         | DEUTSCHE BANK NY REGD 5.41400000                                                                 | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2128698.34   | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7690 3% 04/01/32                              | FREDDIE MAC POOL UMBS P#ZS7690 3.00000000                                                        | CUSIP: 3132A8RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5734375 | PA      | $5576365.55   | 0.03%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS  3.125% 04/24/50                         | THE CAMPBELLS COMPANY REGD 3.12500000                                                            | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    494000 | PA      | $320699.00    | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H24 FG V/R 04/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FG V/R 4.87602000                       | CUSIP: 38375BXB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1821 | PA      | $1809.68      | 0.00%             | 2060-04-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                               | UNITED STATES TREASURY BOND 2.00000000                                                           | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  44234000 | PA      | $30421242.56  | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-47 ZA 5.5% 07/25/38                           | FANNIE MAE REMICS SER 2011-47 CL ZA 5.50000000                                                   | CUSIP: 31397UEP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60932 | PA      | $62277.33     | 0.00%             | 2038-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#928584 6.5% 08/01/37                            | FANNIE MAE POOL UMBS P#928584 6.50000000                                                         | CUSIP: 31412LUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9830 | PA      | $10314.39     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARM 2004-13 3.8176% 4/21//34_                         | MASTER ADJUSTABLE RATE   MORTGAGES TRUST SERIES 2004-13 CLASS 2A1 REGD_ 6.83344900               | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35248 | PA      | $34774.93     | 0.00%             | 2034-04-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 1.538% 08/17/26                          | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL A REGD 144A P/P 1.53800000                       | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11533301 | PA      | $11144513.36  | 0.05%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS  2.375% 04/24/30                         | THE CAMPBELLS COMPANY REGD 2.37500000                                                            | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    895000 | PA      | $811141.04    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08672 4% 10/01/45                             | FREDDIE MAC GOLD POOL P#G08672 4.00000000                                                        | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142464 | PA      | $135282.02    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9865 3.5% 07/01/43                            | FANNIE MAE POOL UMBS P#AB9865 3.50000000                                                         | CUSIP: 31417G6B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3353249 | PA      | $3141832.19   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 03/06/35                                   | KEYCORP REGD V/R 6.40100000                                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2661427.73   | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 11/02/27                         | CAPITAL ONE FINANCIAL CO REGD V/R 1.87800000                                                     | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    361000 | PA      | $348703.38    | 0.00%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 A V/R 06/25/64                          | PRET 2024-RPL2 TRUST SER 2024-RPL2 CL A1 V/R REGD 144A P/P 4.07500000                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5868711 | PA      | $5594433.42   | 0.03%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.9% 03/01/48                           | PECO ENERGY CO REGD 3.90000000                                                                   | CUSIP: 693304AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5235000 | PA      | $4083775.08   | 0.02%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNR 2005-7 JM V/R 05/18/34                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-7 CL JM V/R 6.97800000                         | CUSIP: 38374KF73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       176 | PA      | $185.81       | 0.00%             | 2034-05-18      | Variable      | 6.98%                 | No            |                  2 | On Loan: No      |
| FNR 2007-92 YA 6.5% 06/25/37                           | FANNIE MAE REMICS SER 2007-92 CL YA 6.50000000                                                   | CUSIP: 31396XNU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8159 | PA      | $8579.75      | 0.00%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYV 2007-B 1A2 V/R 08/28/37                           | BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST 2007-B SER 2007-B CL 1A2 V/R REGD 7.33100000       | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81233 | PA      | $71663.12     | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 05/09/29                         | BANK OF AMERICA CORP REGD V/R 4.62300000                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6894000 | PA      | $6937750.22   | 0.03%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5502 3% 06/01/51                              | FREDDIE MAC POOL UMBS P#RA5502 3.00000000                                                        | CUSIP: 3133KMDF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2478325 | PA      | $2150807.10   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.1% 03/01/29                            | DTE ENERGY CO REGD 5.10000000                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5584000 | PA      | $5693989.16   | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 05/04/37                         | BANK OF NOVA SCOTIA REGD V/R 4.58800000                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7571450.08   | 0.04%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BAMLL 2014-520M  V/R 08/15/34                          | BAMLL COMMERCIAL MORTGAGE SECURITIES  SER 2014-520M CL C V/R REGD 144A P/P 4.35436300            | CUSIP: 05525MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $823740.72    | 0.00%             | 2046-08-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47                             | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                        | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    696521 | PA      | $619484.53    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31                         | PHILIP MORRIS INTL INC REGD 5.12500000                                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9615000 | PA      | $9902927.33   | 0.05%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A  5.97% 10/20/27                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL C REGD 144A P/P 5.97000000            | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1592700.02   | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| FNR 2002-21 LO ZCP 04/25/32                            | FANNIE MAE REMICS SER 2002-21 CL LO ZCP 0.00000000                                               | CUSIP: 31392CNN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       436 | PA      | $378.48       | 0.00%             | 2032-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY I 5.95% 12/01/34                         | SUNCOR ENERGY INC REGD 5.95000000                                                                | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1048000 | PA      | $1087195.41   | 0.01%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNR 2008-1 PO ZCP 01/20/38                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-1 CL PO ZCP 0.00000000                         | CUSIP: 38375PCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3079 | PA      | $2485.06      | 0.00%             | 2038-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH 2.746% 10/01/26                         | PROV ST JOSEPH HLTH OBL REGD SER H 2.74600000                                                    | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $846718.34    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CR2 3.696% 07/10/25                          | COMM 2015-CCRE24 MORTGAGE TRUST SER 2015-CR24 CL A5 REGD 3.69600000                              | CUSIP: 12593JBF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    424607 | PA      | $424036.18    | 0.00%             | 2048-08-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/03/28                         | SANTANDER UK GROUP HLDGS REGD V/R 3.82300000                                                     | CUSIP: 80281LAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1175958.41   | 0.01%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4037 5% 10/20/37                             | GINNIE MAE II POOL P#4037 5.00000000                                                             | CUSIP: 36202EPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129515 | PA      | $131006.06    | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1% 07/31/28                               | UNITED STATES TREASURY NOTE 1.00000000                                                           | CUSIP: 91282CCR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32000000 | PA      | $29501249.92  | 0.14%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#675555 6% 12/01/32                              | FANNIE MAE POOL UMBS P#675555 6.00000000                                                         | CUSIP: 31391SQG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6333 | PA      | $6586.32      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0738 3% 06/01/51                              | FANNIE MAE POOL UMBS P#CB0738 3.00000000                                                         | CUSIP: 3140QKZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3186844 | PA      | $2759105.74   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/29/32                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CMR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  48624000 | PA      | $49068453.51  | 0.23%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RCO 2025-1 A1 V/R 01/25/28                             | RCO X MORTGAGE LLC 2025-1 SER 2025-1 CL A1 V/R REGD 144A P/P 5.87500000                          | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3642504 | PA      | $3643302.49   | 0.02%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8269 3% 11/01/46                              | FANNIE MAE POOL UMBS P#AS8269 3.00000000                                                         | CUSIP: 3138WJFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    796202 | PA      | $706261.02    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2176 OJ 7% 08/15/29                                | FREDDIE MAC REMICS SER 2176 CL OJ 7.00000000                                                     | CUSIP: 3133TLTY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3845 | PA      | $3880.76      | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.05% 09/01/54                         | ENERGY TRANSFER LP REGD 6.05000000                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2590096.07   | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COPAR 2023-2 A 5.82% 06/15/28                          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 5.82000000                 | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2388000 | PA      | $2417768.33   | 0.01%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II  6.088% 12/15/44                         | AT&T REIGN II LB PTT REGD 144A P/P 6.08800000                                                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8004356.00   | 0.04%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5968 2.5% 06/01/50                            | FANNIE MAE POOL UMBS P#CA5968 2.50000000                                                         | CUSIP: 3140QDT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4846111 | PA      | $4083271.84   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOS 2.585% 02/01/50                         | CHILDREN'S HOSPITAL CORP REGD SER 2020 2.58500000                                                | CUSIP: 16876BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $775677.79    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46                              | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                         | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2783446 | PA      | $2470170.09   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-46 HI V/R 06/25/38                            | FANNIE MAE REMICS SER 2008-46 CL HI V/R 2.15027200                                               | CUSIP: 31397LRU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22828 | PA      | $1355.83      | 0.00%             | 2038-06-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2234 8% 06/20/26                             | GINNIE MAE II POOL P#2234 8.00000000                                                             | CUSIP: 36202CPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        64 | PA      | $64.57        | 0.00%             | 2026-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD C 6.05% 04/15/28                         | REGAL REXNORD CORP REGD 6.05000000                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1409701.02   | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.65% 04/05/27                         | COREBRIDGE FINANCIAL INC REGD 3.65000000                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2027814.71   | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3376 3.5% 01/20/46                         | GINNIE MAE II POOL P#MA3376 3.50000000                                                           | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1533857 | PA      | $1427466.67   | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3117 AO ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL AO ZCP 0.00000000                                                 | CUSIP: 31396HUA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12975 | PA      | $11872.14     | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7530 2.5% 07/01/46                            | FANNIE MAE POOL UMBS P#AS7530 2.50000000                                                         | CUSIP: 3138WHLL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    984480 | PA      | $841498.55    | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03029 6% 10/01/29                             | FREDDIE MAC GOLD POOL P#G03029 6.00000000                                                        | CUSIP: 3128M4VW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2431 | PA      | $2493.15      | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSC 2020-L4 A 2.698% 02/15/30                          | MORGAN STANLEY CAPITAL I TRUST 2020-L4 SER 2020-L4 CL A3 REGD 2.69800000                         | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15418603 | PA      | $14164788.42  | 0.07%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIE 4.4% 05/27/45                         | SIEMENS FINANCIERINGSMAT REGD P/P 4.40000000                                                     | CUSIP: 82620KAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    513000 | PA      | $447864.88    | 0.00%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9765 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AB9765 3.00000000                                                         | CUSIP: 31417GZ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1905660 | PA      | $1719960.79   | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H02 HF V/R 11/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H02 CL HF V/R 4.74602000                       | CUSIP: 38375BH62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        80 | PA      | $79.64        | 0.00%             | 2062-11-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-64 FB V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-64 CL FB V/R 4.78965000                                               | CUSIP: 31396WVR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24517 | PA      | $24335.12     | 0.00%             | 2037-07-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848068 V/R 06/01/36                            | FREDDIE MAC NON GOLD POOL P#848068 V/R 6.98900000                                                | CUSIP: 3128JR6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31994 | PA      | $32841.87     | 0.00%             | 2036-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H26 MA V/R 07/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL MA V/R 4.99602000                       | CUSIP: 38375BYQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4447 | PA      | $4440.57      | 0.00%             | 2062-07-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 6.625% 11/15/30                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.62500000                                                 | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2550000 | PA      | $2885123.63   | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.05% 03/30/29                         | CHARTER COMM OPT LLC/CAP REGD 5.05000000                                                         | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2019065.64   | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8331 5.5% 06/01/53                            | FREDDIE MAC POOL UMBS P#SD8331 5.50000000                                                        | CUSIP: 3132DWHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11773546 | PA      | $11790918.54  | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2% 12/02/25                             | NRG ENERGY INC REGD 144A P/P 2.00000000                                                          | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2645823.71   | 0.01%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#920547 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#920547 V/R 6.22500000                                                     | CUSIP: 31412BWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11940 | PA      | $12158.87     | 0.00%             | 2036-09-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC C V/R 04/15/26                            | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL C V/R REGD 144A P/P 5.77744200            | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9040000 | PA      | $9040000.00   | 0.04%             | 2038-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#995149 6.5% 10/01/38                            | FANNIE MAE POOL UMBS P#995149 6.50000000                                                         | CUSIP: 31416BQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101640 | PA      | $107133.75    | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7255 2.5% 03/20/51                         | GINNIE MAE II POOL P#MA7255 2.50000000                                                           | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13330944 | PA      | $11335336.22  | 0.05%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A 4.63% 04/15/28                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2025-1 CL A1 REGD 4.63000000                      | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17900000 | PA      | $18097539.03  | 0.08%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 6.1% 04/30/30                         | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.10000000                                                | CUSIP: 67091TAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |   5575000 | PA      | $5649158.65   | 0.03%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#800422 V/R 08/01/34                             | FANNIE MAE POOL UMBS P#800422 V/R 5.93200000                                                     | CUSIP: 31405VG76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10581 | PA      | $10596.64     | 0.00%             | 2034-08-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL  6% 07/15/35                         | AMERICAN NATIONAL GROUP REGD 6.00000000                                                          | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7041224.89   | 0.03%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR9 2A V/R 09/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR9 SER 2003-AR9 CL 2A V/R REGD 6.63320900   | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10009 | PA      | $9764.67      | 0.00%             | 2033-09-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.875% 11/21/36                         | VALE OVERSEAS LIMITED REGD 6.87500000                                                            | CUSIP: 91911TAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   5167000 | PA      | $5607667.60   | 0.03%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1608 3.5% 10/01/33                            | FANNIE MAE POOL UMBS P#MA1608 3.50000000                                                         | CUSIP: 31418AYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2775048 | PA      | $2707441.57   | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 7.875% 09/15/31                         | OCCIDENTAL PETROLEUM COR REGD 7.87500000                                                         | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4519000 | PA      | $5065514.03   | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FNR 2012-108 F V/R 10/25/42                            | FANNIE MAE REMICS SER 2012-108 CL F V/R 4.91965000                                               | CUSIP: 3136A8Q52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    142096 | PA      | $140470.82    | 0.00%             | 2042-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.125% 08/31/2027                          | UNITED STATES TREASURY NOTE 3.12500000                                                           | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  94675000 | PA      | $93510053.47  | 0.43%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#735060 6% 11/01/34                              | FANNIE MAE POOL UMBS P#735060 6.00000000                                                         | CUSIP: 31402QTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1521 | PA      | $1581.21      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H24 FE V/R 10/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FE V/R 4.60000000                       | CUSIP: 38375BWZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2675 | PA      | $2668.44      | 0.00%             | 2062-10-20      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOO 5.5% 01/15/36                         | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 5.50000000                                                | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3515159.70   | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMFIT 2025-1A  4.82% 10/14/29                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000                | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21700000 | PA      | $21817722.50  | 0.10%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.25% 05/15/51                         | UNITEDHEALTH GROUP INC REGD 3.25000000                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $925301.67    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06047 4.5% 05/01/40                           | FREDDIE MAC GOLD POOL P#G06047 4.50000000                                                        | CUSIP: 3128M8BQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262372 | PA      | $261962.32    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RMIT 2025-1 A 4.99% 04/17/34                           | REGIONAL MANAGEMENT ISSUANCE TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 4.99000000               | CUSIP: 75908AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4055000 | PA      | $4086152.13   | 0.02%             | 2034-04-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                         | BAT CAPITAL CORP REGD 3.55700000                                                                 | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    952000 | PA      | $936731.06    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 5.95% 06/15/35                         | PLAINS ALL AMERICAN PIPE REGD 5.95000000                                                         | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   8641000 | PA      | $8883279.55   | 0.04%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.8% 04/15/34                         | ASHTEAD CAPITAL INC REGD 144A P/P 5.80000000                                                     | CUSIP: 045054AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5117274.40   | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N0353 V/R 02/01/37                            | FREDDIE MAC NON GOLD POOL P#1N0353 V/R 6.82300000                                                | CUSIP: 3128QGMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22309 | PA      | $22760.65     | 0.00%             | 2037-02-01      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| FHLMC P#789758 V/R 09/01/32                            | FREDDIE MAC NON GOLD POOL P#789758 V/R 7.37300000                                                | CUSIP: 31295NZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       462 | PA      | $473.88       | 0.00%             | 2032-09-01      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO8044 3.5% 07/01/42                            | FANNIE MAE POOL UMBS P#AO8044 3.50000000                                                         | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6907456 | PA      | $6487055.88   | 0.03%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-3A D 5.53% 02/18/31                          | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 5.53000000               | CUSIP: 37989AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4133000 | PA      | $4192153.15   | 0.02%             | 2031-02-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SCRT 2018-2 MT 3.5% 11/25/57                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-2 SER 2018-2 CL MT 3.50000000        | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4938882 | PA      | $4425011.86   | 0.02%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2017-4A A1 V/R 05/25/57                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 SER 2017-4A CL A1 V/R REGD 144A P/P 4.00000000        | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995042 | PA      | $955267.51    | 0.00%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/34                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337W4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2487000 | PA      | $1654002.38   | 0.01%             | 2034-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#735591 5% 06/01/35                              | FANNIE MAE POOL UMBS P#735591 5.00000000                                                         | CUSIP: 31402RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149176 | PA      | $151205.39    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/36                         | WELLS FARGO & COMPANY REGD V/R 5.60500000                                                        | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15637000 | PA      | $16140815.23  | 0.07%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.6% 03/23/34                           | SOLVENTUM CORP REGD 5.60000000                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  18335000 | PA      | $18869387.51  | 0.09%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.1% 09/15/49                         | ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000                                                    | CUSIP: 68233JBR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1241610.52   | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MLCC 2003-F A1 V/R 10/25/28                            | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2003-F CL A1 V/R REGD 5.07368000         | CUSIP: 5899292M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10412 | PA      | $9851.70      | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04815 5% 09/01/38                             | FREDDIE MAC GOLD POOL P#G04815 5.00000000                                                        | CUSIP: 3128M6VG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60616 | PA      | $61543.74     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL2  V/R 02/25/26                          | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2 SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.75000000   | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1991760 | PA      | $1939205.53   | 0.01%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-4 B 6.16% 05/16/27                          | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL B REGD 6.16000000        | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1755489.70   | 0.01%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3714 3.5% 01/01/43                            | FANNIE MAE POOL UMBS P#AL3714 3.50000000                                                         | CUSIP: 3138ELDU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    290619 | PA      | $272476.94    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8220 3% 06/01/52                              | FREDDIE MAC POOL UMBS P#SD8220 3.00000000                                                        | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11817508 | PA      | $10231198.80  | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2903 2% 03/01/51                              | FREDDIE MAC POOL UMBS P#SD2903 2.00000000                                                        | CUSIP: 3132DQGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17841716 | PA      | $14247065.38  | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/01/44                         | ENERGY TRANSFER LP REGD SER 30YR 5.30000000                                                      | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179143.26    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3936 3% 09/20/46                           | GINNIE MAE II POOL P#MA3936 3.00000000                                                           | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    442982 | PA      | $397658.22    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787026 6% 10/20/53                           | GINNIE MAE II POOL P#787026 6.00000000                                                           | CUSIP: 3622ACVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11792790 | PA      | $12098027.18  | 0.06%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KSBA 2012-6 A V/R 05/25/39                             | KGS-ALPHA SBA COOF TRUST SER 2012-6 CL A V/R 144A P/P 0.48340300                                 | CUSIP: 48247NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    539454 | PA      | $5853.07      | 0.00%             | 2039-05-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BQ4139 3.5% 11/20/49                         | GINNIE MAE II POOL P#BQ4139 3.50000000                                                           | CUSIP: 3617LNS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2565076 | PA      | $2269797.40   | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-33 ID 6% 07/25/31                             | FANNIE MAE REMICS SER 2001-33 CL ID 6.00000000                                                   | CUSIP: 31359S6G0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8502 | PA      | $919.34       | 0.00%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#888412 7% 04/01/37                              | FANNIE MAE POOL UMBS P#888412 7.00000000                                                         | CUSIP: 31410GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2334 | PA      | $2377.21      | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-16 IS V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-16 CL IS V/R 1.78035000                                               | CUSIP: 31396YTG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21322 | PA      | $1581.95      | 0.00%             | 2038-03-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.3% 03/01/48                         | WESTERN MIDSTREAM OPERAT REGD 5.30000000                                                         | CUSIP: 958254AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3457000 | PA      | $2884885.20   | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.25% 04/15/30                             | PROLOGIS LP REGD 2.25000000                                                                      | CUSIP: 74340XBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $277301.19    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/27                         | JPMORGAN CHASE & CO REGD V/R 1.04000000                                                          | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1909789.36   | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GNR 2008-50 KB 6% 06/20/38                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-50 CL KB 6.00000000                            | CUSIP: 38375QD89<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35131 | PA      | $36202.69     | 0.00%             | 2038-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 1899 ZE 8% 09/15/26                                | FREDDIE MAC REMICS SER 1899 CL ZE 8.00000000                                                     | CUSIP: 3133T86T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       630 | PA      | $636.31       | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC 6.5% 11/15/37                         | POTOMAC ELECTRIC POWER REGD 6.50000000                                                           | CUSIP: 737679DB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $151843.56    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 6.75% 03/15/34                         | JBS USA HOLD/FOOD/LUX CO REGD 6.75000000                                                         | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3176000 | PA      | $3467128.04   | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-88 VI V/R 09/25/37                            | FANNIE MAE REMICS SER 2007-88 CL VI V/R 2.12035000                                               | CUSIP: 31396XUU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69488 | PA      | $5711.18      | 0.00%             | 2037-09-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4125 2.5% 12/20/46                         | GINNIE MAE II POOL P#MA4125 2.50000000                                                           | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    816026 | PA      | $709850.12    | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-1 B 1.61% 04/15/26                          | FORD CREDIT AUTO OWNER TRUST 2021-REV1 SER 2021-1 CL B REGD 144A P/P 1.61000000                  | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2262169.59   | 0.01%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0748 2.5% 11/01/51                            | FREDDIE MAC POOL UMBS P#SD0748 2.50000000                                                        | CUSIP: 3132DMZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9196600 | PA      | $7747063.43   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-97 FC V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-97 CL FC V/R 4.91965000                                               | CUSIP: 31396XB45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13088 | PA      | $12994.45     | 0.00%             | 2037-07-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H06 HB V/R 03/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H06 CL HB V/R 5.09602000                       | CUSIP: 38375UET3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280635 | PA      | $281732.57    | 0.00%             | 2064-03-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FNR 2006-119 PO ZCP 12/25/36                           | FANNIE MAE REMICS SER 2006-119 CL PO ZCP 0.00000000                                              | CUSIP: 31396LM80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5528 | PA      | $4849.22      | 0.00%             | 2036-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2004-71 SB V/R 09/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-71 CL SB V/R 7.69970000                        | CUSIP: 38374JBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9217 | PA      | $10222.97     | 0.00%             | 2034-09-20      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| FHR 3453 B 5.5% 05/15/38                               | FREDDIE MAC REMICS SER 3453 CL B 5.50000000                                                      | CUSIP: 31397THP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8397 | PA      | $8575.88      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.1% 06/15/50                         | AMERICAN TOWER CORP REGD 3.10000000                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $878728.96    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHR 2500 MC 6% 09/15/32                                | FREDDIE MAC REMICS SER 2500 CL MC 6.00000000                                                     | CUSIP: 31392UXE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8703 | PA      | $9039.45      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2004-S1 1A7 5% 09/25/34                          | JP MORGAN MORTGAGE TRUST 2004-S1 SER 2004-S1 CL 1A7 REGD 5.00000000                              | CUSIP: 466247ER0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2152 | PA      | $2055.47      | 0.00%             | 2034-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETRO 5.125% 12/15/26                         | MARATHON PETROLEUM CORP REGD SER WI 5.12500000                                                   | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   5003000 | PA      | $5046336.14   | 0.02%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY  4.125% 01/15/26                         | VENTAS REALTY LP REGD 4.12500000                                                                 | CUSIP: 92277GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $125485.88    | 0.00%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7340 4% 07/01/49                              | FANNIE MAE POOL UMBS P#FM7340 4.00000000                                                         | CUSIP: 3140XBEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    375430 | PA      | $351625.13    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-17 JI V/R 04/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-17 CL JI V/R 2.38376000                        | CUSIP: 38375JTD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76609 | PA      | $6174.76      | 0.00%             | 2037-04-16      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| FNR 2007-92 YS V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-92 CL YS V/R 1.36035000                                               | CUSIP: 31396XMZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13603 | PA      | $1027.00      | 0.00%             | 2037-06-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| GNMA P#781689 5.5% 12/15/33                            | GINNIE MAE I POOL P#781689 5.50000000                                                            | CUSIP: 36225B2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3847 | PA      | $3940.13      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.8% 03/15/32                         | ROGERS COMMUNICATIONS IN REGD 3.80000000                                                         | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4650000 | PA      | $4321046.31   | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 5.7% 07/25/33                         | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.70000000                                                | CUSIP: 78448TAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2629000 | PA      | $2693783.77   | 0.01%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM6492 V/R 11/01/32                             | FANNIE MAE POOL UMBS P#BM6492 V/R 1.50800000                                                     | CUSIP: 3140JBGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32518473 | PA      | $26845974.95  | 0.12%             | 2032-11-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 06/13/36                         | LLOYDS BANKING GROUP PLC REGD V/R SER . 6.06800000                                               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3691000 | PA      | $3794713.70   | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK0514 4% 12/20/51                           | GINNIE MAE II POOL P#CK0514 4.00000000                                                           | CUSIP: 3617XUSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3865632 | PA      | $3548736.88   | 0.02%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-NXS 2.642% 11/15/49                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 SER 2016-NXS6 CL A3 REGD 2.64200000              | CUSIP: 95000KBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15725143 | PA      | $15525729.67  | 0.07%             | 2049-11-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5191 6% 11/01/53                              | FANNIE MAE POOL UMBS P#MA5191 6.00000000                                                         | CUSIP: 31418EXV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4746764 | PA      | $4830994.08   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BB8815 4.5% 04/20/48                         | GINNIE MAE II POOL P#BB8815 4.50000000                                                           | CUSIP: 3617B0YL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    644502 | PA      | $620463.06    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  72619000 | PA      | $52419004.13  | 0.24%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES 2% 06/30/30                         | ROPER TECHNOLOGIES INC REGD 2.00000000                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1021919.14   | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT SEP25                            | FUTURE CONTRACT ON           US ULTRA BOND CBT SEP25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       149 | NC      | $17749625.00  | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GNR 2007-53 SW V/R 09/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-53 CL SW V/R 6.90882000                        | CUSIP: 38375LGF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10864 | PA      | $11797.79     | 0.00%             | 2037-09-20      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8178 4% 09/01/37                              | FREDDIE MAC POOL UMBS P#SB8178 4.00000000                                                        | CUSIP: 3132D6CP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    588140 | PA      | $576021.17    | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C47315 6.5% 08/01/29                           | FREDDIE MAC GOLD POOL P#C47315 6.50000000                                                        | CUSIP: 31298GDU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24915 | PA      | $26103.73     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NZES 2020-PLS 3.844% 12/25/25                          | NRZ EXCESS SPREAD-COLLATE SER 2020-PLS1 CL A REGD 144A P/P 3.84400000                            | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2244771 | PA      | $2222211.87   | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELIN 5.8% 06/01/45                         | COLUMBIA PIPELINE GROUP REGD SER WI 5.80000000                                                   | CUSIP: 198280AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2600222.85   | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.65% 03/01/47                               | BOEING CO REGD 3.65000000                                                                        | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $3630721.54   | 0.02%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W8 3F1 V/R 05/25/42                           | FANNIE MAE TRUST 2003-W8 SER 2003-W8 CL 3F1 V/R 4.81965000                                       | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12007 | PA      | $11979.44     | 0.00%             | 2042-05-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/29                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CGB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 132030000 | PA      | $132592158.65 | 0.61%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AY7670 3.5% 04/01/45                            | FANNIE MAE POOL UMBS P#AY7670 3.50000000                                                         | CUSIP: 3138YMQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4109569 | PA      | $3824503.25   | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINAN 3.25% 11/15/39                         | DH EUROPE FINANCE II REGD 3.25000000                                                             | CUSIP: 23291KAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    431000 | PA      | $346708.74    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNR 2007-10 FD V/R 02/25/37                            | FANNIE MAE REMICS SER 2007-10 CL FD V/R 4.66965000                                               | CUSIP: 31396PNF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13154 | PA      | $13015.00     | 0.00%             | 2037-02-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FHR 2367 ME 6.5% 10/15/31                              | FREDDIE MAC REMICS SER 2367 CL ME 6.50000000                                                     | CUSIP: 31339GK42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4965 | PA      | $5180.45      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 2692 SC V/R 07/15/33                               | FREDDIE MAC REMICS SER 2692 CL SC V/R 4.45000700                                                 | CUSIP: 31394KZD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9588 | PA      | $10034.81     | 0.00%             | 2033-07-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3  3% 10/15/28                         | AMER AIRLINE 16-3 AA PTT REGD 3.00000000                                                         | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    899829 | PA      | $851136.81    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B6 4.261% 08/10/28                          | BENCHMARK 2018-B6 MORTGAGE TRUST SER 2018-B6 CL A4 REGD 4.26100000                               | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8862000 | PA      | $8740358.42   | 0.04%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE  4.75% 10/13/35                         | ELECTRICITE DE FRANCE SA REGD 144A P/P 4.75000000                                                | CUSIP: 268317AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4780909.00   | 0.02%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5136 3.5% 04/20/48                         | GINNIE MAE II POOL P#MA5136 3.50000000                                                           | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2733759 | PA      | $2521385.66   | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-121 KS V/R 09/20/48                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-121 CL KS V/R 0.00000000                       | CUSIP: 38380YH24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4265024 | PA      | $119233.86    | 0.00%             | 2048-09-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 3523 SD V/R 06/15/36                               | FREDDIE MAC REMICS SER 3523 CL SD V/R 7.51209200                                                 | CUSIP: 31398CGJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8639 | PA      | $8842.94      | 0.00%             | 2036-06-15      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4940 5% 03/01/53                              | FANNIE MAE POOL UMBS P#MA4940 5.00000000                                                         | CUSIP: 31418EP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13969235 | PA      | $13741768.60  | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISIT 4.4% 03/15/26                         | TRINITY ACQUISITION PLC REGD 4.40000000                                                          | CUSIP: 89641UAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2293626.24   | 0.01%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5.1% 05/01/33                         | CROWN CASTLE INC REGD 5.10000000                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2614205.74   | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN  4.75% 04/10/27                         | ANGLO AMERICAN CAPITAL REGD 144A P/P 4.75000000                                                  | CUSIP: 034863AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3980000 | PA      | $3998486.50   | 0.02%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1  3.7% 10/01/26                         | AMER AIRLN 14-1 A PTT REGD SER A 3.70000000                                                      | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230308 | PA      | $226173.46    | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PR 4.375% 03/30/44                         | DUKE ENERGY PROGRESS LLC REGD 4.37500000                                                         | CUSIP: 26442RAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $111797.06    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNR 2009-42 SC V/R 06/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL SC V/R 1.64794000                        | CUSIP: 38374UVQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76006 | PA      | $6070.78      | 0.00%             | 2039-06-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.592% 09/09/34                         | ROCHE HOLDINGS INC REGD 144A P/P 4.59200000                                                      | CUSIP: 771196CQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4825219.28   | 0.02%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                             | CITIGROUP INC REGD V/R 3.05700000                                                                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6852000 | PA      | $6123709.28   | 0.03%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1361 3.5% 12/01/46                            | FANNIE MAE POOL UMBS P#FM1361 3.50000000                                                         | CUSIP: 3140X4QP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2776177 | PA      | $2605299.51   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 2040 PE 7.5% 03/15/28                              | FREDDIE MAC REMICS SER 2040 CL PE 7.50000000                                                     | CUSIP: 3133TD3W4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3365 | PA      | $3423.18      | 0.00%             | 2028-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 03/01/48                              | BOEING CO REGD 3.62500000                                                                        | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $950405.37    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHR 3122 ZB 6% 03/15/36                                | FREDDIE MAC REMICS SER 3122 CL ZB 6.00000000                                                     | CUSIP: 31396JMD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3539 | PA      | $3735.80      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K52 B V/R 11/25/25                          | FREMF 2016-K52 MORTGAGE TRUST SER 2016-K52 CL B V/R REGD 144A P/P 4.06580100                     | CUSIP: 30294DAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4719674.10   | 0.02%             | 2049-01-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7533 2% 08/20/51                           | GINNIE MAE II POOL P#MA7533 2.00000000                                                           | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2900801 | PA      | $2362788.90   | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5763 4% 02/20/49                           | GINNIE MAE II POOL P#MA5763 4.00000000                                                           | CUSIP: 36179UML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7167445 | PA      | $6756219.08   | 0.03%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 2.3% 02/15/31                               | LEIDOS INC REGD SER WI 2.30000000                                                                | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $940627.04    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA 5.35% 04/09/27                         | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.35000000                                                  | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8125177.60   | 0.04%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04834 5% 03/01/36                             | FREDDIE MAC GOLD POOL P#G04834 5.00000000                                                        | CUSIP: 3128M6V39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    826013 | PA      | $838965.27    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRNTS 2023-22A A V/R 07/20/36                          | TRINITAS CLO XXII LTD SER 2023-22A CL A1 V/R REGD 144A P/P 6.12238000                            | CUSIP: 89640HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  14000000 | PA      | $14001106.00  | 0.06%             | 2036-07-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| CGCMT 2018-B2 3.744% 01/10/28                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A3 REGD 3.74400000                    | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21252940 | PA      | $20980345.46  | 0.10%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 4% 06/22/50                                | VIATRIS INC REGD SER WI 4.00000000                                                               | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $3250784.77   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NZES 2021-FHT 3.104% 07/25/56                          | NRZ EXCESS SPREAD-COLLATERALIZED  SER 2021-FHT1 CL A REGD 144A P/P 3.10400000                    | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5209406 | PA      | $5084941.43   | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY 4.75% 02/24/30                         | HERSHEY COMPANY REGD 4.75000000                                                                  | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   2504000 | PA      | $2553678.68   | 0.01%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNR 2006-85 MZ 6.5% 09/25/36                           | FANNIE MAE REMICS SER 2006-85 CL MZ 6.50000000                                                   | CUSIP: 31396KB50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2827 | PA      | $2985.78      | 0.00%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TEL 8.625% 12/15/30                            | BRITISH TELECOMMUNICATIO REGD 9.62500000                                                         | CUSIP: 111021AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $6150125.65   | 0.03%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELIN 2.6% 10/15/25                         | GRAY OAK PIPELINE LLC REGD 144A P/P 2.60000000                                                   | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5543205.81   | 0.03%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AR 3.875% 04/30/28                         | MEXICO CITY ARPT TRUST REGD 144A P/P 3.87500000                                                  | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3645000 | PA      | $3531093.75   | 0.02%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 3.015% 01/10/26                          | DBJPM 16-C1 MORTGAGE TRUST SER 2016-C1 CL A3A REGD 3.01500000                                    | CUSIP: 23312LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13217102 | PA      | $13098339.73  | 0.06%             | 2049-05-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5  V/R 01/25/34                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA5 SER 2021-DNA5 CL M2 V/R REGD 144A P/P 5.95517000         | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    397667 | PA      | $399427.92    | 0.00%             | 2034-01-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2040 2% 02/01/52                              | FANNIE MAE POOL UMBS P#FS2040 2.00000000                                                         | CUSIP: 3140XHHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7825855 | PA      | $6207583.86   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B2 2.103% 05/15/31                          | BENCHMARK 2021-B27 MORTGAGE TRUST SER 2021-B27 CL A4 REGD 2.10300000                             | CUSIP: 08163HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22500000 | PA      | $19760598.00  | 0.09%             | 2054-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER  5.15% 09/15/41                         | SOUTHERN POWER CO REGD 5.15000000                                                                | CUSIP: 843646AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $705533.22    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK  5.375% 01/13/32                         | DAIMLER TRUCK FINAN NA REGD 144A P/P 5.37500000                                                  | CUSIP: 233853BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6285000 | PA      | $6388396.42   | 0.03%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  2.6% 10/01/40                         | GILEAD SCIENCES INC REGD 2.60000000                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $4950516.92   | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JUL 25                              | FNMA 30YR TBA 3.5% JUL 25      TO BE ANNOUNCED 3.50000000                                        | CUSIP: 01F032674<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -2000000 | PA      | $-1800410.76  | -0.01%            | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0242 2.5% 02/01/42                            | FREDDIE MAC POOL UMBS P#SC0242 2.50000000                                                        | CUSIP: 3132D9HT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8682005 | PA      | $7737285.34   | 0.04%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4781 5% 10/20/47                           | GINNIE MAE II POOL P#MA4781 5.00000000                                                           | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90054 | PA      | $90275.40     | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337P9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21720000 | PA      | $17173330.25  | 0.08%             | 2031-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/29                                   | BPCE SA REGD V/R 144A P/P 6.71400000                                                             | CUSIP: 05571AAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3495032.97   | 0.02%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 5.298% 01/30/32                         | TORONTO-DOMINION BANK REGD 5.29800000                                                            | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2815000 | PA      | $2889056.34   | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U80342 3.5% 05/01/33                           | FREDDIE MAC GOLD POOL P#U80342 3.50000000                                                        | CUSIP: 3132G7LX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36100 | PA      | $35224.53     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARM 1.75% 09/15/30                         | REGENERON PHARMACEUTICAL REGD 1.75000000                                                         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2431858.41   | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA6  V/R 09/25/42                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 SER 2022-DNA6 CL M1A V/R REGD 144A P/P 6.45517000        | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    839128 | PA      | $845505.89    | 0.00%             | 2042-09-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| GSMS 2019-GC3 3.567% 04/10/29                          | GS MORTGAGE SECURITIES TRUST 2019-GC39 SER 2019-GC39 CL A4 REGD 3.56700000                       | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1153913 | PA      | $1096161.96   | 0.01%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| FNMA ZCP 03/17/31                                      | FEDERAL NATIONAL MORTGAGE ASSOCIATION ZCP 0.00000000                                             | CUSIP: 3136F1EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $1777321.35   | 0.01%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/35                            | MORGAN STANLEY REGD V/R 5.32000000                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18384000 | PA      | $18608424.15  | 0.09%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES7 A V/R 09/25/28                          | RCKT MORTGAGE TRUST 2024-CES7 SER 2024-CES7 CL A1A V/R REGD 144A P/P 5.15800000                  | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4756317 | PA      | $4742673.09   | 0.02%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| EART 2022-2A D 4.56% 07/17/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL D REGD 4.56000000                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11635000 | PA      | $11595318.83  | 0.05%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/24/26                          | DEUTSCHE BANK NY REGD V/R 2.12900000                                                             | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4805892.40   | 0.02%             | 2026-11-24      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#U80192 3.5% 02/01/33                           | FREDDIE MAC GOLD POOL P#U80192 3.50000000                                                        | CUSIP: 3132G7F91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79815 | PA      | $77682.73     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1020 3% 04/01/52                              | FANNIE MAE POOL UMBS P#FA1020 3.00000000                                                         | CUSIP: 3140W1D26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15216574 | PA      | $13379918.74  | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL8 A V/R 11/25/27                          | PRET 2024-NPL8 LLC SER 2024-NPL8 CL A1 V/R REGD 144A P/P 5.96320000                              | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2547209 | PA      | $2548323.58   | 0.01%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 01/23/46                         | UNITED MEXICAN STATES REGD 4.60000000                                                            | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1494000 | PA      | $1125863.46   | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.45% 01/15/53                         | BURLINGTN NORTH SANTA FE REGD 4.45000000                                                         | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1519751.68   | 0.01%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5% 02/15/32                         | ARTHUR J GALLAGHER & CO REGD 5.00000000                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3542124.76   | 0.02%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC 2.6% 05/10/31                                 | EBAY INC REGD 2.60000000                                                                         | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7172300.72   | 0.03%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  5.36% 06/20/29                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000               | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18682000 | PA      | $19168481.15  | 0.09%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 11/15/31                           | UNITED STATES TREASURY NOTE 1.37500000                                                           | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 101918600 | PA      | $87200121.19  | 0.40%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNR 2010-157 OP ZCP 12/20/40                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-157 CL OP ZCP 0.00000000                       | CUSIP: 38377NF41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174839 | PA      | $149493.38    | 0.00%             | 2040-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2415 4% 10/01/45                              | FANNIE MAE POOL UMBS P#MA2415 4.00000000                                                         | CUSIP: 31418BVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220897 | PA      | $209520.28    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE 3.649% 04/29/31                         | SANTOS FINANCE LTD REGD 144A P/P 3.64900000                                                      | CUSIP: 803014AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   5891000 | PA      | $5484053.84   | 0.03%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3284 3.5% 02/01/33                            | FANNIE MAE POOL UMBS P#MA3284 3.50000000                                                         | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    115665 | PA      | $113971.37    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60651 4% 06/01/46                             | FREDDIE MAC GOLD POOL P#G60651 4.00000000                                                        | CUSIP: 31335AWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3163685 | PA      | $3005178.59   | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINAN 4.7% 09/20/47                         | BROOKFIELD FINANCE INC REGD 4.70000000                                                           | CUSIP: 11271LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    158000 | PA      | $134272.40    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9182 4.52% 10/01/33                           | FANNIE MAE POOL UMBS P#BS9182 4.52000000                                                         | CUSIP: 3140LLFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5005000 | PA      | $5002333.99   | 0.02%             | 2033-10-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB  4.7% 11/10/47                         | GRUPO BIMBO SAB DE CV REGD 144A P/P 4.70000000                                                   | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   4500000 | PA      | $3741932.25   | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R01 1M1 V/R 01/25/44                          | CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 SER 2024-R01 CL 1M1 V/R REGD 144A P/P 5.35517000    | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813470 | PA      | $812965.24    | 0.00%             | 2044-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD6543 2.5% 02/01/52                            | FREDDIE MAC POOL UMBS P#QD6543 2.50000000                                                        | CUSIP: 3133B4HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5921924 | PA      | $4954989.23   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TR 2.866% 09/15/28                         | FIRSTENERGY TRANSMISSION REGD 144A P/P 2.86600000                                                | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2649555.20   | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FNR 2006-43 PO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-43 CL PO ZCP 0.00000000                                               | CUSIP: 31395DC98<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5490 | PA      | $4889.10      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7766 2% 12/20/51                           | GINNIE MAE II POOL P#MA7766 2.00000000                                                           | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5366801 | PA      | $4371348.64   | 0.02%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#827776 5% 07/01/35                              | FANNIE MAE POOL UMBS P#827776 5.00000000                                                         | CUSIP: 31407DT96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3544 | PA      | $3568.23      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3195 PD 6.5% 07/15/36                              | FREDDIE MAC REMICS SER 3195 CL PD 6.50000000                                                     | CUSIP: 31396UCL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17528 | PA      | $18192.54     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 7.29% 06/01/36                         | BURLINGTN NORTH SANTA FE REGD 7.29000000                                                         | CUSIP: 12189TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $158127.28    | 0.00%             | 2036-06-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER 6.35% 03/14/34                         | BANCO SANTANDER SA REGD 6.35000000                                                               | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  13400000 | PA      | $14032753.63  | 0.06%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5138 4.5% 04/20/48                         | GINNIE MAE II POOL P#MA5138 4.50000000                                                           | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138803 | PA      | $135498.52    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/20/30                             | CITIGROUP INC REGD V/R 3.98000000                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3420813.93   | 0.02%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2018 4.5% 03/01/50                            | FANNIE MAE POOL UMBS P#FS2018 4.50000000                                                         | CUSIP: 3140XHG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7239896 | PA      | $7037852.68   | 0.03%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-34 AX 6% 05/25/33                             | FANNIE MAE REMICS SER 2003-34 CL AX 6.00000000                                                   | CUSIP: 31393CDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10253 | PA      | $10712.44     | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 4.908% 07/23/25                         | CHARTER COMM OPT LLC/CAP REGD SER WI 4.90800000                                                  | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2304831.09   | 0.01%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 5.1% 01/19/29                         | AERCAP IRELAND CAP/GLOBA REGD 5.10000000                                                         | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    755000 | PA      | $768479.37    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES 1.65% 10/01/30                         | GILEAD SCIENCES INC REGD 1.65000000                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1486085.50   | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ6306 2% 11/01/50                              | FANNIE MAE POOL UMBS P#BQ6306 2.00000000                                                         | CUSIP: 3140KSAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1224214 | PA      | $984603.56    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.45% 06/08/27                         | JEFFERIES FIN GROUP INC REGD 6.45000000                                                          | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    428000 | PA      | $443242.60    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FHR 2075 PM 6.25% 08/15/28                             | FREDDIE MAC REMICS SER 2075 CL PM 6.25000000                                                     | CUSIP: 3133TGCK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5500 | PA      | $5558.19      | 0.00%             | 2028-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNR 2007-40 SD V/R 07/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-40 CL SD V/R 2.31794000                        | CUSIP: 38375KA93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45670 | PA      | $2042.09      | 0.00%             | 2037-07-20      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| HINTT 2024-A A 5.49% 03/15/43                          | HINNT 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.49000000                                        | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3458102 | PA      | $3515771.88   | 0.02%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#256962 6% 11/01/27                              | FANNIE MAE POOL UMBS P#256962 6.00000000                                                         | CUSIP: 31371NMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2339 | PA      | $2376.70      | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34                         | UNITED MEXICAN STATES REGD 3.50000000                                                            | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   3202000 | PA      | $2683276.00   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC  4.4% 06/30/28                         | GEORGIA-PACIFIC LLC REGD 144A P/P 4.40000000                                                     | CUSIP: 37331NAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3872000 | PA      | $3891427.95   | 0.02%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHR 5230 DM 3.5% 09/25/44                              | FREDDIE MAC REMICS SER 5230 CL DM 3.50000000                                                     | CUSIP: 3137H7WK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12113149 | PA      | $11727023.41  | 0.05%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/32                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128334T4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  46250000 | PA      | $35304497.20  | 0.16%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7844 3% 09/01/46                              | FANNIE MAE POOL UMBS P#AS7844 3.00000000                                                         | CUSIP: 3138WHWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361128 | PA      | $320932.06    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6036 4% 01/01/50                              | FANNIE MAE POOL UMBS P#FM6036 4.00000000                                                         | CUSIP: 3140X9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2800238 | PA      | $2644785.62   | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCAR 2021-3 C 1.41% 09/18/25                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3 CL C REGD 1.41000000                  | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $5003948.64   | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0478 2% 05/01/36                              | FANNIE MAE POOL UMBS P#CB0478 2.00000000                                                         | CUSIP: 3140QKQ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5285398 | PA      | $4837234.50   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                         | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15630000 | PA      | $14650479.78  | 0.07%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 3.9% 02/28/52                         | AON CORP/AON GLOBAL HOLD REGD 3.90000000                                                         | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3151726.56   | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#952835 V/R 09/01/37                             | FANNIE MAE POOL UMBS P#952835 V/R 7.10500000                                                     | CUSIP: 31413RBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5953 | PA      | $6123.98      | 0.00%             | 2037-09-01      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| FHR 2571 FY    V/R 12/15/32                            | FREDDIE MAC REMICS 2571 FY V/R 5.16833000                                                        | CUSIP: 31393L6N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12655 | PA      | $12721.97     | 0.00%             | 2032-12-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W15 2AF V/R 08/25/44                          | FANNIE MAE TRUST 2004-W15 SER 2004-W15 CL 2AF V/R 4.66965000                                     | CUSIP: 31394B2B9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39333 | PA      | $38955.92     | 0.00%             | 2044-08-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H31 FD V/R 12/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H31 CL FD V/R 4.78602000                       | CUSIP: 38375BD74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325704 | PA      | $325562.99    | 0.00%             | 2062-12-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB2869 6% 11/01/38                              | FANNIE MAE POOL UMBS P#AB2869 6.00000000                                                         | CUSIP: 31416YFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24724 | PA      | $25801.13     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TVA 4.25% 09/15/65                                     | TENNESSEE VALLEY AUTHORITY 4.25000000                                                            | CUSIP: 880591ES7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1720000 | PA      | $1386430.48   | 0.01%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M39 1 0.75% 09/25/28                          | FANNIE MAE-ACES SER 2020-M39 CL 1A1 0.75000000                                                   | CUSIP: 3136BBTB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6983710 | PA      | $6627728.22   | 0.03%             | 2028-09-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-77 FG V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-77 CL FG V/R 4.91965000                                               | CUSIP: 31396XJE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20542 | PA      | $20397.61     | 0.00%             | 2037-03-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/53                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  78671000 | PA      | $77958044.06  | 0.36%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CWHL 2002-18 PO ZCP 11/25/32                           | CHL MORTGAGE PASS-THROUGH TRUST 2002-18 SER 2002-18 CL PO ZCP REGD 0.00000000                    | CUSIP: 12669C7X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3415 | PA      | $2701.46      | 0.00%             | 2032-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP 2.25% 12/15/28                            | CUBESMART LP REGD 2.25000000                                                                     | CUSIP: 22966RAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6777700.13   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9504 2.5% 11/01/51                            | FANNIE MAE POOL UMBS P#FM9504 2.50000000                                                         | CUSIP: 3140XDR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14121010 | PA      | $11843595.19  | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8329 5% 06/01/53                              | FREDDIE MAC POOL UMBS P#SD8329 5.00000000                                                        | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11035970 | PA      | $10839302.01  | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 A 1.901% 12/17/26                           | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL A REGD 144A P/P 1.90100000                   | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6183566 | PA      | $5954057.79   | 0.03%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/32                                   | BPCE SA REGD V/R 144A P/P 3.11600000                                                             | CUSIP: 05578QAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $5634234.78   | 0.03%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND G V/R 03/20/30                         | BANK OF IRELAND GROUP REGD V/R 144A P/P 5.60100000                                               | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  15120000 | PA      | $15580645.92  | 0.07%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FNR 2010-147 SA V/R 01/25/41                           | FANNIE MAE REMICS SER 2010-147 CL SA V/R 2.11035000                                              | CUSIP: 31397QW95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245073 | PA      | $30235.48     | 0.00%             | 2041-01-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR1397 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AR1397 3.00000000                                                         | CUSIP: 3138NXRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599973 | PA      | $541135.63    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED 5.79% 07/13/28                         | BANQUE FED CRED MUTUEL REGD 144A P/P 5.79000000                                                  | CUSIP: 06675FBB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5080000 | PA      | $5272770.91   | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/36                              | ING GROEP NV REGD V/R 5.52500000                                                                 | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3150000 | PA      | $3206636.46   | 0.01%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MALT 2004-3 2A 6.25% 04/25/34                          | MASTR ALTERNATIVE LOAN TRUST 2004-3 SER 2004-3 CL 2A1 REGD 6.25000000                            | CUSIP: 576434NV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12729 | PA      | $13160.69     | 0.00%             | 2034-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNR 2007-74 SL V/R 11/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-74 CL SL V/R 2.11376000                        | CUSIP: 38375LZR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58577 | PA      | $264.58       | 0.00%             | 2037-11-16      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| GNR 2005-56 IC 5.5% 07/20/35                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-56 CL IC 5.50000000                            | CUSIP: 38374LRT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8613 | PA      | $940.11       | 0.00%             | 2035-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-7 PF 7% 03/25/31                              | FANNIE MAE REMICS SER 2001-7 CL PF 7.00000000                                                    | CUSIP: 31359SDC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       549 | PA      | $573.57       | 0.00%             | 2031-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.375% 05/15/55                            | ORACLE CORP REGD 4.37500000                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $6574874.96   | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY G 6.2% 01/15/55                         | EASTERN ENERGY GAS REGD 6.20000000                                                               | CUSIP: 27636AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1493240.15   | 0.01%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 4.101% 03/01/28                         | ELEVANCE HEALTH INC REGD 4.10100000                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    920000 | PA      | $917465.03    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/10/29                         | SANTANDER UK GROUP HLDGS REGD V/R 6.53400000                                                     | CUSIP: 80281LAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   9500000 | PA      | $9915335.35   | 0.05%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 4.487% 02/15/42                         | BOSTON GAS COMPANY REGD P/P 4.48700000                                                           | CUSIP: 100743AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $213221.15    | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A39789 4.5% 11/01/35                           | FREDDIE MAC GOLD POOL P#A39789 4.50000000                                                        | CUSIP: 31297V2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3676 | PA      | $3664.11      | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 5.2% 03/27/28                         | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.20000000                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   3905000 | PA      | $3948513.42   | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSMCM 2018-RPL9  V/R 09/25/57                          | CSMCM 2018-RPL9 TRUST SER 2018-RPL9 CL CERT V/R REGD 144A P/P 4.15505800                         | CUSIP: 12656WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1611868 | PA      | $1323032.21   | 0.01%             | 2057-09-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD7369 6.5% 04/01/55                            | FANNIE MAE POOL UMBS P#DD7369 6.50000000                                                         | CUSIP: 3140B8FK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1981391 | PA      | $2062818.21   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7274 5% 02/01/54                              | FANNIE MAE POOL UMBS P#FS7274 5.00000000                                                         | CUSIP: 3140XPCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    951961 | PA      | $939705.01    | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2004-89 LS V/R 10/16/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-89 CL LS V/R 8.15379000                        | CUSIP: 38374JLG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6389 | PA      | $6630.48      | 0.00%             | 2034-10-16      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 06/05/28                         | GOLDMAN SACHS GROUP INC REGD V/R 3.69100000                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9911000 | PA      | $9770122.67   | 0.05%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.95% 02/15/35                         | ENTERPRISE PRODUCTS OPER REGD 4.95000000                                                         | CUSIP: 29379VCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5082240.68   | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  2.55% 02/01/30                         | SOUTHERN CALIF GAS CO REGD SER XX 2.55000000                                                     | CUSIP: 842434CU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2407789.91   | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS3198 1.8% 10/01/33                            | FANNIE MAE POOL UMBS P#BS3198 1.80000000                                                         | CUSIP: 3140LDRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $6195726.53   | 0.03%             | 2033-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL4 A V/R 12/25/28                          | PRPM 2024-RPL4 LLC SER 2024-RPL4 CL A1 V/R REGD 144A P/P 4.00000000                              | CUSIP: 74448MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8384833 | PA      | $8155302.48   | 0.04%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6090 3.5% 08/20/49                         | GINNIE MAE II POOL P#MA6090 3.50000000                                                           | CUSIP: 36179UXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7490478 | PA      | $6852466.62   | 0.03%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE IN 4.75% 05/25/47                         | ENEL FINANCE INTL NV REGD P/P 4.75000000                                                         | CUSIP: 29278GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   7050000 | PA      | $5931196.58   | 0.03%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.5% 06/15/26                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.50000000                                             | CUSIP: 44891ABW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2150573.16   | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65101 4% 10/01/42                             | FREDDIE MAC GOLD POOL P#T65101 4.00000000                                                        | CUSIP: 31322YU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16914 | PA      | $15923.57     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WBCMT 2006-C24 X V/R 03/15/45                          | WACHOVIA BANK COMMERCIAL MORTGAGE TR SER 2006-C24 CL XC V/R REGD 144A P/P 0.00000000             | CUSIP: 92976BGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23369 | PA      | $0.23         | 0.00%             | 2045-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6159 3% 06/01/52                              | FREDDIE MAC POOL UMBS P#SD6159 3.00000000                                                        | CUSIP: 3132DTZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8472400 | PA      | $7379766.87   | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  45022000 | PA      | $45197867.19  | 0.21%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/31                         | BANK OF AMERICA CORP REGD V/R MTN 1.89800000                                                     | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1129095.07   | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/34                         | BANK OF NY MELLON CORP REGD V/R MTN 6.47400000                                                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2620789.67   | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GNMA I P#AY2393 4.25% 12/20/47                         | GINNIE MAE II POOL P#AY2393 4.25000000                                                           | CUSIP: 36196RUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    827170 | PA      | $782859.08    | 0.00%             | 2047-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                         | VERIZON COMMUNICATIONS REGD 2.55000000                                                           | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  11547000 | PA      | $10356367.47  | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 04/01/28                         | VICI PROPERTIES LP REGD 4.75000000                                                               | CUSIP: 925650AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10035000 | PA      | $10117082.49  | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNR 2009-6 SH V/R 02/20/39                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-6 CL SH V/R 1.60794000                         | CUSIP: 38375Y6G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34477 | PA      | $126.49       | 0.00%             | 2039-02-20      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| FHR 3101 UZ 6% 01/15/36                                | FREDDIE MAC REMICS SER 3101 CL UZ 6.00000000                                                     | CUSIP: 31396GLR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40327 | PA      | $42665.94     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 2399 TH 6.5% 01/15/32                              | FREDDIE MAC REMICS SER 2399 CL TH 6.50000000                                                     | CUSIP: 31339MWA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6678 | PA      | $6972.97      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNR 2005-66 SP V/R 08/16/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-66 CL SP V/R 6.07920000                        | CUSIP: 38374LU82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5344 | PA      | $5761.11      | 0.00%             | 2035-08-16      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| SBM7 2003-HYB1 A V/R 09/25/33                          | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII INC SER 2003-HYB1 CL A V/R REGD 7.74006100      | CUSIP: 79549AYG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12489 | PA      | $12826.72     | 0.00%             | 2033-09-25      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3805 4.5% 07/20/46                         | GINNIE MAE II POOL P#MA3805 4.50000000                                                           | CUSIP: 36179SGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    352827 | PA      | $344870.92    | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 6.6% 04/01/36                         | GENERAL MOTORS CO REGD 6.60000000                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    685000 | PA      | $725487.05    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FHR 2086 GB 6% 09/15/28                                | FREDDIE MAC REMICS SER 2086 CL GB 6.00000000                                                     | CUSIP: 3133TGE96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       642 | PA      | $651.31       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ9317 4% 01/01/42                              | FANNIE MAE POOL UMBS P#AJ9317 4.00000000                                                         | CUSIP: 3138E2K79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    840697 | PA      | $811185.97    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#810997 5.5% 10/01/34                            | FANNIE MAE POOL UMBS P#810997 5.50000000                                                         | CUSIP: 31406H7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9226 | PA      | $9170.91      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#256128 6% 02/01/36                              | FANNIE MAE POOL UMBS P#256128 6.00000000                                                         | CUSIP: 31371MPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1281 | PA      | $1321.88      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1187 4% 03/01/47                              | FANNIE MAE POOL UMBS P#FM1187 4.00000000                                                         | CUSIP: 3140X4J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2166359 | PA      | $2054638.33   | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-B A 5.23% 12/15/26                          | FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL A3 REGD 5.23000000                             | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1517046 | PA      | $1525340.58   | 0.01%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 4% 03/01/27                           | CROWN CASTLE INC REGD 4.00000000                                                                 | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    261000 | PA      | $259453.33    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA1  V/R 02/25/44                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA1 SER 2024-DNA1 CL M1 V/R REGD 144A P/P 5.65517000         | CUSIP: 35564NAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3318848 | PA      | $3325228.42   | 0.02%             | 2044-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| DEC 2023-1A A 8.243% 03/01/32                          | DP LION HOLDCO LLC SER 2023-1A CL A REGD P/P 8.24300000                                          | CUSIP: 23359MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3323401 | PA      | $3414967.07   | 0.02%             | 2043-11-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4375 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#RA4375 2.50000000                                                        | CUSIP: 3133KK2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10257889 | PA      | $8640118.28   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE I 4.85% 01/24/77                         | GUARDIAN LIFE INSURANCE REGD 144A P/P 4.85000000                                                 | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $4657273.17   | 0.02%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR10 2 V/R 09/25/36                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR10 SER 2006-AR10 CL 2P V/R REGD 4.43394600 | CUSIP: 93363EAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3932 | PA      | $3406.75      | 0.00%             | 2036-09-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FNR 2013-81 TA 3% 02/25/43                             | FANNIE MAE REMICS SER 2013-81 CL TA 3.00000000                                                   | CUSIP: 3136AFK60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208015 | PA      | $204788.29    | 0.00%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#790964 V/R 09/01/34                             | FANNIE MAE POOL UMBS P#790964 V/R 7.39600000                                                     | CUSIP: 31405JWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       552 | PA      | $561.32       | 0.00%             | 2034-09-01      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/27                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833PE4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  44314000 | PA      | $40909646.52  | 0.19%             | 2027-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 1.6% 08/15/30                         | PUBLIC SERVICE ENTERPRIS REGD 1.60000000                                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $7250287.77   | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GNR 2021-165 ST V/R 01/20/50                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-165 CL ST V/R 0.00000000                       | CUSIP: 38383ABJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2284372 | PA      | $1039.39      | 0.00%             | 2050-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS 2005-PO 3PO ZCP 05/28/35                          | MASTR RESECURITIZATION TRUST 2005-PO SER 2005-PO CL 3PO ZCP REGD 144A P/P 0.00000000             | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7227 | PA      | $5651.85      | 0.00%             | 2035-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787312 2.5% 03/20/52                         | GINNIE MAE II POOL P#787312 2.50000000                                                           | CUSIP: 3622ADAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9776644 | PA      | $8346707.30   | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BVRT 2025-1 A V/R 05/10/33                             | BVRT 2025-1 LLC SER 2025-1 CL A V/R REGD 144A P/P 4.30218000                                     | CUSIP: 05614UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8544348 | PA      | $8228207.12   | 0.04%             | 2033-05-10      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM4789 4.18% 11/01/30                           | FANNIE MAE POOL UMBS P#AM4789 4.18000000                                                         | CUSIP: 3138L5KB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3383572 | PA      | $3370227.50   | 0.02%             | 2030-11-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4920 6% 02/01/53                              | FANNIE MAE POOL UMBS P#MA4920 6.00000000                                                         | CUSIP: 31418EPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5992453 | PA      | $6105841.36   | 0.03%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 4.725% 11/15/28                         | DUPONT DE NEMOURS INC REGD 4.72500000                                                            | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6964139.05   | 0.03%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2781 6.5% 07/20/29                           | GINNIE MAE II POOL P#2781 6.50000000                                                             | CUSIP: 36202DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16001 | PA      | $16448.46     | 0.00%             | 2029-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8420 5.5% 04/01/54                            | FREDDIE MAC POOL UMBS P#SD8420 5.50000000                                                        | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18864476 | PA      | $18868017.80  | 0.09%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RE 4.33% 11/15/55                         | TEXAS HEALTH RESOURCES REGD 4.33000000                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $813082.86    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| WFMBS 2007-7 A7 6% 06/25/37                            | WELLS FARGO MORTGAGE BACKED SECURITIES 2007-7 TRUST SER 2007-7 CL A7 REGD 6.00000000             | CUSIP: 94985JAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4288 | PA      | $3880.47      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2003-12 SP V/R 02/20/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-12 CL SP V/R 3.26794000                        | CUSIP: 38373SNF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6976 | PA      | $50.42        | 0.00%             | 2033-02-20      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 8.375% 07/15/33                         | TIME WARNER CABLE ENTRMN REGD SER * 8.37500000                                                   | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $616012.33    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784847 4.5% 11/20/49                         | GINNIE MAE II POOL P#784847 4.50000000                                                           | CUSIP: 3622AAHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4411611 | PA      | $4224972.33   | 0.02%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 2.95% 02/15/27                         | CMS ENERGY CORP REGD 2.95000000                                                                  | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    348000 | PA      | $339719.71    | 0.00%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4923 4.5% 01/20/41                           | GINNIE MAE II POOL P#4923 4.50000000                                                             | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202735 | PA      | $201161.67    | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/29                         | JPMORGAN CHASE & CO REGD V/R 5.29900000                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16375000 | PA      | $16812413.75  | 0.08%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| SASC 2002-AL1  3.45% 02/25/32                          | STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CER SER 2002-AL1 CL A2 REGD 3.45000000             | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       880 | PA      | $753.58       | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 A1 V/R 02/25/26                          | OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 2.97855000                             | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6993826 | PA      | $6633619.07   | 0.03%             | 2062-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| HERO 2016-3A A 3.08% 09/20/36                          | HERO FUNDING TRUST 2016-3 SER 2016-3A CL A1 REGD 144A P/P 3.08000000                             | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215966 | PA      | $196630.19    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A2 2A V/R 11/25/08                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 SER 2007-A2 CL 2A1 V/R REGD 6.60582200               | CUSIP: 16163LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13262 | PA      | $13215.68     | 0.00%             | 2035-06-25      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FNR 2011-2 WA V/R 02/25/51                             | FANNIE MAE REMICS SER 2011-2 CL WA V/R 5.82474100                                                | CUSIP: 31397QHL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26536 | PA      | $27545.47     | 0.00%             | 2051-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 09/16/26                              | DNB BANK ASA REGD V/R 144A P/P 1.12700000                                                        | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $3970395.20   | 0.02%             | 2026-09-16      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| FNR 2003-91 SD V/R 09/25/33                            | FANNIE MAE REMICS SER 2003-91 CL SD V/R 5.13391700                                               | CUSIP: 31393EQX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4377 | PA      | $4511.05      | 0.00%             | 2033-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB1  S/UP 01/25/36                          | SECURITIZED ASSET BACKED RECEIVABLES LLC TRU SER 2006-CB1 CL AF2 S/UP REGD 5.73600000            | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39157 | PA      | $33427.15     | 0.00%             | 2036-01-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7705 2.5% 11/20/51                         | GINNIE MAE II POOL P#MA7705 2.50000000                                                           | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14742755 | PA      | $12531583.60  | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.2% 10/15/30                         | EXTRA SPACE STORAGE LP REGD 2.20000000                                                           | CUSIP: 30225VAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2326325.87   | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/28                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CJN2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16913000 | PA      | $17265133.90  | 0.08%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1125 4% 07/01/42                              | FANNIE MAE POOL UMBS P#MA1125 4.00000000                                                         | CUSIP: 31418AHB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    159205 | PA      | $152845.78    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3763 4.29% 05/01/35                           | FANNIE MAE POOL UMBS P#BZ3763 4.29000000                                                         | CUSIP: 3140NYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13068000 | PA      | $12675020.28  | 0.06%             | 2035-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.25% 03/01/28                               | BOEING CO REGD 3.25000000                                                                        | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $1990546.69   | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 4.3% 07/15/29                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.30000000                                                | CUSIP: 92840VAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3609225.48   | 0.02%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47                         | GINNIE MAE II POOL P#MA4196 3.50000000                                                           | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13893 | PA      | $12872.01     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FSPC T-42 A5 7.5% 02/25/42                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-42 CL A5 7.50000000                       | CUSIP: 31392MH39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123930 | PA      | $132060.03    | 0.00%             | 2042-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1386 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1G1386 V/R 6.79700000                                                | CUSIP: 3128QJRF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21271 | PA      | $21805.79     | 0.00%             | 2036-12-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45                               | UNITED STATES TREASURY BOND 5.00000000                                                           | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  79529000 | PA      | $81691194.69  | 0.38%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-65 MT 5% 09/25/39                             | FANNIE MAE REMICS SER 2009-65 CL MT 5.00000000                                                   | CUSIP: 31396QH93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19886 | PA      | $20339.87     | 0.00%             | 2039-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.85% 09/01/43                         | PARAMOUNT GLOBAL REGD 5.85000000                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    952000 | PA      | $828543.04    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#689977 8% 03/01/27                              | FANNIE MAE POOL UMBS P#689977 8.00000000                                                         | CUSIP: 31400KQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       733 | PA      | $734.87       | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.7% 10/15/49                         | AMERICAN TOWER CORP REGD 3.70000000                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1509081.43   | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                              | AKER BP ASA REGD 144A P/P 3.10000000                                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   7730000 | PA      | $6902710.43   | 0.03%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A74793 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#A74793 5.00000000                                                        | CUSIP: 3128L8KE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104785 | PA      | $106431.59    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2023-1 MT 3% 10/25/62                             | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2023-1 SER 2023-1 CL MT 3.00000000        | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7915356 | PA      | $6651047.40   | 0.03%             | 2062-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2224 CB 8% 03/15/30                                | FREDDIE MAC REMICS SER 2224 CL CB 8.00000000                                                     | CUSIP: 3133TNK45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1777 | PA      | $1849.69      | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2076 5% 07/20/44                           | GINNIE MAE II POOL P#MA2076 5.00000000                                                           | CUSIP: 36179QJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223080 | PA      | $225138.16    | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#745275 5% 02/01/36                              | FANNIE MAE POOL UMBS P#745275 5.00000000                                                         | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11285 | PA      | $11449.92     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.55% 09/26/29                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.55000000                                                 | CUSIP: 44891ADG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2081269.93   | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0896 3% 12/01/51                              | FANNIE MAE POOL UMBS P#FS0896 3.00000000                                                         | CUSIP: 3140XF7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17191361 | PA      | $15055619.16  | 0.07%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS5907 3.54% 06/01/32                           | FANNIE MAE POOL UMBS P#BS5907 3.54000000                                                         | CUSIP: 3140LGR53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15495000 | PA      | $14550229.87  | 0.07%             | 2032-06-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  2.95% 01/15/51                         | AMERICAN TOWER CORP REGD 2.95000000                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $554017.31    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4106 3.5% 12/01/41                            | FANNIE MAE POOL UMBS P#AB4106 3.50000000                                                         | CUSIP: 31417AR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86105 | PA      | $80873.88     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5082 4.5% 06/20/41                           | GINNIE MAE II POOL P#5082 4.50000000                                                             | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639801 | PA      | $631301.64    | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2004-96 SC V/R 11/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-96 CL SC V/R 1.64794000                        | CUSIP: 38374JG75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77962 | PA      | $294.89       | 0.00%             | 2034-11-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE 5.8% 03/15/32                             | AES CORP/THE REGD 5.80000000                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3370711.94   | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1273 2% 08/01/51                              | FANNIE MAE POOL UMBS P#CB1273 2.00000000                                                         | CUSIP: 3140QLMX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1864429 | PA      | $1489775.24   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3378 4.5% 01/20/46                         | GINNIE MAE II POOL P#MA3378 4.50000000                                                           | CUSIP: 36179RXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    758629 | PA      | $740100.92    | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1120 3% 08/01/47                              | FANNIE MAE POOL UMBS P#FA1120 3.00000000                                                         | CUSIP: 3140W1G64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17520588 | PA      | $15528919.37  | 0.07%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.65% 02/01/28                                | AT&T INC REGD 1.65000000                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    525000 | PA      | $492516.30    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.85% 04/05/29                         | COREBRIDGE FINANCIAL INC REGD 3.85000000                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1425611.95   | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-3A  4.85% 01/17/28                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 SER 2024-3A CL B REGD 144A P/P 4.85000000               | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6285000 | PA      | $6300205.30   | 0.03%             | 2034-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/36                              | CAIXABANK SA REGD V/R 144A P/P 0.00000000                                                        | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   2235000 | PA      | $2257924.40   | 0.01%             | 2036-07-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VM DEBT 2019- 7.46% 07/18/27                           | VM DEBT 2019-1 TR  REGD 144A 7.46000000                                                          | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14993823 | PA      | $14262783.97  | 0.07%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6339 3.8% 09/01/32                            | FANNIE MAE POOL UMBS P#BS6339 3.80000000                                                         | CUSIP: 3140LHBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9608959 | PA      | $9206993.18   | 0.04%             | 2032-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.25% 02/01/28                               | BOEING CO REGD 3.25000000                                                                        | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3110580.55   | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3951 3% 07/01/50                              | FANNIE MAE POOL UMBS P#FM3951 3.00000000                                                         | CUSIP: 3140X7L98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    723218 | PA      | $641390.91    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-59 WA V/R 08/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-59 CL WA V/R 5.57391000                        | CUSIP: 38378ERH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83647 | PA      | $86084.71     | 0.00%             | 2038-08-20      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61657 5% 12/01/47                             | FREDDIE MAC GOLD POOL P#G61657 5.00000000                                                        | CUSIP: 31335BZW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    992073 | PA      | $983137.98    | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H17 FC V/R 07/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H17 CL FC V/R 4.94602000                       | CUSIP: 38375UNP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    687792 | PA      | $689096.72    | 0.00%             | 2064-07-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTR 2004-1 30P ZCP 02/25/34                          | MASTR ASSET SECURITIZATION TRUST 2004-1 SER 2004-1 CL 30PO ZCP REGD 0.00000000                   | CUSIP: 55265K6X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       916 | PA      | $680.40       | 0.00%             | 2034-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 05/15/31                                | US BANCORP REGD V/R 5.08300000                                                                   | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10559000 | PA      | $10770618.62  | 0.05%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6931 2.5% 10/20/50                         | GINNIE MAE II POOL P#MA6931 2.50000000                                                           | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    213034 | PA      | $181292.74    | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHS 233 11 5% 09/15/35                                 | FREDDIE MAC STRIPS SER 233 CL 11 5.00000000                                                      | CUSIP: 31282YDW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39421 | PA      | $6458.39      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.95% 06/30/33                         | CHENIERE ENERGY PARTNERS REGD 5.95000000                                                         | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3131505.99   | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHR 2631 SA V/R 06/15/33                               | FREDDIE MAC REMICS SER 2631 CL SA V/R 6.74972800                                                 | CUSIP: 31393RY20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21205 | PA      | $22130.73     | 0.00%             | 2033-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q12052 3.5% 10/01/42                           | FREDDIE MAC GOLD POOL P#Q12052 3.50000000                                                        | CUSIP: 3132HNH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    829610 | PA      | $779220.68    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-116 HI V/R 01/25/38                           | FANNIE MAE REMICS SER 2007-116 CL HI V/R 1.71574000                                              | CUSIP: 31396X6G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109650 | PA      | $6428.19      | 0.00%             | 2038-01-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN 5.125% 10/07/34                         | GOODMAN US FINANCE SIX REGD 144A P/P 5.12500000                                                  | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1106371.13   | 0.01%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                              | ORACLE CORP REGD 3.60000000                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1454632.75   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-1 M55G 3% 08/25/59                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 SER 2020-1 CL M55G 3.00000000      | CUSIP: 35563PPE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4469397 | PA      | $4010333.54   | 0.02%             | 2059-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K138 AM 1.889% 01/25/32                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K138 CL AM 1.88900000           | CUSIP: 3137H5XV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $3692676.17   | 0.02%             | 2032-01-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C30 2.86% 08/15/26                          | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C30 CL A5 REGD 2.86000000         | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7336000 | PA      | $7153922.68   | 0.03%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GNR 2007-17 JO V/R 04/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-17 CL JO V/R 0.00000000                        | CUSIP: 38375JTE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29726 | PA      | $24402.41     | 0.00%             | 2037-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCCIT 2025-A2  4.49% 06/18/30                          | CITIBANK CREDIT CARD ISSUANCE TRUST SER 2025-A2 CL A REGD 4.49000000                             | CUSIP: 17305EHB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6965000 | PA      | $7014847.11   | 0.03%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.55% 04/01/35                         | DIAMONDBACK ENERGY INC REGD 5.55000000                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4675210.67   | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0681 3% 09/01/51                              | FREDDIE MAC POOL UMBS P#SD0681 3.00000000                                                        | CUSIP: 3132DMXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8682704 | PA      | $7588284.18   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0662 5.5% 01/01/38                            | FANNIE MAE POOL UMBS P#AL0662 5.50000000                                                         | CUSIP: 3138EGWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32046 | PA      | $32809.69     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBM7 2003-UP2 PO ZCP 12/25/18                          | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII INC SER 2003-UP2 CL PO1 ZCP REGD 0.00000000     | CUSIP: 79549AXS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       140 | PA      | $138.98       | 0.00%             | 2033-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8538 5.5% 05/01/54                            | FANNIE MAE POOL UMBS P#CB8538 5.50000000                                                         | CUSIP: 3140QUPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3974377 | PA      | $3978809.79   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELI 3.6% 09/01/32                         | BOARDWALK PIPELINES LP REGD 3.60000000                                                           | CUSIP: 096630AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4525769.00   | 0.02%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 4.05% 08/15/52                         | NORFOLK SOUTHERN CORP REGD SER WI 4.05000000                                                     | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $849983.77    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FMMSR 2024-SAT1  V/R 03/26/27                          | FMC GMSR ISSUER TRUST SER 2024-SAT1 CL A V/R REGD 144A P/P 6.50000000                            | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12840000 | PA      | $12964562.12  | 0.06%             | 2027-03-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 11/15/30                           | UNITED STATES TREASURY NOTE 0.87500000                                                           | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20235000 | PA      | $17357045.56  | 0.08%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A83645 5% 12/01/38                             | FREDDIE MAC GOLD POOL P#A83645 5.00000000                                                        | CUSIP: 312930BN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       255 | PA      | $259.28       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0140 4.5% 08/01/29                            | FANNIE MAE POOL UMBS P#MA0140 4.50000000                                                         | CUSIP: 31417YEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26001 | PA      | $25995.86     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-3A C 6.01% 05/15/29                          | GLS AUTO RECEIVABLES ISSUER TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 6.01000000               | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4738000 | PA      | $4782928.09   | 0.02%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H01 FD V/R 01/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H01 CL FD V/R 5.09602000                       | CUSIP: 38375UCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147892 | PA      | $148485.04    | 0.00%             | 2064-01-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BA7567 4.5% 05/20/48                         | GINNIE MAE II POOL P#BA7567 4.50000000                                                           | CUSIP: 3617ALMQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1585624 | PA      | $1514721.88   | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEV 4.2% 07/15/46                         | MOLSON COORS BEVERAGE REGD 4.20000000                                                            | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1205488.98   | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 2.75% 05/14/31                         | BUNGE LTD FINANCE CORP REGD 2.75000000                                                           | CUSIP: 120568BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3530304.73   | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.15% 10/01/44                          | PECO ENERGY CO REGD 4.15000000                                                                   | CUSIP: 693304AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $293367.08    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785531 2.5% 06/20/51                         | GINNIE MAE II POOL P#785531 2.50000000                                                           | CUSIP: 3622ABA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11998341 | PA      | $10137708.38  | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1399 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1399 V/R 6.75000000                                                | CUSIP: 3128NHRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       569 | PA      | $583.60       | 0.00%             | 2036-12-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4597 2% 05/01/52                              | FANNIE MAE POOL UMBS P#MA4597 2.00000000                                                         | CUSIP: 31418EDB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10513820 | PA      | $8336216.19   | 0.04%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  5.75% 10/12/10                         | UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000                                               | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    588000 | PA      | $462462.00    | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-4A C 6.65% 12/15/26                          | GLS AUTO RECEIVABLES ISSUER TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.65000000               | CUSIP: 362929AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6620671.85   | 0.03%             | 2029-08-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.25% 03/14/35                         | RIO TINTO FIN USA PLC REGD 5.25000000                                                            | CUSIP: 76720AAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1943396.25   | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNR 2010-39 OT ZCP 10/25/35                            | FANNIE MAE REMICS SER 2010-39 CL OT ZCP 0.00000000                                               | CUSIP: 31398PU23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6862 | PA      | $5946.60      | 0.00%             | 2035-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4724 3.5% 12/01/41                            | FANNIE MAE POOL UMBS P#AJ4724 3.50000000                                                         | CUSIP: 3138AWHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160600 | PA      | $150825.60    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02301 5% 07/01/36                             | FREDDIE MAC GOLD POOL P#G02301 5.00000000                                                        | CUSIP: 3128LXRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       748 | PA      | $761.25       | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995156 7.5% 03/01/35                            | FANNIE MAE POOL UMBS P#995156 7.50000000                                                         | CUSIP: 31416BQH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11468 | PA      | $11864.51     | 0.00%             | 2035-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TVA 2.875% 02/01/27                                    | TENNESSEE VALLEY AUTHORITY SER A 2.87500000                                                      | CUSIP: 880591EU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    805000 | PA      | $792713.49    | 0.00%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HPA 2022-SFR1 MEZ V/R 04/15/26                         | HPA 2022-SFR1 MEZZ PC FRN 15   VARIABLE REGD 3.95000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   1790823 | PA      | $1772557.08   | 0.01%             | 2026-04-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR3 3.39% 07/17/30                          | PROGRESS RESIDENTIAL 2025-SFR3 TRUST SER 2025-SFR3 CL B REGD 144A P/P 3.39000000                 | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8310000 | PA      | $7643646.03   | 0.04%             | 2030-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#751341 5.5% 03/01/34                            | FANNIE MAE POOL UMBS P#751341 5.50000000                                                         | CUSIP: 31403KWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2883 | PA      | $2902.88      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2617 6% 10/01/40                              | FANNIE MAE POOL UMBS P#AL2617 6.00000000                                                         | CUSIP: 3138EJ4B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    491786 | PA      | $515560.25    | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H08 FS V/R 04/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H08 CL FS V/R 5.14602000                       | CUSIP: 38375BQP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214955 | PA      | $216224.81    | 0.00%             | 2062-04-20      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H07 MA V/R 04/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL MA V/R 4.99602000                       | CUSIP: 38375BR61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        48 | PA      | $47.48        | 0.00%             | 2062-04-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30                             | CITIGROUP INC REGD V/R 5.17400000                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2550583.90   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4262 3.5% 02/20/47                         | GINNIE MAE II POOL P#MA4262 3.50000000                                                           | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2404534 | PA      | $2227778.93   | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS  4.004% 08/15/46                         | MASSACHUSETTS ELECTRIC REGD 144A P/P 4.00400000                                                  | CUSIP: 575634AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    624000 | PA      | $493636.72    | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1839 4% 12/01/40                              | FANNIE MAE POOL UMBS P#AH1839 4.00000000                                                         | CUSIP: 3138A3BH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     76542 | PA      | $73360.19     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES &  7.4% 01/13/28                         | F&G ANNUITIES & LIFE INC REGD SER WI 7.40000000                                                  | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1380240.15   | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FP0013 4% 06/01/48                              | FANNIE MAE POOL UMBS P#FP0013 4.00000000                                                         | CUSIP: 3140XTAP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4648127 | PA      | $4399013.21   | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4254 1.5% 02/01/51                            | FANNIE MAE POOL UMBS P#MA4254 1.50000000                                                         | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16658312 | PA      | $12535102.94  | 0.06%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB9667 3% 03/01/51                              | FREDDIE MAC POOL UMBS P#QB9667 3.00000000                                                        | CUSIP: 3133AGW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1596563 | PA      | $1401318.54   | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08540 3% 08/01/43                             | FREDDIE MAC GOLD POOL P#G08540 3.00000000                                                        | CUSIP: 3128MJS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2372845 | PA      | $2144298.03   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPO 5% 06/15/45                         | DEVON ENERGY CORPORATION REGD 5.00000000                                                         | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1925464.97   | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7534 2.5% 08/20/51                         | GINNIE MAE II POOL P#MA7534 2.50000000                                                           | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  46900570 | PA      | $39866478.85  | 0.18%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8107 2.5% 11/01/50                            | FREDDIE MAC POOL UMBS P#SD8107 2.50000000                                                        | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1803958 | PA      | $1510018.37   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFI 2019-C A2 2.37% 04/15/28                          | SOFI PROFESSIONAL LOAN PROGRAM 2019-C LLC SER 2019-C CL A2FX REGD 144A P/P 2.37000000            | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1904595 | PA      | $1828783.05   | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 2A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 2A1 V/R REGD 5.96857900               | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14241 | PA      | $13659.02     | 0.00%             | 2037-02-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| GNMA P#554108 6.5% 03/15/28                            | GINNIE MAE I POOL P#554108 6.50000000                                                            | CUSIP: 36213GR52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1687 | PA      | $1703.09      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA P#254693 5.500% 04/01/33                          | FEDERAL NATIONAL MORTGAGE ASSN  POOL #254693 5.50000000                                          | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15432 | PA      | $15757.55     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/01/30                           | DANSKE BANK A/S REGD V/R 144A P/P 5.70500000                                                     | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3480000 | PA      | $3610605.37   | 0.02%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2372 4% 11/20/44                           | GINNIE MAE II POOL P#MA2372 4.00000000                                                           | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5919463 | PA      | $5623728.90   | 0.03%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES 6% 03/15/55                         | WILLIAMS COMPANIES INC REGD 6.00000000                                                           | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    535000 | PA      | $534238.60    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.375% 10/06/30                         | GLENCORE FUNDING LLC REGD 144A P/P 6.37500000                                                    | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2884900.62   | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKIN 4.4% 05/19/26                         | AUST & NZ BANKING GROUP REGD 144A P/P 4.40000000                                                 | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1816000 | PA      | $1813351.40   | 0.01%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1  2.9% 06/17/28                          | AMSR 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.90000000                                | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3677716.23   | 0.02%             | 2038-06-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N1463 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1N1463 V/R 6.85600000                                                | CUSIP: 3128QHTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1922 | PA      | $1922.65      | 0.00%             | 2037-05-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0580 3% 04/01/51                              | FREDDIE MAC POOL UMBS P#SD0580 3.00000000                                                        | CUSIP: 3132DMUD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10357409 | PA      | $9050773.86   | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 7.8% 05/15/27                         | NORFOLK SOUTHERN CORP REGD 7.80000000                                                            | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1817349.42   | 0.01%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3802 3% 07/20/46                           | GINNIE MAE II POOL P#MA3802 3.00000000                                                           | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1287202 | PA      | $1155636.56   | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMSI 2006-4 1A2 6% 08/25/36                            | CITICORP MORTGAGE SECURITIES TRUST SERIES 2006-4 SER 2006-4 CL 1A2 REGD 6.00000000               | CUSIP: 17310DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16642 | PA      | $15193.31     | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-25 SE V/R 09/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-25 CL SE V/R 3.16794000                        | CUSIP: 38374XSE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31283 | PA      | $1093.19      | 0.00%             | 2038-09-20      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3665 4% 03/01/48                              | FANNIE MAE POOL UMBS P#BM3665 4.00000000                                                         | CUSIP: 3140J8CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4433682 | PA      | $4198192.89   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLST 2025-1 A1 3% 05/25/35                             | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-1 SER 2025-1 CL A1 3.00000000            | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17558538 | PA      | $16063189.98  | 0.07%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4323 4.5% 03/20/47                         | GINNIE MAE II POOL P#MA4323 4.50000000                                                           | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181349 | PA      | $177072.32    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-6 C 6.4% 12/15/27                           | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SER 2023-6 CL C REGD 6.40000000                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1035063.30   | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32                         | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9805000 | PA      | $8715203.37   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FNGT 2002-T16 A2 7% 07/25/42                           | FANNIE MAE GRANTOR TRUST 2002-T16 SER 2002-T16 CL A2 7.00000000                                  | CUSIP: 31392FDC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60062 | PA      | $63060.87     | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TNG23 2023-1  5.169% 04/01/39                          | TEXAS NATURAL GAS SECURITIZATION FINANCE CORP SER 2023-1 CL A2 REGD 5.16900000                   | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10028000 | PA      | $10129333.94  | 0.05%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 10/18/30                         | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.65000000                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  11560000 | PA      | $11580300.17  | 0.05%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNR 2004-51 SY V/R 07/25/34                            | FANNIE MAE REMICS SER 2004-51 CL SY V/R 5.40070000                                               | CUSIP: 31393Y4T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4212 | PA      | $4272.61      | 0.00%             | 2034-07-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| FNR 2009-112 ST V/R 01/25/40                           | FANNIE MAE REMICS SER 2009-112 CL ST V/R 1.83035000                                              | CUSIP: 31398GKH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45521 | PA      | $4638.18      | 0.00%             | 2040-01-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#868952 V/R 05/01/36                             | FANNIE MAE POOL UMBS P#868952 V/R 6.80500000                                                     | CUSIP: 31409EL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1060 | PA      | $1081.96      | 0.00%             | 2036-05-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FNR 2004-61 FH V/R 11/25/32                            | FANNIE MAE REMICS SER 2004-61 CL FH V/R 5.21965000                                               | CUSIP: 31394ARN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71705 | PA      | $72150.03     | 0.00%             | 2032-11-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.75% 08/01/43                          | HALLIBURTON CO REGD 4.75000000                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    565000 | PA      | $489929.81    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% JUL 25                              | FNMA 30YR TBA 6.5% JUL 25      TO BE ANNOUNCED 6.50000000                                        | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19175000 | PA      | $19797739.00  | 0.09%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785445 2.5% 03/20/51                         | GINNIE MAE II POOL P#785445 2.50000000                                                           | CUSIP: 3622AA5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18923432 | PA      | $15851542.57  | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-2 A1 V/R 01/25/32                            | TOWD POINT MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.75000000                   | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12988032 | PA      | $12293561.78  | 0.06%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MDST 2006-1 M 6.083% 10/15/40                          | MID-STATE CAPITAL CORP 2006-1 TRUST SER 2006-1 CL M1 REGD 144A P/P 6.08300000                    | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251417 | PA      | $252201.60    | 0.00%             | 2040-10-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3768 3.5% 06/01/52                            | FANNIE MAE POOL UMBS P#CB3768 3.50000000                                                         | CUSIP: 3140QPFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8445545 | PA      | $7661917.23   | 0.04%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9307 5.5% 06/01/53                            | FREDDIE MAC POOL UMBS P#RA9307 5.50000000                                                        | CUSIP: 3133KRKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6980884 | PA      | $7007737.32   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/19/35                              | ING GROEP NV REGD V/R 5.55000000                                                                 | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5119636.55   | 0.02%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61                          | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 5.75000000             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4201524 | PA      | $4200547.89   | 0.02%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ 2.048% 07/17/30                         | MITSUBISHI UFJ FIN GRP REGD 2.04800000                                                           | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2940000 | PA      | $2610970.49   | 0.01%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  34945000 | PA      | $35078773.65  | 0.16%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHR 3149 SO ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3149 CL SO ZCP 0.00000000                                                 | CUSIP: 31396RJA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7410 | PA      | $5928.91      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 4077 FB V/R 07/15/42                               | FREDDIE MAC REMICS SER 4077 CL FB V/R 4.91833000                                                 | CUSIP: 3137ASAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130515 | PA      | $128970.61    | 0.00%             | 2042-07-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 03/14/30                         | BANCO SANTANDER SA REGD V/R SER * 5.53800000                                                     | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3505736.33   | 0.02%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL9645 1.5% 01/01/31                            | FANNIE MAE POOL UMBS P#BL9645 1.50000000                                                         | CUSIP: 3140J2WF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8640114.80   | 0.04%             | 2031-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                              | BOEING CO REGD 5.70500000                                                                        | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1536244.68   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FNMNT 2023-2 A 5.77% 09/15/26                          | FIRST NATIONAL MASTER NOTE TRUST SER 2023-2 CL A REGD 5.77000000                                 | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9800000 | PA      | $9967736.80   | 0.05%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91840 3% 07/01/35                             | FREDDIE MAC GOLD POOL P#C91840 3.00000000                                                        | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2502641 | PA      | $2385425.46   | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#781087 V/R 12/01/33                            | FREDDIE MAC NON GOLD POOL P#781087 V/R 6.35500000                                                | CUSIP: 31349SF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5212 | PA      | $5322.89      | 0.00%             | 2033-12-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A88871 7% 01/01/31                             | FREDDIE MAC GOLD POOL P#A88871 7.00000000                                                        | CUSIP: 3129352C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5524 | PA      | $5829.98      | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0700 2% 01/01/51                              | FREDDIE MAC POOL UMBS P#SD0700 2.00000000                                                        | CUSIP: 3132DMX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1374116 | PA      | $1121382.51   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8607 4.97% 12/01/30                           | FANNIE MAE POOL UMBS P#BS8607 4.97000000                                                         | CUSIP: 3140LKR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8143853 | PA      | $8360161.39   | 0.04%             | 2030-12-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.05% 04/04/28                         | GENERAL MOTORS FINL CO REGD 5.05000000                                                           | CUSIP: 37045XFE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5037906.75   | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 1.9% 06/15/28                         | NEXTERA ENERGY CAPITAL REGD 1.90000000                                                           | CUSIP: 65339KBW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5605000 | PA      | $5237295.69   | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#945870 6.5% 08/01/37                            | FANNIE MAE POOL UMBS P#945870 6.50000000                                                         | CUSIP: 31413HJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16509 | PA      | $17289.20     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA  3.13% 02/15/68                          | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C SER 2019-CA CL A2 REGD 144A P/P 3.13000000      | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    969184 | PA      | $950218.23    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  5.4% 06/01/41                         | BURLINGTN NORTH SANTA FE REGD 5.40000000                                                         | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    542000 | PA      | $539297.39    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHR 2642 SL V/R 07/15/33                               | FREDDIE MAC REMICS SER 2642 CL SL V/R 4.58648500                                                 | CUSIP: 31393VYC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       462 | PA      | $400.89       | 0.00%             | 2033-07-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| FMMSR 2021-GT2 A V/R 10/25/26                          | FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000                             | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8250000 | PA      | $7845350.70   | 0.04%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.5% 01/15/29                                 | EQT CORP REGD 144A P/P 4.50000000                                                                | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4939222.10   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-4 BD 4.5% 02/25/39                            | FANNIE MAE REMICS SER 2009-4 CL BD 4.50000000                                                    | CUSIP: 31397MW94<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       565 | PA      | $521.77       | 0.00%             | 2039-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 5.7% 05/08/33                         | GLENCORE FUNDING LLC REGD 144A P/P 5.70000000                                                    | CUSIP: 378272BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1757600.93   | 0.01%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT  6.25% 05/31/30                         | MSD INVESTMENT CORP REGD 144A P/P 6.25000000                                                     | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1562836.90   | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.95% 04/01/55                                 | MPLX LP REGD 5.95000000                                                                          | CUSIP: 55336VBZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1281077.21   | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M4 A2 V/R 03/25/28                            | FANNIE MAE-ACES SER 2018-M4 CL A2 V/R 3.15900000                                                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2756684 | PA      | $2684816.26   | 0.01%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50                         | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                         | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $594012.41    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.75% 12/15/37                               | AETNA INC REGD 6.75000000                                                                        | CUSIP: 00817YAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $368373.94    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL5788 5% 05/01/42                              | FANNIE MAE POOL UMBS P#AL5788 5.00000000                                                         | CUSIP: 3138ENNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    665542 | PA      | $673817.67    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3549 FA V/R 07/15/39                               | FREDDIE MAC REMICS SER 3549 CL FA V/R 5.61833000                                                 | CUSIP: 31398EP99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4838 | PA      | $4877.30      | 0.00%             | 2039-07-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0545 4% 10/01/48                              | FANNIE MAE POOL UMBS P#BN0545 4.00000000                                                         | CUSIP: 3140JGTB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202996 | PA      | $191993.51    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.7% 09/15/47                           | PECO ENERGY CO REGD 3.70000000                                                                   | CUSIP: 693304AV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1608115.02   | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY L 3.85% 04/01/27                         | VENTAS REALTY LP REGD 3.85000000                                                                 | CUSIP: 92277GAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    677000 | PA      | $670494.72    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES4 A V/R 09/25/28                          | TOWD POINT MORTGAGE TRUST 2024-CES4 SER 2024-CES4 CL A1 V/R REGD 144A P/P 5.12200000             | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5788394 | PA      | $5762618.39   | 0.03%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05671 5.5% 08/01/38                           | FREDDIE MAC GOLD POOL P#G05671 5.50000000                                                        | CUSIP: 3128M7T48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23718 | PA      | $24460.48     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNS 329 1 ZCP 01/25/33                                 | FANNIE MAE INTEREST STRIP SER 329 CL 1 ZCP 0.00000000                                            | CUSIP: 3136FAWE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2366 | PA      | $2109.76      | 0.00%             | 2033-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK0436 3% 12/01/49                              | FANNIE MAE POOL UMBS P#BK0436 3.00000000                                                         | CUSIP: 3140HDPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587597 | PA      | $517945.32    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLG 2021-OVA  2.585% 07/15/31                          | SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL A REGD 144A P/P 2.58540000                             | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9955000 | PA      | $8731477.74   | 0.04%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GNR 2007-27 SD V/R 05/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-27 CL SD V/R 1.76794000                        | CUSIP: 38375JJ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56796 | PA      | $1724.97      | 0.00%             | 2037-05-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7367 2.5% 05/20/51                         | GINNIE MAE II POOL P#MA7367 2.50000000                                                           | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8177418 | PA      | $6953865.57   | 0.03%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY IN 7% 06/15/38                         | DOMINION ENERGY INC REGD 7.00000000                                                              | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    124000 | PA      | $141016.10    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.9% 01/07/35                         | GENERAL MOTORS FINL CO REGD 5.90000000                                                           | CUSIP: 37045XFC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1080702.99   | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 4.75% 09/01/28                         | NATIONAL FUEL GAS CO REGD 4.75000000                                                             | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2179596.37   | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 5.125% 06/26/29                         | ENEL FINANCE INTL NV REGD 144A P/P 5.12500000                                                    | CUSIP: 29278GBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4968000 | PA      | $5060481.11   | 0.02%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1328 3.5% 01/01/43                            | FANNIE MAE POOL UMBS P#MA1328 3.50000000                                                         | CUSIP: 31418APN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238794 | PA      | $222239.15    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H26 JA V/R 10/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL JA V/R 4.99602000                       | CUSIP: 38375BYU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       110 | PA      | $109.58       | 0.00%             | 2061-10-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI  7.499% 02/15/50                         | AMERICAN MUNI PWR-OHIO INC OH REGD N/C B/E 7.49900000                                            | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1508238.76   | 0.01%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1 C 5.09% 01/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL C REGD 5.09000000                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2312902.54   | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1908 2.5% 10/01/51                            | FANNIE MAE POOL UMBS P#CB1908 2.50000000                                                         | CUSIP: 3140QMDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13760034 | PA      | $11514689.75  | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 3117 OK ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL OK ZCP 0.00000000                                                 | CUSIP: 31396HVU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8169 | PA      | $7100.46      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32                         | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $5706742.16   | 0.03%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4376 3% 10/01/35                              | FANNIE MAE POOL UMBS P#FM4376 3.00000000                                                         | CUSIP: 3140X72J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248265 | PA      | $237745.73    | 0.00%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3151 PO ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3151 CL PO ZCP 0.00000000                                                 | CUSIP: 31396NU46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14144 | PA      | $11915.28     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REG12 2019-1A AR V/R 10/15/37                          | REGATTA XII FUNDING LTD SER 2019-1A CL ARR V/R REGD 144A P/P 5.64610000                          | CUSIP: 75888HAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28000000 | PA      | $28069020.00  | 0.13%             | 2037-10-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08587 4.5% 05/01/44                           | FREDDIE MAC GOLD POOL P#G08587 4.50000000                                                        | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    219279 | PA      | $215621.15    | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 5.65% 05/09/34                         | ITC HOLDINGS CORP REGD 144A P/P 5.65000000                                                       | CUSIP: 465685AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6420000 | PA      | $6583904.53   | 0.03%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/29                         | WELLS FARGO & COMPANY REGD V/R 6.30300000                                                        | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $6811641.48   | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 4.8% 05/01/30                         | CONSTELLATION BRANDS INC REGD 4.80000000                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3307057.21   | 0.02%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3753 4.49% 05/01/35                           | FANNIE MAE POOL UMBS P#BZ3753 4.49000000                                                         | CUSIP: 3140NYE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15183272 | PA      | $15035006.54  | 0.07%             | 2035-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FHR 3137 XP 6% 04/15/36                                | FREDDIE MAC REMICS SER 3137 CL XP 6.00000000                                                     | CUSIP: 31396N2Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30360 | PA      | $32140.37     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY S ZCP 08/15/41                             | UNITED STATES TREASURY STRIP__  COUPON 0.00000000                                                | CUSIP: 912834KP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1425000 | PA      | $647639.08    | 0.00%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4523 2% 01/01/32                              | FANNIE MAE POOL UMBS P#MA4523 2.00000000                                                         | CUSIP: 31418EAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6987567 | PA      | $6628306.83   | 0.03%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.05% 08/12/51                              | INTEL CORP REGD 3.05000000                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $525767.15    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINA 4.875% 11/19/27                         | EQUITABLE FINANCIAL LIFE REGD 144A P/P 4.87500000                                                | CUSIP: 29449WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6853000 | PA      | $6936722.48   | 0.03%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNR 2009-11 NB 5% 03/25/29                             | FANNIE MAE REMICS SER 2009-11 CL NB 5.00000000                                                   | CUSIP: 31397NLM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       646 | PA      | $643.66       | 0.00%             | 2029-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-163 WA V/R 12/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-163 CL WA V/R 5.84968000                       | CUSIP: 38378AS36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179051 | PA      | $185484.07    | 0.00%             | 2038-12-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FNR 2005-68 PG 5.5% 08/25/35                           | FANNIE MAE REMICS SER 2005-68 CL PG 5.50000000                                                   | CUSIP: 31394E7B8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23368 | PA      | $23496.88     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHMS K065 A2 3.243% 04/25/27                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K065 CL A2 3.24300000           | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3316000 | PA      | $3263644.01   | 0.02%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FNR 2010-43 FD V/R 05/25/40                            | FANNIE MAE REMICS SER 2010-43_  CL FD V/R 5.01965000                                             | CUSIP: 31398RCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19369 | PA      | $19281.71     | 0.00%             | 2040-05-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MCMLT 2021-NMR1  V/R 11/25/60                          | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL A1 V/R REGD 144A P/P 1.12500000         | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    950748 | PA      | $907270.87    | 0.00%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FNR 2006-79 DO ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-79 CL DO ZCP 0.00000000                                               | CUSIP: 31396KYB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8365 | PA      | $7109.03      | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT6765 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT6765 3.00000000                                                         | CUSIP: 3138WUQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23129 | PA      | $20860.98     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.272% 01/15/36                         | VERIZON COMMUNICATIONS REGD SER WI 4.27200000                                                    | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2136337.12   | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 12/03/35                          | ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000                                                    | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2241660.87   | 0.01%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6702 3% 02/01/52                              | FREDDIE MAC POOL UMBS P#RA6702 3.00000000                                                        | CUSIP: 3133KNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9049993 | PA      | $7835361.55   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO 2024-RPL1  V/R 10/25/63                          | BRAVO RESIDENTIAL FUNDING TRUST 2024 RPL1 SER 2024-RPL1 CL A1 V/R REGD 144A P/P 3.25000000       | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6307337 | PA      | $5827748.34   | 0.03%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SDART 2023-6 B 5.98% 05/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SER 2023-6 CL B REGD 5.98000000                    | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2542775.75   | 0.01%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GNMA P#AD9020 3.5% 04/15/43                            | GINNIE MAE I POOL P#AD9020 3.50000000                                                            | CUSIP: 36180NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1212348 | PA      | $1130174.04   | 0.01%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16076 3% 02/01/32                             | FREDDIE MAC GOLD POOL P#G16076 3.00000000                                                        | CUSIP: 3128ME6M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1732839 | PA      | $1687349.96   | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.75% 12/10/51                          | MERCK & CO INC REGD 2.75000000                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $869521.39    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GNR 2006-57 P 5.564% 10/20/36                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-57 CL PZ 5.56480000                            | CUSIP: 38374NXS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52907 | PA      | $52766.68     | 0.00%             | 2036-10-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 4.15% 08/15/44                         | ALABAMA POWER CO REGD 4.15000000                                                                 | CUSIP: 010392FL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $169235.12    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/30                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.43500000                                                    | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4706974.51   | 0.02%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| AGL 2022-19A A1R V/R 07/21/38                          | AGL CLO 19 LTD SER 2022-19A CL A1R V/R REGD 144A P/P 0.00000000                                  | CUSIP: 001210AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25000000.00  | 0.12%             | 2038-07-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 4.9% 06/20/30                             | ENBRIDGE INC REGD 4.90000000                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3305000 | PA      | $3338096.57   | 0.02%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.704% 01/10/36                         | CVS PASS-THROUGH TR 2013 REGD P/P 4.70400000                                                     | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    668812 | PA      | $640704.54    | 0.00%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#889020 6.5% 11/01/29                            | FANNIE MAE POOL UMBS P#889020 6.50000000                                                         | CUSIP: 31410GVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70790 | PA      | $73115.04     | 0.00%             | 2029-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2007-C2 AX V/R 01/15/49                           | CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SER 2007-C2 CL AX V/R REGD 144A P/P 0.02965200           | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1711725 | PA      | $307.94       | 0.00%             | 2049-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-1 1A 5.5% 03/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-1 CL 1A1 REGD 5.50000000     | CUSIP: 9393362D4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30948 | PA      | $30410.16     | 0.00%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO2993 3.5% 05/01/42                            | FANNIE MAE POOL UMBS P#AO2993 3.50000000                                                         | CUSIP: 3138LTKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2088727 | PA      | $1961166.15   | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TO 6.263% 04/01/49                         | BAY AREA CA TOLL AUTH TOLL BRI REGD N/C B/E 6.26300000                                           | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1735079.28   | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 5.2% 03/15/35                         | GEORGIA POWER CO REGD 5.20000000                                                                 | CUSIP: 373334LB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4999000 | PA      | $5068564.18   | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNR 2011-118 LB 7% 11/25/41                            | FANNIE MAE REMICS SER 2011-118 CL LB 7.00000000                                                  | CUSIP: 3136A12K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264959 | PA      | $282122.76    | 0.00%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                         | BANK OF AMERICA CORP REGD V/R 1.73400000                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7170000 | PA      | $6969088.07   | 0.03%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FNR 2005-73 PS V/R 08/25/35                            | FANNIE MAE REMICS SER 2005-73 CL PS V/R 5.65087500                                               | CUSIP: 31394EC48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8512 | PA      | $8694.18      | 0.00%             | 2035-08-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/34                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000                                                    | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1535694.31   | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05713 6.5% 12/01/35                           | FREDDIE MAC GOLD POOL P#G05713 6.50000000                                                        | CUSIP: 3128M7VE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18975 | PA      | $19666.80     | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-6 2A 5.5% 08/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-6 CL 2A4 REGD 5.50000000     | CUSIP: 92922FY44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14888 | PA      | $13167.62     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JUL 25                                | FNMA 30YR TBA 6% JUL 25        TO BE ANNOUNCED 6.00000000                                        | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  28560000 | PA      | $29020468.31  | 0.13%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-106 AS V/R 11/16/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-106 CL AS V/R 1.97376000                       | CUSIP: 38376JFB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128278 | PA      | $12087.25     | 0.00%             | 2039-11-16      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| FHS 233 13 5% 09/15/35                                 | FREDDIE MAC STRIPS SER 233 CL 13 5.00000000                                                      | CUSIP: 31282YDY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62158 | PA      | $9222.42      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWL 2004-1 M2 V/R 3/25/34                              | COUNTRYWIDE ASSET BACKED CERTIFICATES SERIES 2004-1 CLASS M2 VARIABLE RATE REGD 5.25868000       | CUSIP: 126671Z33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       499 | PA      | $560.89       | 0.00%             | 2034-03-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4% 03/07/49                             | MERCK & CO INC REGD 4.00000000                                                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1065840.31   | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27598000 | PA      | $28282559.83  | 0.13%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3662 3% 05/20/46                           | GINNIE MAE II POOL P#MA3662 3.00000000                                                           | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66849 | PA      | $60027.36     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 12/03/35                         | WELLS FARGO & COMPANY REGD V/R 5.21100000                                                        | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11065000 | PA      | $11107563.96  | 0.05%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| IMM 2004-7 1A1 V/R 11/25/34                            | IMM 2004-7 1A1 V/R 11/25/34 5.17368000                                                           | CUSIP: 45254NKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135729 | PA      | $134138.07    | 0.00%             | 2034-11-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO4381 4% 10/01/49                              | FANNIE MAE POOL UMBS P#BO4381 4.00000000                                                         | CUSIP: 3140JY2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2317457 | PA      | $2205207.22   | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 4.458% 10/01/62                         | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 4.45800000                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $1732861.06   | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FNR 2002-90 A1 6.5% 06/25/42                           | FANNIE MAE REMICS SER 2002-90 CL A1 6.50000000                                                   | CUSIP: 31392GEK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26879 | PA      | $27543.34     | 0.00%             | 2042-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                         | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                                   | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    435000 | PA      | $453061.42    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA P 1.2% 09/02/25                         | ROYALTY PHARMA PLC REGD SER WI 1.20000000                                                        | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    874000 | PA      | $868223.24    | 0.00%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS R03.80PSOFR 12/16/49 JPMCL FIXED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-493942.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERN AIRLINE 1 3.65% 06/15/28                         | AMERN AIRLINE 16-2 A PTT REGD SER A 3.65000000                                                   | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728400 | PA      | $692715.39    | 0.00%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/54                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UA4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17189000 | PA      | $16694816.25  | 0.08%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNR 2007-35 PO V/R 06/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-35 CL PO V/R 0.00000000                        | CUSIP: 38375KPE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79835 | PA      | $65355.02     | 0.00%             | 2037-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#902818 V/R 11/01/36                             | FANNIE MAE POOL UMBS P#902818 V/R 6.57100000                                                     | CUSIP: 31411BAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       175 | PA      | $179.40       | 0.00%             | 2036-11-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 4.78% 02/15/35                         | VERIZON COMMUNICATIONS REGD 4.78000000                                                           | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1068696.77   | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VENDE 1996-2 1 6.75% 06/15/26                          | VENDEE MORTGAGE TRUST 1996-2 SER 1996-2 CL 1Z 6.75000000                                         | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3147 | PA      | $3167.54      | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5257 2% 05/01/51                              | FREDDIE MAC POOL UMBS P#RA5257 2.00000000                                                        | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11631793 | PA      | $9255456.40   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN1 3.688% 01/15/28                          | BANK 2018-BNK10 SER 2018-BN10 CL A5 REGD 3.68800000                                              | CUSIP: 065404BB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3925165.20   | 0.02%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05132 5% 12/01/38                             | FREDDIE MAC GOLD POOL P#G05132 5.00000000                                                        | CUSIP: 3128M7A97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70545 | PA      | $71697.02     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2008 3% 01/01/51                              | FANNIE MAE POOL UMBS P#FS2008 3.00000000                                                         | CUSIP: 3140XHGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    904904 | PA      | $784879.54    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A13625 5.5% 10/01/33                           | FREDDIE MAC GOLD POOL P#A13625 5.50000000                                                        | CUSIP: 31296NA23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10181 | PA      | $10314.48     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.75% 05/15/46                         | ARIZONA PUBLIC SERVICE REGD 3.75000000                                                           | CUSIP: 040555CU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1706256.05   | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-106 A7 V/R 10/25/37                           | FANNIE MAE REMICS SER 2007-106 CL A7 V/R 5.99248100                                              | CUSIP: 31396XF25<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17812 | PA      | $17906.27     | 0.00%             | 2037-10-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 5.125% 05/15/32                         | T-MOBILE USA INC REGD 5.12500000                                                                 | CUSIP: 87264ADS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6628654.50   | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER 5.4% 06/01/29                         | CENTERPOINT ENERGY INC REGD 5.40000000                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    851000 | PA      | $879566.18    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785447 2.5% 03/20/51                         | GINNIE MAE II POOL P#785447 2.50000000                                                           | CUSIP: 3622AA5G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10619761 | PA      | $8902395.99   | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#723852 5% 07/01/33                              | FANNIE MAE POOL UMBS P#723852 5.00000000                                                         | CUSIP: 31402BEZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4892 | PA      | $4911.38      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/27                              | CAIXABANK SA REGD V/R 144A P/P 6.68400000                                                        | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   8055000 | PA      | $8249269.77   | 0.04%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  7.155% 03/01/27                         | CALIFORNIA ST QUALIFIED SCH BO REGD N/C B/E 7.15500000                                           | CUSIP: 13055CAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $278434.42    | 0.00%             | 2027-03-01      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| FNR 2006-44 GO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-44 CL GO ZCP 0.00000000                                               | CUSIP: 31395NBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10510 | PA      | $9249.82      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7241 2.5% 05/01/52                            | FANNIE MAE POOL UMBS P#FS7241 2.50000000                                                         | CUSIP: 3140XPBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15318657 | PA      | $12868785.54  | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.893% 09/11/33                         | BP CAP MARKETS AMERICA REGD 4.89300000                                                           | CUSIP: 10373QBV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004764.84   | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H08 FC V/R 03/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H08 CL FC V/R 4.92602000                       | CUSIP: 38375UVB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1551981 | PA      | $1554227.95   | 0.01%             | 2065-03-20      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JUL 25                              | FNMA 30YR TBA 5.5% JUL 25      TO BE ANNOUNCED 5.50000000                                        | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  50435000 | PA      | $50423461.48  | 0.23%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4446 2% 10/01/41                              | FANNIE MAE POOL UMBS P#MA4446 2.00000000                                                         | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    815046 | PA      | $702441.45    | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 3.885% 07/01/16                         | MASS INSTITUTE OF TECH REGD 3.88500000                                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2906000 | PA      | $2009670.92   | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/29                         | JPMORGAN CHASE & CO REGD V/R 4.91500000                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3040285.68   | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W4 2A V/R 10/25/42                            | FANNIE MAE REMIC TRUST 2003-W4 SER 2003-W4 CL 2A V/R 5.15611000                                  | CUSIP: 31393AP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6587 | PA      | $6651.96      | 0.00%             | 2042-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W1 2A V/R 12/25/42                            | FANNIE MAE REMIC TRUST 2003-W1 SER 2003-W1 CL 2A V/R 5.13225000                                  | CUSIP: 31392GWB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13271 | PA      | $13296.41     | 0.00%             | 2042-12-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#888890 6.5% 10/01/37                            | FANNIE MAE POOL UMBS P#888890 6.50000000                                                         | CUSIP: 31410GRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21278 | PA      | $22540.30     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC2521 3.5% 01/01/46                            | FANNIE MAE POOL UMBS P#BC2521 3.50000000                                                         | CUSIP: 3140EWYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3047757 | PA      | $2822482.64   | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAOT 2021-B A4 0.53% 04/15/24                          | TOYOTA AUTO RECEIVABLES 2021-B OWNER TRUST SER 2021-B CL A4 REGD 0.53000000                      | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488165 | PA      | $487337.68    | 0.00%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33871 3% 06/01/45                             | FREDDIE MAC GOLD POOL P#Q33871 3.00000000                                                        | CUSIP: 3132QQJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    224458 | PA      | $202143.96    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 04/16/50                         | REPUBLIC OF PANAMA REGD 4.50000000                                                               | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |    935000 | PA      | $630501.69    | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2004-49 Z 6% 06/20/34                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-49 CL Z 6.00000000                             | CUSIP: 38374GU91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87437 | PA      | $88536.84     | 0.00%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3243 3% 11/20/45                           | GINNIE MAE II POOL P#MA3243 3.00000000                                                           | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    184261 | PA      | $165524.69    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/12/27                              | UBS GROUP AG REGD V/R P/P 5.71100000                                                             | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $5030009.60   | 0.02%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GNR 2010-130 CP 7% 10/16/40                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-130 CL CP 7.00000000                           | CUSIP: 38377LK72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    139316 | PA      | $148818.43    | 0.00%             | 2040-10-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA 6.125% 01/31/46                         | GRUPO TELEVISA SAB REGD 6.12500000                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    220000 | PA      | $181718.52    | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 05/31/29                            | UNITED STATES TREASURY NOTE 2.75000000                                                           | CUSIP: 91282CES6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  86330000 | PA      | $83247749.65  | 0.39%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-A A1 V/R 4/25/29                             | MLCC 2004-A A1 V/R 4/25/29 4.89368000                                                            | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6571 | PA      | $6069.31      | 0.00%             | 2029-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 2.782% 10/01/30                         | COMMONSPIRIT HEALTH REGD 2.78200000                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5424006.29   | 0.03%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1B7303 V/R 03/01/37                            | FREDDIE MAC NON GOLD POOL P#1B7303 V/R 8.10000000                                                | CUSIP: 3128QPQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1486 | PA      | $1537.53      | 0.00%             | 2037-03-01      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34                              | SOUTHERN CO REGD 5.70000000                                                                      | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3882074.51   | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-2A  5.79% 03/15/26                          | DT AUTO OWNER TRUST 2023-2 SER 2023-2A CL C REGD 144A P/P 5.79000000                             | CUSIP: 23346CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8785000 | PA      | $8826299.16   | 0.04%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91158 6.5% 01/01/28                           | FREDDIE MAC GOLD POOL P#C91158 6.50000000                                                        | CUSIP: 3128P7JB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3952 | PA      | $4012.86      | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CO 2.78% 07/01/51                         | AHS HOSPITAL CORP REGD SER 2021 2.78000000                                                       | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $1670216.40   | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0587 4% 09/01/40                              | FANNIE MAE POOL UMBS P#AL0587 4.00000000                                                         | CUSIP: 3138EGUM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    359590 | PA      | $347564.88    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2025-18 MA 0.5% 09/25/54                           | FANNIE MAE REMICS SER 2025-18 CL MA 0.50000000                                                   | CUSIP: 3136BVLQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22624054 | PA      | $18575243.89  | 0.09%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.9% 01/13/27                         | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.90000000                                                | CUSIP: 46849LVC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6041448.36   | 0.03%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PILOT 2025-1A  4.61% 10/20/28                          | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.61000000           | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4985000 | PA      | $5029238.88   | 0.02%             | 2028-10-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 5.3% 06/15/35                         | UNITEDHEALTH GROUP INC REGD 5.30000000                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5943000 | PA      | $6057243.24   | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1831 4% 06/01/33                              | FANNIE MAE POOL UMBS P#CA1831 4.00000000                                                         | CUSIP: 3140Q9A94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    208732 | PA      | $208134.12    | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03355 5% 08/01/37                             | FREDDIE MAC GOLD POOL P#G03355 5.00000000                                                        | CUSIP: 3128M5BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62322 | PA      | $63402.30     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 3.85% 06/22/40                             | VIATRIS INC REGD SER WI 3.85000000                                                               | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $2677396.62   | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#888417 6.5% 01/01/36                            | FANNIE MAE POOL UMBS P#888417 6.50000000                                                         | CUSIP: 31410GAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53560 | PA      | $55319.46     | 0.00%             | 2036-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2022-51 PS V/R 08/25/52                            | FANNIE MAE REMICS SER 2022-51 CL PS V/R 1.64483000                                               | CUSIP: 3136BNJK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8977689 | PA      | $945654.08    | 0.00%             | 2052-08-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9307 4.55% 09/01/33                           | FANNIE MAE POOL UMBS P#BS9307 4.55000000                                                         | CUSIP: 3140LLKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11540355 | PA      | $11588359.38  | 0.05%             | 2033-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5148 2% 03/01/42                              | FREDDIE MAC POOL UMBS P#RB5148 2.00000000                                                        | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10372944 | PA      | $8842232.43   | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU5938 3% 09/01/28                              | FANNIE MAE POOL UMBS P#AU5938 3.00000000                                                         | CUSIP: 3138X5S40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    313504 | PA      | $307992.97    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALST 2023-B A 5.17% 09/15/25                          | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2023-B CL A4 REGD 144A P/P 5.17000000              | CUSIP: 448980AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2099000 | PA      | $2100811.23   | 0.01%             | 2027-04-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 4.5% 09/03/30                              | EQUINOR ASA REGD 4.50000000                                                                      | CUSIP: 29446MAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |  13829000 | PA      | $13922244.66  | 0.06%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN S 4.3% 09/10/29                         | CADENCE DESIGN SYS INC REGD 4.30000000                                                           | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1690279.42   | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN2203 3.75% 08/01/32                           | FREDDIE MAC POOL UMBS P#WN2203 3.75000000                                                        | CUSIP: 3132XGNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $14311351.95  | 0.07%             | 2032-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27                         | TARGA RESOURCES CORP REGD 5.20000000                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4053627.36   | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO 4.55% 09/27/51                         | ALFA DESARROLLO SPA REGD 144A P/P 4.55000000                                                     | CUSIP: 01538TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2445414 | PA      | $1798802.74   | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/43                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834MZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  45100000 | PA      | $17979409.50  | 0.08%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.35% 07/15/35                            | NISOURCE INC REGD 5.35000000                                                                     | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   5099000 | PA      | $5140825.92   | 0.02%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W11 1A1 6% 05/25/44                           | FANNIE MAE REMIC TRUST 2004-W11 SER 2004-W11 CL 1A1 6.00000000                                   | CUSIP: 31394AB39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39386 | PA      | $40925.65     | 0.00%             | 2044-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 05/31/32                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10192000 | PA      | $10277995.00  | 0.05%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNR 2006-128 BP 5.5% 01/25/37                          | FANNIE MAE REMICS SER 2006-128 CL BP 5.50000000                                                  | CUSIP: 31396PES6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1989 | PA      | $2000.77      | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/29                         | BANK OF AMERICA CORP REGD V/R MTN 4.27100000                                                     | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495058.82   | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN  3.226% 10/01/20                         | UNIV SOUTHERN CALIFORNIA REGD SER A 3.22600000                                                   | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $782513.38    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 5.3% 02/15/34                         | ROGERS COMMUNICATIONS IN REGD 5.30000000                                                         | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  12145000 | PA      | $12157901.63  | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/29                           | UNITED STATES TREASURY NOTE 4.62500000                                                           | CUSIP: 91282CKP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33563000 | PA      | $34611843.75  | 0.16%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN 5.75% 06/01/35                         | RIO TINTO ALCAN INC REGD 5.75000000                                                              | CUSIP: 013716AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     54000 | PA      | $57181.04     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.625% 04/05/34                           | ENBRIDGE INC REGD 5.62500000                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2940000 | PA      | $3020600.51   | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4675 3% 11/01/49                              | FREDDIE MAC POOL UMBS P#QA4675 3.00000000                                                        | CUSIP: 31346YFQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    831907 | PA      | $730727.57    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2021-4A D 2.48% 02/15/26                          | GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 SER 2021-4A CL D REGD 144A P/P 2.48000000               | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5306219 | PA      | $5240429.24   | 0.02%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5416 2.5% 03/01/50                            | FANNIE MAE POOL UMBS P#CA5416 2.50000000                                                         | CUSIP: 3140QDAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587043 | PA      | $493207.73    | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/28                            | MORGAN STANLEY REGD V/R MTN 2.47500000                                                           | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    526000 | PA      | $510562.13    | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2415 V/R 05/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2415 V/R 7.33000000                                                | CUSIP: 3128QSVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4775 | PA      | $4946.60      | 0.00%             | 2036-05-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4210 2.5% 12/01/50                            | FANNIE MAE POOL UMBS P#MA4210 2.50000000                                                         | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    415086 | PA      | $346807.54    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER 6.593% 10/15/37                         | AMERICAN WATER CAPITAL C REGD 6.59300000                                                         | CUSIP: 03040WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $433630.20    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 5.71% 01/13/30                         | SUMITOMO MITSUI FINL GRP REGD 5.71000000                                                         | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2790000 | PA      | $2926967.29   | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9404 6% 10/01/54                              | FANNIE MAE POOL UMBS P#FS9404 6.00000000                                                         | CUSIP: 3140XRNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12617091 | PA      | $12945967.50  | 0.06%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUB 4.5% 08/15/41                         | SOUTHWESTERN PUBLIC SERV REGD 4.50000000                                                         | CUSIP: 845743BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $301820.84    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-99 WA V/R 12/25/39                            | FANNIE MAE REMICS SER 2009-99 CL WA V/R 6.32411100                                               | CUSIP: 31398F4W8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72587 | PA      | $74082.05     | 0.00%             | 2039-12-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT 3.616% 08/01/27                         | DUQUESNE LIGHT HOLDINGS REGD 144A P/P 3.61600000                                                 | CUSIP: 266233AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6468372.57   | 0.03%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 5.95% 05/14/55                         | UNITED PARCEL SERVICE REGD 5.95000000                                                            | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4920600.42   | 0.02%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNR 1997-42 ZC 6.5% 07/18/27                           | FANNIE MAE REMICS SER 1997-42 CL ZC 6.50000000                                                   | CUSIP: 31359PX84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        40 | PA      | $40.30        | 0.00%             | 2027-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS 4.7% 03/01/48                         | VULCAN MATERIALS CO REGD SER WI 4.70000000                                                       | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   2054000 | PA      | $1777301.45   | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#776708 5% 05/01/34                              | FANNIE MAE POOL UMBS P#776708 5.00000000                                                         | CUSIP: 31404R3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12213 | PA      | $12379.43     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M4 A2 V/R 12/25/26                            | FANNIE MAE-ACES SER 2017-M4 CL A2 V/R 2.63600000                                                 | CUSIP: 3136AVY52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5973071 | PA      | $5825085.15   | 0.03%             | 2026-12-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3173 3.5% 10/20/45                         | GINNIE MAE II POOL P#MA3173 3.50000000                                                           | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2518784 | PA      | $2344037.61   | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.85% 08/15/42                         | ENTERPRISE PRODUCTS OPER REGD 4.85000000                                                         | CUSIP: 29379VAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3657664.68   | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MBALT 2025-A A 4.61% 04/16/29                          | MERCEDES-BENZ AUTO LEASE TRUST 2025-A SER 2025-A CL A3 REGD 4.61000000                           | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6542000 | PA      | $6616291.61   | 0.03%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR8 1A V/R 08/25/46                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR8 SER 2006-AR8 CL 1A2 V/R REGD 4.92567700  | CUSIP: 93362FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22273 | PA      | $20509.33     | 0.00%             | 2046-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| MSRM 2024-RPL1 A V/R 11/25/28                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A1 V/R REGD 4.00000000 | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3274103 | PA      | $3166353.58   | 0.01%             | 2064-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1012 3.5% 05/20/43                         | GINNIE MAE II POOL P#MA1012 3.50000000                                                           | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384569 | PA      | $359604.83    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1 A1 V/R 03/25/53                          | OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.64611200                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7078216 | PA      | $6971699.81   | 0.03%             | 2053-03-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| NRMLT 2024-RTL2  V/R 10/25/27                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2 SER 2024-RTL2 CL A1 V/R REGD 144A P/P 5.44300000   | CUSIP: 64831WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $7207828.56   | 0.03%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03854 5% 02/01/38                             | FREDDIE MAC GOLD POOL P#G03854 5.00000000                                                        | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93011 | PA      | $94434.39     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4127 3.5% 12/20/46                         | GINNIE MAE II POOL P#MA4127 3.50000000                                                           | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2191243 | PA      | $2028088.30   | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CURATORS OF THE 5.96% 11/01/39                         | CURATORS OF THE UNIV OF MISSOU REGD N/C B/E 5.96000000                                           | CUSIP: 231266FD4<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3103944.03   | 0.01%             | 2039-11-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                               | UNITED STATES TREASURY BOND 4.00000000                                                           | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7741000 | PA      | $7062150.61   | 0.03%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.85% 03/25/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.85000000                                                 | CUSIP: 44891ADP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19441000 | PA      | $19522721.21  | 0.09%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.189% 08/17/26                          | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL D REGD 144A P/P 2.18900000                       | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7231323.00   | 0.03%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ELMW2 2019-2A A1 V/R 10/20/37                          | ELMWOOD CLO II LTD SER 2019-2A CL A1RR V/R REGD 144A P/P 5.61947000                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  31250000 | PA      | $31359375.00  | 0.15%             | 2037-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 5.25% 01/15/32                                | FLEX LTD REGD 5.25000000                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032952.12   | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                         | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12770000 | PA      | $13047307.70  | 0.06%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PRIME 2004-CL1 1A 6% 02/25/34                          | PRIME MORTGAGE TRUST 2004-CL1 SER 2004-CL1 CL 1A1 REGD 6.00000000                                | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14257 | PA      | $14231.29     | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-33 XS V/R 04/16/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-33 CL XS V/R 3.27376000                        | CUSIP: 38375QFE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31186 | PA      | $1847.79      | 0.00%             | 2038-04-16      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5539 V/R 09/20/71                          | GINNIE MAE II POOL P#CE5539 V/R 5.78800000                                                       | CUSIP: 3617VUEL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10058451 | PA      | $10531214.45  | 0.05%             | 2071-09-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 08/12/35                               | BNP PARIBAS REGD V/R P/P 2.58800000                                                              | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1762266.40   | 0.01%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 06/01/33                                   | KEYCORP REGD V/R MTN 4.78900000                                                                  | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    590000 | PA      | $575169.88    | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE3667 3.5% 06/01/47                            | FANNIE MAE POOL UMBS P#BE3667 3.50000000                                                         | CUSIP: 3140FPCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215580 | PA      | $198752.46    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2761 3.5% 09/01/46                            | FANNIE MAE POOL UMBS P#MA2761 3.50000000                                                         | CUSIP: 31418CB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1406123 | PA      | $1294638.41   | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.75% 06/15/39                         | TIME WARNER CABLE LLC REGD 6.75000000                                                            | CUSIP: 88732JAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $558722.07    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/28                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CGT2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  40000000 | PA      | $39931250.00  | 0.18%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.9% 10/01/51                         | OHIO POWER COMPANY REGD SER R 2.90000000                                                         | CUSIP: 677415CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $848734.43    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.95% 08/01/59                               | BOEING CO REGD 3.95000000                                                                        | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $3298336.37   | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7548 2.5% 11/01/51                            | FREDDIE MAC POOL UMBS P#SD7548 2.50000000                                                        | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10870150 | PA      | $9182584.98   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/15/32                           | UNITED STATES TREASURY NOTE 1.87500000                                                           | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 143125000 | PA      | $125726367.19 | 0.58%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL1  V/R 12/25/42                          | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL1 CL A1A V/R REGD 144A P/P 3.25000000       | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9117567 | PA      | $8103566.58   | 0.04%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.2% 03/15/35                               | ABBVIE INC REGD 5.20000000                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   7235000 | PA      | $7391753.00   | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCR 5.35% 03/15/34                         | NEWMONT / NEWCREST FIN REGD SER WI 5.35000000                                                    | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15677000 | PA      | $16081972.02  | 0.07%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOODG 2017-1A  3.74% 10/15/52                          | GOODGREEN 2017-1 TRUST SER 2017-1A CL A REGD 144A P/P 3.74000000                                 | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    534705 | PA      | $492340.96    | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.4% 07/15/40                                | KROGER CO REGD 5.40000000                                                                        | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92782.09     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 PO ZCP 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL PO ZCP 0.00000000                                               | CUSIP: 31395ND20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6488 | PA      | $5622.20      | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANCHC 2016-8A AR V/R 10/27/34                          | ANCHORAGE CAPITAL CLO 8 LTD SER 2016-8A CL AR2A V/R REGD 144A P/P 5.74423000                     | CUSIP: 03329KAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $15528923.00  | 0.07%             | 2034-10-27      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                          | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL D REGD 144A P/P 2.71752000                        | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6108000 | PA      | $4444180.80   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 3.75% 06/15/27                         | WILLIAMS COMPANIES INC REGD 3.75000000                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1627000 | PA      | $1608159.83   | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2647 8% 09/20/28                             | GINNIE MAE II POOL P#2647 8.00000000                                                             | CUSIP: 36202C5G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        40 | PA      | $40.40        | 0.00%             | 2028-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHR 3621 BO ZCP 01/15/40                               | FREDDIE MAC REMICS SER 3621 CL BO ZCP 0.00000000                                                 | CUSIP: 31398LZP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36571 | PA      | $31650.83     | 0.00%             | 2040-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2041 2% 08/01/51                              | FANNIE MAE POOL UMBS P#FS2041 2.00000000                                                         | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6756336 | PA      | $5366216.90   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3482 5.5% 07/01/53                            | FREDDIE MAC POOL UMBS P#SD3482 5.50000000                                                        | CUSIP: 3132DQ2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4847237 | PA      | $4882722.11   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 5.7% 12/30/34                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.70000000                                                | CUSIP: 92840VAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8978000 | PA      | $9142287.43   | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.5% 02/15/45                         | ERAC USA FINANCE LLC REGD P/P 4.50000000                                                         | CUSIP: 26884TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $257737.49    | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0546 2.5% 07/01/61                            | FANNIE MAE POOL UMBS P#BF0546 2.50000000                                                         | CUSIP: 3140FXTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8931867 | PA      | $7090205.07   | 0.03%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2002-28 PK 6.5% 05/25/32                           | FANNIE MAE REMICS SER 2002-28 CL PK 6.50000000                                                   | CUSIP: 31392CA46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13094 | PA      | $13632.04     | 0.00%             | 2032-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#735676 5% 07/01/35                              | FANNIE MAE POOL UMBS P#735676 5.00000000                                                         | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    830520 | PA      | $841817.77    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.55% 09/15/55                                | AT&T INC REGD 3.55000000                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10545000 | PA      | $7115216.19   | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GNR 2012-141 WA V/R 11/16/41                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WA V/R 4.52034000                       | CUSIP: 38378GPE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147041 | PA      | $145838.27    | 0.00%             | 2041-11-16      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-2A C 5.11% 08/15/28                          | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 SER 2025-2A CL C REGD 144A P/P 5.11000000               | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12095000 | PA      | $12230511.17  | 0.06%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE U 5.4% 04/07/35                         | AMRIZE FINANCE US LLC REGD 144A P/P 5.40000000                                                   | CUSIP: 43475RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5073306.25   | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNR 2005-82 PO ZCP 10/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-82 CL PO ZCP 0.00000000                        | CUSIP: 38374MBR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11866 | PA      | $9944.52      | 0.00%             | 2035-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 2410 NG 6.5% 02/15/32                              | FREDDIE MAC REMICS SER 2410 CL NG 6.50000000                                                     | CUSIP: 31339NLX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7502 | PA      | $7825.88      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H07 ES V/R 02/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H07 CL ES V/R 4.90344000                       | CUSIP: 38375UVX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248368 | PA      | $248762.29    | 0.00%             | 2065-02-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 2450 SW V/R 03/15/32                               | FREDDIE MAC REMICS SER 2450 CL SW V/R 3.58167000                                                 | CUSIP: 31392KMK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4772 | PA      | $461.13       | 0.00%             | 2032-03-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| FNR 2002-15 ZA 6% 04/25/32                             | FANNIE MAE REMICS SER 2002-15 CL ZA 6.00000000                                                   | CUSIP: 31392CKK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36557 | PA      | $37852.49     | 0.00%             | 2032-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/26/27                         | CREDIT AGRICOLE SA REGD V/R 144A P/P 1.24700000                                                  | CUSIP: 22535WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3433246.74   | 0.02%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09028 3.5% 01/01/43                           | FREDDIE MAC GOLD POOL P#C09028 3.50000000                                                        | CUSIP: 31292SA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2543510 | PA      | $2387438.33   | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U80345 3.5% 05/01/33                           | FREDDIE MAC GOLD POOL P#U80345 3.50000000                                                        | CUSIP: 3132G7L29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216282 | PA      | $212485.96    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK0513 4% 12/20/51                           | GINNIE MAE II POOL P#CK0513 4.00000000                                                           | CUSIP: 3617XUSA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9806756 | PA      | $9002835.24   | 0.04%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.07% 03/15/28                          | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A3 REGD 4.07000000                             | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4262000 | PA      | $4256066.87   | 0.02%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB0125 5% 02/01/35                              | FANNIE MAE POOL UMBS P#AB0125 5.00000000                                                         | CUSIP: 31416VD76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    163024 | PA      | $164956.78    | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENDE 1997-1 2Z 7.5% 02/15/27                          | VENDEE MORTGAGE TRUST 1997-1 SER 1997-1 CL 2Z 7.50000000                                         | CUSIP: 911760KE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14277 | PA      | $14479.68     | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-111 AM 5.5% 10/25/40                          | FANNIE MAE REMICS SER 2010-111 CL AM 5.50000000                                                  | CUSIP: 31398NXS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331296 | PA      | $346097.71    | 0.00%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2500 3% 03/01/37                              | FANNIE MAE POOL UMBS P#FS2500 3.00000000                                                         | CUSIP: 3140XHX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2993869 | PA      | $2869387.34   | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/09/32                         | MIZUHO FINANCIAL GROUP REGD V/R 2.26000000                                                       | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $865894.53    | 0.00%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 A 2.2% 01/17/29                             | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL A REGD 144A P/P 2.20000000                   | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3509586 | PA      | $3237352.47   | 0.01%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2751 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#CB2751 2.50000000                                                         | CUSIP: 3140QNBV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    777794 | PA      | $647847.24    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2% 05/15/28                                | EQUINIX INC REGD 2.00000000                                                                      | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4467000 | PA      | $4179612.92   | 0.02%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 2.65% 02/15/32                         | NXP BV/NXP FDG/NXP USA REGD 2.65000000                                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4875000 | PA      | $4242561.18   | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNR 2008-60 CS V/R 07/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-60 CL CS V/R 1.71794000                        | CUSIP: 38375DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59589 | PA      | $1156.82      | 0.00%             | 2038-07-20      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 6.2% 09/15/55                         | SOUTHERN CAL EDISON REGD 6.20000000                                                              | CUSIP: 842400JK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4787642.50   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FNW 2005-W1 1A2 6.5% 10/25/44                          | FANNIE MAE REMIC TRUST 2005-W1 SER 2005-W1 CL 1A2 6.50000000                                     | CUSIP: 31394CB43<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65735 | PA      | $68189.69     | 0.00%             | 2044-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 4% JULY 25                               | FNCL 30YR TBA 4% JULY 25       TO BE ANNOUNCED 4.00000000                                        | CUSIP: 01F040677<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -22000000 | PA      | $-20453990.04 | -0.09%            | 2055-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017- 3.3% 01/15/30                         | AIR CANADA 2017-1AA PTT REGD 144A P/P 3.30000000                                                 | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3813715 | PA      | $3566622.28   | 0.02%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FMMSR 2021-GT1 A V/R 07/25/26                          | FMC GMSR ISSUER TRUST SER 2021-GT1 CL A V/R REGD 144A P/P 3.62000000                             | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10900000 | PA      | $10324196.60  | 0.05%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08105 5.5% 01/01/36                           | FREDDIE MAC GOLD POOL P#G08105 5.50000000                                                        | CUSIP: 3128MJDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6210 | PA      | $6416.27      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 7.5% 01/15/28                           | VAR ENERGI ASA REGD 144A P/P 7.50000000                                                          | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   2200000 | PA      | $2328609.80   | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPS 2022-C C 5.28% 08/15/25                            | CPS AUTO RECEIVABLES TRUST 2022-C SER 2022-C CL C REGD 144A P/P 5.28000000                       | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2876769 | PA      | $2879175.95   | 0.01%             | 2030-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G00981 8.5% 07/01/28                           | FREDDIE MAC GOLD POOL P#G00981 8.50000000                                                        | CUSIP: 31283HCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       129 | PA      | $130.76       | 0.00%             | 2028-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 5.4% 11/29/43                                | MYLAN INC REGD 5.40000000                                                                        | CUSIP: 628530BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2209169.16   | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.25% 01/15/45                             | NUTRIEN LTD REGD 5.25000000                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1444000 | PA      | $1329673.57   | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 3371 FA V/R 09/15/37                               | FREDDIE MAC REMICS SER 3371 CL FA V/R 5.01833000                                                 | CUSIP: 31397KNW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6206 | PA      | $6181.81      | 0.00%             | 2037-09-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1  5.92% 06/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2023-N1 SER 2023-N1 CL C REGD 144A P/P 5.92000000                 | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6625000 | PA      | $6679578.74   | 0.03%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FHR 3802 LS V/R 01/15/40                               | FREDDIE MAC REMICS SER 3802 CL LS V/R 2.07560400                                                 | CUSIP: 3137A6CE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159228 | PA      | $13569.83     | 0.00%             | 2040-01-15      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M8 A2 V/R 06/25/28                            | FANNIE MAE-ACES SER 2018-M8 CL A2 V/R 3.41300000                                                 | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4632521 | PA      | $4538512.96   | 0.02%             | 2028-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0523 6% 11/01/48                              | FANNIE MAE POOL UMBS P#AD0523 6.00000000                                                         | CUSIP: 31418MSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19160 | PA      | $19333.94     | 0.00%             | 2048-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.05% 09/15/48                         | WILLIS NORTH AMERICA INC REGD 5.05000000                                                         | CUSIP: 970648AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6664208.18   | 0.03%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNR 2007-65 KI V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-65 CL KI V/R 2.20035000                                               | CUSIP: 31396WLY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51850 | PA      | $5255.73      | 0.00%             | 2037-07-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-16 A2 5.5% 09/25/35                          | CHL MORTGAGE PASS-THROUGH TRUST 2005-16 SER 2005-16 CL A23 REGD 5.50000000                       | CUSIP: 12669G3R0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4515 | PA      | $2735.74      | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC5442 4.5% 11/01/39                            | FANNIE MAE POOL UMBS P#AC5442 4.50000000                                                         | CUSIP: 31417SBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6343 | PA      | $6328.39      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2345 NE 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2345 CL NE 6.50000000                                                     | CUSIP: 313399SN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4791 | PA      | $5001.08      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/15/28                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 284800000 | PA      | $288482375.71 | 1.33%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-F A2 2.84% 08/25/26                          | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC SER 2017-F CL A2FX REGD 144A P/P 2.84000000            | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    481220 | PA      | $478423.06    | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELE 3% 03/01/51                         | PUBLIC SERVICE ELECTRIC REGD MTN 3.00000000                                                      | CUSIP: 74456QCG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4380000 | PA      | $2855162.83   | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN 5.8% 03/01/33                         | CONSTELLATION EN GEN LLC REGD 5.80000000                                                         | CUSIP: 210385AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621000 | PA      | $656650.56    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNR 2004-46 SK V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-46 CL SK V/R 4.34596300                                               | CUSIP: 31393YT54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2154 | PA      | $2266.10      | 0.00%             | 2034-05-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8568 4.5% 01/20/53                         | GINNIE MAE II POOL P#MA8568 4.50000000                                                           | CUSIP: 36179XQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10607283 | PA      | $10229972.77  | 0.05%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  3.8% 04/15/26                         | ALEXANDRIA REAL ESTATE E REGD 3.80000000                                                         | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    338000 | PA      | $335567.27    | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNR 2009-14 NI 6.5% 03/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-14 CL NI 6.50000000                            | CUSIP: 38374XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43712 | PA      | $3142.05      | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARP 2005-2 1A1F V/R 05/25/35                          | MASTR REPERFORMING LOAN TRUST 2005-2 SER 2005-2 CL 1A1F V/R REGD 144A P/P 4.78368000             | CUSIP: 57643QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    567291 | PA      | $275864.54    | 0.00%             | 2035-05-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.6% 03/15/35                         | WILLIAMS COMPANIES INC REGD 5.60000000                                                           | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2066166.70   | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/10/28                             | CITIGROUP INC REGD V/R 3.88700000                                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $12485463.73  | 0.06%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H29 FA V/R 10/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H29 CL FA V/R 4.96102000                       | CUSIP: 38375BZQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132154 | PA      | $132428.59    | 0.00%             | 2062-10-20      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04952 7.5% 01/01/38                           | FREDDIE MAC GOLD POOL P#G04952 7.50000000                                                        | CUSIP: 3128M6ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8139 | PA      | $8497.20      | 0.00%             | 2038-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.8% 01/10/28                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.80000000                                             | CUSIP: 44891ABT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2022379.61   | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.82% 09/01/51                                | RTX CORP REGD 2.82000000                                                                         | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1575388.11   | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2898 4.5% 09/01/52                            | FANNIE MAE POOL UMBS P#FS2898 4.50000000                                                         | CUSIP: 3140XJGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5807066 | PA      | $5585284.69   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.55% 03/15/35                              | ABBVIE INC REGD 4.55000000                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $5849676.12   | 0.03%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/13/27                              | BARCLAYS PLC REGD V/R 6.49600000                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6615000 | PA      | $6761799.09   | 0.03%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MARM 2004-15 3A1 V/R 12/25/34                          | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-15 SER 2004-15 CL 3A1 V/R REGD 7.24189500             | CUSIP: 576433VM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5836 | PA      | $5729.56      | 0.00%             | 2034-12-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| GNR 2022-148 DS V/R 08/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-148 CL DS V/R 0.00000000                       | CUSIP: 38383YAV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8040188 | PA      | $151486.79    | 0.00%             | 2052-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS L 6.2% 09/15/43                         | ONEOK PARTNERS LP REGD 6.20000000                                                                | CUSIP: 68268NAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2487508.68   | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 4.8% 02/01/35                         | COX COMMUNICATIONS INC REGD P/P 4.80000000                                                       | CUSIP: 224044CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5609656.74   | 0.03%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 5.875% 12/01/53                         | SOUTHERN CAL EDISON REGD 5.87500000                                                              | CUSIP: 842400HX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2416143.69   | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RFT 2023-1 A S/UP 12/25/26                             | REDWOOD FUNDING TRUST 2023-1 SER 2023-1 CL A S/UP REGD 144A P/P 7.50000000                       | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4832831 | PA      | $4850491.72   | 0.02%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CITZN 2024-1 A 5.11% 10/15/26                          | CITIZENS AUTO RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 144A P/P 5.11000000                 | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6193000 | PA      | $6226689.30   | 0.03%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GA 5.875% 03/15/41                         | SOUTHERN CO GAS CAPITAL REGD 5.87500000                                                          | CUSIP: 001192AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1237719.48   | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/29                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CLC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26980000 | PA      | $27231883.66  | 0.13%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2012-101 FC V/R 09/25/42                           | FANNIE MAE REMICS SER 2012-101 CL FC V/R 4.91965000                                              | CUSIP: 3136A76U1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54779 | PA      | $54127.42     | 0.00%             | 2042-09-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| MASTR 2003-12 6A1 5% 12/25/33                          | MASTR ASSET SECURITIZATION TRUST 2003-12 SER 2003-12 CL 6A1 REGD 5.00000000                      | CUSIP: 55265K3Z0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5690 | PA      | $5332.36      | 0.00%             | 2033-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP8607 2.5% 06/01/50                            | FANNIE MAE POOL UMBS P#BP8607 2.50000000                                                         | CUSIP: 3140KGR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11721396 | PA      | $9862619.70   | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03127 5% 03/01/37                             | FREDDIE MAC GOLD POOL P#G03127 5.00000000                                                        | CUSIP: 3128M4YY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43783 | PA      | $44542.11     | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO V/R /PERP/                         | JPMORGAN CHASE & CO REGD V/R /PERP/ SER II 7.04261000                                            | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4296802.50   | 0.02%             | 2173-10-01      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA A 1.63% 03/20/29                          | NELNET STUDENT LOAN TRUST 2021-D SER 2021-DA CL AFX REGD 144A P/P 1.63000000                     | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5002205 | PA      | $4713602.83   | 0.02%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FNR 2007-81 GE 6% 08/25/37                             | FANNIE MAE REMICS SER 2007-81 CL GE 6.00000000                                                   | CUSIP: 31396XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22132 | PA      | $23352.38     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLAND 7% 07/28/30                         | EMBRAER NETHERLANDS FINA REGD 144A P/P 7.00000000                                                | CUSIP: 29082HAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3836000 | PA      | $4141767.56   | 0.02%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS 5.625% 04/15/30                         | GENERAL MOTORS CO REGD 5.62500000                                                                | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11626409.11  | 0.05%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50                         | ENERGY TRANSFER LP REGD 5.00000000                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $931772.26    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W2 1A1 6.5% 07/25/42                          | FANNIE MAE TRUST 2003-W2 SER 2003-W2 CL 1A1 6.50000000                                           | CUSIP: 31392JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43805 | PA      | $45674.40     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 3.625% 06/17/31                         | FORD MOTOR CREDI REGD 3.62500000                                                                 | CUSIP: 345397B69<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1113501.42   | 0.01%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNW 2006-W2 2A V/R 11/25/35                            | FANNIE MAE TRUST 2006-W2 SER 2006-W2 CL 2A V/R 5.45613000                                        | CUSIP: 31395N5E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47798 | PA      | $48818.50     | 0.00%             | 2045-11-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FNR 2005-109 PC 6% 12/25/35                            | FANNIE MAE REMICS SER 2005-109 CL PC 6.00000000                                                  | CUSIP: 31394UZE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1957 | PA      | $1988.04      | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                                | HCA INC REGD 5.12500000                                                                          | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1612922.15   | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2008-80 SA V/R 09/25/38                            | FANNIE MAE REMICS SER 2008-80 CL SA V/R 1.43035000                                               | CUSIP: 31397MRK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54205 | PA      | $4476.35      | 0.00%             | 2038-09-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5774 5.5% 02/01/53                            | FANNIE MAE POOL UMBS P#CB5774 5.50000000                                                         | CUSIP: 3140QRMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6684055 | PA      | $6722844.14   | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#995003 7.5% 01/01/35                            | FANNIE MAE POOL UMBS P#995003 7.50000000                                                         | CUSIP: 31416BKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7931 | PA      | $8214.04      | 0.00%             | 2035-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY IN 6.8% 05/15/38                         | SUNCOR ENERGY INC REGD 6.80000000                                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $248619.88    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40                         | VERIZON COMMUNICATIONS REGD 2.65000000                                                           | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $1643041.49   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES5 A V/R 08/25/44                          | RCKT MORTGAGE TRUST 2024-CES5 SER 2024-CES5 CL A1A V/R REGD 144A P/P 5.84600000                  | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1627294 | PA      | $1635224.62   | 0.01%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.726% 03/25/31                         | BAT CAPITAL CORP REGD 2.72600000                                                                 | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6141747.11   | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FHR 1981 Z 6% 05/15/27                                 | FREDDIE MAC REMICS SER 1981 CL Z 6.00000000                                                      | CUSIP: 3133TAUE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       580 | PA      | $579.15       | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC 5.3% 05/09/35                              | CUMMINS INC REGD 5.30000000                                                                      | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |  13423000 | PA      | $13630160.38  | 0.06%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q24029 4% 12/01/43                             | FREDDIE MAC GOLD POOL P#Q24029 4.00000000                                                        | CUSIP: 3132M4EA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    147316 | PA      | $140220.14    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 4.3% 12/01/56                         | CON EDISON CO OF NY INC REGD SER C 4.30000000                                                    | CUSIP: 209111FK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2401597.45   | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA 7.2% 07/18/36                             | FIBERCOP SPA REGD 144A P/P 7.20000000                                                            | CUSIP: 683879AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1231000 | PA      | $1199711.85   | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.5% 04/15/38                                  | MPLX LP REGD 4.50000000                                                                          | CUSIP: 55336VAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3537705.72   | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 4.2% 03/15/48                             | EVERGY METRO REGD 4.20000000                                                                     | CUSIP: 485134BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $398277.05    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNR 2004-25 SA V/R 04/25/34                            | FANNIE MAE REMICS SER 2004-25 CL SA V/R 7.37096300                                               | CUSIP: 31393XRE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9034 | PA      | $9715.07      | 0.00%             | 2034-04-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL 4.625% 03/31/28                         | KOREA NATIONAL OIL CORP REGD 144A P/P 4.62500000                                                 | CUSIP: 50065LAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5919000 | PA      | $5959485.37   | 0.03%             | 2028-03-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q40375 3.5% 05/01/46                           | FREDDIE MAC GOLD POOL P#Q40375 3.50000000                                                        | CUSIP: 3132WDMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    778023 | PA      | $720137.74    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.538% 12/15/27                          | BANK 2017-BNK9 SER 2017-BNK9 CL A4 REGD 3.53800000                                               | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6100000 | PA      | $5950349.92   | 0.03%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB8726 3.5% 03/01/43                            | FANNIE MAE POOL UMBS P#AB8726 3.50000000                                                         | CUSIP: 31417FVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1322550 | PA      | $1239855.54   | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA0917 5.5% 09/01/33                            | FANNIE MAE POOL UMBS P#AA0917 5.50000000                                                         | CUSIP: 31416JAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60606 | PA      | $61871.97     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q20067 3% 07/01/43                             | FREDDIE MAC GOLD POOL P#Q20067 3.00000000                                                        | CUSIP: 3132JMCC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     99026 | PA      | $89488.38     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANC 2.5% 09/01/30                         | HANOVER INSURANCE GROUP REGD 2.50000000                                                          | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $4993141.52   | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07304 3.5% 12/01/42                           | FREDDIE MAC GOLD POOL P#G07304 3.50000000                                                        | CUSIP: 3128M9NV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    993760 | PA      | $933926.11    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEA 2.511% 08/15/50                         | CHILDREN'S HEATH SYS TX REGD 2.51100000                                                          | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1319540.15   | 0.01%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4058 4% 12/01/41                              | FANNIE MAE POOL UMBS P#AB4058 4.00000000                                                         | CUSIP: 31417AQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    464596 | PA      | $448095.68    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#886558 V/R 08/01/36                             | FANNIE MAE POOL UMBS P#886558 V/R 7.33700000                                                     | CUSIP: 31410D5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20621 | PA      | $21051.49     | 0.00%             | 2036-08-01      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGI 1.4% 09/15/27                         | ROPER TECHNOLOGIES INC REGD 1.40000000                                                           | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2868990.49   | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINAN 4.625% 04/15/32                         | TRUSTAGE FINANCIAL GROUP REGD 144A P/P 4.62500000                                                | CUSIP: 89787EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4730335.05   | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1177 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#MA1177 3.50000000                                                         | CUSIP: 31418AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    264388 | PA      | $246061.59    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-78 BZ 6.5% 08/25/36                           | FANNIE MAE REMICS SER 2006-78 CL BZ 6.50000000                                                   | CUSIP: 31396KDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8403 | PA      | $8923.80      | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO1728 4% 07/01/49                              | FANNIE MAE POOL UMBS P#BO1728 4.00000000                                                         | CUSIP: 3140JV4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1773485 | PA      | $1678989.85   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3610 CA 4.5% 12/15/39                              | FREDDIE MAC REMICS SER 3610 CL CA 4.50000000                                                     | CUSIP: 31398LLE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    984850 | PA      | $986900.75    | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-16 WA V/R 03/25/40                            | FANNIE MAE REMICS SER 2010-16 CL WA V/R 6.44245500                                               | CUSIP: 31398MRP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50457 | PA      | $51449.78     | 0.00%             | 2040-03-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0316 4% 07/01/52                              | FANNIE MAE POOL UMBS P#BF0316 4.00000000                                                         | CUSIP: 3140FXK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11460657 | PA      | $10776348.32  | 0.05%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.5% 01/23/29                         | PETROLEOS MEXICANOS REGD SER WI 6.50000000                                                       | CUSIP: 71654QCP5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    970000 | PA      | $949212.03    | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-16 OA ZCP 03/25/36                            | FANNIE MAE REMICS SER 2006-16 CL OA ZCP 0.00000000                                               | CUSIP: 31394V4X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4659 | PA      | $4139.73      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC7296 5.5% 12/01/39                            | FANNIE MAE POOL UMBS P#AC7296 5.50000000                                                         | CUSIP: 31417UDA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24389 | PA      | $24933.28     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5Y 5.646% 04/15/30                          | BANK5 2025-5YR14 SER 2025-5YR14 CL A3 REGD 5.64600000                                            | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7410000 | PA      | $7712797.05   | 0.04%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/09/31                               | BNP PARIBAS REGD V/R 144A P/P 5.08500000                                                         | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  14620000 | PA      | $14762507.72  | 0.07%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-2 A5 V/R 01/25/33                           | BEAR STEARNS ARM TRUST 2003-2 SER 2003-2 CL A5 V/R REGD 144A P/P 6.26044000                      | CUSIP: 07384MTD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42094 | PA      | $41806.71     | 0.00%             | 2033-01-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FHR 3481 SJ V/R 08/15/38                               | FREDDIE MAC REMICS SER 3481 CL SJ V/R 1.43167000                                                 | CUSIP: 31397Y4R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68570 | PA      | $6071.47      | 0.00%             | 2038-08-15      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC U 4.125% 06/15/44                         | PPL ELECTRIC UTILITIES REGD 4.12500000                                                           | CUSIP: 69351UAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $174321.25    | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FSPC T-59 1A2 7% 10/25/43                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-59 CL 1A2 7.00000000                      | CUSIP: 31394PPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148288 | PA      | $154959.88    | 0.00%             | 2043-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 3.865% 03/04/29                         | BROOKLYN UNION GAS CO REGD 144A P/P 3.86500000                                                   | CUSIP: 114259AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1094502.25   | 0.01%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| FHR 2544 HC 6% 12/15/32                                | FREDDIE MAC REMICS SER 2544 CL HC 6.00000000                                                     | CUSIP: 31393FQX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10116 | PA      | $10532.84     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.673% 04/01/35                         | GLENCORE FUNDING LLC REGD 144A P/P 5.67300000                                                    | CUSIP: 378272CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14209000 | PA      | $14495446.76  | 0.07%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/30                           | UNITED STATES TREASURY NOTE 4.87500000                                                           | CUSIP: 91282CJG7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3090000 | PA      | $3243655.07   | 0.02%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 3.95% 04/23/27                          | MORGAN STANLEY REGD MTN 3.95000000                                                               | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14190000 | PA      | $14100865.37  | 0.07%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT8027 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT8027 3.00000000                                                         | CUSIP: 3138WV4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59062 | PA      | $53319.37     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.15% 01/01/26                         | PACIFIC GAS & ELECTRIC REGD 3.15000000                                                           | CUSIP: 694308JP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9192000 | PA      | $9104091.48   | 0.04%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-1 A1 V/R 11/25/28                            | TOWD POINT MORTGAGE TRUST 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.75000000                   | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2632568 | PA      | $2561015.53   | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 06/14/27                         | SANTANDER UK GROUP HLDGS REGD V/R 1.67300000                                                     | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2290000 | PA      | $2224399.22   | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE9384 V/R 11/20/71                          | GINNIE MAE II POOL P#CE9384 V/R 5.61000000                                                       | CUSIP: 3617VYM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3963561 | PA      | $4124828.68   | 0.02%             | 2071-11-20      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT9668 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AT9668 3.00000000                                                         | CUSIP: 3138WXW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205014 | PA      | $185333.42    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 5.35% 05/15/40                         | SAN DIEGO G & E REGD 5.35000000                                                                  | CUSIP: 797440BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3369685.17   | 0.02%             | 2040-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHR 3443 SY V/R 03/15/37                               | FREDDIE MAC REMICS SER 3443 CL SY V/R 9.00000000                                                 | CUSIP: 31397T7H9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7053 | PA      | $7754.29      | 0.00%             | 2037-03-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 05/31/35                         | SANTANDER HOLDINGS USA REGD V/R 6.34200000                                                       | CUSIP: 80282KBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1576840.72   | 0.01%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FNR 1999-62 PB 7.5% 12/18/29                           | FANNIE MAE REMICS SER 1999-62 CL PB 7.50000000                                                   | CUSIP: 31359XEP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       874 | PA      | $885.63       | 0.00%             | 2029-12-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#847621 V/R 05/01/33                            | FREDDIE MAC NON GOLD POOL P#847621 V/R 6.43600000                                                | CUSIP: 3128JRPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28819 | PA      | $29499.64     | 0.00%             | 2033-05-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B3 3.761% 01/10/28                          | BENCHMARK 2018-B3 MORTGAGE TRUST SER 2018-B3 CL A4 REGD 3.76100000                               | CUSIP: 08161BAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16256180 | PA      | $15981193.68  | 0.07%             | 2051-04-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AMXCA 2025-3 A 4.51% 04/15/30                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2025-3 CL A REGD 4.51000000                     | CUSIP: 02582JKR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14032000 | PA      | $14231356.83  | 0.07%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 03/18/54                         | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                       | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |   2147000 | PA      | $1989751.40   | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BSABS 2003-2 A3 V/R 03/25/43                           | BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2 SER 2003-2 CL A3 V/R REGD 5.93368000           | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310251 | PA      | $1312409.12   | 0.01%             | 2043-03-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4599 3% 05/01/52                              | FANNIE MAE POOL UMBS P#MA4599 3.00000000                                                         | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23079693 | PA      | $20005452.51  | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL3 A V/R 01/25/24                          | VOLT XCIV LLC SER 2021-NPL3 CL A1 V/R REGD 144A P/P 6.23950000                                   | CUSIP: 92873AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    912886 | PA      | $912503.22    | 0.00%             | 2051-02-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 6.5% 10/06/33                         | GLENCORE FUNDING LLC REGD 144A P/P 6.50000000                                                    | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7590872.94   | 0.04%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.2% 12/01/47                                  | MPLX LP REGD SER WI 5.20000000                                                                   | CUSIP: 55336VBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $487729.30    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/28                          | SOCIETE GENERALE REGD V/R 144A P/P 5.51900000                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3037142.16   | 0.01%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99134 4% 01/01/46                             | FREDDIE MAC GOLD POOL P#U99134 4.00000000                                                        | CUSIP: 3132H7EG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1400808 | PA      | $1329191.59   | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.5% 09/01/30                                | ONEOK INC REGD 144A P/P 6.50000000                                                               | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  18263000 | PA      | $19511289.75  | 0.09%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/28/31                                   | BPCE SA REGD V/R 144A P/P 5.38900000                                                             | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  10175000 | PA      | $10360620.49  | 0.05%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4918 5% 02/01/53                              | FANNIE MAE POOL UMBS P#MA4918 5.00000000                                                         | CUSIP: 31418EPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5796665 | PA      | $5700554.50   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5120 6% 07/01/53                              | FANNIE MAE POOL UMBS P#FS5120 6.00000000                                                         | CUSIP: 3140XLVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5082332 | PA      | $5241342.77   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 V/R 05/25/70                           | VERUS SECURITIZATION TRUST 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 5.62300000                  | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12640119 | PA      | $12704824.21  | 0.06%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 04/24/31                         | MITSUBISHI UFJ FIN GRP REGD V/R 5.15900000                                                       | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1637990.72   | 0.01%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#650236 5% 12/01/32                              | FANNIE MAE POOL UMBS P#650236 5.00000000                                                         | CUSIP: 31390MLR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       356 | PA      | $355.05       | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATE 4.125% 05/15/44                         | NORTHERN STATES PWR-MINN REGD 4.12500000                                                         | CUSIP: 665772CL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1226788.15   | 0.01%             | 2044-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0127 5.5% 06/01/39                            | FANNIE MAE POOL UMBS P#MA0127 5.50000000                                                         | CUSIP: 31417YD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12117 | PA      | $12119.09     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT5026 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AT5026 3.00000000                                                         | CUSIP: 3138WSSQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8016026 | PA      | $7239823.00   | 0.03%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-36 SH V/R 04/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-36 CL SH V/R 1.86794000                        | CUSIP: 38374D3F4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69786 | PA      | $293.08       | 0.00%             | 2038-04-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM8595 2.83% 05/01/27                           | FANNIE MAE POOL UMBS P#AM8595 2.83000000                                                         | CUSIP: 3138L9RR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7541219 | PA      | $7372559.64   | 0.03%             | 2027-05-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| FHR 3365 PO ZCP 09/15/37                               | FREDDIE MAC REMICS SER 3365 CL PO ZCP 0.00000000                                                 | CUSIP: 31397KNK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11637 | PA      | $9780.11      | 0.00%             | 2037-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/18/31                         | HSBC HOLDINGS PLC REGD V/R 2.35700000                                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2580000 | PA      | $2291346.89   | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| GNR 2008-69 QD 5.75% 07/20/38                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-69 CL QD 5.75000000                            | CUSIP: 38375XRK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       560 | PA      | $558.24       | 0.00%             | 2038-07-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHR 3607 OP ZCP 07/15/37                               | FREDDIE MAC REMICS SER 3607 CL OP ZCP 0.00000000                                                 | CUSIP: 31398LQS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121141 | PA      | $102708.40    | 0.00%             | 2037-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022-C16 A V/R 05/15/32                          | BBCMS MORTGAGE TRUST 2022-C16 SER 2022-C16 CL A5 V/R REGD 4.60000000                             | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8622052.25   | 0.04%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05 1M1 V/R 06/25/43                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 SER 2023-R05 CL 1M1 V/R REGD 144A P/P 6.20621000    | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3265124 | PA      | $3296591.13   | 0.02%             | 2043-06-25      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8460 2.5% 09/01/51                            | FANNIE MAE POOL UMBS P#BT8460 2.50000000                                                         | CUSIP: 3140LXMJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397956 | PA      | $324718.95    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#617486 7% 04/15/37                              | GINNIE MAE I POOL P#617486 7.00000000                                                            | CUSIP: 36290T6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5160 | PA      | $5223.28      | 0.00%             | 2037-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RCO 2025-2 A1 V/R 04/25/28                             | RCO IX MORTGAGE LLC 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 6.51310000                         | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9997781 | PA      | $10040796.90  | 0.05%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.75% 11/15/48                                | CSX CORP REGD 4.75000000                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1134747.42   | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#976871 6.5% 08/01/36                            | FANNIE MAE POOL UMBS P#976871 6.50000000                                                         | CUSIP: 31414UW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42516 | PA      | $43912.69     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC 5.8% 12/15/34                         | DT MIDSTREAM INC REGD 144A P/P 5.80000000                                                        | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2546030.00   | 0.01%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/                         | BANK OF AMERICA CORP REGD V/R /PERP/ 6.62500000                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3899233.55   | 0.02%             | 2173-08-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GNR 2003-46 MG 6.5% 05/20/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-46 CL MG 6.50000000                            | CUSIP: 38373Q2Q3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22618 | PA      | $22556.53     | 0.00%             | 2033-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 4.65% 08/15/43                         | VIRGINIA ELEC & POWER CO REGD SER D 4.65000000                                                   | CUSIP: 927804FP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1547115.13   | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#257048 6% 01/01/28                              | FANNIE MAE POOL UMBS P#257048 6.00000000                                                         | CUSIP: 31371NP90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11319 | PA      | $11500.39     | 0.00%             | 2028-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#886772 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#886772 V/R 7.48200000                                                     | CUSIP: 31410EFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16379 | PA      | $16730.89     | 0.00%             | 2036-09-01      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL2643 3.39% 07/01/34                           | FANNIE MAE POOL UMBS P#BL2643 3.39000000                                                         | CUSIP: 3140HT5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $7755821.35   | 0.04%             | 2034-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN T 3.7% 03/15/28                         | GOODMAN US FIN THREE REGD 144A P/P 3.70000000                                                    | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    862000 | PA      | $844929.71    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNR 2007-28 EO ZCP 04/25/37                            | FANNIE MAE REMICS SER 2007-28 CL EO ZCP 0.00000000                                               | CUSIP: 31396VLE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26363 | PA      | $22632.11     | 0.00%             | 2037-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08524 3% 03/01/43                             | FREDDIE MAC GOLD POOL P#G08524 3.00000000                                                        | CUSIP: 3128MJSN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    881381 | PA      | $797590.33    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 2.125% 07/12/28                         | ENEL FINANCE INTL NV REGD 144A P/P 2.12500000                                                    | CUSIP: 29278GAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4106000 | PA      | $3832841.08   | 0.02%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 3.5% 05/20/51                         | ARTHUR J GALLAGHER & CO REGD 3.50000000                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2085567.30   | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3200 PO ZCP 08/15/36                               | FREDDIE MAC REMICS SER 3200 CL PO ZCP 0.00000000                                                 | CUSIP: 31397AJ95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12880 | PA      | $10899.60     | 0.00%             | 2036-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5745 5% 06/01/40                              | FANNIE MAE POOL UMBS P#MA5745 5.00000000                                                         | CUSIP: 31418FL39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8797628 | PA      | $8861948.48   | 0.04%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 2458 ZM 6.5% 06/15/32                              | FREDDIE MAC REMICS SER 2458 CL ZM 6.50000000                                                     | CUSIP: 31392PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4719 | PA      | $4777.08      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MRFC 2000-TBC3 A1 V/R 12/15/30                         | MRFC 2000-TBC3 A1 V/R 12/15/30 4.86624000                                                        | CUSIP: 585525EN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7248 | PA      | $7032.70      | 0.00%             | 2030-12-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FHMS K-161 A2 V/R 10/25/33                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-161 CL A2 V/R 4.90000000           | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9496631 | PA      | $9750473.10   | 0.05%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| SCRT 2019-4 M55D 4% 02/25/59                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL M55D 4.00000000      | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3653346 | PA      | $3406080.16   | 0.02%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W1 1AF1 V/R 11/25/46                          | FANNIE MAE WHOLE LOAN SER 2007-W1 CL 1AF1 V/R 4.67965000                                         | CUSIP: 31395D7H6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    326937 | PA      | $324284.77    | 0.00%             | 2046-11-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| RCO 2025-3 A1 V/R 05/25/28                             | RCO VIII MORTGAGE LLC 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 6.43450000                       | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4479120 | PA      | $4438952.06   | 0.02%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9960 3% 02/01/44                              | FANNIE MAE POOL UMBS P#AL9960 3.00000000                                                         | CUSIP: 3138ESB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2313111 | PA      | $2093044.61   | 0.01%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN 5.2% 07/07/35                            | TAKEDA US FIN REGD 5.20000000                                                                    | CUSIP: 87406BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17905000 | PA      | $17906890.95  | 0.08%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8088 1.5% 02/01/36                            | FREDDIE MAC POOL UMBS P#SB8088 1.50000000                                                        | CUSIP: 3132D56Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4409231 | PA      | $3929327.10   | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.125% 02/21/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.12500000                                                | CUSIP: 05401AAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1430000 | PA      | $1403584.53   | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#888476 7.5% 05/01/37                            | FANNIE MAE POOL UMBS P#888476 7.50000000                                                         | CUSIP: 31410GCM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6536 | PA      | $6782.78      | 0.00%             | 2037-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-36 SJ V/R 06/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL SJ V/R 1.81794000                        | CUSIP: 38375KHN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42319 | PA      | $636.69       | 0.00%             | 2037-06-20      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/18/27                                   | BPCE SA REGD V/R 144A P/P MTN 5.97500000                                                         | CUSIP: 05583JAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4300000 | PA      | $4329230.45   | 0.02%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPEL 5.95% 06/01/26                         | BOARDWALK PIPELINES LP REGD 5.95000000                                                           | CUSIP: 096630AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024993.81   | 0.01%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60039 3% 04/01/43                             | FREDDIE MAC GOLD POOL P#G60039 3.00000000                                                        | CUSIP: 31335ABG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5110407 | PA      | $4625677.81   | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0933 3% 04/20/43                           | GINNIE MAE II POOL P#MA0933 3.00000000                                                           | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1021642 | PA      | $929387.33    | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD 3.2% 09/16/40                            | AIA GROUP LTD REGD 144A P/P 3.20000000                                                           | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    915000 | PA      | $703314.07    | 0.00%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.875% 02/15/53                         | UNITEDHEALTH GROUP INC REGD 5.87500000                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1497869.52   | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/28                         | BANK OF AMERICA CORP REGD V/R MTN 2.55100000                                                     | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2988566.76   | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C38  3.19% 07/15/50                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL A4 REGD 3.19000000                | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12236185 | PA      | $11984830.19  | 0.06%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN2896 2.58% 09/01/28                           | FANNIE MAE POOL UMBS P#AN2896 2.58000000                                                         | CUSIP: 3138LFGE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3577221 | PA      | $3420893.21   | 0.02%             | 2028-09-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHMS K757 A2 4.456% 08/25/31                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K757 CL A2 4.45600000           | CUSIP: 3137HH5X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4571341 | PA      | $4607072.43   | 0.02%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HINTT 2020-A B 2.23% 10/09/39                          | HIN TIMESHARE TRUST 2020-A SER 2020-A CL B REGD 144A P/P 2.23000000                              | CUSIP: 40439HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    808107 | PA      | $778887.87    | 0.00%             | 2039-10-09      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4255 2% 02/01/51                              | FANNIE MAE POOL UMBS P#MA4255 2.00000000                                                         | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8623285 | PA      | $6867122.09   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-2 A1A V/R 04/25/60                           | TOWD POINT MORTGAGE TRUST 2020-2 SER 2020-2 CL A1A V/R REGD 144A P/P 1.63600000                  | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14257136 | PA      | $12928425.33  | 0.06%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-AR3 A1 V/R 06/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 SER 2004-AR3 CL A1 V/R REGD 5.38729800   | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    611357 | PA      | $572893.67    | 0.00%             | 2034-06-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| NAA 2003-A1 A5 7% 04/25/33                             | NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A5 REGD 7.00000000   | CUSIP: 65535VAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7634 | PA      | $7669.93      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BVABS 2023-CA 6.291% 06/25/27                          | BOF VII AL FUNDING TRUST I SER 2023-CAR3 CL A2 REGD 144A P/P 6.29100000                          | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4102002 | PA      | $4169860.55   | 0.02%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ODART 2025-1A  5.36% 06/16/31                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.36000000           | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17100000 | PA      | $17629359.57  | 0.08%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.25% 12/15/41                         | DUKE ENERGY CAROLINAS REGD 4.25000000                                                            | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $120585.28    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KSBA 2014-2 A V/R 04/25/40                             | KGS-ALPHA SBA COOF TRUST 2014-2 SER 2014-2 CL A V/R 144A P/P 3.01772800                          | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114577 | PA      | $6575.90      | 0.00%             | 2040-04-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 08/31/30                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CHW4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  63050000 | PA      | $63961269.22  | 0.30%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUS 2.875% 01/12/32                         | RELIANCE INDUSTRIES LTD REGD 144A P/P 2.87500000                                                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   3000000 | PA      | $2663536.26   | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#884722 V/R 08/01/36                             | FANNIE MAE POOL UMBS P#884722 V/R 6.11700000                                                     | CUSIP: 31410B4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2022 | PA      | $2061.68      | 0.00%             | 2036-08-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7541 2% 05/01/51                              | FREDDIE MAC POOL UMBS P#SD7541 2.00000000                                                        | CUSIP: 3132DVLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7047183 | PA      | $5674360.73   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 5.55% 02/15/34                              | NASDAQ INC REGD 5.55000000                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1015822.59   | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0113 4% 07/01/40                              | FANNIE MAE POOL UMBS P#AE0113 4.00000000                                                         | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1433423 | PA      | $1386830.87   | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.625% 01/29/38                         | UNITED MEXICAN STATES REGD 6.62500000                                                            | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   4864000 | PA      | $4936960.00   | 0.02%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-HYB3 2 V/R 06/20/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB3 SER 2004-HYB3 CL 2A V/R REGD 4.66503300                | CUSIP: 12669FYY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17882 | PA      | $16825.27     | 0.00%             | 2034-06-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                         | BANK OF AMERICA CORP REGD V/R 2.68700000                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17025000 | PA      | $15278657.73  | 0.07%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FNR 2008-56 AC 5% 07/25/38                             | FANNIE MAE REMICS SER 2008-56 CL AC 5.00000000                                                   | CUSIP: 31397MAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12740 | PA      | $12704.66     | 0.00%             | 2038-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5125 2% 09/01/41                              | FREDDIE MAC POOL UMBS P#RB5125 2.00000000                                                        | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9820616 | PA      | $8423310.17   | 0.04%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A87147 4.5% 07/01/39                           | FREDDIE MAC GOLD POOL P#A87147 4.50000000                                                        | CUSIP: 3129335G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     51558 | PA      | $51503.75     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FSPC T-58 APO ZCP 09/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-58 CL APO ZCP 0.00000000                  | CUSIP: 31394JY76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10851 | PA      | $7447.06      | 0.00%             | 2043-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S9 A 5.25% 10/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S9 TRUST SER 2003-S9 CL A8 REGD 5.25000000   | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92353 | PA      | $91517.96     | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB8897 3% 04/01/43                              | FANNIE MAE POOL UMBS P#AB8897 3.00000000                                                         | CUSIP: 31417F3F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    915226 | PA      | $826803.65    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOUR 5.104% 12/01/38                         | EVERGY MISSOURI W STORM REGD SER A-1 5.10400000                                                  | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3510072 | PA      | $3509231.03   | 0.02%             | 2038-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RALI 2005-QA6 A3 V/R 05/25/35                          | RALI SERIES 2005-QA6 TRUST SER 2005-QA6 CL A32 V/R REGD 6.84785000                               | CUSIP: 76110H6F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69362 | PA      | $36744.54     | 0.00%             | 2035-05-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO 2.65% 03/15/32                         | ESSEX PORTFOLIO LP REGD 2.65000000                                                               | CUSIP: 29717PAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1518545.29   | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q10960 3.5% 09/01/42                           | FREDDIE MAC GOLD POOL P#Q10960 3.50000000                                                        | CUSIP: 3132HMB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1190391 | PA      | $1119085.37   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.2% 04/14/34                         | JEFFERIES FIN GROUP INC REGD 6.20000000                                                          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5230088.85   | 0.02%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON C 2.65% 05/01/28                         | TOLEDO EDISON COMPANY REGD 144A P/P 2.65000000                                                   | CUSIP: 889175BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1131288.23   | 0.01%             | 2028-05-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ODART 2019-1A  3.63% 08/14/25                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.63000000           | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2393289 | PA      | $2385240.78   | 0.01%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-C7  2.86% 11/15/29                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 SER 2019-C7 CL A3 REGD 2.86000000                    | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2145548 | PA      | $2002934.33   | 0.01%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| FNR 2008-4 SD V/R 02/25/38                             | FANNIE MAE REMICS SER 2008-4 CL SD V/R 1.58035000                                                | CUSIP: 31396YEP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159444 | PA      | $14804.44     | 0.00%             | 2038-02-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| VWALT 2024-A A 5.21% 10/20/26                          | VOLKSWAGEN AUTO LEASE TRUST 2024-A SER 2024-A CL A3 REGD 5.21000000                              | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3682000 | PA      | $3714789.68   | 0.02%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09055 4% 12/01/43                             | FREDDIE MAC GOLD POOL P#C09055 4.00000000                                                        | CUSIP: 31292SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    419196 | PA      | $403204.51    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/25/33                         | JPMORGAN CHASE & CO REGD V/R 2.96300000                                                          | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9437724.56   | 0.04%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 06/01/41                         | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                         | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13115000 | PA      | $9514849.22   | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3232 ST V/R 10/15/36                               | FREDDIE MAC REMICS SER 3232 CL ST V/R 2.28167000                                                 | CUSIP: 31397BP96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25505 | PA      | $1982.20      | 0.00%             | 2036-10-15      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1  4% 04/11/26                         | UNITED AIR 2014-1 A PTT REGD SER A 4.00000000                                                    | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511305 | PA      | $506803.02    | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CWL 2004-6 2A5 V/R 11/25/34                            | CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 SER 2004-6 CL 2A5 V/R REGD 5.21368000           | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    307465 | PA      | $295900.02    | 0.00%             | 2034-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KGL1  V/R 10/25/27                          | FREMF 2017-KGS1 MORTGAGE TRUST SER 2017-KGL1 CL BFL V/R REGD 144A P/P 6.92603000                 | CUSIP: 30305QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3415183 | PA      | $3321041.38   | 0.02%             | 2027-10-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 5% 04/01/35                          | GENERAL MOTORS CO REGD 5.00000000                                                                | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   7832000 | PA      | $7400511.94   | 0.03%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.5% 02/15/41                             | BROADCOM INC REGD 144A P/P 3.50000000                                                            | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8120000 | PA      | $6435489.84   | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.6% 11/15/60                         | T-MOBILE USA INC REGD 3.60000000                                                                 | CUSIP: 87264ABY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3920000 | PA      | $2613829.81   | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04668 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#G04668 5.00000000                                                        | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96238 | PA      | $97789.59     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0698 3% 01/20/43                           | GINNIE MAE II POOL P#MA0698 3.00000000                                                           | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414017 | PA      | $377145.17    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4182 2% 11/01/50                              | FANNIE MAE POOL UMBS P#MA4182 2.00000000                                                         | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15306097 | PA      | $12217606.90  | 0.06%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T3 PT1 V/R 01/25/44                          | FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL PT1 V/R 9.33428000                               | CUSIP: 31393YV85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10790 | PA      | $11401.28     | 0.00%             | 2044-01-25      | Variable      | 9.33%                 | No            |                  2 | On Loan: No      |
| BOAMS 2003-C 3A1 V/R 04/25/33                          | BANC OF AMERICA MORTGAGE 2003-C TRUST SER 2003-C CL 3A1 V/R REGD 6.99657400                      | CUSIP: 0605067V8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1435 | PA      | $1372.02      | 0.00%             | 2033-04-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K99 B V/R 09/25/29                          | FREMF 2019-K99 MORTGAGE TRUST SER 2019-K99 CL B V/R REGD 144A P/P 3.76577400                     | CUSIP: 30314FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9534146.00   | 0.04%             | 2052-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.625% 07/15/54                         | UNITEDHEALTH GROUP INC REGD 5.62500000                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  10467000 | PA      | $10153212.63  | 0.05%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04077 6.5% 03/01/38                           | FREDDIE MAC GOLD POOL P#G04077 6.50000000                                                        | CUSIP: 3128M52J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20160 | PA      | $21332.18     | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ES 2% 05/18/32                         | ALEXANDRIA REAL ESTATE E REGD 2.00000000                                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1809943.54   | 0.01%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1045 3% 05/01/52                              | FANNIE MAE POOL UMBS P#FA1045 3.00000000                                                         | CUSIP: 3140W1ET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5864561 | PA      | $5085317.11   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 09/13/30                         | MIZUHO FINANCIAL GROUP REGD V/R 2.86900000                                                       | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1514299.11   | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2057000 | PA      | $2045429.38   | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.5% 09/15/54                                | KROGER CO REGD 5.50000000                                                                        | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    780000 | PA      | $740416.63    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.05% 04/15/53                         | UNITEDHEALTH GROUP INC REGD 5.05000000                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7745000 | PA      | $6913039.77   | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH2683 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH2683 4.00000000                                                         | CUSIP: 3138A36V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    516135 | PA      | $498715.77    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H20 LF V/R 10/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H20 CL LF V/R 5.04602000                       | CUSIP: 38375UQR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520445 | PA      | $519899.39    | 0.00%             | 2064-10-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PEN 3.25% 03/15/28                         | FIRSTENERGY PENN ELECTRI REGD 144A P/P 3.25000000                                                | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2314318.49   | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47                         | GINNIE MAE II POOL P#MA4837 3.50000000                                                           | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3951244 | PA      | $3649761.46   | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.7% 03/01/30                         | UNITED AIR 2018-1 A PTT REGD SER A 3.70000000                                                    | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2629319 | PA      | $2451408.04   | 0.01%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30                               | BOEING CO REGD 5.15000000                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4301470.47   | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/35                         | WELLS FARGO & COMPANY REGD V/R 5.49900000                                                        | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7030000 | PA      | $7209390.34   | 0.03%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4719 3% 11/01/50                              | FANNIE MAE POOL UMBS P#FM4719 3.00000000                                                         | CUSIP: 3140X8G50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320985 | PA      | $282928.53    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-12 BZ 5.5% 03/25/36                           | FANNIE MAE REMICS SER 2006-12 CL BZ 5.50000000                                                   | CUSIP: 31394VQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64784 | PA      | $67270.32     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                            | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                        | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3602653 | PA      | $2995525.63   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.3% 03/15/45                         | PACIFIC GAS & ELECTRIC REGD 4.30000000                                                           | CUSIP: 694308HL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    638000 | PA      | $481552.42    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1427 3% 05/01/37                              | FREDDIE MAC POOL UMBS P#SB1427 3.00000000                                                        | CUSIP: 3132CXSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3661020 | PA      | $3528101.85   | 0.02%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31                           | UNITED STATES TREASURY NOTE 1.62500000                                                           | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4225000 | PA      | $3726251.93   | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/31                                   | BPCE SA REGD V/R 144A P/P 5.87600000                                                             | CUSIP: 05571AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3570000 | PA      | $3703118.27   | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-MH1 A1 V/R 02/25/60                          | TOWD POINT MORTGAGE TRUST 2020-MH1 SER 2020-MH1 CL A1 V/R REGD 144A P/P 2.25000000               | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1402614 | PA      | $1367409.38   | 0.01%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 A1 V/R 05/25/30                            | PRPM 2025-2 LLC SER 2025-2 CL A1 V/R REGD 144A P/P 6.46900000                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4459509 | PA      | $4454479.25   | 0.02%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/23/29                         | JPMORGAN CHASE & CO REGD V/R 4.00500000                                                          | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2299590.10   | 0.01%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-S3 1A5 5% 07/25/34                           | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-S3 TRUST SER 2004-S3 CL 1A5 REGD 5.00000000  | CUSIP: 92922FUU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4908 | PA      | $4912.57      | 0.00%             | 2034-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 07/06/27                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 6.18700000                                              | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $2015285.22   | 0.01%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4807 5.5% 11/01/52                            | FANNIE MAE POOL UMBS P#MA4807 5.50000000                                                         | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6108231 | PA      | $6143829.73   | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.4% 03/15/45                           | HOME DEPOT INC REGD 4.40000000                                                                   | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    268000 | PA      | $231083.30    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNR 2010-129 AW V/R 04/20/37                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-129 CL AW V/R 5.83670000                       | CUSIP: 38377MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27317 | PA      | $28137.18     | 0.00%             | 2037-04-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4586 3.5% 07/20/47                         | GINNIE MAE II POOL P#MA4586 3.50000000                                                           | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1716661 | PA      | $1586392.37   | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-44 PD 7% 09/25/31                             | FANNIE MAE REMICS SER 2001-44 CL PD 7.00000000                                                   | CUSIP: 3139204E7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1537 | PA      | $1599.43      | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30                            | CITIBANK NA REGD SER . 4.91400000                                                                | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5337000 | PA      | $5439464.80   | 0.03%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 4.25% 06/02/28                             | EQUINOR ASA REGD 4.25000000                                                                      | CUSIP: 29446MAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |  30916000 | PA      | $31101756.62  | 0.14%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#782306 V/R 07/01/34                             | FANNIE MAE POOL UMBS P#782306 V/R 6.17000000                                                     | CUSIP: 31404YDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       286 | PA      | $291.03       | 0.00%             | 2034-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/23/29                             | CITIGROUP INC REGD V/R 4.07500000                                                                | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1099985.29   | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#679886 6.5% 02/01/32                            | FANNIE MAE POOL UMBS P#679886 6.50000000                                                         | CUSIP: 31391XJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11851 | PA      | $12257.68     | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-53 US V/R 06/25/36                            | FANNIE MAE REMICS SER 2006-53 CL US V/R 2.16035000                                               | CUSIP: 31395NJD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42636 | PA      | $3347.38      | 0.00%             | 2036-06-25      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6.05% 06/01/54                         | CVS HEALTH CORP REGD 6.05000000                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1519064.98   | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0922 2.5% 03/01/52                            | FREDDIE MAC POOL UMBS P#SD0922 2.50000000                                                        | CUSIP: 3132DNAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2216438 | PA      | $1858386.70   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4963 5% 02/01/55                              | FREDDIE MAC POOL UMBS P#QX4963 5.00000000                                                        | CUSIP: 31426AQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4372537 | PA      | $4288259.00   | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5064 2% 06/01/40                              | FREDDIE MAC POOL UMBS P#RB5064 2.00000000                                                        | CUSIP: 3133KYTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1188240 | PA      | $1040145.82   | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRV 3.875% 03/20/27                         | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 3.87500000                                                | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1044000 | PA      | $1031839.15   | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.6% 05/01/34                                | BOEING CO REGD 3.60000000                                                                        | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5762000 | PA      | $5078146.94   | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & 3.95% 03/01/48                         | FLORIDA POWER & LIGHT CO REGD 3.95000000                                                         | CUSIP: 341081FQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1326000 | PA      | $1057505.75   | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHR 3770 ZB 5% 12/15/40                                | FREDDIE MAC REMICS SER 3770 CL ZB 5.00000000                                                     | CUSIP: 3137A4PM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    511293 | PA      | $516584.23    | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7554 2.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#SD7554 2.50000000                                                        | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5160857 | PA      | $4346546.80   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE  5.95% 04/22/34                         | ELECTRICITE DE FRANCE SA REGD 144A P/P 5.95000000                                                | CUSIP: 268317AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   9195000 | PA      | $9579087.29   | 0.04%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.05% 02/15/46                         | KINDER MORGAN INC REGD 5.05000000                                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529604.62    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHS 299 300 3% 01/15/43                                | FREDDIE MAC STRIPS SER 299 CL 300 3.00000000                                                     | CUSIP: 3132HTJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93257 | PA      | $85506.04     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SDART 2022-6 D 5.69% 10/15/26                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SER 2022-6 CL D REGD 5.69000000                    | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10600000 | PA      | $10707137.38  | 0.05%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MIN 6.53% 11/15/28                         | INDO ASAHAN/MINERAL IND REGD 144A P/P 6.53000000                                                 | CUSIP: 74445PAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |   4761000 | PA      | $5027616.00   | 0.02%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 5.9% 06/15/29                               | MASTEC INC REGD 5.90000000                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6723574.00   | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.55% 02/20/48                         | BRISTOL-MYERS SQUIBB CO REGD 4.55000000                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1181369.09   | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC 4.55% 09/15/28                          | GLOBE LIFE INC REGD 4.55000000                                                                   | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014237.94   | 0.01%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM7321 3.12% 11/01/26                           | FANNIE MAE POOL UMBS P#AM7321 3.12000000                                                         | CUSIP: 3138L8D35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    858760 | PA      | $845318.99    | 0.00%             | 2026-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7589 2.5% 09/20/51                         | GINNIE MAE II POOL P#MA7589 2.50000000                                                           | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6959927 | PA      | $5916071.62   | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MLMI 2004-A4 A2 V/R 08/25/34                           | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2 SER 2004-A4 CL A2 V/R REGD 5.25420700       | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16746 | PA      | $15858.74     | 0.00%             | 2034-08-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0179 V/R 12/01/37                             | FANNIE MAE POOL UMBS P#AD0179 V/R 6.83700000                                                     | CUSIP: 31418MFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33824 | PA      | $35011.86     | 0.00%             | 2037-12-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER 6.2% 12/01/53                         | OGLETHORPE POWER CORP REGD 6.20000000                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $5603083.82   | 0.03%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2670 3% 01/01/52                              | FANNIE MAE POOL UMBS P#CB2670 3.00000000                                                         | CUSIP: 3140QM6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8344155 | PA      | $7224268.66   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2271 PC 7.25% 12/15/30                             | FREDDIE MAC REMICS SER 2271 CL PC 7.25000000                                                     | CUSIP: 3133TQKD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6085 | PA      | $6348.23      | 0.00%             | 2030-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 4.95% 01/15/28                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.95000000                                                | CUSIP: 05401AAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1530000 | PA      | $1537992.51   | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR1725 3.5% 02/01/43                            | FANNIE MAE POOL UMBS P#AR1725 3.50000000                                                         | CUSIP: 3138NX4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27006 | PA      | $25319.82     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-66 SB V/R 04/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-66 CL SB V/R 0.00000000                        | CUSIP: 38383RFV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5578083 | PA      | $148671.52    | 0.00%             | 2052-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-76 US V/R 09/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-76 CL US V/R 1.46794000                        | CUSIP: 38375DUZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73167 | PA      | $2227.94      | 0.00%             | 2038-09-20      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH7932 4.5% 08/01/41                            | FANNIE MAE POOL UMBS P#AH7932 4.50000000                                                         | CUSIP: 3138A9Y65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    636805 | PA      | $632411.07    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#889588 5.5% 06/01/38                            | FANNIE MAE POOL UMBS P#889588 5.50000000                                                         | CUSIP: 31410KJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       566 | PA      | $582.00       | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1216 3.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#SD1216 3.50000000                                                        | CUSIP: 3132DNK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9362897 | PA      | $8452801.38   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3238 3.5% 01/01/48                            | FANNIE MAE POOL UMBS P#MA3238 3.50000000                                                         | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1772392 | PA      | $1624707.94   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELM40 2025-3A A V/R 03/22/38                           | ELMWOOD CLO 40 LTD SER 2025-3A CL A V/R REGD 144A P/P 5.51617000                                 | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $17018190.00  | 0.08%             | 2038-03-22      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0049 6% 09/01/29                              | FANNIE MAE POOL UMBS P#AE0049 6.00000000                                                         | CUSIP: 31419ABT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4949 | PA      | $5027.86      | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORL 4.2% 04/15/28                         | CH ROBINSON WORLDWIDE REGD 4.20000000                                                            | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5967191.70   | 0.03%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2324 8% 11/20/26                             | GINNIE MAE II POOL P#2324 8.00000000                                                             | CUSIP: 36202CSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        36 | PA      | $36.17        | 0.00%             | 2026-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1L1286 V/R 05/01/36                            | FREDDIE MAC NON GOLD POOL P#1L1286 V/R 6.50000000                                                | CUSIP: 3128Q3NB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8916 | PA      | $9192.67      | 0.00%             | 2036-05-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/30                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337N4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32075000 | PA      | $25964454.30  | 0.12%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC 4.5% 05/15/42                                | AETNA INC REGD 4.50000000                                                                        | CUSIP: 00817YAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4205000 | PA      | $3440280.97   | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2005-A1 3A V/R 02/25/35                          | JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 3A4 V/R REGD 5.64142800                          | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14263 | PA      | $13703.07     | 0.00%             | 2035-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| FNR 2020-51 BA 2% 06/25/46                             | FANNIE MAE REMICS SER 2020-51 CL BA 2.00000000                                                   | CUSIP: 3136BASY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3467068 | PA      | $3075701.01   | 0.01%             | 2046-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.5% 10/15/27                             | NNN REIT INC REGD 3.50000000                                                                     | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $393255.39    | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2489 5% 08/01/52                              | FANNIE MAE POOL UMBS P#FS2489 5.00000000                                                         | CUSIP: 3140XHXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8776655 | PA      | $8669139.82   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-42 S V/R 05/25/40                             | FANNIE MAE REMICS SER 2010-42 CL S V/R 1.98035000                                                | CUSIP: 31398PSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18484 | PA      | $1591.71      | 0.00%             | 2040-05-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPI 3.375% 03/24/29                         | HALEON US CAPITAL LLC REGD 3.37500000                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2770457.46   | 0.01%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-54CB  V/R 11/25/35                          | ALTERNATIVE LOAN TRUST 2005-54CB SER 2005-54CB CL 1A2 V/R REGD 0.41632000                        | CUSIP: 12668ANU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    314530 | PA      | $16596.24     | 0.00%             | 2035-11-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 6.5% 03/15/41                         | WELLTOWER OP LLC REGD 6.50000000                                                                 | CUSIP: 42217KAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $771830.87    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 11/15/39                           | UNITED STATES TREASURY BOND 4.37500000                                                           | CUSIP: 912810QD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14000000 | PA      | $13723828.16  | 0.06%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2037 1.5% 05/01/37                            | FANNIE MAE POOL UMBS P#FS2037 1.50000000                                                         | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4176174 | PA      | $3711916.08   | 0.02%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S4 2A1 V/R 06/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S4 SER 2003-S4 CL 2A10 V/R REGD 5.25470000   | CUSIP: 9292275C6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2695 | PA      | $2626.21      | 0.00%             | 2033-06-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| NLT 2023-1 A1 V/R 10/25/62                             | NLT 2023-1 TRUST SER 2023-1 CL A1 V/R REGD 144A P/P 3.20000000                                   | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1367060 | PA      | $1245938.35   | 0.01%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.75% 03/01/45                         | ALABAMA POWER CO REGD 3.75000000                                                                 | CUSIP: 010392FM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $141865.19    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRZT 2018-1A A1A V/R 12/25/57                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 SER 2018-1A CL A1A V/R REGD 144A P/P 4.00000000       | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    947641 | PA      | $924002.32    | 0.00%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2004-8 1A4 5.5% 12/25/34                          | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2004-8 CL 1A4 REGD 5.50000000             | CUSIP: 22541SU55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41639 | PA      | $42367.80     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.1% 06/15/48                         | PUBLIC SERVICE COLORADO REGD 4.10000000                                                          | CUSIP: 744448CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $1944324.29   | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMWLT 2025-1 A 4.43% 06/26/28                          | BMW VEHICLE LEASE TRUST 2025-1 SER 2025-1 CL A3 REGD 4.43000000                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4373000 | PA      | $4398025.80   | 0.02%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6929 3.5% 11/01/42                            | FANNIE MAE POOL UMBS P#AB6929 3.50000000                                                         | CUSIP: 31417DVX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2620105 | PA      | $2454747.17   | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-22 SC V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-22 CL SC V/R 1.66035000                                               | CUSIP: 31396PU90<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       393 | PA      | $11.67        | 0.00%             | 2037-03-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27                                 | EQT CORP REGD 3.90000000                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    601000 | PA      | $593033.37    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNR 2009-72 SM V/R 08/16/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-72 CL SM V/R 1.82376000                        | CUSIP: 38373AGM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78957 | PA      | $6111.66      | 0.00%             | 2039-08-16      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTIC 5.75% 04/01/33                         | VERISK ANALYTICS INC REGD 5.75000000                                                             | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2397608.37   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA P#AE9881 3% 05/15/43                              | GINNIE MAE I POOL P#AE9881 3.00000000                                                            | CUSIP: 36181D6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181195 | PA      | $164273.58    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BX4955 3% 09/20/50                           | GINNIE MAE II POOL P#BX4955 3.00000000                                                           | CUSIP: 3617Q9QG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2181289 | PA      | $1930187.97   | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0737 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#1Q0737 V/R 7.13700000                                                | CUSIP: 3128S4ZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8127 | PA      | $8273.11      | 0.00%             | 2036-11-01      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4625 3.5% 06/01/52                            | FANNIE MAE POOL UMBS P#MA4625 3.50000000                                                         | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3916019 | PA      | $3532256.86   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI 5.875% 04/30/29                         | CASSA DEPOSITI E PRESTIT REGD 144A P/P 5.87500000                                                | CUSIP: 147918AC0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |   6800000 | PA      | $7111974.89   | 0.03%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4071 4.5% 11/20/46                         | GINNIE MAE II POOL P#MA4071 4.50000000                                                           | CUSIP: 36179SQY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1055118 | PA      | $1032629.67   | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#752786 6% 09/01/33                              | FANNIE MAE POOL UMBS P#752786 6.00000000                                                         | CUSIP: 31403MJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5446 | PA      | $5496.44      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0828 3.5% 02/01/41                            | FANNIE MAE POOL UMBS P#AE0828 3.50000000                                                         | CUSIP: 31419A4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2504285 | PA      | $2355798.66   | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2009-6 SA V/R 02/16/39                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-6 CL SA V/R 1.67376000                         | CUSIP: 38375Y5V0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31381 | PA      | $109.43       | 0.00%             | 2039-02-16      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN2899 2.59% 09/01/28                           | FANNIE MAE POOL UMBS P#AN2899 2.59000000                                                         | CUSIP: 3138LFGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7194960 | PA      | $6881894.11   | 0.03%             | 2028-09-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GNR 2008-17 IO 5.5% 02/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-17 CL IO 5.50000000                            | CUSIP: 383742TE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10263 | PA      | $1.42         | 0.00%             | 2038-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2025-1A  5.71% 07/16/35                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.71000000               | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9400000 | PA      | $9600866.72   | 0.04%             | 2035-07-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A D 5.89% 07/15/31                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 SER 2025-2A CL D REGD 5.89000000                      | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16900000 | PA      | $17348656.13  | 0.08%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4979 5.5% 04/01/53                            | FANNIE MAE POOL UMBS P#MA4979 5.50000000                                                         | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1763262 | PA      | $1766091.01   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV3992 3% 12/01/28                              | FANNIE MAE POOL UMBS P#AV3992 3.00000000                                                         | CUSIP: 3138XFNJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123950 | PA      | $121514.37    | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.812% 03/15/39                         | VERIZON COMMUNICATIONS REGD SER WI 4.81200000                                                    | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7941000 | PA      | $7451208.97   | 0.03%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AGFMT 2006-1 A5 V/R 12/25/35                           | AMERICAN GENERAL MORTGAGE LOAN TRUST 2006-1 SER 2006-1 CL A5 V/R REGD 144A P/P 5.75000000        | CUSIP: 02639MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       163 | PA      | $179.14       | 0.00%             | 2035-12-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8155 2% 07/01/51                              | FREDDIE MAC POOL UMBS P#SD8155 2.00000000                                                        | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    984075 | PA      | $782728.79    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03666 7.5% 01/01/38                           | FREDDIE MAC GOLD POOL P#G03666 7.50000000                                                        | CUSIP: 3128M5MP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31426 | PA      | $33823.38     | 0.00%             | 2038-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7768 3% 12/20/51                           | GINNIE MAE II POOL P#MA7768 3.00000000                                                           | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1740082 | PA      | $1539812.20   | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H07 GA V/R 03/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL GA V/R 4.91602000                       | CUSIP: 38375BQ70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26995 | PA      | $27037.28     | 0.00%             | 2063-03-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CMLTI 2003-1 PO2 ZCP 10/25/33                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL PO2 ZCP REGD 0.00000000                          | CUSIP: 17307GBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         6 | PA      | $5.08         | 0.00%             | 2033-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 2054 PV 7.5% 05/15/28                              | FREDDIE MAC REMICS SER 2054 CL PV 7.50000000                                                     | CUSIP: 3133TE4B7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1053 | PA      | $1066.39      | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05190 7.5% 09/01/38                           | FREDDIE MAC GOLD POOL P#G05190 7.50000000                                                        | CUSIP: 3128M7C38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13116 | PA      | $13601.71     | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.125% 06/12/33                         | VALE OVERSEAS LIMITED REGD 6.12500000                                                            | CUSIP: 91911TAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  10171000 | PA      | $10651864.54  | 0.05%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.15% 05/15/45                                | RTX CORP REGD 4.15000000                                                                         | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1378283.66   | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0154 3.5% 06/20/42                         | GINNIE MAE II POOL P#MA0154 3.50000000                                                           | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7475592 | PA      | $6997256.99   | 0.03%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAST 2004-A7 A6 5.5% 10/25/34                          | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-A7 SER 2004-A7 CL A6 REGD 5.50000000                 | CUSIP: 45660NV51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    963689 | PA      | $961957.99    | 0.00%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR1 4.145% 05/17/27                          | FIRSTKEY HOMES 2022-SFR1 TRUST SER 2022-SFR1 CL A REGD 144A P/P 4.14500000                       | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10636732 | PA      | $10566591.89  | 0.05%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 6.3% 04/15/40                         | WILLIAMS COMPANIES INC REGD 6.30000000                                                           | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    333000 | PA      | $353473.97    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FHMS K-150 A2 V/R 09/25/32                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-150 CL A2 V/R 3.71000000           | CUSIP: 3137H9C98<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11105000 | PA      | $10630420.05  | 0.05%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4747 5% 07/20/40                             | GINNIE MAE II POOL P#4747 5.00000000                                                             | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58977 | PA      | $59702.07     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-57 1AP ZCP 07/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-57 CL 1AP ZCP 0.00000000                  | CUSIP: 31394JDD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10173 | PA      | $8137.82      | 0.00%             | 2043-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/11/32                              | UBS GROUP AG REGD V/R 144A P/P MTN 2.09500000                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3610000 | PA      | $3122563.29   | 0.01%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 5.875% 06/04/27                         | CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                  | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5135170.55   | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHR 1863 Z 6.5% 07/15/26                               | FREDDIE MAC REMICS SER 1863 CL Z 6.50000000                                                      | CUSIP: 3133T7DV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         2 | PA      | $2.19         | 0.00%             | 2026-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5921 2.5% 09/01/51                            | FREDDIE MAC POOL UMBS P#RA5921 2.50000000                                                        | CUSIP: 3133KMSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3367260 | PA      | $2826228.36   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 5.875% 11/15/40                         | TIME WARNER CABLE LLC REGD 5.87500000                                                            | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1224079.31   | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AX5316 4.5% 01/01/42                            | FANNIE MAE POOL UMBS P#AX5316 4.50000000                                                         | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    802309 | PA      | $797764.11    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5139 6% 09/01/53                              | FANNIE MAE POOL UMBS P#MA5139 6.00000000                                                         | CUSIP: 31418EV98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10356864 | PA      | $10540646.32  | 0.05%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 2466 PH 6.5% 06/15/32                              | FREDDIE MAC REMICS SER 2466 CL PH 6.50000000                                                     | CUSIP: 31392MN99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11890 | PA      | $12437.01     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNRT 8A A1R2 V/R 01/20/38                              | GENERATE CLO 8 LTD SER 8A CL A1R2 V/R REGD 144A P/P 5.64947000                                   | CUSIP: 37148EAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  31250000 | PA      | $31353281.25  | 0.15%             | 2038-01-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7368 3% 05/20/51                           | GINNIE MAE II POOL P#MA7368 3.00000000                                                           | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6244401 | PA      | $5532056.43   | 0.03%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6.05% 08/15/56                                | AT&T INC REGD 6.05000000                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4082067.84   | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3 D 5.97% 07/17/28                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 5.97000000                    | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11480000 | PA      | $11797675.71  | 0.05%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA  4.911% 09/01/27                         | SOUTH BOW USA INFRA HLDS REGD 144A P/P 4.91100000                                                | CUSIP: 83007CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $779973.04    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8090 2% 09/01/50                              | FREDDIE MAC POOL UMBS P#SD8090 2.00000000                                                        | CUSIP: 3132DV7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  26682726 | PA      | $21298538.82  | 0.10%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-91 ES V/R 10/25/37                            | FANNIE MAE REMICS SER 2007-91 CL ES V/R 2.04035000                                               | CUSIP: 31396XYW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77708 | PA      | $8116.99      | 0.00%             | 2037-10-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHR 2110 PG 6% 01/15/29                                | FREDDIE MAC REMICS SER 2110 CL PG 6.00000000                                                     | CUSIP: 3133THLK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11670 | PA      | $11736.48     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-44 MY 7% 09/25/31                             | FANNIE MAE REMICS SER 2001-44 CL MY 7.00000000                                                   | CUSIP: 3139205U0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11535 | PA      | $12045.14     | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A D 5.06% 10/15/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL D REGD 5.06000000                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3876000 | PA      | $3878420.17   | 0.02%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FNR 2006-43 DO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-43 CL DO ZCP 0.00000000                                               | CUSIP: 31395DF38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16580 | PA      | $14403.14     | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8348 5% 10/20/52                           | GINNIE MAE II POOL P#MA8348 5.00000000                                                           | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1007501 | PA      | $995092.21    | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 4% 09/18/42                            | ASTRAZENECA PLC REGD 4.00000000                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $457551.42    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STA 6% 05/07/36                         | UNITED MEXICAN STATES REGD 6.00000000                                                            | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   4736000 | PA      | $4673958.40   | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-78 PE 6.00% 08/25/37                          | FANNIE MAE REMICS SER 2007-78 CL PE 6.00000000                                                   | CUSIP: 31396W5Y8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11386 | PA      | $11837.83     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BU7638 2.5% 09/20/50                         | GINNIE MAE II POOL P#BU7638 2.50000000                                                           | CUSIP: 3617N9PX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4216191 | PA      | $3625481.61   | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4159 2.5% 10/01/50                            | FANNIE MAE POOL UMBS P#MA4159 2.50000000                                                         | CUSIP: 31418DTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34219735 | PA      | $28528795.24  | 0.13%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H15 FA V/R 07/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H15 CL FA V/R 4.94602000                       | CUSIP: 38378U8D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    643073 | PA      | $644209.73    | 0.00%             | 2064-07-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 02/15/33                             | UNITED STATES TREASURY NOTE 3.50000000                                                           | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24650000 | PA      | $23762214.97  | 0.11%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HART 2023-C A4 5.55% 10/15/27                          | HYUNDAI AUTO RECEIVABLES TRUST 2023-C SER 2023-C CL A4 REGD 5.55000000                           | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2326000 | PA      | $2389317.91   | 0.01%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNR 1997-27 J 7.5% 04/18/27                            | FANNIE MAE REMICS SER 1997-27 CL J 7.50000000                                                    | CUSIP: 31359NR78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       356 | PA      | $359.84       | 0.00%             | 2027-04-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-RPL1 A V/R 01/25/64                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A V/R REGD 144A P/P 3.80000000    | CUSIP: 64832AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3942924 | PA      | $3736551.91   | 0.02%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/24/29                            | MORGAN STANLEY REGD V/R MTN SER GMTN 3.77200000                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1380997.97   | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4307 3% 04/01/51                              | FANNIE MAE POOL UMBS P#MA4307 3.00000000                                                         | CUSIP: 31418DYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5038356 | PA      | $4394681.73   | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 05/26/28                         | MORGAN STANLEY BANK NA REGD V/R SER BKNT 5.50400000                                              | CUSIP: 61690U8B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7533000 | PA      | $7692061.18   | 0.04%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNIT 2025-A2  4.49% 05/15/28                          | SYNCHRONY CARD FUNDING LLC SER 2025-A2 CL A REGD 4.49000000                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26485000 | PA      | $26730997.98  | 0.12%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FNW 2005-W3 2AF V/R 03/25/45                           | FANNIE MAE TRUST 2005-W3 SER 2005-W3 CL 2AF V/R 4.63965000                                       | CUSIP: 31394FSB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325474 | PA      | $322602.23    | 0.00%             | 2045-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.65% 03/01/68                                | CSX CORP REGD 4.65000000                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1642381.30   | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.5% 01/15/29                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.50000000                                        | CUSIP: 912810PZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    617088 | PA      | $642046.04    | 0.00%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H03 FA V/R 08/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H03 CL FA V/R 4.74602000                       | CUSIP: 38375BF64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        37 | PA      | $37.00        | 0.00%             | 2060-08-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIE 6.75% 05/02/34                         | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.75000000                                                | CUSIP: 67091TAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |   5033000 | PA      | $5213136.10   | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB5502 3.5% 07/01/42                            | FANNIE MAE POOL UMBS P#AB5502 3.50000000                                                         | CUSIP: 31417CDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371230 | PA      | $348791.45    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEAL 3.106% 11/15/39                         | ASCENSION HEALTH REGD SER B 3.10600000                                                           | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2089371.87   | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP 6.6% 08/02/28                          | CONCENTRIX CORP REGD 6.60000000                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3147527.43   | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FNR 2006-109 PO ZCP 11/25/36                           | FANNIE MAE REMICS SER 2006-109 CL PO ZCP 0.00000000                                              | CUSIP: 31396LQW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3932 | PA      | $3384.45      | 0.00%             | 2036-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-26 SC V/R 05/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-26 CL SC V/R 1.76794000                        | CUSIP: 38375KBN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51868 | PA      | $1521.63      | 0.00%             | 2037-05-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| FNGT 2017-T1  2.898% 06/25/27                          | FANNIE MAE GRANTOR TRUST 2017-T1 SER 2017-T1 CL A 2.89800000                                     | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6463917 | PA      | $6288495.22   | 0.03%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q10378 3% 08/01/42                             | FREDDIE MAC GOLD POOL P#Q10378 3.00000000                                                        | CUSIP: 3132HLM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    554848 | PA      | $503015.88    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6601 3.54% 11/01/32                           | FANNIE MAE POOL UMBS P#BS6601 3.54000000                                                         | CUSIP: 3140LHKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10031000 | PA      | $9428459.20   | 0.04%             | 2032-11-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CSFB 2004-4 2A4 5.5% 09/25/34                          | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2004-4 CL 2A4 REGD 5.50000000             | CUSIP: 22541SUD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16283 | PA      | $16531.55     | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 2262 Z 7.5% 10/15/30                               | FREDDIE MAC REMICS SER 2262 CL Z 7.50000000                                                      | CUSIP: 3133TQ5B9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       469 | PA      | $493.43       | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO7225 4% 07/01/42                              | FANNIE MAE POOL UMBS P#AO7225 4.00000000                                                         | CUSIP: 3138LYA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135371 | PA      | $129963.12    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.35% 01/15/47                         | UNITED MEXICAN STATES REGD 4.35000000                                                            | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     42000 | PA      | $30208.50     | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4978 5% 04/01/53                              | FANNIE MAE POOL UMBS P#MA4978 5.00000000                                                         | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17829406 | PA      | $17530951.00  | 0.08%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-164 A2 5% 05/25/34                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-164 CL A2 5.00000000          | CUSIP: 3137HDUV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11169072 | PA      | $11529434.29  | 0.05%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP 2.95% 12/01/29                         | LABORATORY CORP OF AMER REGD 2.95000000                                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2061305.18   | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHR 4048 FJ V/R 07/15/37                               | FREDDIE MAC REMICS SER 4048 CL FJ V/R 4.86449000                                                 | CUSIP: 3137AQUG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    172343 | PA      | $170148.96    | 0.00%             | 2037-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG 6.25% 11/01/55                         | COLORADO ST HSG & FIN AUTH REGD B/E GNMA/FN 6.25000000                                           | CUSIP: 19648GH88<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10547635.00  | 0.05%             | 2055-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7497 2.5% 10/01/35                            | FANNIE MAE POOL UMBS P#CA7497 2.50000000                                                         | CUSIP: 3140QFKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103646 | PA      | $97338.61     | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6505 3% 01/01/50                              | FREDDIE MAC POOL UMBS P#QA6505 3.00000000                                                        | CUSIP: 3133A1GN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1788626 | PA      | $1571059.02   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-115 ES V/R 12/25/36                           | FANNIE MAE REMICS SER 2006-115 CL ES V/R 8.88140000                                              | CUSIP: 31396LT26<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       829 | PA      | $921.63       | 0.00%             | 2036-12-25      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785158 V/R 09/20/70                          | GINNIE MAE II POOL P#785158 V/R 3.06000000                                                       | CUSIP: 3622AATP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3792192 | PA      | $3442483.47   | 0.02%             | 2070-09-20      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FHR 3117 OG ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL OG ZCP 0.00000000                                                 | CUSIP: 31396HVT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4139 | PA      | $3656.64      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 7.0% AUG 25                              | FNMA 30YR TBA 7.0% AUG 25      TO BE ANNOUNCED 7.00000000                                        | CUSIP: 01F070682<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10225000 | PA      | $10725533.69  | 0.05%             | 2055-08-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.85% 06/15/46                         | CON EDISON CO OF NY INC REGD 3.85000000                                                          | CUSIP: 209111FH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2271355.36   | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#256803 6% 07/01/27                              | FANNIE MAE POOL UMBS P#256803 6.00000000                                                         | CUSIP: 31371NGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3566 | PA      | $3623.52      | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.05% 07/12/29                            | BROADCOM INC REGD 5.05000000                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8617117.02   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-3 A26 5.5% 04/25/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-3 SER 2004-3 CL A26 REGD 5.50000000                         | CUSIP: 12669FQA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10167 | PA      | $10152.13     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH4684 4% 06/01/47                              | FANNIE MAE POOL UMBS P#BH4684 4.00000000                                                         | CUSIP: 3140GTF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1201190 | PA      | $1137505.95   | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                              | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                         | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2129052 | PA      | $2001283.46   | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 05/13/31                         | PNC FINANCIAL SERVICES REGD V/R 4.89900000                                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3736867.72   | 0.02%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A77292 5% 04/01/38                             | FREDDIE MAC GOLD POOL P#A77292 5.00000000                                                        | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49409 | PA      | $50119.66     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#929331 6% 04/01/38                              | FANNIE MAE POOL UMBS P#929331 6.00000000                                                         | CUSIP: 31412MPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8035 | PA      | $8308.81      | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 5.125% 04/10/30                         | AVIATION CAPITAL GROUP REGD 144A P/P 5.12500000                                                  | CUSIP: 05369AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2357052.42   | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H15 FA V/R 05/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H15 CL FA V/R 4.89602000                       | CUSIP: 38375BUB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        17 | PA      | $17.10        | 0.00%             | 2062-05-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 1.9% 02/15/31                          | BAE SYSTEMS PLC REGD 144A P/P 1.90000000                                                         | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6886000 | PA      | $5983439.59   | 0.03%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FNR 2003-42 GB 4% 05/25/33                             | FANNIE MAE REMICS SER 2003-42 CL GB 4.00000000                                                   | CUSIP: 31393BUX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5425 | PA      | $5333.13      | 0.00%             | 2033-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHI 4.556% 11/01/52                         | NATIONWIDE CHILDREN HOSP REGD 4.55600000                                                         | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    646000 | PA      | $550649.50    | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782870 V/R 09/01/34                            | FREDDIE MAC NON GOLD POOL P#782870 V/R 6.87000000                                                | CUSIP: 31349UFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18688 | PA      | $19204.79     | 0.00%             | 2034-09-01      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08750 3% 03/01/47                             | FREDDIE MAC GOLD POOL P#G08750 3.00000000                                                        | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    503065 | PA      | $446176.98    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2679 4% 03/20/45                           | GINNIE MAE II POOL P#MA2679 4.00000000                                                           | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136495 | PA      | $129678.13    | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                            | UNITED STATES TREASURY BOND 2.25000000                                                           | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39102100 | PA      | $25616457.88  | 0.12%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNR 2004-71 ST V/R 09/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-71 CL ST V/R 7.00000000                        | CUSIP: 38374JBT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9217 | PA      | $9297.18      | 0.00%             | 2034-09-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8642 2.5% 02/20/53                         | GINNIE MAE II POOL P#MA8642 2.50000000                                                           | CUSIP: 36179XS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2768291 | PA      | $2372799.69   | 0.01%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1A  3.67% 09/20/52                          | RENEW 2017-1 SER 2017-1A CL A REGD 144A P/P 3.67000000                                           | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    712297 | PA      | $660642.95    | 0.00%             | 2052-09-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4978 4.5% 03/20/41                           | GINNIE MAE II POOL P#4978 4.50000000                                                             | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    177711 | PA      | $176331.46    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD1040 6% 02/01/55                              | FANNIE MAE POOL UMBS P#DD1040 6.00000000                                                         | CUSIP: 3140B1EN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3809627 | PA      | $3874831.78   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3051 DP V/R 10/15/25                               | FREDDIE MAC REMICS SER 3051 CL DP V/R 8.58734800                                                 | CUSIP: 31396CTQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       151 | PA      | $151.29       | 0.00%             | 2025-10-15      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#890385 6% 12/01/39                              | FANNIE MAE POOL UMBS P#890385 6.00000000                                                         | CUSIP: 31410LF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    386748 | PA      | $405446.54    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J28209 3% 05/01/29                             | FREDDIE MAC GOLD POOL P#J28209 3.00000000                                                        | CUSIP: 31307HDN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208915 | PA      | $204240.92    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/26/28                         | JPMORGAN CHASE & CO REGD V/R 4.32300000                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1993080.21   | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BG7411 4.5% 05/20/48                         | GINNIE MAE II POOL P#BG7411 4.50000000                                                           | CUSIP: 3617GSGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2102312 | PA      | $2029563.85   | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL1040 3.81% 12/01/28                           | FANNIE MAE POOL UMBS P#BL1040 3.81000000                                                         | CUSIP: 3140HSEN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6929361.95   | 0.03%             | 2028-12-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UB11 2.531% 08/15/26                          | MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 SER 2016-UB11 CL A3 REGD 2.53100000                    | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19529784 | PA      | $19112311.55  | 0.09%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  4.27% 05/15/47                         | TEACHERS INSUR & ANNUITY REGD 144A P/P 4.27000000                                                | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2727696.68   | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03369 6.5% 01/01/35                           | FREDDIE MAC GOLD POOL P#G03369 6.50000000                                                        | CUSIP: 3128M5CE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26574 | PA      | $27474.87     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1284 3% 09/20/43                           | GINNIE MAE II POOL P#MA1284 3.00000000                                                           | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    319013 | PA      | $289545.62    | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#928670 7% 09/01/37                              | FANNIE MAE POOL UMBS P#928670 7.00000000                                                         | CUSIP: 31412LW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18639 | PA      | $19651.42     | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 05/15/44                           | UNITED STATES TREASURY BOND 3.37500000                                                           | CUSIP: 912810RG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9980000 | PA      | $8208939.82   | 0.04%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHR 2722 PF V/R 12/15/33                               | FREDDIE MAC REMICS SER 2722 CL PF V/R 5.01833000                                                 | CUSIP: 31394NG93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50310 | PA      | $50374.65     | 0.00%             | 2033-12-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC  5.807% 09/12/28                         | MITSUBISHI HC FIN AMER REGD 144A P/P 5.80700000                                                  | CUSIP: 606790AB9<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1860834.57   | 0.01%             | 2028-09-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                              | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                        | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    321484 | PA      | $301365.16    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7706 3% 11/20/51                           | GINNIE MAE II POOL P#MA7706 3.00000000                                                           | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    372820 | PA      | $329912.41    | 0.00%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3147 PO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3147 CL PO ZCP 0.00000000                                                 | CUSIP: 31396NLC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15177 | PA      | $13870.52     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERAL 5.25% 02/19/27                         | SOCIETE GENERALE REGD 144A P/P MTN 5.25000000                                                    | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2861000 | PA      | $2889780.80   | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03520 4% 09/01/40                             | FREDDIE MAC GOLD POOL P#C03520 4.00000000                                                        | CUSIP: 31292K4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    191061 | PA      | $184859.60    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL 7.2% 12/12/28                         | CANTOR FITZGERALD LP REGD 144A P/P 7.20000000                                                    | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |  11915000 | PA      | $12648064.77  | 0.06%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#753174 4% 12/01/33                              | FANNIE MAE POOL UMBS P#753174 4.00000000                                                         | CUSIP: 31403MXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18669 | PA      | $18316.98     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK N 4.75% 07/28/25                         | ABN AMRO BANK NV REGD 144A P/P MTN 4.75000000                                                    | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4999812.70   | 0.02%             | 2025-07-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3977 4.42% 06/01/32                           | FANNIE MAE POOL UMBS P#BZ3977 4.42000000                                                         | CUSIP: 3140NYM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6983138.12   | 0.03%             | 2032-06-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6128 2.5% 02/01/51                            | FANNIE MAE POOL UMBS P#FM6128 2.50000000                                                         | CUSIP: 3140X9Y25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4114987 | PA      | $3414469.86   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RAISA 2023-1A 7.119% 10/25/30                          | BASTION FUNDING I LLC SER 2023-1A CL A2 REGD 144A P/P 7.11900000                                 | CUSIP: 07030UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4459907 | PA      | $4483553.47   | 0.02%             | 2038-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY1310 6.5% 04/01/55                            | FREDDIE MAC POOL UMBS P#QY1310 6.50000000                                                        | CUSIP: 31426KN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3325624 | PA      | $3462293.54   | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42                         | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                         | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8745000 | PA      | $6235609.30   | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-49 SC V/R 03/25/40                            | FANNIE MAE REMICS SER 2010-49_  CL SC V/R 3.82070000                                             | CUSIP: 31398P5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69563 | PA      | $67511.53     | 0.00%             | 2040-03-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| OPTN 2022-A A 5.05% 06/09/31                           | OPORTUN ISSUANCE TRUST 2022-3 SER 2022-A CL A REGD 144A P/P 5.05000000                           | CUSIP: 68378NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1765401 | PA      | $1764677.00   | 0.01%             | 2031-06-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNR 2003-74 SH V/R 08/25/33                            | FANNIE MAE REMICS SER 2003-74 CL SH V/R 2.21463000                                               | CUSIP: 31393EBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5222 | PA      | $4635.19      | 0.00%             | 2033-08-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1998 5% 06/20/44                           | GINNIE MAE II POOL P#MA1998 5.00000000                                                           | CUSIP: 36179QGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261066 | PA      | $264275.63    | 0.00%             | 2044-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7704 2% 11/20/51                           | GINNIE MAE II POOL P#MA7704 2.00000000                                                           | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11472215 | PA      | $9346152.69   | 0.04%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 2988 AF V/R 06/15/35                               | FREDDIE MAC REMICS SER 2988 CL AF V/R 4.71833000                                                 | CUSIP: 31395UVT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29014 | PA      | $28729.68     | 0.00%             | 2035-06-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4260 1.5% 02/01/36                            | FANNIE MAE POOL UMBS P#MA4260 1.50000000                                                         | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2711036 | PA      | $2415991.39   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A C 6.7% 04/15/28                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 6.70000000               | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13334000 | PA      | $13845913.59  | 0.06%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FHR 3404 SC V/R 01/15/38                               | FREDDIE MAC REMICS SER 3404 CL SC V/R 1.58167000                                                 | CUSIP: 31397PTW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111948 | PA      | $10059.50     | 0.00%             | 2038-01-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.4% 02/15/34                                 | AT&T INC REGD 5.40000000                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8073902.96   | 0.04%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4356 2.5% 06/01/51                            | FANNIE MAE POOL UMBS P#MA4356 2.50000000                                                         | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9272070 | PA      | $7738592.06   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4128 2% 09/01/40                              | FANNIE MAE POOL UMBS P#MA4128 2.00000000                                                         | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1230756 | PA      | $1075546.68   | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 5.25% 07/10/30                         | DELTA AIR LINES INC REGD 5.25000000                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   6259000 | PA      | $6299176.52   | 0.03%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-P6 A5 V/R 11/10/26                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 SER 2016-P6 CL A5 V/R REGD 3.72000000                | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2783000 | PA      | $2715490.26   | 0.01%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/30                         | BANK OF AMERICA CORP REGD V/R MTN 3.19400000                                                     | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9189000 | PA      | $8746919.78   | 0.04%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q20356 3% 07/01/43                             | FREDDIE MAC GOLD POOL P#Q20356 3.00000000                                                        | CUSIP: 3132JMMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9600 | PA      | $8673.22      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6338 3% 12/20/49                           | GINNIE MAE II POOL P#MA6338 3.00000000                                                           | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5487689 | PA      | $4874753.16   | 0.02%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                           | UNITED STATES TREASURY BOND 2.37500000                                                           | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  76375000 | PA      | $48429506.65  | 0.22%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA A 4.5% 10/20/27                          | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED  SER 2025-AA CL A4 REGD 144A P/P 4.50000000           | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3821964.38   | 0.02%             | 2029-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 4012 FN V/R 03/15/42                               | FREDDIE MAC REMICS SER 4012 CL FN V/R 4.91833000                                                 | CUSIP: 3137AMMX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    286554 | PA      | $283598.03    | 0.00%             | 2042-03-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#902955 V/R 12/01/36                             | FANNIE MAE POOL UMBS P#902955 V/R 6.26000000                                                     | CUSIP: 31411BE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10495 | PA      | $10660.25     | 0.00%             | 2036-12-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.663% 06/15/51                              | AMGEN INC REGD SER WI 4.66300000                                                                 | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1048778.02   | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 05/27/31                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.22200000                                              | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   7011000 | PA      | $7141737.34   | 0.03%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#995245 5% 01/01/39                              | FANNIE MAE POOL UMBS P#995245 5.00000000                                                         | CUSIP: 31416BTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    714536 | PA      | $721869.53    | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5430 5% 01/01/49                              | FANNIE MAE POOL UMBS P#BM5430 5.00000000                                                         | CUSIP: 3140JAA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2947927 | PA      | $2948267.51   | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785021 4% 05/20/47                           | GINNIE MAE II POOL P#785021 4.00000000                                                           | CUSIP: 3622AAPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125663 | PA      | $118223.45    | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-137 WA V/R 07/20/40                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-137 CL WA V/R 5.58434000                       | CUSIP: 38377YX39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84644 | PA      | $87505.50     | 0.00%             | 2040-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.1% 01/15/29                         | PACIFIC GAS & ELECTRIC REGD 6.10000000                                                           | CUSIP: 694308KL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $1010152.76   | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FHR 2388 FB V/R 01/15/29                               | FREDDIE MAC REMICS SER 2388 CL FB V/R 5.01833000                                                 | CUSIP: 31339M2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2324 | PA      | $2322.82      | 0.00%             | 2029-01-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT2262 3% 06/01/48                              | FREDDIE MAC POOL UMBS P#ZT2262 3.00000000                                                        | CUSIP: 3132AEQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9540817 | PA      | $8296830.29   | 0.04%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3316 3.5% 03/01/43                            | FANNIE MAE POOL UMBS P#AL3316 3.50000000                                                         | CUSIP: 3138EKVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    542740 | PA      | $508973.10    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3803 3.5% 07/20/46                         | GINNIE MAE II POOL P#MA3803 3.50000000                                                           | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2735181 | PA      | $2542769.57   | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 04/01/44                         | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                         | CUSIP: 958254AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3779000 | PA      | $3294216.28   | 0.02%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMAC 3.175% 07/09/50                         | TAKEDA PHARMACEUTICAL REGD 3.17500000                                                            | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   3788000 | PA      | $2480710.14   | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FHR 2095 PE 6% 11/15/28                                | FREDDIE MAC REMICS SER 2095 CL PE 6.00000000                                                     | CUSIP: 3133TGWC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4442 | PA      | $4505.85      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC 6.45% 11/15/39                                 | FMR LLC REGD P/P 6.45000000                                                                      | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    258000 | PA      | $284393.30    | 0.00%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FHR 3546 A V/R 02/15/39                                | FREDDIE MAC REMICS SER 3546 CL A V/R 6.83322000                                                  | CUSIP: 31398E3W2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21042 | PA      | $21387.61     | 0.00%             | 2039-02-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.65% 08/15/44                         | ELEVANCE HEALTH INC REGD 4.65000000                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    395000 | PA      | $343261.73    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHR 2990 WP V/R 06/15/35                               | FREDDIE MAC REMICS SER 2990 CL WP V/R 5.62870900                                                 | CUSIP: 31395V4V8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       226 | PA      | $230.88       | 0.00%             | 2035-06-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4451 3.5% 05/20/47                         | GINNIE MAE II POOL P#MA4451 3.50000000                                                           | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3136567 | PA      | $2901146.03   | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M3 A2 V/R 11/25/31                            | FANNIE MAE-ACES SER 2022-M3 CL A2 V/R 1.76400000                                                 | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13600000 | PA      | $11586983.76  | 0.05%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q13237 3.5% 11/01/42                           | FREDDIE MAC GOLD POOL P#Q13237 3.50000000                                                        | CUSIP: 3132HPS21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1016682 | PA      | $955039.73    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-46 KB 1.25% 06/25/50                          | FANNIE MAE REMICS SER 2020-46 CL KB 1.25000000                                                   | CUSIP: 3136BAYP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16615092 | PA      | $12678601.04  | 0.06%             | 2050-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM8475 3.45% 04/01/35                           | FANNIE MAE POOL UMBS P#AM8475 3.45000000                                                         | CUSIP: 3138L9MZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1625503 | PA      | $1510002.78   | 0.01%             | 2035-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41                         | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4575000 | PA      | $3457188.47   | 0.02%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.5% 06/15/47                                  | HCA INC REGD 5.50000000                                                                          | CUSIP: 404119BV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1816704.53   | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  5.85% 07/02/32                         | UNITED MEXICAN STATES REGD 5.85000000                                                            | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   9750000 | PA      | $9867000.00   | 0.05%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO5032 3% 12/01/49                              | FANNIE MAE POOL UMBS P#BO5032 3.00000000                                                         | CUSIP: 3140K0SW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    175838 | PA      | $154995.73    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFI 5.15% 03/17/30                         | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.15000000                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4270000 | PA      | $4267130.56   | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H04 B 1.65% 02/20/63                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H04 CL BA 1.65000000                           | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5025 | PA      | $4736.71      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3003 4% 05/01/49                              | FANNIE MAE POOL UMBS P#FM3003 4.00000000                                                         | CUSIP: 3140X6KR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7491026 | PA      | $7168775.81   | 0.03%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/20/33                               | BNP PARIBAS REGD V/R P/P 3.13200000                                                              | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $489573.18    | 0.00%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY  7.5% 04/15/38                         | ENBRIDGE ENERGY PARTNERS REGD SER B 7.50000000                                                   | CUSIP: 29250RAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4949000 | PA      | $5681924.88   | 0.03%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL C 3.45% 08/15/27                         | CNA FINANCIAL CORP REGD 3.45000000                                                               | CUSIP: 126117AU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $804646.80    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY COR 2.65% 03/01/30                         | FIRSTENERGY CORP REGD 2.65000000                                                                 | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1766578.44   | 0.01%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2539 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2539 V/R 7.20000000                                                | CUSIP: 3128QSZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10515 | PA      | $10715.31     | 0.00%             | 2036-10-01      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 6.375% 04/15/66                         | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 6.37500000                                                | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7683000 | PA      | $7739623.71   | 0.04%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 08/15/42                         | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                           | CUSIP: 694308HA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $268042.83    | 0.00%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784114 3.5% 02/20/46                         | GINNIE MAE II POOL P#784114 3.50000000                                                           | CUSIP: 3622A2SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4085378 | PA      | $3792729.21   | 0.02%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.1% 09/15/45                         | WILLIAMS COMPANIES INC REGD 5.10000000                                                           | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4084888.71   | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6709 2.5% 06/20/50                         | GINNIE MAE II POOL P#MA6709 2.50000000                                                           | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1511996 | PA      | $1290229.34   | 0.01%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP /PREFERRED/                          | STATE STREET CORP /PREFERRED/ 0.00000000                                                         | CUSIP: 857477855<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     65000 | NS      | $1411800.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II P#787387 5.5% 04/20/54                         | GINNIE MAE II POOL P#787387 5.50000000                                                           | CUSIP: 3622ADCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8315730 | PA      | $8364937.44   | 0.04%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#658481 V/R 09/01/33                             | FANNIE MAE POOL UMBS P#658481 V/R 5.99400000                                                     | CUSIP: 31390WRA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18191 | PA      | $18232.89     | 0.00%             | 2033-09-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0789 V/R 05/01/38                            | FREDDIE MAC NON GOLD POOL P#1Q0789 V/R 6.87200000                                                | CUSIP: 3128S42W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2023 | PA      | $2061.08      | 0.00%             | 2038-05-01      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03490 4.5% 08/01/40                           | FREDDIE MAC GOLD POOL P#C03490 4.50000000                                                        | CUSIP: 31292K2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105700 | PA      | $105480.22    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2009-64 SN V/R 07/16/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-64 CL SN V/R 1.67376000                        | CUSIP: 38373A2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59982 | PA      | $3218.06      | 0.00%             | 2039-07-16      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNR 2009-75 MN 5.5% 09/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-75 CL MN 5.50000000                            | CUSIP: 38376CLY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    302054 | PA      | $315431.35    | 0.00%             | 2039-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2017-R1 5% 10/20/51                          | GOODGREEN 2017-R1 REGD 144A 5.00000000                                                           | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    124013 | PA      | $120725.74    | 0.00%             | 2051-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 6.036% 11/15/33                         | COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000                                                 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049282.84   | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7184 2% 02/20/51                           | GINNIE MAE II POOL P#MA7184 2.00000000                                                           | CUSIP: 36179V6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1491914 | PA      | $1187509.30   | 0.01%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 5.141% 03/15/52                         | WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000                                                  | CUSIP: 55903VBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4910000 | PA      | $3424725.00   | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 A 4.58% 05/22/28                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 SER 2025-2 CL A3 REGD 4.58000000                    | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5189000 | PA      | $5222138.51   | 0.02%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CL7224 5% 09/20/49                           | GINNIE MAE II POOL P#CL7224 5.00000000                                                           | CUSIP: 3617YFAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2328202 | PA      | $2292395.48   | 0.01%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0112 6% 11/01/54                              | FREDDIE MAC POOL UMBS P#SL0112 6.00000000                                                        | CUSIP: 31427MDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1087964 | PA      | $1122207.86   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MNR ABS ISS 8.946% 12/15/38                            | MNR ABS ISSUER I LLC           2023-1 NT CL A-2 REGD 8.94600000                                  | CUSIP: 55317XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4268321 | PA      | $4369471.82   | 0.02%             | 2038-12-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| FNR 2006-60 AK V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-60 CL AK V/R 11.12140000                                              | CUSIP: 31395NUZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6580 | PA      | $7349.28      | 0.00%             | 2036-07-25      | Variable      | 11.12%                | No            |                  2 | On Loan: No      |
| FNR 2003-34 GE 6% 05/25/33                             | FANNIE MAE REMICS SER 2003-34 CL GE 6.00000000                                                   | CUSIP: 31393CAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27432 | PA      | $28618.11     | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q23740 4% 12/01/43                             | FREDDIE MAC GOLD POOL P#Q23740 4.00000000                                                        | CUSIP: 3132M3ZD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65276 | PA      | $62785.70     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 02/02/35                         | HUNTINGTON BANCSHARES REGD V/R 5.70900000                                                        | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  10175000 | PA      | $10398198.19  | 0.05%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 A1 V/R 07/25/27                          | TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 5.43368000              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    454358 | PA      | $457704.27    | 0.00%             | 2059-10-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUN 5.875% 06/10/27                         | F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                  | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2596057.93   | 0.01%             | 2027-06-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/19/30                             | CITIGROUP INC REGD V/R 4.54200000                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3924000 | PA      | $3906213.14   | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28                         | BANK OF AMERICA CORP REGD V/R 6.20400000                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3122033.97   | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  2.986% 06/29/41                         | TOTALENERGIES CAP INTL REGD 2.98600000                                                           | CUSIP: 89153VAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $2948614.24   | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 4.1% 01/15/42                         | ALABAMA POWER CO REGD 4.10000000                                                                 | CUSIP: 010392FG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $188848.28    | 0.00%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNR 1997-81 PI 7% 12/18/27                             | FANNIE MAE REMICS SER 1997-81 CL PI 7.00000000                                                   | CUSIP: 31359RLD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       779 | PA      | $33.00        | 0.00%             | 2027-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| W CONTRA COSTA  6.25% 08/01/30                         | W CONTRA COSTA CA UNIF SCH DIS REGD N/C B/E 6.25000000                                           | CUSIP: 952347YH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $234676.91    | 0.00%             | 2030-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNR 2011-97 WA V/R 11/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-97 CL WA V/R 6.08039000                        | CUSIP: 38376LK65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38400 | PA      | $39225.73     | 0.00%             | 2038-11-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-S2 2A 5.5% 06/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-S2 TRUST SER 2004-S2 CL 2A4 REGD 5.50000000  | CUSIP: 92922FQK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59318 | PA      | $59738.71     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9873 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#FM9873 2.50000000                                                         | CUSIP: 3140XD6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11433858 | PA      | $9591598.45   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/11/27                              | ING GROEP NV REGD V/R 6.08300000                                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    923000 | PA      | $939954.84    | 0.00%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINAN 3.9% 01/25/28                         | BROOKFIELD FINANCE INC REGD 3.90000000                                                           | CUSIP: 11271LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    770000 | PA      | $760966.01    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 01/31/29                            | UNITED STATES TREASURY NOTE 1.75000000                                                           | CUSIP: 91282CDW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  58475000 | PA      | $54628441.41  | 0.25%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-62 SE V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-62 CL SE V/R 5.45087500                                               | CUSIP: 31396WZQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11235 | PA      | $11887.45     | 0.00%             | 2037-07-25      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 7.507% 01/10/32                         | CVS PASS-THROUGH TRUST REGD   144A P/P 7.50700000                                                | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    557327 | PA      | $583642.00    | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| FHR 3607 BO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3607 CL BO ZCP 0.00000000                                                 | CUSIP: 31398LQM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40692 | PA      | $35479.66     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2512 8% 11/20/27                             | GINNIE MAE II POOL P#2512 8.00000000                                                             | CUSIP: 36202CYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       224 | PA      | $228.31       | 0.00%             | 2027-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TMST 2003-4 A1 V/R 09/25/43                            | THORNBURG MORTGAGE SECURITIES TRUST 2003-4 SER 2003-4 CL A1 V/R REGD 5.07368000                  | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148456 | PA      | $146951.63    | 0.00%             | 2043-09-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-P2  3.809% 12/15/25                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-P2 SER 2015-P2 CL A4 REGD 3.80900000                  | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7272631 | PA      | $7228976.30   | 0.03%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5759 3.5% 02/01/51                            | FANNIE MAE POOL UMBS P#FS5759 3.50000000                                                         | CUSIP: 3140XMMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4079407 | PA      | $3721259.37   | 0.02%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3522 4% 03/20/46                           | GINNIE MAE II POOL P#MA3522 4.00000000                                                           | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    291806 | PA      | $276873.72    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-18 FA V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-18 CL FA V/R 5.31965000                                               | CUSIP: 31396YWQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13718 | PA      | $13800.41     | 0.00%             | 2038-03-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1085 V/R 08/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1085 V/R 6.53000000                                                | CUSIP: 3128NFF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10430 | PA      | $10652.98     | 0.00%             | 2036-08-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-CB2 3A 6% 08/25/34                           | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-CB2 TRUST SER 2004-CB2 CL 3A REGD 6.00000000 | CUSIP: 92922FTY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    219359 | PA      | $224867.07    | 0.00%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB6813 6% 06/01/54                              | FANNIE MAE POOL UMBS P#DB6813 6.00000000                                                         | CUSIP: 3140AGSB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    928833 | PA      | $944788.82    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H07 FA V/R 05/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H07 CL FA V/R 5.04602000                       | CUSIP: 38375UHF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2136993 | PA      | $2141904.92   | 0.01%             | 2064-05-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY F 4.697% 06/15/40                         | SCE RECOVERY FUNDING LLC REGD SER A-1 4.69700000                                                 | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2158394 | PA      | $2098198.08   | 0.01%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHR 3608 SC V/R 12/15/39                               | FREDDIE MAC REMICS SER 3608 CL SC V/R 1.83167000                                                 | CUSIP: 31398LQC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27043 | PA      | $2299.94      | 0.00%             | 2039-12-15      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE U 4.6% 04/07/27                         | AMRIZE FINANCE US LLC REGD 144A P/P 4.60000000                                                   | CUSIP: 43475RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5385000 | PA      | $5406802.84   | 0.03%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#653815 7% 02/01/33                              | FANNIE MAE POOL UMBS P#653815 7.00000000                                                         | CUSIP: 31390RK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       503 | PA      | $503.86       | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W8 2A 7% 10/25/42                             | FANNIE MAE TRUST 2003-W8 SER 2003-W8 CL 2A 7.00000000                                            | CUSIP: 31393CW82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55721 | PA      | $57127.36     | 0.00%             | 2042-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#781563 V/R 11/01/34                             | FANNIE MAE POOL UMBS P#781563 V/R 6.49900000                                                     | CUSIP: 31404XJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1096 | PA      | $1118.01      | 0.00%             | 2034-11-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FHMS K091 A2 3.505% 03/25/29                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K091 CL A2 3.50500000           | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2422000 | PA      | $2375021.92   | 0.01%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0967 2% 01/01/37                              | FREDDIE MAC POOL UMBS P#SB0967 2.00000000                                                        | CUSIP: 3132CXCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8553724 | PA      | $7905645.38   | 0.04%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN 4.6% 12/15/44                         | EASTERN GAS TRAN REGD SER * 4.60000000                                                           | CUSIP: 276480AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1091108.58   | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46                           | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                        | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2645071 | PA      | $2452661.83   | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 3.304% 03/15/27                          | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000                        | CUSIP: 12532CAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20213528 | PA      | $19729377.43  | 0.09%             | 2050-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHR 3531 SA V/R 05/15/39                               | FREDDIE MAC REMICS SER 3531 CL SA V/R 1.88167000                                                 | CUSIP: 31398CVT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42737 | PA      | $3724.60      | 0.00%             | 2039-05-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 4.1% 09/15/67                         | UNION PACIFIC CORP REGD 4.10000000                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147872.49    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0345 3% 10/01/43                              | FANNIE MAE POOL UMBS P#BF0345 3.00000000                                                         | CUSIP: 3140FXL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5106984 | PA      | $4588521.61   | 0.02%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0462 3.5% 10/20/42                         | GINNIE MAE II POOL P#MA0462 3.50000000                                                           | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1595861 | PA      | $1493080.92   | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCI 4.75% 04/08/32                         | SAMMONS FINANCIAL GROUP REGD 144A P/P 4.75000000                                                 | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4788503.80   | 0.02%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 6.8% 09/15/37                         | ENEL FINANCE INTL NV REGD P/P 6.80000000                                                         | CUSIP: 29268BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2425000 | PA      | $2672046.49   | 0.01%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/41                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834JP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  89419967 | PA      | $41805001.50  | 0.19%             | 2041-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.7% 02/10/53                               | INTEL CORP REGD 5.70000000                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2303330.31   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/ 3% 05/15/32                         | JBS USA HOLD/FOOD/LUX CO REGD 3.00000000                                                         | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7450000 | PA      | $6522192.65   | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHAMS 2007-FA4 1 V/R 08/25/37                          | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS SER 2007-FA4 CL 1A2 V/R REGD 1.21632000       | CUSIP: 32052WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    513080 | PA      | $41777.97     | 0.00%             | 2037-08-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO  5.625% 02/12/32                         | MINERA MEXICO SA DE CV REGD 144A P/P 5.62500000                                                  | CUSIP: 60284MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1674000 | PA      | $1700080.92   | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 5.65% 02/22/64                         | BRISTOL-MYERS SQUIBB CO REGD 5.65000000                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2383576.14   | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0025 V/R 02/01/36                            | FREDDIE MAC NON GOLD POOL P#1Q0025 V/R 6.71800000                                                | CUSIP: 3128S4A23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4107 | PA      | $4242.41      | 0.00%             | 2036-02-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| FNR 2007-76 ZG 6% 08/25/37                             | FANNIE MAE REMICS SER 2007-76 CL ZG 6.00000000                                                   | CUSIP: 31396WZ90<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14909 | PA      | $15282.88     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 2296 PD 7% 03/15/31                                | FREDDIE MAC REMICS SER 2296 CL PD 7.00000000                                                     | CUSIP: 3133TRUS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3910 | PA      | $4061.94      | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/30/26                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CLY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  38525000 | PA      | $38723644.53  | 0.18%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAALT 2022-3A  8.45% 06/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3 SER 2022-3A CL C REGD 144A P/P 8.45000000               | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9650784.00   | 0.04%             | 2033-02-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.95% 09/15/54                                 | HCA INC REGD 5.95000000                                                                          | CUSIP: 404121AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1263414.37   | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUD 2.375% 08/20/30                         | GOVT OF BERMUDA REGD 144A P/P 2.37500000                                                         | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | BM        |   1765000 | PA      | $1566084.50   | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CL1820 3.5% 02/20/52                         | GINNIE MAE II POOL P#CL1820 3.50000000                                                           | CUSIP: 3617Y9AV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2732159 | PA      | $2496682.90   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q13205 3% 11/01/42                             | FREDDIE MAC GOLD POOL P#Q13205 3.00000000                                                        | CUSIP: 3132HPR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2499424 | PA      | $2265938.62   | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR 2005-AR6 3A1 V/R 09/25/35                          | GSR MORTGAGE LOAN TRUST 2005-AR6 SER 2005-AR6 CL 3A1 V/R REGD 4.56233500                         | CUSIP: 362341RZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2266 | PA      | $2057.75      | 0.00%             | 2035-09-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#303532 V/R 03/01/29                             | FANNIE MAE POOL UMBS P#303532 V/R 4.44200000                                                     | CUSIP: 31373UED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $237.79       | 0.00%             | 2029-03-01      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| FHR 2929 MS V/R 02/15/35                               | FREDDIE MAC REMICS SER 2929 CL MS V/R 8.71934800                                                 | CUSIP: 31395MB65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13690 | PA      | $14293.04     | 0.00%             | 2035-02-15      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q04097 4% 10/01/41                             | FREDDIE MAC GOLD POOL P#Q04097 4.00000000                                                        | CUSIP: 3132GKGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1198332 | PA      | $1157447.27   | 0.01%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 4.3% 12/01/28                         | AMERICAN ELECTRIC POWER REGD SER J 4.30000000                                                    | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2834196.18   | 0.01%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7615 2% 06/01/36                              | FANNIE MAE POOL UMBS P#FM7615 2.00000000                                                         | CUSIP: 3140XBN97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5908171 | PA      | $5458430.42   | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.05% 06/01/41                         | ENERGY TRANSFER LP REGD 6.05000000                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999076.00   | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GNR 2009-33 CI 5.5% 05/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-33 CL CI 5.50000000                            | CUSIP: 38374UKD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11880 | PA      | $834.43       | 0.00%             | 2039-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8800 5% 04/20/53                           | GINNIE MAE II POOL P#MA8800 5.00000000                                                           | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2426726 | PA      | $2397565.44   | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29                           | UNITED STATES TREASURY NOTE 2.37500000                                                           | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  51735000 | PA      | $49293754.69  | 0.23%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHR 1890 H 7.5% 09/15/26                               | FREDDIE MAC REMICS SER 1890 CL H 7.50000000                                                      | CUSIP: 3133T85L7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        96 | PA      | $96.59        | 0.00%             | 2026-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  5.125% 04/15/35                         | REALTY INCOME CORP REGD 5.12500000                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  15815000 | PA      | $15833875.04  | 0.07%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 8.353% 07/10/31                         | CVS PASS-THROUGH TRUST REGD   144A P/P 8.35300000                                                | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    556738 | PA      | $604104.97    | 0.00%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28                         | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2769816.66   | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY L 3.25% 10/15/26                         | VENTAS REALTY LP REGD 3.25000000                                                                 | CUSIP: 92277GAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $317951.41    | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL4333 2.52% 11/01/29                           | FANNIE MAE POOL UMBS P#BL4333 2.52000000                                                         | CUSIP: 3140HVY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13502669 | PA      | $12631107.42  | 0.06%             | 2029-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H14 FV V/R 06/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H14 CL FV V/R 4.94602000                       | CUSIP: 38376R5A0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1632864 | PA      | $1636288.97   | 0.01%             | 2067-06-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/09/28                              | BARCLAYS PLC REGD V/R 5.50100000                                                                 | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2360000 | PA      | $2406995.01   | 0.01%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C00414 7.5% 08/01/25                           | FREDDIE MAC GOLD POOL P#C00414 7.50000000                                                        | CUSIP: 31292GN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         1 | PA      | $1.21         | 0.00%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5986 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#FS5986 2.50000000                                                         | CUSIP: 3140XMUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13012501 | PA      | $10928416.85  | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BXGNT 2022-A C 5.35% 09/28/37                          | BXG RECEIVABLES NOTE TRUST 2022-A SER 2022-A CL C REGD 144A P/P 5.35000000                       | CUSIP: 12434KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5126578 | PA      | $5035151.09   | 0.02%             | 2037-09-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINA 4.2% 10/29/25                         | CAPITAL ONE FINANCIAL CO REGD 4.20000000                                                         | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399430.50    | 0.00%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8245 4.5% 09/01/52                            | FREDDIE MAC POOL UMBS P#SD8245 4.50000000                                                        | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16466756 | PA      | $15780757.47  | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTR 4.534% 06/13/30                         | NATIONAL AUSTRALIA BK/NY REGD 4.53400000                                                         | CUSIP: 632525CK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5572000 | PA      | $5633659.31   | 0.03%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1576 5% 01/01/48                              | FANNIE MAE POOL UMBS P#CA1576 5.00000000                                                         | CUSIP: 3140Q8XE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333136 | PA      | $332739.93    | 0.00%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3386 KF V/R 11/15/37                               | FREDDIE MAC REMICS SER 3386 CL KF V/R 5.09833000                                                 | CUSIP: 31397PBU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198194 | PA      | $198106.97    | 0.00%             | 2037-11-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25% 01/15/33                            | COMCAST CORP REGD 4.25000000                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3107000 | PA      | $3002211.89   | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMCC 2007-LD12  V/R 09/15/27                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST  SER 2007-LD12 CL X V/R REGD 0.00000000     | CUSIP: 46632HAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113934 | PA      | $1.14         | 0.00%             | 2051-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| IMSA 2003-2 A1 5.5% 08/25/33                           | IMPAC SECURED ASSETS CMN OWNER TRUST SER 2003-2 CL A1 REGD 5.50000000                            | CUSIP: 45254TMS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30051 | PA      | $22959.22     | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#782212 7.5% 10/15/37                            | GINNIE MAE I POOL P#782212 7.50000000                                                            | CUSIP: 36241KN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11467 | PA      | $12032.45     | 0.00%             | 2037-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHR 2418 FO V/R 02/15/32                               | FREDDIE MAC REMICS SER 2418 CL FO V/R 5.31833000                                                 | CUSIP: 31339D2Z0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6033 | PA      | $6058.45      | 0.00%             | 2032-02-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0651 3% 09/01/50                              | FREDDIE MAC POOL UMBS P#SD0651 3.00000000                                                        | CUSIP: 3132DMWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    906859 | PA      | $799214.56    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3029 SO ZCP 09/15/35                               | FREDDIE MAC REMICS SER 3029 CL SO ZCP 0.00000000                                                 | CUSIP: 31396AH64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8271 | PA      | $7611.71      | 0.00%             | 2035-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#900197 V/R 10/01/36                             | FANNIE MAE POOL UMBS P#900197 V/R 7.51100000                                                     | CUSIP: 31410XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35152 | PA      | $36514.61     | 0.00%             | 2036-10-01      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 01/31/27                             | UNITED STATES TREASURY NOTE 1.50000000                                                           | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    822000 | PA      | $792876.79    | 0.00%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/34                         | JPMORGAN CHASE & CO REGD V/R 5.35000000                                                          | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3703757.69   | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A  5.23% 06/15/26                          | LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.23000000                     | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3014173 | PA      | $3020804.13   | 0.01%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| YGRENE ENERGY 12.5% 01/25/2026                         | YGRENE ENERGY FUND INC  REGD 12.50000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |    447418 | PA      | $368091.09    | 0.00%             | 2026-01-25      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| GNMA II P#MA8428 5% 11/20/52                           | GINNIE MAE II POOL P#MA8428 5.00000000                                                           | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1907851 | PA      | $1883667.75   | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2013-136 QB 3.5% 03/25/42                          | FANNIE MAE REMICS SER 2013-136 CL QB 3.50000000                                                  | CUSIP: 3136AHWC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485292 | PA      | $459376.20    | 0.00%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 6.44% 01/26/36                             | CODELCO INC REGD 144A P/P 6.44000000                                                             | CUSIP: 21987BBK3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2076000 | PA      | $2171568.06   | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5263 3.5% 06/01/45                            | FANNIE MAE POOL UMBS P#AS5263 3.50000000                                                         | CUSIP: 3138WEZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570171 | PA      | $529199.31    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV0606 4% 11/01/43                              | FANNIE MAE POOL UMBS P#AV0606 4.00000000                                                         | CUSIP: 3138XBU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    840216 | PA      | $808807.54    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AX7276 3.5% 12/01/29                            | FANNIE MAE POOL UMBS P#AX7276 3.50000000                                                         | CUSIP: 3138Y9CN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    434546 | PA      | $427657.49    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-43 FL V/R 05/25/37                            | FANNIE MAE REMICS SER 2007-43 CL FL V/R 4.71965000                                               | CUSIP: 31396VVL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16384 | PA      | $16150.36     | 0.00%             | 2037-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T3 1A3 7% 02/25/44                           | FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL 1A3 7.00000000                                   | CUSIP: 31393YU78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63060 | PA      | $65051.45     | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING 4.35% 05/26/28                         | SIEMENS FUNDING BV REGD 144A P/P 4.35000000                                                      | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   6137000 | PA      | $6184307.06   | 0.03%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.65% 05/01/45                                | MARS INC REGD 144A P/P 5.65000000                                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4786547.33   | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3937 3% 02/01/50                              | FANNIE MAE POOL UMBS P#MA3937 3.00000000                                                         | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3633846 | PA      | $3183361.55   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995108 V/R 11/01/37                             | FANNIE MAE POOL UMBS P#995108 V/R 6.79900000                                                     | CUSIP: 31416BNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7648 | PA      | $7845.80      | 0.00%             | 2037-11-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 5.094% 10/01/49                            | NEW YORK NY REGD N/C B/E 5.09400000                                                              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1259826.82   | 0.01%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GNR 2004-28 S V/R 04/16/34                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-28 CL S V/R 7.49034000                         | CUSIP: 38374GDC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11394 | PA      | $12552.67     | 0.00%             | 2034-04-16      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  3.461% 07/12/49                         | TOTALENERGIES CAP INTL REGD 3.46100000                                                           | CUSIP: 89153VAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1905000 | PA      | $1350098.27   | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.4% 06/15/33                         | PACIFIC GAS & ELECTRIC REGD 6.40000000                                                           | CUSIP: 694308KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4698000 | PA      | $4910875.87   | 0.02%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-3 A1 4.3% 09/15/27                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2024-3 CL A1 REGD 144A P/P 4.30000000             | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12825000 | PA      | $12845223.74  | 0.06%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BSARM 2004-2 14A V/R 05/25/34                          | BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 14A V/R REGD 4.52201100                              | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19079 | PA      | $17767.87     | 0.00%             | 2034-05-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  64411000 | PA      | $63165552.77  | 0.29%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNR 2009-22 SA V/R 04/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-22 CL SA V/R 1.83794000                        | CUSIP: 38374TRY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84610 | PA      | $6014.59      | 0.00%             | 2039-04-20      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782980 V/R 01/01/35                            | FREDDIE MAC NON GOLD POOL P#782980 V/R 6.50000000                                                | CUSIP: 31349UJZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12254 | PA      | $12594.12     | 0.00%             | 2035-01-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-37T1  V/R 09/25/35                          | ALTERNATIVE LOAN TRUST 2005-37T1 SER 2005-37T1 CL A2 V/R REGD 0.61632000                         | CUSIP: 12667G2U6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1268212 | PA      | $86405.59     | 0.00%             | 2035-09-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES &  6.5% 06/04/29                         | F&G ANNUITIES & LIFE INC REGD 6.50000000                                                         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $979524.31    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-1 A1 V/R 05/25/24                            | TOWD POINT MORTGAGE TRUST 2018-1 SER 2018-1 CL A1 V/R REGD 144A P/P 3.00000000                   | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    662136 | PA      | $653217.77    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-76 2A V/R 10/25/37                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-76 CL 2A V/R 2.33937300                   | CUSIP: 31397KYA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    546730 | PA      | $493997.34    | 0.00%             | 2037-10-25      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/29                             | UNITED STATES TREASURY NOTE 3.50000000                                                           | CUSIP: 91282CLN9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16109000 | PA      | $15946651.56  | 0.07%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 2064 TE 7% 06/15/28                                | FREDDIE MAC REMICS SER 2064 CL TE 7.00000000                                                     | CUSIP: 3133TELZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       125 | PA      | $126.83       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-FRR4  V/R 01/27/26                          | BAMLL RE-REMIC TRUST 2024-FRR4 SER 2024-FRR4 CL C V/R 144A P/P 2.26896500                        | CUSIP: 05493VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9716000 | PA      | $9436362.83   | 0.04%             | 2048-11-27      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| NGC 2024-1A A1 V/R 07/20/37                            | NGC 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.86947000                                    | CUSIP: 652927AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  29750000 | PA      | $29841064.75  | 0.14%             | 2037-07-20      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE 6.875% 09/19/33                         | SANTOS FINANCE LTD REGD 144A P/P 6.87500000                                                      | CUSIP: 803014AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   3160000 | PA      | $3450334.48   | 0.02%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#888707 7.5% 10/01/37                            | FANNIE MAE POOL UMBS P#888707 7.50000000                                                         | CUSIP: 31410GKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48110 | PA      | $50828.58     | 0.00%             | 2037-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.576% 05/29/27                            | CITIBANK NA REGD 4.57600000                                                                      | CUSIP: 17325FBN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7554000 | PA      | $7595487.70   | 0.04%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0317 3% 08/20/42                           | GINNIE MAE II POOL P#MA0317 3.00000000                                                           | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1441026 | PA      | $1319512.15   | 0.01%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 06/15/48                         | ENERGY TRANSFER LP REGD SER 30Y 6.00000000                                                       | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $960260.07    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3171 MO ZCP 06/15/36                               | FREDDIE MAC REMICS SER 3171 CL MO ZCP 0.00000000                                                 | CUSIP: 31396TUG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19212 | PA      | $17404.21     | 0.00%             | 2036-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#695533 8% 06/01/27                              | FANNIE MAE POOL UMBS P#695533 8.00000000                                                         | CUSIP: 31400RV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       871 | PA      | $873.57       | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 4.5% 05/15/30                         | SABINE PASS LIQUEFACTION REGD SER WI 4.50000000                                                  | CUSIP: 785592AX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3314445.77   | 0.02%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#889705 5.5% 06/01/38                            | FANNIE MAE POOL UMBS P#889705 5.50000000                                                         | CUSIP: 31410KNW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40814 | PA      | $42007.14     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/28                              | BARCLAYS PLC REGD V/R 4.83700000                                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2450000 | PA      | $2468910.47   | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT SEP25                            | FUTURE CONTRACT ON           US 10YR ULTRA FUT SEP25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3074 | NC      | $351252531.26 | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| HELMERICH & PAY 4.85% 12/01/29                         | HELMERICH & PAYNE INC REGD 144A P/P 4.85000000                                                   | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1430311.67   | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-RC1 3.631% 12/15/25                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 SER 2017-RC1 CL A4 REGD 3.63100000                | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9860809.00   | 0.05%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C32 3.72% 12/15/26                          | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C32 CL A4 REGD 3.72000000         | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8436000 | PA      | $8329550.33   | 0.04%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R04 1A1 V/R 05/25/45                          | CONNECTICUT AVENUE SECURITIES TRUST 2025-R04 SER 2025-R04 CL 1A1 V/R REGD 144A P/P 5.30517000    | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4862200 | PA      | $4863826.66   | 0.02%             | 2045-05-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT2265 4% 08/01/48                              | FREDDIE MAC POOL UMBS P#ZT2265 4.00000000                                                        | CUSIP: 3132AEQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     96208 | PA      | $91051.55     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.858% 05/01/54                          | BOEING CO/THE REGD SER WI 6.85800000                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4838000 | PA      | $5296235.43   | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FHR 3225 EO ZCP 10/15/36                               | FREDDIE MAC REMICS SER 3225 CL EO ZCP 0.00000000                                                 | CUSIP: 31397BQR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14572 | PA      | $11802.92     | 0.00%             | 2036-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B2 2.263% 02/15/31                          | BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A4 REGD 2.26380000                             | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $17683418.00  | 0.08%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMB 4.814% 10/01/14                         | DIST OF COLUMBIA WTR & SWR AUT REGD N/C B/E 4.81400000                                           | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    875000 | PA      | $745888.50    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK AB 5.375% 09/22/27                         | NORDEA BANK ABP REGD 144A P/P 5.37500000                                                         | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2035000 | PA      | $2081678.65   | 0.01%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  4.65% 03/15/33                         | PUBLIC SERVICE ELECTRIC REGD MTN 4.65000000                                                      | CUSIP: 74456QCL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7255000 | PA      | $7210378.27   | 0.03%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL8708 1.4% 11/01/32                            | FANNIE MAE POOL UMBS P#BL8708 1.40000000                                                         | CUSIP: 3140J1VA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $6883655.39   | 0.03%             | 2032-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER  6.125% 05/15/38                         | ALABAMA POWER CO REGD 6.12500000                                                                 | CUSIP: 010392EZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $236143.35    | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#915645 V/R 02/01/37                             | FANNIE MAE POOL UMBS P#915645 V/R 6.72300000                                                     | CUSIP: 31411VHW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6910 | PA      | $7050.25      | 0.00%             | 2037-02-01      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4587 4% 06/20/47                           | GINNIE MAE II POOL P#MA4587 4.00000000                                                           | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2748302 | PA      | $2591197.93   | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/28                         | BANK OF AMERICA CORP REGD V/R MTN 4.37600000                                                     | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3999164.40   | 0.02%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FHR 2256 MC 7.25% 09/15/30                             | FREDDIE MAC REMICS SER 2256 CL MC 7.25000000                                                     | CUSIP: 3133TPS67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3011 | PA      | $3136.16      | 0.00%             | 2030-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4322 4% 03/20/47                           | GINNIE MAE II POOL P#MA4322 4.00000000                                                           | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1596198 | PA      | $1506110.63   | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8571 6% 01/20/53                           | GINNIE MAE II POOL P#MA8571 6.00000000                                                           | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1894580 | PA      | $1924563.73   | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8183 2.5% 12/01/51                            | FREDDIE MAC POOL UMBS P#SD8183 2.50000000                                                        | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5123761 | PA      | $4260162.14   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-114 TI 3% 06/20/51                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-114 CL TI 3.00000000                           | CUSIP: 38382URT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7175776 | PA      | $1041090.25   | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-21 1 5.25% 09/25/33                          | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-21 CL 1A4 REGD 5.25000000           | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14711 | PA      | $14715.33     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848431 V/R 02/01/36                            | FREDDIE MAC NON GOLD POOL P#848431 V/R 6.92800000                                                | CUSIP: 31300LLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14651 | PA      | $15065.85     | 0.00%             | 2036-02-01      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 6.798% 11/07/28                         | FORD MOTOR CREDIT CO LLC REGD 6.79800000                                                         | CUSIP: 345397D59<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $450678.83    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1 A1 V/R 08/25/37                          | NYMT LOAN TRUST 2024-CP1 SER 2024-CP1 CL A1 V/R REGD 144A P/P 3.75000000                         | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3824882 | PA      | $3535877.80   | 0.02%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04817 5% 09/01/38                             | FREDDIE MAC GOLD POOL P#G04817 5.00000000                                                        | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10529 | PA      | $10690.40     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3064 SG V/R 11/15/35                               | FREDDIE MAC REMICS SER 3064 CL SG V/R 5.27223300                                                 | CUSIP: 31396ERQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10961 | PA      | $11682.50     | 0.00%             | 2035-11-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MER 2.875% 09/01/50                         | HACKENSACK MERIDIAN HLTH REGD SER 2020 2.87500000                                                | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1252920.00   | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.1% 03/15/30                                | ONEOK INC REGD 3.10000000                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  13970000 | PA      | $13045274.01  | 0.06%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  83250000 | PA      | $83568690.99  | 0.39%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#888209 5.5% 05/01/36                            | FANNIE MAE POOL UMBS P#888209 5.50000000                                                         | CUSIP: 31410FYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17887 | PA      | $18460.24     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9764 4.5% 02/01/46                            | FANNIE MAE POOL UMBS P#AL9764 4.50000000                                                         | CUSIP: 3138ERZ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2502737 | PA      | $2489331.87   | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0695 3.5% 12/01/62                            | FANNIE MAE POOL UMBS P#BF0695 3.50000000                                                         | CUSIP: 3140FXXZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7010021 | PA      | $6254810.35   | 0.03%             | 2062-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/27                         | GOLDMAN SACHS GROUP INC REGD V/R 1.54200000                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9234000 | PA      | $8915495.79   | 0.04%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.75% 03/01/54                         | AON NORTH AMERICA INC REGD 5.75000000                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3744675.46   | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.25% 03/15/30                         | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.25000000                                                 | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2364321.74   | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 3014 OD ZCP 08/15/35                               | FREDDIE MAC REMICS SER 3014 CL OD ZCP 0.00000000                                                 | CUSIP: 31395XBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2751 | PA      | $2421.66      | 0.00%             | 2035-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.15% 02/21/40                               | AMGEN INC REGD 3.15000000                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1540550.96   | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MARM 2004-3 4A2 V/R 04/25/34                           | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-3 SER 2004-3 CL 4A2 V/R REGD 4.29870500               | CUSIP: 576433KX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11904 | PA      | $10665.75     | 0.00%             | 2034-04-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CO V/R 05/08/32                         | NORTHERN TRUST CORP REGD V/R 3.37500000                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    411000 | PA      | $398951.46    | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7195 3.5% 02/20/51                         | GINNIE MAE II POOL P#MA7195 3.50000000                                                           | CUSIP: 36179V7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1630916 | PA      | $1487207.29   | 0.01%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95575 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95575 4.00000000                                                        | CUSIP: 312944FQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130321 | PA      | $126145.62    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2423 TB 6.5% 03/15/32                              | FREDDIE MAC REMICS SER 2423 CL TB 6.50000000                                                     | CUSIP: 31339WBH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6423 | PA      | $6638.08      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08707 4% 05/01/46                             | FREDDIE MAC GOLD POOL P#G08707 4.00000000                                                        | CUSIP: 3128MJYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71859 | PA      | $68191.30     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4901 4% 12/20/47                           | GINNIE MAE II POOL P#MA4901 4.00000000                                                           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1050765 | PA      | $989441.86    | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2243 2.5% 11/01/36                            | FANNIE MAE POOL UMBS P#CB2243 2.50000000                                                         | CUSIP: 3140QMP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9532203 | PA      | $8957159.37   | 0.04%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 02/15/50                               | UNITED STATES TREASURY BOND 2.00000000                                                           | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  75410000 | PA      | $44279809.38  | 0.20%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J24062 2.5% 06/01/28                           | FREDDIE MAC GOLD POOL P#J24062 2.50000000                                                        | CUSIP: 31307CQP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    117854 | PA      | $115253.59    | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANC 3.875% 07/07/41                         | CELLNEX FINANCE REGD 144A P/P 3.87500000                                                         | CUSIP: 15118JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2363473.50   | 0.01%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JONAH 2022-1 A2 7.80% 11/10/37                         | JONAH 2022-1 A2  REGD 144A 7.80000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   5480477 | PA      | $5436281.70   | 0.03%             | 2037-11-10      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BD0539 5% 07/20/48                           | GINNIE MAE II POOL P#BD0539 5.00000000                                                           | CUSIP: 3617BFS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1086355 | PA      | $1068959.00   | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4413 2% 09/01/51                              | FANNIE MAE POOL UMBS P#MA4413 2.00000000                                                         | CUSIP: 31418D3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10490334 | PA      | $8342859.31   | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08372 4.5% 11/01/39                           | FREDDIE MAC GOLD POOL P#G08372 4.50000000                                                        | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    502238 | PA      | $501660.30    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR G 4.3% 04/15/43                         | HARTFORD INSUR GRP INC/T REGD 4.30000000                                                         | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $910289.10    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN2 2.851% 10/17/52                          | BANK 2019-BNK21 SER 2019-BN21 CL A5 REGD 2.85100000                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10450000 | PA      | $9636683.82   | 0.04%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#909236 7% 09/01/38                              | FANNIE MAE POOL UMBS P#909236 7.00000000                                                         | CUSIP: 31411JEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27920 | PA      | $29436.70     | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-139 BA 3% 09/20/47                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-139 CL BA 3.00000000                           | CUSIP: 38380HES7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    658187 | PA      | $598975.94    | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR 2006-1F 2A4 6% 02/25/36                            | GSR MORTGAGE LOAN TRUST 2006-1F SER 2006-1F CL 2A4 REGD 6.00000000                               | CUSIP: 3623417C7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162312 | PA      | $67867.05     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4737 5% 08/01/52                              | FANNIE MAE POOL UMBS P#MA4737 5.00000000                                                         | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8121541 | PA      | $7999435.63   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 09/10/30                          | BANK OF MONTREAL REGD V/R 4.64000000                                                             | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1628000 | PA      | $1641478.18   | 0.01%             | 2030-09-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| FHR 3607 TO ZCP 10/15/39                               | FREDDIE MAC REMICS SER 3607 CL TO ZCP 0.00000000                                                 | CUSIP: 31398LR34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40642 | PA      | $34298.45     | 0.00%             | 2039-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  5.45% 03/01/54                         | AMERICAN WATER CAPITAL C REGD 5.45000000                                                         | CUSIP: 03040WBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5029668.90   | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4588 4.5% 07/20/47                         | GINNIE MAE II POOL P#MA4588 4.50000000                                                           | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1726393 | PA      | $1702345.65   | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                         | T-MOBILE USA INC REGD SER WI 3.87500000                                                          | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  52191000 | PA      | $50688828.20  | 0.23%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#794792 V/R 10/01/34                             | FANNIE MAE POOL UMBS P#794792 V/R 7.07000000                                                     | CUSIP: 31405N7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3006 | PA      | $3061.76      | 0.00%             | 2034-10-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  5.1% 03/29/26                         | PIONEER NATURAL RESOURCE REGD 5.10000000                                                         | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2823418.40   | 0.01%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNA 2021-M3 1A1 1% 11/25/33                            | FANNIE MAE-ACES SER 2021-M3 CL 1A1 1.00000000                                                    | CUSIP: 3136BDXP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37901 | PA      | $37785.52     | 0.00%             | 2033-11-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SAMI 2004-AR5 1A V/R 10/19/34                          | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 SER 2004-AR5 CL 1A1 V/R REGD 5.09206000  | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29104 | PA      | $27851.27     | 0.00%             | 2034-10-19      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8160 2% 08/01/51                              | FREDDIE MAC POOL UMBS P#SD8160 2.00000000                                                        | CUSIP: 3132DWB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12950016 | PA      | $10299685.38  | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR3  5.2% 04/17/27                          | PROGRESS RESIDENTIAL 2022-SFR3 TRUST SER 2022-SFR3 CL E1 REGD 144A P/P 5.20000000                | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9025000 | PA      | $8942249.78   | 0.04%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40                         | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                           | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14622000 | PA      | $12183904.91  | 0.06%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#823660 V/R 05/01/35                             | FANNIE MAE POOL UMBS P#823660 V/R 6.58600000                                                     | CUSIP: 31406YB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2562 | PA      | $2606.92      | 0.00%             | 2035-05-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8195 4.19% 04/01/33                           | FANNIE MAE POOL UMBS P#BS8195 4.19000000                                                         | CUSIP: 3140LKC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7824289.92   | 0.04%             | 2033-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BD0531 5% 06/20/48                           | GINNIE MAE II POOL P#BD0531 5.00000000                                                           | CUSIP: 3617BFSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    694105 | PA      | $690788.30    | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS W5FX AFX V/R 04/25/28                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER W5FX CL AFX V/R 3.33611700           | CUSIP: 3137FG6Q3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3315000 | PA      | $3243501.75   | 0.02%             | 2028-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6847 2.5% 08/01/35                            | FANNIE MAE POOL UMBS P#CA6847 2.50000000                                                         | CUSIP: 3140QETD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2681511 | PA      | $2518323.73   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#755109 5.5% 11/01/33                            | FANNIE MAE POOL UMBS P#755109 5.50000000                                                         | CUSIP: 31403Q3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       882 | PA      | $900.14       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES5 A V/R 09/25/64                          | TOWD POINT MORTGAGE TRUST 2024-CES5 SER 2024-CES5 CL A1 V/R REGD 144A P/P 5.16700000             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5248326 | PA      | $5228685.48   | 0.02%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                           | BROADCOM INC REGD 144A P/P 3.13700000                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12942000 | PA      | $10915790.25  | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT3012 3.5% 04/01/43                            | FANNIE MAE POOL UMBS P#AT3012 3.50000000                                                         | CUSIP: 3138WQK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    564896 | PA      | $529692.29    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.95% 04/13/52                          | AMAZON.COM INC REGD 3.95000000                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3156516.40   | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4364 2% 06/01/41                              | FANNIE MAE POOL UMBS P#MA4364 2.00000000                                                         | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9007301 | PA      | $7768655.55   | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE S 4.55% 04/15/28                         | NVENT FINANCE SARL REGD 4.55000000                                                               | CUSIP: 67078AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3625000 | PA      | $3622710.66   | 0.02%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PR 2.75% 04/15/31                         | COPT DEFENSE PROP LP REGD 2.75000000                                                             | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1375385.65   | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 3.951% 10/15/50                         | LIBERTY MUTUAL GROUP INC REGD 144A P/P 3.95100000                                                | CUSIP: 53079EBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $196672.97    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.419% 11/15/48                         | DUPONT DE NEMOURS INC REGD 5.41900000                                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3187266.63   | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS  6.345% 02/15/34                         | GOLDMAN SACHS CAPITAL I REGD 6.34500000                                                          | CUSIP: 38143VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $131900.55    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 6.3% 10/15/37                          | MCDONALD'S CORP REGD MTN 6.30000000                                                              | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    394000 | PA      | $431454.53    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP 5.2% 07/30/30                              | LENNAR CORP REGD 5.20000000                                                                      | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   7358000 | PA      | $7496374.99   | 0.03%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GMREV 2024-1 A 4.98% 03/11/29                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 SER 2024-1 CL A REGD 144A P/P 4.98000000         | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8200000 | PA      | $8381289.70   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US TIPS 3.625% 04/15/28                                | UNITED STATES TREASURY INFLATION INDEXED BONDS 3.62500000                                        | CUSIP: 912810FD5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2068686 | PA      | $2199709.87   | 0.01%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB4045 2.5% 10/01/50                            | FREDDIE MAC POOL UMBS P#QB4045 2.50000000                                                        | CUSIP: 3133AAP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5170629 | PA      | $4366401.45   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.55% 05/01/37                         | TIME WARNER CABLE LLC REGD 6.55000000                                                            | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $387307.21    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41                           | ARCELORMITTAL REGD 6.75000000                                                                    | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   6462000 | PA      | $6808689.72   | 0.03%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1130 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH1130 4.00000000                                                         | CUSIP: 3138A2HG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153442 | PA      | $148262.92    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2715 3.5% 02/20/52                         | GINNIE MAE II POOL P#CK2715 3.50000000                                                           | CUSIP: 3617XXAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4707401 | PA      | $4224939.30   | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-C2 4.047% 10/15/28                          | BBCMS MORTGAGE TRUST 2018-C2 SER 2018-C2 CL A4 REGD 4.04700000                                   | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19530492.00  | 0.09%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA  5.584% 10/01/34                         | SOUTH BOW USA INFRA HLDS REGD 144A P/P 5.58400000                                                | CUSIP: 83007CAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9175000 | PA      | $9078295.68   | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DTE ELECT SECUR 6.09% 09/01/37                         | DTE ELECT SECUR FND II REGD SER A-2 6.09000000                                                   | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2483217.13   | 0.01%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786812 5.5% 07/20/53                         | GINNIE MAE II POOL P#786812 5.50000000                                                           | CUSIP: 3622ACN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1435232 | PA      | $1460931.97   | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE 3% 12/01/31                         | FRESENIUS MED CARE III REGD 144A P/P 3.00000000                                                  | CUSIP: 35805BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $6996100.08   | 0.03%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATLN 2016-10A A V/R 01/25/35                          | BATTALION CLO X LTD SER 2016-10A CL A1R2 V/R REGD 144A P/P 5.70679000                            | CUSIP: 07132JBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002358.00   | 0.01%             | 2035-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOL 5.05% 03/15/42                         | WARNERMEDIA HOLDINGS INC REGD SER WI 5.05000000                                                  | CUSIP: 55903VBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5120000 | PA      | $3017728.00   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51                           | UNITED STATES TREASURY BOND 1.87500000                                                           | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  74045000 | PA      | $41592464.84  | 0.19%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 2.45% 02/01/32                            | WP CAREY INC REGD 2.45000000                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1165948.90   | 0.01%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.2% 07/01/26                               | FISERV INC REGD 3.20000000                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    890000 | PA      | $879809.61    | 0.00%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-1 A 4.66% 05/20/27                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 SER 2025-1 CL A3 REGD 4.66000000                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6077000 | PA      | $6117511.71   | 0.03%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 11/15/34                         | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                         | CUSIP: 958667AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5882398.32   | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#759424 5.5% 01/01/34                            | FANNIE MAE POOL UMBS P#759424 5.50000000                                                         | CUSIP: 31403VVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2929 | PA      | $3001.17      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0088 3.5% 05/20/42                         | GINNIE MAE II POOL P#MA0088 3.50000000                                                           | CUSIP: 36179MCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11500366 | PA      | $10766905.85  | 0.05%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2781 2.5% 10/01/46                            | FANNIE MAE POOL UMBS P#MA2781 2.50000000                                                         | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    317866 | PA      | $271694.18    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 05/15/39                            | UNITED STATES TREASURY BOND 4.25000000                                                           | CUSIP: 912810QB7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9000000 | PA      | $8761992.21   | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2023-1 A1 3.75% 01/25/63                          | TOWD POINT MORTGAGE TRUST 2023-1 SER 2023-1 CL A1 REGD 144A P/P 3.75000000                       | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6022441 | PA      | $5818699.33   | 0.03%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 5.55% 02/22/54                         | BRISTOL-MYERS SQUIBB CO REGD 5.55000000                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    268000 | PA      | $261458.04    | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 5.5% 03/01/44                         | KINDER MORGAN ENER PART REGD 5.50000000                                                          | CUSIP: 494550BU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4551000 | PA      | $4289126.59   | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC 1.5% 01/19/26                             | SK HYNIX INC REGD 144A P/P 1.50000000                                                            | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1967490.90   | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5685000 | PA      | $4223999.40   | 0.02%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0104 3.5% 08/01/35                            | FREDDIE MAC POOL UMBS P#SC0104 3.50000000                                                        | CUSIP: 3132D9DH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2504574 | PA      | $2430419.09   | 0.01%             | 2035-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.2% 08/15/34                             | COMCAST CORP REGD 4.20000000                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    555000 | PA      | $524470.77    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-1 A1A 5% 12/20/28                            | VERIZON MASTER TRUST SER 2024-1 CL A1A REGD 5.00000000                                           | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   5987000 | PA      | $5999015.91   | 0.03%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR 2004-6F 3A4 6.5% 05/25/34                          | GSR MORTGAGE LOAN TRUST 2004-6F SER 2004-6F CL 3A4 REGD 6.50000000                               | CUSIP: 36228F2R6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15656 | PA      | $16325.36     | 0.00%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9911000 | PA      | $8083659.38   | 0.04%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  5.099% 06/01/52                         | PG&E WILDFIRE RECOVERY REGD SER A-5 5.09900000                                                   | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2232010.94   | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.1% 04/01/64                                  | HCA INC REGD 6.10000000                                                                          | CUSIP: 404119CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5851226.04   | 0.03%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GNR 2009-14 KI 6.5% 03/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-14 CL KI 6.50000000                            | CUSIP: 38374XBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19591 | PA      | $1202.60      | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 11/02/32                         | CAPITAL ONE FINANCIAL CO REGD V/R 2.61800000                                                     | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2178334.90   | 0.01%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.811% 11/17/28                          | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E1 REGD 144A P/P 2.81100000                | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5400000 | PA      | $5053080.24   | 0.02%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                         | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2460353.11   | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GNR 2007-76 SB V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-76 CL SB V/R 2.06794000                        | CUSIP: 38375LR69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104166 | PA      | $1005.43      | 0.00%             | 2037-11-20      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 11/10/26                         | NATWEST GROUP PLC REGD V/R 7.47200000                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2165000 | PA      | $2186399.16   | 0.01%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| LHOME 2025-RTL2  V/R 04/25/40                          | LHOME MORTGAGE TRUST 2025-RTL2 SER 2025-RTL2 CL A1 V/R REGD 144A P/P 5.61200000                  | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6495000 | PA      | $6522022.45   | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BMARK 2022-B3 3.041% 02/15/29                          | BENCHMARK 2022-B32 MORTGAGE TRUST SER 2022-B32 CL A3 REGD 3.04160000                             | CUSIP: 08163NBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $21048730.60  | 0.10%             | 2055-01-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY 2.25% 07/12/31                            | QATAR ENERGY REGD 144A P/P 2.25000000                                                            | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |   3240000 | PA      | $2836231.20   | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H16 FL V/R 07/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H16 CL FL V/R 4.88602000                       | CUSIP: 38376RDR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    889061 | PA      | $889894.13    | 0.00%             | 2065-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49                         | ENERGY TRANSFER LP REGD 6.25000000                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3457242.98   | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 12/01/57                                 | AT&T INC REGD 3.80000000                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    987000 | PA      | $690605.17    | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#888016 5.5% 05/01/36                            | FANNIE MAE POOL UMBS P#888016 5.50000000                                                         | CUSIP: 31410FSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26569 | PA      | $27420.74     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCCIT 2025-A1 A 4.3% 06/21/28                          | CITIBANK CREDIT CARD ISSUANCE TRUST SER 2025-A1 CL A REGD 4.30000000                             | CUSIP: 17305EHA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12744000 | PA      | $12818255.46  | 0.06%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHR 1970 PG 7.25% 07/15/27                             | FREDDIE MAC REMICS SER 1970 CL PG 7.25000000                                                     | CUSIP: 3133TAK43<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       105 | PA      | $106.08       | 0.00%             | 2027-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H14 FD V/R 06/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H14 CL FD V/R 4.91602000                       | CUSIP: 38375B3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163098 | PA      | $163379.13    | 0.00%             | 2063-06-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#AY8243 3.5% 05/01/30                            | FANNIE MAE POOL UMBS P#AY8243 3.50000000                                                         | CUSIP: 3138YNER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106130 | PA      | $103981.46    | 0.00%             | 2030-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-8 JZ 5.5% 03/25/36                            | FANNIE MAE REMICS SER 2006-8 CL JZ 5.50000000                                                    | CUSIP: 31394VW97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79387 | PA      | $82364.76     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA 7.5% 02/10/37                                  | ROMANIA REGD 144A P/P 7.50000000                                                                 | CUSIP: 77586RAW0<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |   4320000 | PA      | $4484603.06   | 0.02%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 7.25% 11/15/53                         | JBS USA HOLD/FOOD/LUX CO REGD 7.25000000                                                         | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2635000 | PA      | $2966672.72   | 0.01%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.3% 03/01/35                                | BOEING CO REGD 3.30000000                                                                        | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1162692.60   | 0.01%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4377 1.5% 07/01/51                            | FANNIE MAE POOL UMBS P#MA4377 1.50000000                                                         | CUSIP: 31418D2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6180939 | PA      | $4650116.51   | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P51361 6.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#P51361 6.50000000                                                        | CUSIP: 3128C6QN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     39800 | PA      | $41120.95     | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 06/12/29                               | BNP PARIBAS REGD V/R 144A P/P 5.33500000                                                         | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6000000 | PA      | $6138522.90   | 0.03%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#54844 V/R 09/01/27                              | FANNIE MAE POOL UMBS P#54844 V/R 4.34500000                                                      | CUSIP: 3136195D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       367 | PA      | $362.94       | 0.00%             | 2027-09-01      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09020 3.5% 11/01/42                           | FREDDIE MAC GOLD POOL P#C09020 3.50000000                                                        | CUSIP: 31292SAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    364376 | PA      | $342168.67    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 6.2% 06/30/55                         | REPUBLIC OF PERU REGD 6.20000000                                                                 | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |   4627000 | PA      | $4645276.65   | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY  5.529% 06/01/49                         | PG&E RECOVERY FND LLC REGD SER A-3 5.52900000                                                    | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3090133.88   | 0.01%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/24/28                         | JPMORGAN CHASE & CO REGD V/R SER VAR 2.94700000                                                  | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2540497.47   | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ8104 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AQ8104 3.00000000                                                         | CUSIP: 3138MQAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16743 | PA      | $15111.64     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BG BETA I LTD 6.28% 07/16/54                           | BG BETA I LTD SERIES 2024-1    CLASS B-1 REGS 144A 6.28000000                                    | CUSIP: 05593PAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CY        |   6107000 | PA      | $6237414.99   | 0.03%             | 2054-07-16      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32                             | CITIGROUP INC REGD V/R 2.56100000                                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19270000 | PA      | $17071655.85  | 0.08%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND G V/R 09/30/27                         | BANK OF IRELAND GROUP REGD V/R 144A P/P 2.02900000                                               | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   6132000 | PA      | $5939442.63   | 0.03%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-HYB6 A V/R 11/20/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB6 SER 2004-HYB6 CL A3 V/R REGD 5.85246700                | CUSIP: 12669GBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15577 | PA      | $14980.38     | 0.00%             | 2034-11-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES I 4.95% 06/01/43                         | CF INDUSTRIES INC REGD 4.95000000                                                                | CUSIP: 12527GAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1600231.14   | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-C30 3.664% 07/15/25                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30 SER 2015-C30 CL A4 REGD 3.66400000                | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116574 | PA      | $116340.52    | 0.00%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 3.95% 12/01/27                         | SYNCHRONY FINANCIAL REGD 3.95000000                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474986.93   | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95825 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95825 4.00000000                                                        | CUSIP: 312944PJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    354547 | PA      | $343003.26    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH R 2.328% 11/15/50                         | TEXAS HEALTH RESOURCES REGD 2.32800000                                                           | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    970000 | PA      | $544292.27    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#920340 V/R 02/01/36                             | FANNIE MAE POOL UMBS P#920340 V/R 7.25000000                                                     | CUSIP: 31412BPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3103 | PA      | $3129.30      | 0.00%             | 2036-02-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/31                              | ING GROEP NV REGD V/R 5.06600000                                                                 | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $5492420.68   | 0.03%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3153 4% 10/01/37                              | FANNIE MAE POOL UMBS P#MA3153 4.00000000                                                         | CUSIP: 31418CQF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    498906 | PA      | $489063.77    | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1560 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH1560 4.00000000                                                         | CUSIP: 3138A2WW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    494715 | PA      | $478121.73    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3511 SA V/R 02/15/39                               | FREDDIE MAC REMICS SER 3511 CL SA V/R 1.58167000                                                 | CUSIP: 31397YVF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30715 | PA      | $2386.14      | 0.00%             | 2039-02-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| FNS 374 5 5.5% 08/25/36                                | FANNIE MAE INTEREST STRIP SER 374 CL 5 5.50000000                                                | CUSIP: 3136FCZ82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9649 | PA      | $1530.05      | 0.00%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1  S/UP 02/16/26                          | CFIN 2022-RTL1 ISSUER LLC SER 2022-RTL1 CL AA S/UP REGD 144A P/P 4.75000000                      | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1962734 | PA      | $1950168.78   | 0.01%             | 2026-02-16      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4528 5% 02/01/55                              | FREDDIE MAC POOL UMBS P#QX4528 5.00000000                                                        | CUSIP: 31426AA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2576373 | PA      | $2526784.93   | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMWLT 2025-1 A 4.49% 10/25/28                          | BMW VEHICLE LEASE TRUST 2025-1 SER 2025-1 CL A4 REGD 4.49000000                                  | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4731000 | PA      | $4766514.67   | 0.02%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT4051 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#AT4051 3.50000000                                                         | CUSIP: 3138WRQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    510288 | PA      | $474905.59    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB0220 3% 06/01/50                              | FREDDIE MAC POOL UMBS P#QB0220 3.00000000                                                        | CUSIP: 3133A6G54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    539059 | PA      | $472145.35    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/24/36                             | CITIGROUP INC REGD V/R 6.02000000                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10042000 | PA      | $10312304.93  | 0.05%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7410 3% 12/01/42                              | FANNIE MAE POOL UMBS P#AB7410 3.00000000                                                         | CUSIP: 31417EGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331115 | PA      | $299259.13    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP 5.625% 02/10/53                         | VODAFONE GROUP PLC REGD 5.62500000                                                               | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $448139.33    | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#737825 6% 09/01/33                              | FANNIE MAE POOL UMBS P#737825 6.00000000                                                         | CUSIP: 31402TVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3688 | PA      | $3763.99      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2003-52 AP ZCP 06/16/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-52 CL AP ZCP 0.00000000                        | CUSIP: 38373QR86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11266 | PA      | $10007.84     | 0.00%             | 2033-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH4429 4% 02/01/41                              | FANNIE MAE POOL UMBS P#AH4429 4.00000000                                                         | CUSIP: 3138A54P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572158 | PA      | $552610.48    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) SEP25                            | FUTURE CONTRACT ON           US 2YR NOTE (CBT) SEP25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2117 | NC      | $440385618.24 | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 3.75% 06/30/27                            | UNITED STATES TREASURY NOTE 3.75000000                                                           | CUSIP: 91282CNL1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  70778000 | PA      | $70822236.25  | 0.33%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHR 2141 IO 7% 04/15/29                                | FREDDIE MAC REMICS SER 2141 CL IO 7.00000000                                                     | CUSIP: 3133TKGP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       150 | PA      | $7.34         | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30                             | UNITED STATES TREASURY NOTE 1.50000000                                                           | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1855000 | PA      | $1678630.09   | 0.01%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNR 2013-100 WB 3% 10/25/33                            | FANNIE MAE REMICS SER 2013-100 CL WB 3.00000000                                                  | CUSIP: 3136AGWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    513518 | PA      | $494953.58    | 0.00%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FP0105 2.5% 06/01/51                            | FANNIE MAE POOL UMBS P#FP0105 2.50000000                                                         | CUSIP: 3140XTDK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12166384 | PA      | $10103787.12  | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLS 2023-A A4 5.04% 12/15/25                          | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A SER 2023-A CL A4 REGD 5.04000000         | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1470000 | PA      | $1471835.00   | 0.01%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FNR 2006-16 HZ 5.5% 03/25/36                           | FANNIE MAE REMICS SER 2006-16 CL HZ 5.50000000                                                   | CUSIP: 31394V6A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15615 | PA      | $16296.15     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMAC 3.025% 07/09/40                         | TAKEDA PHARMACEUTICAL REGD 3.02500000                                                            | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   3675000 | PA      | $2748017.34   | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0579 3% 12/01/61                              | FANNIE MAE POOL UMBS P#BF0579 3.00000000                                                         | CUSIP: 3140FXUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9314059 | PA      | $7866684.70   | 0.04%             | 2061-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 4.55% 11/30/25                         | DOW CHEMICAL CO/THE REGD 4.55000000                                                              | CUSIP: 260543CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $435515.46    | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR2  3.3% 04/17/29                          | PROGRESS RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 3.30000000                 | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19859229 | PA      | $18963607.55  | 0.09%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0545 2% 11/01/35                              | FREDDIE MAC POOL UMBS P#SB0545 2.00000000                                                        | CUSIP: 3132CWTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2713064 | PA      | $2501596.00   | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE  4.6% 11/02/47                         | ABU DHABI CRUDE OIL REGD 144A P/P 4.60000000                                                     | CUSIP: 00401MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   3351000 | PA      | $2996473.05   | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EART 2023-3A C 6.21% 05/15/26                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL C REGD 6.21000000                      | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5400000 | PA      | $5436863.10   | 0.03%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0781 3% 11/01/51                              | FREDDIE MAC POOL UMBS P#SD0781 3.00000000                                                        | CUSIP: 3132DM2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13462601 | PA      | $11726451.15  | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM5 A1 V/R 05/25/62                          | OBX 2022-NQM5 TRUST SER 2022-NQM5 CL A1 V/R REGD 144A P/P 4.31000000                             | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7494365 | PA      | $7492374.30   | 0.03%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G30974 3.5% 01/01/34                           | FREDDIE MAC GOLD POOL P#G30974 3.50000000                                                        | CUSIP: 3132J4JU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1818159 | PA      | $1782621.02   | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.65% 06/15/46                         | COMMONWEALTH EDISON CO REGD 3.65000000                                                           | CUSIP: 202795JJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $275183.47    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                            | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2162362.96   | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q24028 4% 01/01/44                             | FREDDIE MAC GOLD POOL P#Q24028 4.00000000                                                        | CUSIP: 3132M4D93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46620 | PA      | $44927.47     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7843 3.895% 02/01/33                          | FANNIE MAE POOL UMBS P#BS7843 3.89500000                                                         | CUSIP: 3140LJWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12350000 | PA      | $11853312.27  | 0.05%             | 2033-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91960 3.5% 11/01/37                           | FREDDIE MAC GOLD POOL P#C91960 3.50000000                                                        | CUSIP: 3128P8E98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    700866 | PA      | $676192.55    | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 01/31/32                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 126455000 | PA      | $129453366.92 | 0.60%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 A 4.92% 05/15/26                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000             | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11046868.80  | 0.05%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GMREV 2025-1 A 4.64% 03/11/30                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 4.64000000         | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32832000 | PA      | $33174352.40  | 0.15%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017 3.55% 01/15/30                         | AIR CANADA 2017-1A PTT REGD 144A P/P 3.55000000                                                  | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1970242 | PA      | $1841233.27   | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 2.995% 08/16/39                         | EXXON MOBIL CORPORATION REGD 2.99500000                                                          | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $2752921.30   | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q04592 4% 11/01/41                             | FREDDIE MAC GOLD POOL P#Q04592 4.00000000                                                        | CUSIP: 3132GKXV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3969 | PA      | $3833.24      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5524 V/R 08/20/71                          | GINNIE MAE II POOL P#CE5524 V/R 5.78900000                                                       | CUSIP: 3617VUD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9723751 | PA      | $10190279.82  | 0.05%             | 2071-08-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CGCMT 2018-B2 4.009% 02/10/28                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A4 REGD 4.00900000                    | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14360000 | PA      | $14121111.35  | 0.07%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1376 4% 10/20/43                           | GINNIE MAE II POOL P#MA1376 4.00000000                                                           | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1208271 | PA      | $1152875.10   | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#745148 5% 01/01/36                              | FANNIE MAE POOL UMBS P#745148 5.00000000                                                         | CUSIP: 31403CZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14477 | PA      | $14694.74     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) SEP25                            | FUTURE CONTRACT ON           US LONG BOND(CBT) SEP25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       929 | NC      | $107270468.75 | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II P#785863 V/R 12/20/71                          | GINNIE MAE II POOL P#785863 V/R 3.09800000                                                       | CUSIP: 3622ABML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9408868 | PA      | $8469011.78   | 0.04%             | 2071-12-20      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.15% 03/27/30                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.15000000                                                 | CUSIP: 44891ADQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14619000 | PA      | $14794588.22  | 0.07%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.25% 06/15/26                         | SOUTHERN CO GAS CAPITAL REGD 3.25000000                                                          | CUSIP: 001192AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $222501.09    | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 1.653% 07/14/26                         | NOMURA HOLDINGS INC REGD 1.65300000                                                              | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4856162.15   | 0.02%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4208 2% 12/01/50                              | FANNIE MAE POOL UMBS P#MA4208 2.00000000                                                         | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8438205 | PA      | $6730255.58   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-58 WA V/R 07/25/51                            | FANNIE MAE REMICS SER 2011-58 CL WA V/R 5.50578800                                               | CUSIP: 31397UZD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17791 | PA      | $17539.91     | 0.00%             | 2051-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| WOSAT 2021-A C 1.09% 04/15/25                          | WORLD OMNI SELECT AUTO TRUST 2021-A SER 2021-A CL C REGD 1.09000000                              | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1698856 | PA      | $1685783.20   | 0.01%             | 2027-11-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.2% 04/01/55                         | ENERGY TRANSFER LP REGD 6.20000000                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5690000 | PA      | $5601778.26   | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H10 TA V/R 04/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H10 CL TA V/R 5.04602000                       | CUSIP: 38375UFT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1053806 | PA      | $1057359.33   | 0.00%             | 2064-04-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/30/27                              | UBS GROUP AG REGD V/R 144A P/P 1.36400000                                                        | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4700000 | PA      | $4614481.86   | 0.02%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8149 3.5% 07/20/52                         | GINNIE MAE II POOL P#MA8149 3.50000000                                                           | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10695226 | PA      | $9756022.97   | 0.05%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY 5.375% 09/26/30                                | HUNGARY REGD 144A P/P 5.37500000                                                                 | CUSIP: 445545AV8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   5275000 | PA      | $5322410.75   | 0.02%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNR 2005-110 GL 5.5% 12/25/35                          | FANNIE MAE REMICS SER 2005-110 CL GL 5.50000000                                                  | CUSIP: 31394US60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165555 | PA      | $172883.30    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BR3916 3% 09/20/50                           | GINNIE MAE II POOL P#BR3916 3.00000000                                                           | CUSIP: 3617M2K57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6110244 | PA      | $5406722.81   | 0.03%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 6.45% 09/15/37                         | ASTRAZENECA PLC REGD 6.45000000                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $561667.04    | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/13/31                         | HSBC HOLDINGS PLC REGD V/R 5.24000000                                                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3160000 | PA      | $3217471.87   | 0.01%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2706 3.5% 08/01/46                            | FANNIE MAE POOL UMBS P#MA2706 3.50000000                                                         | CUSIP: 31418CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1491975 | PA      | $1379226.45   | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA ECON S 4.263% 09/15/32                         | ALABAMA ECON SETTLEMENT AUTH B REGD N/C B/E 4.26300000                                           | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $600668.71    | 0.00%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G20027 10% 10/01/30                            | FREDDIE MAC GOLD POOL P#G20027 10.00000000                                                       | CUSIP: 31283LA48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       532 | PA      | $533.29       | 0.00%             | 2030-10-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO 4.1% 06/03/26                         | WELLS FARGO & COMPANY REGD MTN 4.10000000                                                        | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3565694.46   | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 08/31/28                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19910000 | PA      | $20302755.81  | 0.09%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC 2% 05/15/30                                 | ZOETIS INC REGD 2.00000000                                                                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1428948.74   | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GFORT 2024-4A  4.73% 11/15/27                          | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000                   | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5493000 | PA      | $5556260.13   | 0.03%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 04/01/38                         | CHARTER COMM OPT LLC/CAP REGD 5.37500000                                                         | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $786941.09    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BSABS 2004-AC2 2A 5% 05/25/34                          | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC2 SER 2004-AC2 CL 2A REGD 5.00000000         | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12640 | PA      | $10451.21     | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-H11 FA V/R 03/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-H11 CL FA V/R 4.94602000                       | CUSIP: 38375BLN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237843 | PA      | $238295.88    | 0.00%             | 2061-03-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.504% 03/10/46                         | BROOKLYN UNION GAS CO REGD 144A P/P 4.50400000                                                   | CUSIP: 114259AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1620596.82   | 0.01%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4237 2% 01/01/51                              | FANNIE MAE POOL UMBS P#MA4237 2.00000000                                                         | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32657207 | PA      | $26036998.55  | 0.12%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M12 A2 V/R 06/25/27                           | FANNIE MAE-ACES SER 2017-M12 CL A2 V/R 3.16200000                                                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3231612 | PA      | $3165839.07   | 0.01%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9876 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#FM9876 2.50000000                                                         | CUSIP: 3140XD6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10691363 | PA      | $9004067.79   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMXCA 2025-2 A 4.28% 04/15/28                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2025-2 CL A REGD 4.28000000                     | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18583000 | PA      | $18696666.64  | 0.09%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6283 3% 11/20/49                           | GINNIE MAE II POOL P#MA6283 3.00000000                                                           | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5041447 | PA      | $4478940.23   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 3.945% 04/17/27                          | PROGRESS RESIDENTIAL 2022-SFR2 TRUST SER 2022-SFR2 CL D REGD 144A P/P 3.94500000                 | CUSIP: 74332VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2914869.00   | 0.01%             | 2027-04-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRV 4.125% 02/01/29                         | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 4.12500000                                                | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6740000 | PA      | $6635121.69   | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67710 3.5% 03/01/48                           | FREDDIE MAC GOLD POOL P#G67710 3.50000000                                                        | CUSIP: 3132XCR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1681938 | PA      | $1547154.37   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0085 V/R 11/01/37                             | FANNIE MAE POOL UMBS P#AD0085 V/R 6.20300000                                                     | CUSIP: 31418MCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18245 | PA      | $18352.15     | 0.00%             | 2037-11-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| FNR 1997-32 PG 6.5% 04/25/27                           | FANNIE MAE REMICS SER 1997-32 CL PG 6.50000000                                                   | CUSIP: 31359PMW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       255 | PA      | $255.37       | 0.00%             | 2027-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BSARM 2006-1 A1 V/R 02/25/36                           | BEAR STEARNS ARM TRUST 2006-1 SER 2006-1 CL A1 V/R REGD 6.53000000                               | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43829 | PA      | $41735.53     | 0.00%             | 2036-02-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GSMS 2016-GS4 3.178% 09/10/26                          | GS MORTGAGE SECURITIES TRUST 2016-GS4 SER 2016-GS4 CL A3 REGD 3.17800000                         | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9443827 | PA      | $9297556.49   | 0.04%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.75% 11/01/46                                | RTX CORP REGD 3.75000000                                                                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $862156.27    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46                         | GINNIE MAE II POOL P#MA3597 3.50000000                                                           | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9627525 | PA      | $8959713.51   | 0.04%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% JUL 25                                | UMBS TBA 30YR 2% JUL 25        TO BE ANNOUNCED 2.00000000                                        | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24860000 | PA      | $19673895.74  | 0.09%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-93 GS V/R 05/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-93 CL GS V/R 0.00000000                        | CUSIP: 38383R3S4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3567366 | PA      | $83574.82     | 0.00%             | 2052-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0739 3.5% 02/01/52                            | FANNIE MAE POOL UMBS P#FS0739 3.50000000                                                         | CUSIP: 3140XFZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7367940 | PA      | $6677171.09   | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 5.401% 07/02/37                         | VERIZON COMMUNICATIONS REGD 144A P/P 5.40100000                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1355121.52   | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAOT 2021-D A4 1.02% 10/15/25                          | TOYOTA AUTO RECEIVABLES 2021-D OWNER TRUST SER 2021-D CL A4 REGD 1.02000000                      | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    712509 | PA      | $704184.12    | 0.00%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.679% 07/16/30                         | NOMURA HOLDINGS INC REGD 2.67900000                                                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1550000 | PA      | $1406180.63   | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH8029 4.5% 04/01/41                            | FANNIE MAE POOL UMBS P#AH8029 4.50000000                                                         | CUSIP: 3138A94P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202666 | PA      | $201955.19    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-34 ED 6% 05/25/33                             | FANNIE MAE REMICS SER 2003-34 CL ED 6.00000000                                                   | CUSIP: 31393CDP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44341 | PA      | $46051.68     | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2004-46 PO ZCP 06/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-46 CL PO ZCP 0.00000000                        | CUSIP: 38374G5Y4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21348 | PA      | $18372.31     | 0.00%             | 2034-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 5.4% 04/15/35                          | SAN DIEGO G & E REGD 5.40000000                                                                  | CUSIP: 797440CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4106000 | PA      | $4192665.55   | 0.02%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25                          | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                  | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2269350.00   | 0.01%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA IND 5.557% 03/01/26                         | ATLANTA GA INDEP SCH SYS COPS REGD N/C B/E 5.55700000                                            | CUSIP: 04778CAF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $538872.17    | 0.00%             | 2026-03-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4833 4% 10/20/40                             | GINNIE MAE II POOL P#4833 4.00000000                                                             | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    649258 | PA      | $620859.50    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-43 SA V/R 06/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-43 CL SA V/R 1.51794000                        | CUSIP: 38374UF97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54638 | PA      | $2400.94      | 0.00%             | 2039-06-20      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 4.25% 09/15/48                         | AEP TRANSMISSION CO LLC REGD 4.25000000                                                          | CUSIP: 00115AAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4790000 | PA      | $3836583.31   | 0.02%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 3.75% 02/01/26                                | FLEX LTD REGD 3.75000000                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13908252.96  | 0.06%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                           | UNITED STATES TREASURY BOND 2.37500000                                                           | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26885000 | PA      | $17291465.75  | 0.08%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6185 2% 03/01/37                              | FANNIE MAE POOL UMBS P#FS6185 2.00000000                                                         | CUSIP: 3140XM2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171846 | PA      | $158276.27    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                         | BANK OF AMERICA CORP REGD V/R 2.29900000                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16345000 | PA      | $14243419.89  | 0.07%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.15% 04/01/33                         | WESTERN MIDSTREAM OPERAT REGD 6.15000000                                                         | CUSIP: 958667AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2081416.56   | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 05/31/27                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CNE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32282000 | PA      | $32357660.94  | 0.15%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY4616 6% 06/01/55                              | FREDDIE MAC POOL UMBS P#QY4616 6.00000000                                                        | CUSIP: 31426PDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3231498 | PA      | $3286454.91   | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7319 4% 12/01/42                              | FANNIE MAE POOL UMBS P#AB7319 4.00000000                                                         | CUSIP: 31417EDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    131488 | PA      | $126627.60    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANCHR 2025-RTL1  V/R 05/25/40                          | ANCHOR MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.71800000                 | CUSIP: 03290CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8615000 | PA      | $8614826.84   | 0.04%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FNR 2006-77 PC 6.5% 08/25/36                           | FANNIE MAE REMICS SER 2006-77 CL PC 6.50000000                                                   | CUSIP: 31396KGX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20408 | PA      | $21036.64     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHEAA 2021-1A A V/R 05/25/70                           | PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY SER 2021-1A CL A V/R 144A P/P 4.96645000         | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3892816 | PA      | $3821708.97   | 0.02%             | 2070-05-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| PILOT 2025-1A  4.69% 11/20/30                          | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 SER 2025-1A CL A4 REGD 144A P/P 4.69000000           | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3390000 | PA      | $3424862.08   | 0.02%             | 2030-11-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/35                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128334Z0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1824000 | PA      | $1197315.02   | 0.01%             | 2035-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#257510 7% 12/01/38                              | FANNIE MAE POOL UMBS P#257510 7.00000000                                                         | CUSIP: 31371PAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68765 | PA      | $73341.86     | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0816 1.5% 06/01/37                            | FREDDIE MAC POOL UMBS P#SB0816 1.50000000                                                        | CUSIP: 3132CW3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2359938 | PA      | $2097057.15   | 0.01%             | 2037-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHR 3218 AO ZCP 09/15/36                               | FREDDIE MAC REMICS SER 3218 CL AO ZCP 0.00000000                                                 | CUSIP: 31397BHE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5794 | PA      | $4674.92      | 0.00%             | 2036-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.45% 04/15/42                         | PACIFIC GAS & ELECTRIC REGD 4.45000000                                                           | CUSIP: 694308GZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1509788.70   | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4181 1.5% 11/01/50                            | FANNIE MAE POOL UMBS P#MA4181 1.50000000                                                         | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10248203 | PA      | $7718879.49   | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-3 A4 5.75% 04/25/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-3 SER 2004-3 CL A4 REGD 5.75000000                          | CUSIP: 12669FPC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6927 | PA      | $6890.84      | 0.00%             | 2034-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNR 2005-75 SV V/R 09/25/35                            | FANNIE MAE REMICS SER 2005-75 CL SV V/R 6.52140000                                               | CUSIP: 31394FAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1477 | PA      | $1628.16      | 0.00%             | 2035-09-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 06/30/27                               | BNP PARIBAS REGD V/R 144A P/P 1.67500000                                                         | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2660000 | PA      | $2584794.01   | 0.01%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGA 3.25% 05/01/51                         | INDIANA MICHIGAN POWER REGD 3.25000000                                                           | CUSIP: 454889AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1026684.17   | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.875% 08/22/37                         | AMAZON.COM INC REGD 3.87500000                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1537734.05   | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04332 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#G04332 5.00000000                                                        | CUSIP: 3128M6ED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19671 | PA      | $19983.67     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 B 4.8% 04/20/29                           | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 SER 2025-2 CL B REGD 4.80000000                     | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4341000 | PA      | $4372875.53   | 0.02%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1564 V/R 04/01/37                            | FREDDIE MAC NON GOLD POOL P#1J1564 V/R 6.94700000                                                | CUSIP: 3128NHWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21451 | PA      | $22057.63     | 0.00%             | 2037-04-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 2.289% 02/15/30                          | BENCHMARK 2020-B17 MORTGAGE TRUST SER 2020-B17 CL A5 REGD 2.28900000                             | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2481000 | PA      | $2196121.66   | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV5470 4% 12/01/43                              | FANNIE MAE POOL UMBS P#AV5470 4.00000000                                                         | CUSIP: 3138XHCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    555133 | PA      | $531235.91    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  3.2% 08/15/29                         | GLOBAL PAYMENTS INC REGD 3.20000000                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4843000 | PA      | $4579618.43   | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0784 4% 02/20/43                           | GINNIE MAE II POOL P#MA0784 4.00000000                                                           | CUSIP: 36179M2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    459063 | PA      | $438967.57    | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5832 6% 10/01/53                              | FANNIE MAE POOL UMBS P#FS5832 6.00000000                                                         | CUSIP: 3140XMPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4667466 | PA      | $4780805.72   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3260 CS V/R 01/15/37                               | FREDDIE MAC REMICS SER 3260 CL CS V/R 1.72167000                                                 | CUSIP: 31397ELL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13160 | PA      | $1215.24      | 0.00%             | 2037-01-15      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| ROC 2025-RTL1 A1 V/R 08/25/27                          | ROC MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.62500000                    | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6012398.40   | 0.03%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMMT 2004-A3 4A V/R 07/25/34                          | JP MORGAN MORTGAGE TRUST 2004-A3 SER 2004-A3 CL 4A1 V/R REGD 6.91872500                          | CUSIP: 466247DA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1253 | PA      | $1243.20      | 0.00%             | 2034-07-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISS 5.85% 06/01/54                         | ENTERGY MISSISSIPPI LLC REGD 5.85000000                                                          | CUSIP: 29366WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202717.42   | 0.01%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHR 3122 OH ZCP 03/15/36                               | FREDDIE MAC REMICS SER 3122 CL OH ZCP 0.00000000                                                 | CUSIP: 31396JLG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8009 | PA      | $6967.17      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN7943 3.1% 01/01/28                            | FANNIE MAE POOL UMBS P#AN7943 3.10000000                                                         | CUSIP: 3138LLZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6220075 | PA      | $6071031.15   | 0.03%             | 2028-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OPTN 2021-B A 1.47% 05/01/24                           | OPORTUN ISSUANCE TRUST 2021-B SER 2021-B CL A REGD 144A P/P 1.47000000                           | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2043784 | PA      | $1993702.35   | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| GNR 2022-68 SP V/R 04/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-68 CL SP V/R 0.00000000                        | CUSIP: 38383PB42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4614076 | PA      | $149809.81    | 0.00%             | 2052-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ODART 2021-1A  1.26% 05/14/25                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021-1 SER 2021-1A CL B REGD 144A P/P 1.26000000           | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10300000 | PA      | $10130237.46  | 0.05%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINAN 5.625% 03/15/42                         | ERAC USA FINANCE LLC REGD P/P 5.62500000                                                         | CUSIP: 26884TAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $355495.68    | 0.00%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.45% 09/29/27                           | CITIGROUP INC REGD 4.45000000                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8213000 | PA      | $8220882.34   | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-P3  5.82% 11/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2023-P3 SER 2023-P3 CL A3 REGD 144A P/P 5.82000000                | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2275969 | PA      | $2291586.77   | 0.01%             | 2028-08-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-11 A1 V/R 12/20/34                           | SEQUOIA MORTGAGE TRUST 2004-11 SER 2004-11 CL A1 V/R REGD 5.03206000                             | CUSIP: 81744FFJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16690 | PA      | $15108.84     | 0.00%             | 2034-12-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| FNGT 2001-T3 A1 7.5% 11/25/40                          | FANNIE MAE GRANTOR TRUST 2001-T3 SER 2001-T3 CL A1 7.50000000                                    | CUSIP: 31358S7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42480 | PA      | $43207.59     | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-1A  4.99% 02/15/33                          | AFFIRM MASTER TRUST SER 2025-1A CL A REGD 144A P/P 4.99000000                                    | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11400000 | PA      | $11487552.00  | 0.05%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7075 3% 02/01/50                              | FREDDIE MAC POOL UMBS P#QA7075 3.00000000                                                        | CUSIP: 3133A12G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6204699 | PA      | $5469098.77   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 06-118 A2 V/R 12/25/36                             | FANNIE MAE SERIES 2006-118 CLASS A2 4.49645000                                                   | CUSIP: 31396L4T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88316 | PA      | $86775.25     | 0.00%             | 2036-12-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#991908 7% 11/01/38                              | FANNIE MAE POOL UMBS P#991908 7.00000000                                                         | CUSIP: 31415W3R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23013 | PA      | $24724.55     | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#257203 5% 05/01/28                              | FANNIE MAE POOL UMBS P#257203 5.00000000                                                         | CUSIP: 31371NU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2753 | PA      | $2762.16      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR11 A V/R 10/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR11 SER 2003-AR11 CL A6 V/R REGD 6.69445600 | CUSIP: 92922FJF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70757 | PA      | $67197.29     | 0.00%             | 2033-10-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2014 3% 04/01/43                              | FANNIE MAE POOL UMBS P#AT2014 3.00000000                                                         | CUSIP: 3138WPGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    403191 | PA      | $364487.35    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2017-4 MT 3.5% 06/25/57                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST 2017-4 SER 2017-4 CL MT 3.50000000               | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2149479 | PA      | $1927550.72   | 0.01%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC 4.95% 06/30/32                         | GEORGIA-PACIFIC LLC REGD 144A P/P 4.95000000                                                     | CUSIP: 37331NAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6643799.17   | 0.03%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAFC 2005-6 2A7 5.5% 10/25/35                          | BANC OF AMERICA FUNDING 2005-6 TRUST SER 2005-6 CL 2A7 REGD 5.50000000                           | CUSIP: 05946XP23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12216 | PA      | $10974.60     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPIT 4.25% 10/04/31                         | ACCENTURE CAPITAL INC REGD 4.25000000                                                            | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2332986.33   | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERO 2017-3A A 3.95% 09/20/39                          | HERO FUNDING 2017-3 SER 2017-3A CL A2 REGD 144A P/P 3.95000000                                   | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    981680 | PA      | $887424.02    | 0.00%             | 2048-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNR 2003-73 HC 5.5% 08/25/33                           | FANNIE MAE REMICS SER 2003-73 CL HC 5.50000000                                                   | CUSIP: 31393DB91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29295 | PA      | $30323.16     | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCI 3.35% 04/16/31                         | SAMMONS FINANCIAL GROUP REGD 144A P/P 3.35000000                                                 | CUSIP: 79588TAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6426981.75   | 0.03%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FLYWHEEL 8.106% 08/25/2044                             | FLYWHEEL 2024 PDP1             B 8.106 25 AUG 2044 144A REGD 8.10600000                          | CUSIP: 302704AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2285020 | PA      | $2326161.79   | 0.01%             | 2044-08-25      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2457 3% 04/01/50                              | FREDDIE MAC POOL UMBS P#RA2457 3.00000000                                                        | CUSIP: 3133KHWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1365615 | PA      | $1203710.60   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784119 3% 02/20/46                           | GINNIE MAE II POOL P#784119 3.00000000                                                           | CUSIP: 3622A2SG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265399 | PA      | $238384.44    | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4157 1.5% 10/01/50                            | FANNIE MAE POOL UMBS P#MA4157 1.50000000                                                         | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1709133 | PA      | $1286225.70   | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNR 2011-22 WA V/R 02/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-22 CL WA V/R 5.78877000                        | CUSIP: 38377QRC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15722 | PA      | $16179.77     | 0.00%             | 2037-02-20      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 03/30/29                         | CANADIAN IMPERIAL BANK REGD V/R SER . 4.85700000                                                 | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  18602000 | PA      | $18802100.41  | 0.09%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHR 1963 Z 7.5% 01/15/27                               | FREDDIE MAC REMICS SER 1963 CL Z 7.50000000                                                      | CUSIP: 3133TAA28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       565 | PA      | $568.73       | 0.00%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDIN 6.792% 05/15/55                         | BELROSE FUNDING TRUST II REGD 144A P/P 6.79200000                                                | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5110952.65   | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 4.9% 04/15/29                         | MARRIOTT INTERNATIONAL REGD 4.90000000                                                           | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    809000 | PA      | $823395.65    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 7.3% 07/01/38                         | TIME WARNER CABLE LLC REGD 7.30000000                                                            | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1366388.24   | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY INV MMKT GOVT-INST                            | FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000                                        | CUSIP: 31607A703<br>LEI: N/A                  | Long             | EC               | RF                | US        | 590140447 | NS      | $590140446.68 | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENGLAND POWE 3.8% 12/05/47                         | NEW ENGLAND POWER CO REGD 144A P/P 3.80000000                                                    | CUSIP: 644188BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5108000 | PA      | $3908224.64   | 0.02%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0624 3% 12/20/42                           | GINNIE MAE II POOL P#MA0624 3.00000000                                                           | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    419104 | PA      | $381951.56    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PL 4.8% 04/05/26                         | NATWEST GROUP PLC REGD 4.80000000                                                                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3017000 | PA      | $3023973.83   | 0.01%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF PITTSB 3.555% 09/15/19                         | UNIV OF PITTSBURGH PA OF THE C REGD B/E 3.55500000                                               | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |   2045000 | PA      | $1293952.07   | 0.01%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/52                           | UNITED STATES TREASURY BOND 2.87500000                                                           | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 110206000 | PA      | $77557472.50  | 0.36%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GSR 2005-5F 8A3 V/R 06/25/35                           | GSR MORTGAGE LOAN TRUST 2005-5F SER 2005-5F CL 8A3 V/R REGD 4.93368000                           | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7372 | PA      | $7122.94      | 0.00%             | 2035-06-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#986648 6% 09/01/37                              | FANNIE MAE POOL UMBS P#986648 6.00000000                                                         | CUSIP: 31415RBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29111 | PA      | $30341.28     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-1 BI V/R 02/25/38                             | FANNIE MAE REMICS SER 2008-1 CL BI V/R 1.49035000                                                | CUSIP: 31396YCX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57933 | PA      | $4638.38      | 0.00%             | 2038-02-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM7117 3.14% 12/01/26                           | FANNIE MAE POOL UMBS P#AM7117 3.14000000                                                         | CUSIP: 3138L74B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1562844 | PA      | $1539129.75   | 0.01%             | 2026-12-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FNR 2006-56 FC V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-56 CL FC V/R 4.70965000                                               | CUSIP: 31395NXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88364 | PA      | $87758.63     | 0.00%             | 2036-07-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| FNR 2009-70 CO ZCP 01/25/37                            | FANNIE MAE REMICS SER 2009-70 CL CO ZCP 0.00000000                                               | CUSIP: 31396QYP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34144 | PA      | $28354.43     | 0.00%             | 2037-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.187% 11/15/36                           | BROADCOM INC REGD 144A P/P 3.18700000                                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  17915000 | PA      | $14851363.91  | 0.07%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FGLMC P#L10291 6.5% 11/01/36                           | FREDDIE MAC GOLD POOL P#L10291 6.50000000                                                        | CUSIP: 3128DHKC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61473 | PA      | $63654.63     | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ9316 2.5% 01/01/43                            | FANNIE MAE POOL UMBS P#AQ9316 2.50000000                                                         | CUSIP: 3138MRK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1006909 | PA      | $890624.21    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 3.75% 05/15/46                         | DUKE ENERGY INDIANA LLC REGD 3.75000000                                                          | CUSIP: 26443TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $454450.72    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 02/15/35                           | UNITED STATES TREASURY NOTE 4.62500000                                                           | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4050000 | PA      | $4178460.94   | 0.02%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/30                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.33500000                                              | CUSIP: 22535WAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3036000 | PA      | $3105665.12   | 0.01%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B2 2.584% 03/15/31                          | BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A5 REGD 2.58430000                             | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2106628.80   | 0.01%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHR 2744 PE 5.5% 02/15/34                              | FREDDIE MAC REMICS SER 2744 CL PE 5.50000000                                                     | CUSIP: 31394PR88<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       134 | PA      | $133.19       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXI 6.875% 08/04/26                         | PETROLEOS MEXICANOS REGD MTN 6.87500000                                                          | CUSIP: 71654QCB6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2390000 | PA      | $2390542.53   | 0.01%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#851432 V/R 10/01/35                             | FANNIE MAE POOL UMBS P#851432 V/R 6.58100000                                                     | CUSIP: 31408G4R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18328 | PA      | $18953.43     | 0.00%             | 2035-10-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-2 A 5.28% 08/15/28                          | FORD CREDIT AUTO OWNER TRUST 2023-REV2 SER 2023-2 CL A REGD 144A P/P 5.28000000                  | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8800000 | PA      | $9063634.80   | 0.04%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FNR 2009-17 QS V/R 03/25/39                            | FANNIE MAE REMICS SER 2009-17 CL QS V/R 2.23035000                                               | CUSIP: 31397NGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12620 | PA      | $1068.40      | 0.00%             | 2039-03-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.55% 06/15/46                         | PUBLIC SERVICE COLORADO REGD 3.55000000                                                          | CUSIP: 744448CM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $251849.76    | 0.00%             | 2046-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32465000 | PA      | $31780191.41  | 0.15%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21 A V/R 09/15/28                          | BBCMS MORTGAGE TRUST 2023-C21 SER 2023-C21 CL A2 V/R REGD 6.50575100                             | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10260117 | PA      | $10766440.61  | 0.05%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FHR 2125 JZ 6% 02/15/29                                | FREDDIE MAC REMICS SER 2125 CL JZ 6.00000000                                                     | CUSIP: 3133TJHS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3222 | PA      | $3266.76      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8106 2% 11/01/50                              | FREDDIE MAC POOL UMBS P#SD8106 2.00000000                                                        | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8445165 | PA      | $6735807.11   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4720 2.5% 05/01/52                            | FANNIE MAE POOL UMBS P#FS4720 2.50000000                                                         | CUSIP: 3140XLG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17440548 | PA      | $14693351.81  | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2446 4% 12/20/44                           | GINNIE MAE II POOL P#MA2446 4.00000000                                                           | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4250862 | PA      | $4038490.58   | 0.02%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.95% 10/01/46                         | SOUTHERN CO GAS CAPITAL REGD 3.95000000                                                          | CUSIP: 8426EPAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $216734.94    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1519 3% 04/01/52                              | FANNIE MAE POOL UMBS P#FS1519 3.00000000                                                         | CUSIP: 3140XGVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7385837 | PA      | $6508014.08   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016 3.65% 01/07/26                         | UNITED AIR 2016-1 B PTT REGD 3.65000000                                                          | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    997954 | PA      | $986670.72    | 0.00%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2  3.6% 09/22/27                         | AMER AIRLN 15-2 AA PTT REGD 3.60000000                                                           | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407266 | PA      | $396226.78    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.196% 02/04/26                              | BOEING CO REGD 2.19600000                                                                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  23305000 | PA      | $22941261.85  | 0.11%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNR 2004-17 H 5.5% 04/25/34                            | FANNIE MAE REMICS SER 2004-17 CL H 5.50000000                                                    | CUSIP: 31393XZV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73292 | PA      | $76082.69     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.65% 03/15/33                         | WILLIAMS COMPANIES INC REGD 5.65000000                                                           | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3481292.13   | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 01/23/30                                | US BANCORP REGD V/R 5.38400000                                                                   | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2249715.18   | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04913 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#G04913 5.00000000                                                        | CUSIP: 3128M6YJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73957 | PA      | $75239.21     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8015 6% 07/01/53                              | FANNIE MAE POOL UMBS P#FS8015 6.00000000                                                         | CUSIP: 3140XP3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10524600 | PA      | $10802928.82  | 0.05%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4654 2% 07/01/51                              | FANNIE MAE POOL UMBS P#FS4654 2.00000000                                                         | CUSIP: 3140XLE46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13154919 | PA      | $10496327.61  | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43                           | UNITED STATES TREASURY BOND 3.87500000                                                           | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27584000 | PA      | $24691990.00  | 0.11%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/11/30                          | DEUTSCHE BANK NY REGD V/R 4.99900000                                                             | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1178859.46   | 0.01%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BV7952 V/R 06/20/70                          | GINNIE MAE II POOL P#BV7952 V/R 3.02900000                                                       | CUSIP: 3617NMZR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4355077 | PA      | $3952011.87   | 0.02%             | 2070-06-20      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| GNR 2005-68 KI V/R 09/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL KI V/R 1.86794000                        | CUSIP: 38374L3B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    178370 | PA      | $16243.39     | 0.00%             | 2035-09-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| FNMA P#252211 6% 12/1/28_                              | FEDERAL NATIONAL MORTGAGE ASSN  POOL #252211_ 6.00000000                                         | CUSIP: 31371HDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       527 | PA      | $535.30       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-CB3 2 6.5% 10/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-CB3 TRUST SER 2004-CB3 CL 2A REGD 6.50000000 | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    638450 | PA      | $660514.20    | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-108 SA V/R 12/25/37                           | FANNIE MAE REMICS SER 2007-108 CL SA V/R 1.94035000                                              | CUSIP: 31396XR55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2866 | PA      | $195.56       | 0.00%             | 2037-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#702901 6% 05/01/33                              | FANNIE MAE POOL UMBS P#702901 6.00000000                                                         | CUSIP: 31401A3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5341 | PA      | $5483.49      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 01/15/31                         | HUNTINGTON BANCSHARES REGD V/R 5.27200000                                                        | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $6024630.42   | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FNR 2003-132 OA ZCP 08/25/33                           | FANNIE MAE REMICS SER 2003-132 CL OA ZCP 0.00000000                                              | CUSIP: 31393UVB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       205 | PA      | $197.52       | 0.00%             | 2033-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/29                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CKD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39039000 | PA      | $39726757.48  | 0.18%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA P#591882 6.5% 07/15/32                            | GINNIE MAE I POOL P#591882 6.50000000                                                            | CUSIP: 36201SRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1351 | PA      | $1394.41      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT9193 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT9193 3.00000000                                                         | CUSIP: 3138WXGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607186 | PA      | $548015.27    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 5.388% 11/13/29                          | ROCK TRUST 2024-CNTR SER 2024-CNTR CL A REGD 144A P/P 5.38834000                                 | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3580448.20   | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GNR 2007-53 ES V/R 09/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-53 CL ES V/R 2.11794000                        | CUSIP: 38375LFW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50557 | PA      | $2110.67      | 0.00%             | 2037-09-20      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H09 TA V/R 04/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H09 CL TA V/R 5.04602000                       | CUSIP: 38375UFZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182169 | PA      | $182959.31    | 0.00%             | 2064-04-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| JONAH 2024-1A 6.504% 08/10/39                          | JONAH ENERGY ABS II LLC SER 2024-1A CL A1 REGD 144A 6.50400000                                   | CUSIP: 479913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8289181 | PA      | $8321509.22   | 0.04%             | 2039-08-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/09/29                         | CREDIT AGRICOLE SA REGD V/R 144A P/P 5.23000000                                                  | CUSIP: 22535WAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3394000 | PA      | $3449195.13   | 0.02%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54                         | UNITED STATES TREASURY BOND 4.25000000                                                           | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  61736000 | PA      | $56314807.50  | 0.26%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10150000 | PA      | $8689748.02   | 0.04%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7853 4.185% 04/01/33                          | FANNIE MAE POOL UMBS P#BS7853 4.18500000                                                         | CUSIP: 3140LJWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1565000 | PA      | $1530975.35   | 0.01%             | 2033-04-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#832801 V/R 09/01/35                             | FANNIE MAE POOL UMBS P#832801 V/R 7.20500000                                                     | CUSIP: 31407KGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       857 | PA      | $871.30       | 0.00%             | 2035-09-01      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 4.179% 09/01/17                         | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 4.17900000                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1148365.68   | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H03 FA V/R 12/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H03 CL FA V/R 4.94602000                       | CUSIP: 38375UTM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273942 | PA      | $274461.71    | 0.00%             | 2064-12-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-8 A1 4.62% 11/22/27                          | VERIZON MASTER TRUST SER 2024-8 CL A1A REGD 4.62000000                                           | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  11200000 | PA      | $11335600.64  | 0.05%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06193 5.5% 05/01/40                           | FREDDIE MAC GOLD POOL P#G06193 5.50000000                                                        | CUSIP: 3128M8GA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    616663 | PA      | $633442.53    | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFCC 2022-A A 6.19% 10/15/30                           | CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST SER 2022-A CL A REGD 144A P/P 6.19000000        | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10045000 | PA      | $10076333.37  | 0.05%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  7.102% 01/01/41                         | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.10200000                                           | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   5870000 | PA      | $6723549.66   | 0.03%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7111 4.98% 11/01/32                           | FANNIE MAE POOL UMBS P#BS7111 4.98000000                                                         | CUSIP: 3140LH3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7522000 | PA      | $7705864.98   | 0.04%             | 2032-11-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 7.75% 05/14/38                         | BANK OF AMERICA CORP REGD 7.75000000                                                             | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    137000 | PA      | $163538.24    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-3A  6.02% 09/15/28                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 6.02000000           | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7800000 | PA      | $7910722.56   | 0.04%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FHS 270 F1 V/R 08/15/42                                | FREDDIE MAC STRIPS SER 270 CL F1 V/R 4.91833000                                                  | CUSIP: 3128HXXL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    327288 | PA      | $323355.28    | 0.00%             | 2042-08-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02210 7% 12/01/28                             | FREDDIE MAC GOLD POOL P#G02210 7.00000000                                                        | CUSIP: 3128LXN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3430 | PA      | $3620.05      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W2 2A2 7% 02/25/44                            | FANNIE MAE TRUST 2004-W2 SER 2004-W2 CL 2A2 7.00000000                                           | CUSIP: 31393XGQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12538 | PA      | $12998.34     | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3245 4% 11/20/45                           | GINNIE MAE II POOL P#MA3245 4.00000000                                                           | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1151326 | PA      | $1092033.15   | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A23139 5% 06/01/34                             | FREDDIE MAC GOLD POOL P#A23139 5.00000000                                                        | CUSIP: 31297APY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20475 | PA      | $20778.73     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.75% 04/15/54                         | SOUTHERN CAL EDISON REGD 5.75000000                                                              | CUSIP: 842400JD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4568231.26   | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REVVITY INC 3.625% 03/15/51                            | REVVITY INC REGD 3.62500000                                                                      | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2325417.86   | 0.01%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 07/24/28                             | CITIGROUP INC REGD V/R 3.66800000                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $7771627.44   | 0.04%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/28/30                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CGQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  65024000 | PA      | $65656459.84  | 0.30%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDIN 5.74% 02/15/55                         | 200 PARK FUNDING TRUST REGD 144A P/P 5.74000000                                                  | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2959723.53   | 0.01%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.15% 09/15/49                         | AEP TRANSMISSION CO LLC REGD 3.15000000                                                          | CUSIP: 00115AAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $386839.17    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6633 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AB6633 3.50000000                                                         | CUSIP: 31417DLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364395 | PA      | $341875.52    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 7A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 7A1 V/R REGD 7.29100100               | CUSIP: 161630AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       340 | PA      | $342.13       | 0.00%             | 2037-02-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| GNR 2009-31 TS V/R 03/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-31 CL TS V/R 1.86794000                        | CUSIP: 38374TXN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20126 | PA      | $423.60       | 0.00%             | 2039-03-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CO 4.75% 08/01/44                         | BERKLEY (WR) CORPORATION REGD 4.75000000                                                         | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3008734.64   | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 4.5% JUL 25                            | G2SF  30 YR TBA 4.5% JUL 25    TO BE ANNOUNCED 4.50000000                                        | CUSIP: 21H042679<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2740000 | PA      | $2622338.87   | 0.01%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6411 4% 01/20/50                           | GINNIE MAE II POOL P#MA6411 4.00000000                                                           | CUSIP: 36179VDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2015754 | PA      | $1895510.02   | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.375% 04/15/31                             | HUMANA INC REGD 5.37500000                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  21075000 | PA      | $21558187.15  | 0.10%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHR 2474 NR 6.5% 07/15/32                              | FREDDIE MAC REMICS SER 2474 CL NR 6.50000000                                                     | CUSIP: 31392R3C3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10694 | PA      | $11102.84     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 4.45% 06/15/29                          | NRG ENERGY INC REGD 144A P/P 4.45000000                                                          | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1136318.44   | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 5.75% 05/01/40                         | BURLINGTN NORTH SANTA FE REGD 5.75000000                                                         | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $390554.57    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE 4.9% 04/01/77                         | MASS MUTUAL LIFE INS CO REGD 144A P/P 4.90000000                                                 | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4112224.85   | 0.02%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNR 2006-110 PO ZCP 11/25/36                           | FANNIE MAE REMICS SER 2006-110  CL PO ZCP 0.00000000                                             | CUSIP: 31396LVP2<br>LEI: N/A                  | Long             | RE               | CORP              | US        |     18232 | PA      | $15740.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 6.2% 06/15/30                         | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.20000000                                                | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3118894.86   | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C1 5.928% 07/15/57                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 SER 2024-5C1 CL A3 REGD 5.92800000                | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21800000 | PA      | $22745740.68  | 0.11%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GNMA 30YR TBA 3.0% JUL 24                              | GNMA 30YR TBA 3.0% JUL 24      TO BE ANNOUNCED 3.00000000                                        | CUSIP: 21H030674<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -33500000 | PA      | $-29626036.22 | -0.14%            | 2055-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 05/15/34                         | ENERGY TRANSFER LP REGD 5.55000000                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11305000 | PA      | $11444858.79  | 0.05%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 01/09/30                         | SANTANDER HOLDINGS USA REGD V/R 6.17400000                                                       | CUSIP: 80282KBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3658351.33   | 0.02%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2021-4 C 1.38% 10/15/25                          | CARMAX AUTO OWNER TRUST 2021-4 SER 2021-4 CL C REGD 1.38000000                                   | CUSIP: 14317JAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2850000 | PA      | $2803396.52   | 0.01%             | 2027-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FNR 2021-31 AB 2% 06/25/41                             | FANNIE MAE REMICS SER 2021-31 CL AB 2.00000000                                                   | CUSIP: 3136BHYA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2594772 | PA      | $2355024.09   | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANC 3.25% 04/30/30                         | CITIZENS FINANCIAL GROUP REGD 3.25000000                                                         | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4677090.20   | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 07/15/46                          | CIGNA GROUP/THE REGD SER * 4.80000000                                                            | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    218000 | PA      | $189652.80    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNR 2009-63 P 5% 03/25/37                              | FANNIE MAE REMICS SER 2009-63 CL P 5.00000000                                                    | CUSIP: 31396QWV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1159 | PA      | $1137.48      | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 2.9% 08/15/51                         | DUKE ENERGY PROGRESS LLC REGD 2.90000000                                                         | CUSIP: 26442UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1022435.59   | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CJ6767 V/R 11/20/71                          | GINNIE MAE II POOL P#CJ6767 V/R 5.45400000                                                       | CUSIP: 3617XPQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3251262 | PA      | $3365746.62   | 0.02%             | 2071-11-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTI 8% 03/01/32                         | NATIONAL RURAL UTIL COOP REGD MTN SER MTNC 8.00000000                                            | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    791000 | PA      | $930535.91    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD8522 4% 08/01/40                              | FANNIE MAE POOL UMBS P#AD8522 4.00000000                                                         | CUSIP: 31418WPG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45028 | PA      | $43536.38     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09015 3% 10/01/42                             | FREDDIE MAC GOLD POOL P#C09015 3.00000000                                                        | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1484643 | PA      | $1344404.70   | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4069 3.5% 11/20/46                         | GINNIE MAE II POOL P#MA4069 3.50000000                                                           | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    488179 | PA      | $452805.76    | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08563 4% 01/01/44                             | FREDDIE MAC GOLD POOL P#G08563 4.00000000                                                        | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    136486 | PA      | $131279.44    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATION 5.75% 10/01/29                         | AMERICAN NATIONAL GROUP REGD 5.75000000                                                          | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1535878.13   | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5Y 5.032% 12/15/29                          | BANK5 TRUST 2025-5YR13 SER 2025-5YR13 CL A2 REGD 5.03200000                                      | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11450000 | PA      | $11608919.13  | 0.05%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.55% 02/06/53                             | ORACLE CORP REGD 5.55000000                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1880744.78   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#799912 V/R 11/01/34                             | FANNIE MAE POOL UMBS P#799912 V/R 6.73800000                                                     | CUSIP: 31405UVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1455 | PA      | $1473.88      | 0.00%             | 2034-11-01      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 3.95% 11/15/41                         | SAN DIEGO G & E REGD 3.95000000                                                                  | CUSIP: 797440BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $245525.95    | 0.00%             | 2041-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN 5.625% 04/01/30                         | ANGLO AMERICAN CAPITAL REGD 144A P/P 5.62500000                                                  | CUSIP: 034863AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $4460707.64   | 0.02%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNR 2003-35 EA ZCP 05/25/33                            | FANNIE MAE REMICS SER 2003-35 CL EA ZCP 0.00000000                                               | CUSIP: 31393BP33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1948 | PA      | $1711.51      | 0.00%             | 2033-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4285 2% 03/01/31                              | FANNIE MAE POOL UMBS P#MA4285 2.00000000                                                         | CUSIP: 31418DXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3324776 | PA      | $3174683.03   | 0.01%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B21 A V/R 11/15/30                          | BENCHMARK 2020-B21 MORTGAGE TRUST SER 2020-B21 CL A5 V/R REGD 1.97750000                         | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3252000 | PA      | $2818114.91   | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/31                         | WELLS FARGO & COMPANY REGD V/R 5.24400000                                                        | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5389000 | PA      | $5528238.34   | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CGCMT 2018-C5 A4 V/R 05/10/28                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5 SER 2018-C5 CL A4 V/R REGD 4.22800000                | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3703049.63   | 0.02%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 4.95% 09/01/29                               | IDEX CORP REGD 4.95000000                                                                        | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $4507294.14   | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5044 6% 03/01/54                              | FREDDIE MAC POOL UMBS P#SD5044 6.00000000                                                        | CUSIP: 3132DSS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7540920 | PA      | $7721084.54   | 0.04%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-C61 2.658% 07/15/31                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 SER 2021-C61 CL A4 REGD 2.65800000                | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8025000 | PA      | $7059471.32   | 0.03%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7795 4% 08/01/46                              | FANNIE MAE POOL UMBS P#AS7795 4.00000000                                                         | CUSIP: 3138WHUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    999193 | PA      | $946955.26    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 E1 4% 10/17/27                          | AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL E1 REGD 144A P/P 4.00000000                                | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9650167.00   | 0.04%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A B 1.34% 11/20/37                          | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL B REGD 144A P/P 1.34000000        | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    919890 | PA      | $903754.48    | 0.00%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN  5.75% 04/05/34                         | ANGLO AMERICAN CAPITAL REGD 144A P/P 5.75000000                                                  | CUSIP: 034863BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10326080.60  | 0.05%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2943 2% 02/01/51                              | FANNIE MAE POOL UMBS P#FS2943 2.00000000                                                         | CUSIP: 3140XJHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2379915 | PA      | $1895234.91   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 3274 B 6% 02/15/37                                 | FREDDIE MAC REMICS SER 3274 CL B 6.00000000                                                      | CUSIP: 31397F5S7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19813 | PA      | $21082.54     | 0.00%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4839 4% 12/01/52                              | FANNIE MAE POOL UMBS P#MA4839 4.00000000                                                         | CUSIP: 31418ELV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19112268 | PA      | $17805279.41  | 0.08%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2806 V/R 04/20/72                          | GINNIE MAE II POOL P#CK2806 V/R 5.68400000                                                       | CUSIP: 3617XXDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9913706 | PA      | $10364372.41  | 0.05%             | 2072-04-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE  4.95% 04/07/30                         | AMRIZE FINANCE US LLC REGD 144A P/P 4.95000000                                                   | CUSIP: 43475RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4499511.14   | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN3223 3.7% 06/01/34                            | FREDDIE MAC POOL UMBS P#WN3223 3.70000000                                                        | CUSIP: 3132XHSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10975536 | PA      | $10308507.86  | 0.05%             | 2034-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHAMS 2005-FA8  5.5% 11/25/35                          | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 20 SER 2005-FA8 CL 1A19 REGD 5.50000000      | CUSIP: 32051GYZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47565 | PA      | $21654.00     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0007 V/R 12/01/35                            | FREDDIE MAC NON GOLD POOL P#1Q0007 V/R 7.01500000                                                | CUSIP: 3128S4AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3446 | PA      | $3470.66      | 0.00%             | 2035-12-01      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K92 B V/R 05/25/29                          | FREMF 2019-K92 MORTGAGE TRUST SER 2019-K92 CL B V/R REGD 144A P/P 4.19726300                     | CUSIP: 302973AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6595000 | PA      | $6485897.60   | 0.03%             | 2052-05-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH3933 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH3933 4.00000000                                                         | CUSIP: 3138A5LP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67627 | PA      | $65295.68     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-85 SL V/R 09/25/37                            | FANNIE MAE REMICS SER 2007-85 CL SL V/R 5.10087500                                               | CUSIP: 31396XQU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3309 | PA      | $3562.03      | 0.00%             | 2037-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8931 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#FS8931 2.50000000                                                         | CUSIP: 3140XQ4R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    620859 | PA      | $519842.32    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-AR3 A2 V/R 06/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 SER 2004-AR3 CL A2 V/R REGD 5.38729800   | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34449 | PA      | $32281.87     | 0.00%             | 2034-06-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/45                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1340000 | PA      | $1020860.16   | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS KJ44 A2 4.614% 02/25/33                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ44 CL A2 4.61400000           | CUSIP: 3137H9QU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7575551.25   | 0.04%             | 2033-02-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.875% 02/01/27                         | SOUTHERN CAL EDISON REGD 4.87500000                                                              | CUSIP: 842400JA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4901000 | PA      | $4928627.72   | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91417 3.5% 01/01/32                           | FREDDIE MAC GOLD POOL P#C91417 3.50000000                                                        | CUSIP: 3128P7SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    131119 | PA      | $128693.22    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 C 5.16% 03/15/29                          | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL C REGD 5.16000000                                   | CUSIP: 14320AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1595000 | PA      | $1618264.67   | 0.01%             | 2031-01-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ0669 3.5% 03/01/33                            | FANNIE MAE POOL UMBS P#BJ0669 3.50000000                                                         | CUSIP: 3140H1W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    799926 | PA      | $787223.32    | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3632 BS V/R 02/15/40                               | FREDDIE MAC REMICS SER 3632 CL BS V/R 2.77223300                                                 | CUSIP: 31398WRF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94073 | PA      | $92530.21     | 0.00%             | 2040-02-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FHR 2434 ZA 6.5% 04/15/32                              | FREDDIE MAC REMICS SER 2434 CL ZA 6.50000000                                                     | CUSIP: 3133TVUN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16407 | PA      | $16617.55     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8104 1.5% 11/01/50                            | FREDDIE MAC POOL UMBS P#SD8104 1.50000000                                                        | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6708221 | PA      | $5052517.05   | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 3.7% 01/12/26                            | CITIGROUP INC REGD 3.70000000                                                                    | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9150000 | PA      | $9117211.16   | 0.04%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE 5.25% 04/21/32                         | VITERRA FINANCE BV REGD 144A P/P 5.25000000                                                      | CUSIP: 92852LAD1<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   5295000 | PA      | $5380506.31   | 0.02%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 06/18/29                         | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                           | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   7077000 | PA      | $7012309.57   | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-64CB 5.5% 12/25/35                          | ALTERNATIVE LOAN TRUST 2005-64CB SER 2005-64CB CL 1A9 REGD 5.50000000                            | CUSIP: 12668AZU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35401 | PA      | $31522.02     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-81 LO ZCP 01/25/32                            | FANNIE MAE REMICS SER 2001-81 CL LO ZCP 0.00000000                                               | CUSIP: 31392BNB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       358 | PA      | $310.24       | 0.00%             | 2032-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINA 3.4% 05/09/27                         | CRH AMERICA FINANCE INC REGD 144A P/P 3.40000000                                                 | CUSIP: 12636YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196661.39    | 0.00%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.9% 02/06/33                              | ORACLE CORP REGD 4.90000000                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2937839.92   | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF  2.761% 04/01/45                         | UNIVERSITY OF CHICAGO REGD SER 20B 2.76100000                                                    | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1215540.52   | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#894239 V/R 10/01/36                             | FANNIE MAE POOL UMBS P#894239 V/R 6.56500000                                                     | CUSIP: 31410QPY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4297 | PA      | $4373.56      | 0.00%             | 2036-10-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTR 2.332% 08/21/30                         | NATIONAL AUSTRALIA BANK REGD 144A P/P MTN 2.33200000                                             | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5316847.02   | 0.02%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN6850 3.22% 09/01/32                           | FANNIE MAE POOL UMBS P#AN6850 3.22000000                                                         | CUSIP: 3138LKTG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5499218.46   | 0.03%             | 2032-09-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4539 1.5% 02/01/42                            | FANNIE MAE POOL UMBS P#MA4539 1.50000000                                                         | CUSIP: 31418EBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1216016 | PA      | $999841.35    | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QS1 1A1 6% 01/25/37                          | RALI SERIES 2007-QS1 TRUST SER 2007-QS1 CL 1A1 REGD 6.00000000                                   | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6942 | PA      | $5521.00      | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-55 S V/R 07/25/28                             | FANNIE MAE REMICS SER 2008-55 CL S V/R 3.18035000                                                | CUSIP: 31397L4W6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23667 | PA      | $760.72       | 0.00%             | 2028-07-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1874 3% 10/01/51                              | FANNIE MAE POOL UMBS P#CB1874 3.00000000                                                         | CUSIP: 3140QMCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14094088 | PA      | $12317802.79  | 0.06%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7471 2% 07/20/51                           | GINNIE MAE II POOL P#MA7471 2.00000000                                                           | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4464558 | PA      | $3636524.09   | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-1 SD V/R 02/25/37                             | FANNIE MAE REMICS SER 2007-1 CL SD V/R 12.48209400                                               | CUSIP: 31396PHH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8374 | PA      | $14024.07     | 0.00%             | 2037-02-25      | Variable      | 12.48%                | No            |                  2 | On Loan: No      |
| FREMF 2015-K49 C V/R 07/25/25                          | FREMF 2015-K49 MORTGAGE TRUST SER 2015-K49 CL C V/R REGD 144A P/P 3.89797600                     | CUSIP: 30287TAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3983917.20   | 0.02%             | 2048-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4407 2% 08/01/41                              | FANNIE MAE POOL UMBS P#MA4407 2.00000000                                                         | CUSIP: 31418D3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11042993 | PA      | $9520811.56   | 0.04%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#890222 6% 10/01/28                              | FANNIE MAE POOL UMBS P#890222 6.00000000                                                         | CUSIP: 31410LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7453 | PA      | $7572.69      | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNA 2023-M8 A2 V/R 03/25/33                            | FANNIE MAE-ACES SER 2023-M8 CL A2 V/R 4.62000000                                                 | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7835000 | PA      | $7851841.33   | 0.04%             | 2033-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/03/29                         | HSBC HOLDINGS PLC REGD V/R 4.89900000                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4033879.44   | 0.02%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/22/34                              | UBS GROUP AG REGD V/R 144A P/P 6.30100000                                                        | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1077000 | PA      | $1156643.77   | 0.01%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/46                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834QP6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5975000 | PA      | $2077790.18   | 0.01%             | 2046-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#607645 6.5% 02/15/33                            | GINNIE MAE I POOL P#607645 6.50000000                                                            | CUSIP: 36202SBN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4955 | PA      | $5102.37      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#313687 7% 09/01/27                              | FANNIE MAE POOL UMBS P#313687 7.00000000                                                         | CUSIP: 31374GNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $52.81        | 0.00%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0185 3% 12/01/49                              | FREDDIE MAC POOL UMBS P#SD0185 3.00000000                                                        | CUSIP: 3132DMF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    385387 | PA      | $339705.99    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4511 4% 06/20/47                           | GINNIE MAE II POOL P#MA4511 4.00000000                                                           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1024837 | PA      | $966043.98    | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 3.85% 04/15/45                         | NORTHROP GRUMMAN CORP REGD 3.85000000                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    195000 | PA      | $153814.95    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD3796 5% 04/01/40                              | FANNIE MAE POOL UMBS P#AD3796 5.00000000                                                         | CUSIP: 31418RGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82627 | PA      | $83653.99     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 2344 ZD 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2344 CL ZD 6.50000000                                                     | CUSIP: 313399C47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43705 | PA      | $45505.30     | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOFI 2018-B A2 3.34% 11/25/26                          | SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST SER 2018-B CL A2FX REGD 144A P/P 3.34000000          | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183757 | PA      | $182911.57    | 0.00%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUND 1.75% 06/30/26                         | F&G GLOBAL FUNDING REGD 144A P/P 1.75000000                                                      | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1851952.25   | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#555285 6% 03/01/33                              | FANNIE MAE POOL UMBS P#555285 6.00000000                                                         | CUSIP: 31385W2S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1327 | PA      | $1382.47      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMPS 2005-RP3 1 V/R 09/25/35                          | GSMPS MORTGAGE LOAN TRUST 2005-RP3 SER 2005-RP3 CL 1AS V/R REGD 144A P/P 0.00000000              | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    252738 | PA      | $3940.04      | 0.00%             | 2035-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WFALT 2007-PA3 5.75% 07/25/37                          | WELLS FARGO ALTERNATIVE LOAN 2007-PA3 TRUST SER 2007-PA3 CL 1A2 REGD 5.75000000                  | CUSIP: 94985GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9264 | PA      | $8087.35      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.0% JUL 12                              | G2SF 30YR TBA 6.0% JUL 12      TO BE ANNOUNCED 6.00000000                                        | CUSIP: 21H060671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17160000 | PA      | $17410660.75  | 0.08%             | 2042-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TALNT 2025-1A  4.65% 05/25/38                          | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.65000000            | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21846000 | PA      | $22137545.79  | 0.10%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHR 3461 Z 6% 06/15/38                                 | FREDDIE MAC REMICS SER 3461 CL Z 6.00000000                                                      | CUSIP: 31397TXU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119990 | PA      | $126101.59    | 0.00%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-29 SG V/R 04/25/37                            | FANNIE MAE REMICS SER 2007-29 CL SG V/R 7.93442100                                               | CUSIP: 31396VQJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15707 | PA      | $18200.04     | 0.00%             | 2037-04-25      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/30/31                         | CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000                                               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7908919.62   | 0.04%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4 C 4.95% 06/15/28                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 SER 2024-4 CL C REGD 4.95000000                    | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7543272.00   | 0.03%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.95% 06/15/35                             | EXELON CORP REGD SER * 4.95000000                                                                | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457604.23   | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 2.9% 03/15/51                         | ENTERGY LOUISIANA LLC REGD 2.90000000                                                            | CUSIP: 29364WBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $970789.64    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/19/41                         | BANK OF AMERICA CORP REGD V/R MTN 2.67600000                                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7418000 | PA      | $5290932.34   | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3035 4% 08/20/45                           | GINNIE MAE II POOL P#MA3035 4.00000000                                                           | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3500913 | PA      | $3313066.54   | 0.02%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CWL 2005-10 AF6 4.915%12/25/35                         | CWL 2005-10 AF6 4.915%12/25/35 4.91500000                                                        | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       639 | PA      | $634.62       | 0.00%             | 2036-02-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHR 3704 CT 7% 12/15/36                                | FREDDIE MAC REMICS SER 3704 CL CT 7.00000000                                                     | CUSIP: 3137A0XM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    394900 | PA      | $421346.03    | 0.00%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/22/28                         | HSBC HOLDINGS PLC REGD V/R 2.01300000                                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3585000 | PA      | $3398202.57   | 0.02%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNR 2013-4 AJ 3.5% 02/25/43                            | FANNIE MAE REMICS SER 2013-4 CL AJ 3.50000000                                                    | CUSIP: 3136ACGA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101027 | PA      | $95945.26     | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-RPL1 A V/R 07/25/60                          | MFA 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.13130000                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6466407 | PA      | $5879465.44   | 0.03%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 5.75% 05/15/35                              | BIOGEN INC REGD 5.75000000                                                                       | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2641483.94   | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3660 3% 10/01/49                              | FREDDIE MAC POOL UMBS P#QA3660 3.00000000                                                        | CUSIP: 31339UB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1215493 | PA      | $1067658.34   | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY  6.625% 06/15/37                         | VALERO ENERGY CORP REGD 6.62500000                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5381179.90   | 0.02%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHR 2780 SY V/R 11/15/33                               | FREDDIE MAC REMICS SER 2780 CL SY V/R 6.77967400                                                 | CUSIP: 31394XSF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3585 | PA      | $3996.68      | 0.00%             | 2033-11-15      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1419 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1419 V/R 6.42100000                                                | CUSIP: 3128NHSG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29057 | PA      | $29442.91     | 0.00%             | 2036-12-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GNR 2022-78 SB V/R 04/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-78 CL SB V/R 0.00000000                        | CUSIP: 38383P5X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10092017 | PA      | $254837.56    | 0.00%             | 2052-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-103 WA V/R 08/20/34                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-103 CL WA V/R 5.65871000                       | CUSIP: 38377DSY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21015 | PA      | $21467.51     | 0.00%             | 2034-08-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0795 3% 02/01/50                              | FANNIE MAE POOL UMBS P#FA0795 3.00000000                                                         | CUSIP: 3140W03D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13539039 | PA      | $12060927.91  | 0.06%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0021 4% 03/01/49                              | FANNIE MAE POOL UMBS P#FM0021 4.00000000                                                         | CUSIP: 3140X3AX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2702112 | PA      | $2555177.75   | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP L V/R 01/14/33                         | MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 2.87100000                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5234892.36   | 0.02%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FHR 3326 JO ZCP 06/15/37                               | FREDDIE MAC REMICS SER 3326 CL JO ZCP 0.00000000                                                 | CUSIP: 31397JJN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1464 | PA      | $1292.58      | 0.00%             | 2037-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#934591 7% 10/01/38                              | FANNIE MAE POOL UMBS P#934591 7.00000000                                                         | CUSIP: 31412TXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22274 | PA      | $23483.88     | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.7% 05/01/32                         | UNITED AIR 2019-2 AA PTT REGD SER AA 2.70000000                                                  | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2198007 | PA      | $1963981.21   | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHR 3966 NA 4% 12/15/41                                | FREDDIE MAC REMICS SER 3966 CL NA 4.00000000                                                     | CUSIP: 3137AJXA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91797 | PA      | $89383.54     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2423 MC 7% 03/15/32                                | FREDDIE MAC REMICS SER 2423 CL MC 7.00000000                                                     | CUSIP: 31339WBV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6535 | PA      | $6818.92      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.5% 02/01/42                         | ENERGY TRANSFER LP REGD 6.50000000                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3109078.83   | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 3654 DC 5% 04/15/30                                | FREDDIE MAC REMICS SER 3654 CL DC 5.00000000                                                     | CUSIP: 31398WV50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266688 | PA      | $270095.60    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8222 4% 06/01/52                              | FREDDIE MAC POOL UMBS P#SD8222 4.00000000                                                        | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18180095 | PA      | $16940594.71  | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/44                             | UNITED STATES TREASURY BOND 4.50000000                                                           | CUSIP: 912810TZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17022000 | PA      | $16447507.50  | 0.08%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.25% 02/01/32                                | AT&T INC REGD 2.25000000                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  15230000 | PA      | $13107686.86  | 0.06%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHR 3102 HS V/R 01/15/36                               | FREDDIE MAC REMICS SER 3102 CL HS V/R 8.36612300                                                 | CUSIP: 31396H5V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1183 | PA      | $1322.43      | 0.00%             | 2036-01-15      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANC 4.5% 07/23/25                         | SYNCHRONY FINANCIAL REGD 4.50000000                                                              | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3997288.40   | 0.02%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 3.5% 10/15/32                         | MARRIOTT INTERNATIONAL REGD SER GG 3.50000000                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   6693000 | PA      | $6084440.18   | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL4  V/R 09/25/61                          | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 SER 2024-RPL4 CL A1 V/R REGD 144A P/P 3.90000000   | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3404834 | PA      | $3308677.76   | 0.02%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 5.56% 10/20/26                           | ENTERPRISE FLEET FINANCING 2023-2 LLC SER 2023-2 CL A2 REGD 144A P/P 5.56000000                  | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5116761 | PA      | $5147400.64   | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7234 3% 02/01/50                              | FREDDIE MAC POOL UMBS P#QA7234 3.00000000                                                        | CUSIP: 3133A2BB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8676234 | PA      | $7600205.22   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4048 3% 06/01/50                              | FANNIE MAE POOL UMBS P#MA4048 3.00000000                                                         | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1751396 | PA      | $1534000.01   | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/19/55                            | MORGAN STANLEY REGD V/R 5.51600000                                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2673702.26   | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH 4.089% 10/01/48                         | ORLANDO HEALTH OBL GRP REGD 4.08900000                                                           | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2091865.62   | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BBCMS 2017-C1 3.674% 02/15/27                          | BBCMS MORTGAGE TRUST 2017-C1 SER 2017-C1 CL A4 REGD 3.67400000                                   | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1625000 | PA      | $1592201.00   | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FNMA 0.875% 08/05/30                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000                                                 | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555000 | PA      | $479505.34    | 0.00%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS  4.125% 06/15/39                         | BRISTOL-MYERS SQUIBB CO REGD 4.12500000                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1345529.22   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0895 2% 02/01/52                              | FREDDIE MAC POOL UMBS P#SD0895 2.00000000                                                        | CUSIP: 3132DM7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14675527 | PA      | $11764665.85  | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#735228 5.5% 02/01/35                            | FANNIE MAE POOL UMBS P#735228 5.50000000                                                         | CUSIP: 31402QYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18510 | PA      | $19057.23     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-24 SP V/R 04/25/50                            | FANNIE MAE REMICS SER 2020-24 CL SP V/R 1.63035000                                               | CUSIP: 3136B9GC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3942079 | PA      | $501605.08    | 0.00%             | 2050-04-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887% 11/01/51                           | COMCAST CORP REGD SER WI 2.88700000                                                              | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $1533005.94   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL ME 4.45% 01/15/43                         | NBCUNIVERSAL MEDIA LLC REGD 4.45000000                                                           | CUSIP: 63946BAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8613.25      | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 06/01/51                                | AT&T INC REGD 3.65000000                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1111842.79   | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.5% 02/15/27                                  | HCA INC REGD 4.50000000                                                                          | CUSIP: 404119BU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7000985.74   | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  1.66% 02/20/27                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL A REGD 144A P/P 1.66000000               | CUSIP: 05377RER1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15358000 | PA      | $14753266.46  | 0.07%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS 6% 12/07/33                         | FAIRFAX FINL HLDGS LTD REGD 6.00000000                                                           | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   6640000 | PA      | $6925477.84   | 0.03%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8761 2.5% 01/01/36                            | FANNIE MAE POOL UMBS P#CA8761 2.50000000                                                         | CUSIP: 3140QGWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9622393 | PA      | $9049964.35   | 0.04%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 3256 PO ZCP 12/15/36                               | FREDDIE MAC REMICS SER 3256 CL  PO ZCP 0.00000000                                                | CUSIP: 31397EBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7665 | PA      | $6429.43      | 0.00%             | 2036-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6038 3% 07/20/49                           | GINNIE MAE II POOL P#MA6038 3.00000000                                                           | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1653242 | PA      | $1475385.28   | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V1 4.801% 08/15/29                          | BENCHMARK 2024-V10 MORTGAGE TRUST SER 2024-V10 CL A2 REGD 4.80130000                             | CUSIP: 08163UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7675000 | PA      | $7730221.63   | 0.04%             | 2057-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91891 3% 09/01/36                             | FREDDIE MAC GOLD POOL P#C91891 3.00000000                                                        | CUSIP: 3128P8C41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1010954 | PA      | $958726.87    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-2 2A 5.5% 05/25/35                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-2 CL 2A11 REGD 5.50000000                             | CUSIP: 17307GRM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33507 | PA      | $33445.35     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR2626 2.5% 02/01/43                            | FANNIE MAE POOL UMBS P#AR2626 2.50000000                                                         | CUSIP: 3138NY4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    460524 | PA      | $405912.40    | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP 3.456% 12/15/26                          | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP5 SER 2017-JP5 CL A4 REGD 3.45690000           | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2277390 | PA      | $2243082.94   | 0.01%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FHR 2423 MT 7% 03/15/32                                | FREDDIE MAC REMICS SER 2423 CL MT 7.00000000                                                     | CUSIP: 31339WCD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7516 | PA      | $7883.42      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 5.749% 09/01/25                         | NEXTERA ENERGY CAPITAL REGD 5.74900000                                                           | CUSIP: 65339KBS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4326333.94   | 0.02%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H20 FA V/R 08/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H20 CL FA V/R 4.91602000                       | CUSIP: 38376RFG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169040 | PA      | $169260.00    | 0.00%             | 2065-08-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARP 4.25% 10/31/26                         | MEXICO CITY ARPT TRUST REGD 144A P/P 4.25000000                                                  | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1720000 | PA      | $1681300.00   | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0027 2.5% 11/01/51                            | FANNIE MAE POOL UMBS P#FS0027 2.50000000                                                         | CUSIP: 3140XFA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8484497 | PA      | $7147142.02   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-22 AO ZCP 04/25/36                            | FANNIE MAE REMICS SER 2006-22 CL AO ZCP 0.00000000                                               | CUSIP: 31395BA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17568 | PA      | $15561.01     | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-47 MT 7% 07/25/39                             | FANNIE MAE REMICS SER 2009-47 CL MT 7.00000000                                                   | CUSIP: 31396QHD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       738 | PA      | $763.15       | 0.00%             | 2039-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR9 1A V/R 09/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR9 SER 2003-AR9 CL 1A6 V/R REGD 6.52601400  | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    127760 | PA      | $127298.72    | 0.00%             | 2033-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-3A  5.23% 12/20/29                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000               | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7600000 | PA      | $7763614.32   | 0.04%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB0110 5% 02/01/35                              | FANNIE MAE POOL UMBS P#AB0110 5.00000000                                                         | CUSIP: 31416VDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    854536 | PA      | $864658.53    | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-35 MA 2% 12/25/43                             | FANNIE MAE REMICS SER 2020-35 CL MA 2.00000000                                                   | CUSIP: 3136BALK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1241373 | PA      | $1175705.95   | 0.01%             | 2043-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC 4.75% 03/15/44                               | AETNA INC REGD 4.75000000                                                                        | CUSIP: 00817YAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1523926.17   | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 7.697% 10/15/97                         | LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000                                                     | CUSIP: 53079QAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $111105.91    | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GNR 2018-34 DL 3.5% 09/20/46                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-34 CL DL 3.50000000                            | CUSIP: 38380VMJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1142494 | PA      | $1116274.48   | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2002-77 S V/R 12/25/32                             | FANNIE MAE REMICS SER 2002-77 CL S V/R 6.38063800                                                | CUSIP: 31392F6E2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2474 | PA      | $2538.92      | 0.00%             | 2032-12-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48                         | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                         | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5738000 | PA      | $5217865.85   | 0.02%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.5% 06/01/42                                 | RTX CORP REGD 4.50000000                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1613581.45   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3531 SM V/R 05/15/39                               | FREDDIE MAC REMICS SER 3531 CL SM V/R 1.68167000                                                 | CUSIP: 31398CVX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4983 | PA      | $317.21       | 0.00%             | 2039-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8213 3% 05/01/52                              | FREDDIE MAC POOL UMBS P#SD8213 3.00000000                                                        | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2111052 | PA      | $1829856.96   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2021-2A D 1.42% 06/15/25                          | GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 SER 2021-2A CL D REGD 144A P/P 1.42000000               | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    757056 | PA      | $750324.95    | 0.00%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 5.25% 06/23/32                         | BROWN & BROWN INC REGD 5.25000000                                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4880236.81   | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 5.625% 11/18/50                         | REPUBLIC OF PERU REGD 5.62500000                                                                 | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    190000 | PA      | $180310.00    | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2 D 5.62% 02/15/29                          | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-2 SER 2025-2 CL D REGD 5.62000000             | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13220000 | PA      | $13373731.41  | 0.06%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 04/15/31                         | SANTANDER UK GROUP HLDGS REGD V/R 5.69400000                                                     | CUSIP: 80281LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3025000 | PA      | $3120060.23   | 0.01%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30                         | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                         | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    687000 | PA      | $660704.87    | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SCRT 2019-1 MT 3.5% 07/25/58                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 SER 2019-1 CL MT 3.50000000        | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5738650 | PA      | $5126254.64   | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47                         | BAT CAPITAL CORP REGD SER WI 4.54000000                                                          | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1696426.33   | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.45% 07/15/35                         | MARVELL TECHNOLOGY INC REGD 5.45000000                                                           | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6435000 | PA      | $6479781.75   | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHR 2359 ZB 8.5% 06/15/31                              | FREDDIE MAC REMICS SER 2359 CL ZB 8.50000000                                                     | CUSIP: 3133TV5T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6872 | PA      | $7376.56      | 0.00%             | 2031-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.9% 03/01/38                             | COMCAST CORP REGD 3.90000000                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    455000 | PA      | $395731.04    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/03/31                         | HSBC HOLDINGS PLC REGD V/R 5.13000000                                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1236289.45   | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PL 2% 04/06/28                         | LSEGA FINANCING PLC REGD 144A P/P MTN 2.00000000                                                 | CUSIP: 50220PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4565000 | PA      | $4294856.77   | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08269 5.5% 05/01/38                           | FREDDIE MAC GOLD POOL P#G08269 5.50000000                                                        | CUSIP: 3128MJJP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18195 | PA      | $18675.18     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-125 SA V/R 11/25/40                           | FANNIE MAE REMICS SER 2010-125 CL SA V/R 0.02035000                                              | CUSIP: 31398SES8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    127052 | PA      | $5281.66      | 0.00%             | 2040-11-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0538 3.5% 03/01/48                            | FREDDIE MAC POOL UMBS P#ZT0538 3.50000000                                                        | CUSIP: 3132ACS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3217724 | PA      | $2956104.96   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL6 A V/R 03/25/24                          | VOLT XCVII LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 6.23950000                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1547686 | PA      | $1546157.45   | 0.01%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CRM1 A V/R 01/15/29                          | TOWD POINT MORTGAGE TRUST 2025-CRM1 SER 2025-CRM1 CL A1 V/R REGD 144A P/P 5.79900000             | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5678466 | PA      | $5719244.86   | 0.03%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3076 2.5% 07/01/32                            | FANNIE MAE POOL UMBS P#MA3076 2.50000000                                                         | CUSIP: 31418CM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975001 | PA      | $1893121.86   | 0.01%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5354 3.5% 03/01/50                            | FANNIE MAE POOL UMBS P#CA5354 3.50000000                                                         | CUSIP: 3140QC5Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7613100 | PA      | $6879159.15   | 0.03%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/11/30                         | SANTANDER UK GROUP HLDGS REGD V/R 4.85800000                                                     | CUSIP: 80281LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2010000 | PA      | $2007359.28   | 0.01%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN U 5% 02/21/30                         | BHP BILLITON FIN USA LTD REGD 5.00000000                                                         | CUSIP: 055451BJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   6744000 | PA      | $6909116.05   | 0.03%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JUL 25                              | FNMA 30YR TBA 3.5% JUL 25      TO BE ANNOUNCED 3.50000000                                        | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14220000 | PA      | $12800920.50  | 0.06%             | 2055-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A 1 5.61% 02/17/26                          | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1A REGD 144A P/P 5.61000000               | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15600000 | PA      | $15670953.48  | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0177 5.43% 10/01/32                           | FANNIE MAE POOL UMBS P#BZ0177 5.43000000                                                         | CUSIP: 3140NUFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2237000 | PA      | $2348425.75   | 0.01%             | 2032-10-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA 4% 05/17/51                         | BIMBO BAKERIES USA INC REGD 144A P/P 4.00000000                                                  | CUSIP: 09031WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3755000 | PA      | $2757637.95   | 0.01%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-57 1A3 7.5% 07/25/43                            | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-57 CL 1A3 7.50000000                      | CUSIP: 31394JDA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29115 | PA      | $31343.29     | 0.00%             | 2043-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-22T1  V/R 06/25/35                          | ALTERNATIVE LOAN TRUST 2005-22T1 SER 2005-22T1 CL A2 V/R REGD 0.63632000                         | CUSIP: 12667GGP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375477 | PA      | $25565.86     | 0.00%             | 2035-06-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| FHS 267 30 3% 08/15/42                                 | FREDDIE MAC STRIPS SER 267 CL 30 3.00000000                                                      | CUSIP: 3128HXRT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464516 | PA      | $423911.25    | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 02/01/29                         | ENERGY TRANSFER LP REGD 144A P/P 6.00000000                                                      | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5080281.95   | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A  5.11% 11/21/33                          | SCF EQUIPMENT TRUST 2016-1 LLC SER 2025-1A CL A3 REGD 144A P/P 5.11000000                        | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6950000 | PA      | $7089540.02   | 0.03%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7883 3.5% 02/20/52                         | GINNIE MAE II POOL P#MA7883 3.50000000                                                           | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11435052 | PA      | $10443248.40  | 0.05%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2005-3 SK V/R 01/20/35                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-3 CL SK V/R 2.31794000                         | CUSIP: 38374KRV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82888 | PA      | $5084.99      | 0.00%             | 2035-01-20      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-23 1P ZCP 10/25/33                           | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-23 CL 1P ZCP REGD 0.00000000        | CUSIP: 22541QXK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20678 | PA      | $15163.36     | 0.00%             | 2033-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINC 4.647% 07/01/30                         | TRUSTEES PRINCETON UNIV REGD 4.64700000                                                          | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   2933000 | PA      | $3001744.71   | 0.01%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1437 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#MA1437 3.50000000                                                         | CUSIP: 31418AS33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    592352 | PA      | $551283.48    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-6 GS V/R 02/25/39                             | FANNIE MAE REMICS SER 2009-6 CL GS V/R 2.13035000                                                | CUSIP: 31397M5Z6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36163 | PA      | $2916.48      | 0.00%             | 2039-02-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR2 2.668% 11/17/25                          | FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL E REGD 144A P/P 2.66800000                       | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7948000 | PA      | $7857608.19   | 0.04%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W2 2A9 5.9% 07/25/42                          | FANNIE MAE TRUST 2003-W2 SER 2003-W2 CL 2A9 5.90000000                                           | CUSIP: 31392JAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25781 | PA      | $26009.05     | 0.00%             | 2042-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/16/27                          | DEUTSCHE BANK NY REGD V/R 2.31100000                                                             | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $653963.60    | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| COLO 2021-1A A 2.06% 02/25/26                          | DATABANK ISSUER SER 2021-1A CL A2 REGD 144A P/P 2.06000000                                       | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6150000 | PA      | $6015858.66   | 0.03%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF  4.063% 04/01/52                         | UNIVERSITY OF MIAMI REGD SER 2022 4.06300000                                                     | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1002079.53   | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J35307 3% 09/01/31                             | FREDDIE MAC GOLD POOL P#J35307 3.00000000                                                        | CUSIP: 31307R3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    239527 | PA      | $232342.69    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0463 4% 10/20/42                           | GINNIE MAE II POOL P#MA0463 4.00000000                                                           | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2091815 | PA      | $2000264.55   | 0.01%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31                         | REPUBLIC OF PERU REGD 2.78300000                                                                 | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |   2220000 | PA      | $1986678.00   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.64% 06/15/26                          | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 4.64000000                     | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2598316 | PA      | $2597591.47   | 0.01%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 3.35% 09/15/26                         | COX COMMUNICATIONS INC REGD 144A P/P 3.35000000                                                  | CUSIP: 224044CG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $363278.16    | 0.00%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES1 A V/R 09/25/31                          | TOWD POINT MORTGAGE TRUST 2024-CES1 SER 2024-CES1 CL A1A V/R REGD 144A P/P 5.84800000            | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    416664 | PA      | $418192.61    | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0249 5.5% 04/01/37                            | FANNIE MAE POOL UMBS P#AD0249 5.50000000                                                         | CUSIP: 31418MH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42769 | PA      | $43769.26     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4299 2.16% 01/01/34                           | FANNIE MAE POOL UMBS P#BS4299 2.16000000                                                         | CUSIP: 3140LEX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6070000 | PA      | $5024033.02   | 0.02%             | 2034-01-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  6.85% 12/16/39                         | TEACHERS INSUR & ANNUITY REGD P/P 6.85000000                                                     | CUSIP: 878091BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $245436.25    | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3442 3.5% 08/01/48                            | FANNIE MAE POOL UMBS P#MA3442 3.50000000                                                         | CUSIP: 31418CZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5261044 | PA      | $4800923.96   | 0.02%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LL 3.5% 07/15/29                         | HEALTHPEAK OP LLC REGD 3.50000000                                                                | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1681702.83   | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-14 TI 5% 03/25/33                             | FANNIE MAE REMICS SER 2003-14 CL TI 5.00000000                                                   | CUSIP: 31392JFP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2207 | PA      | $40.19        | 0.00%             | 2033-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/28                         | BANK OF AMERICA CORP REGD V/R MTN 3.70500000                                                     | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4446568.08   | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4195 3% 01/20/47                           | GINNIE MAE II POOL P#MA4195 3.00000000                                                           | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1046149 | PA      | $938431.26    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 15YR TBA 3% JUL 25                                | FNMA 15YR TBA 3% JUL 25        TO BE ANNOUNCED 3.00000000                                        | CUSIP: 01F030470<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1860000 | PA      | $1773354.21   | 0.01%             | 2040-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 04/01/27                              | ING GROEP NV REGD V/R SER VAR 1.72600000                                                         | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    705000 | PA      | $690524.09    | 0.00%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 5.537% 08/15/35                          | SUTTER HEALTH REGD SER 2025 5.53700000                                                           | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   6324000 | PA      | $6535481.39   | 0.03%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FNR 2009-86 IP 5.5% 10/25/39                           | FANNIE MAE REMICS SER 2009-86 CL IP 5.50000000                                                   | CUSIP: 31398FTC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67308 | PA      | $11484.62     | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.4% 10/15/52                         | T-MOBILE USA INC REGD SER WI 3.40000000                                                          | CUSIP: 87264ACT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1429477.35   | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3078 3% 07/01/50                              | FREDDIE MAC POOL UMBS P#RA3078 3.00000000                                                        | CUSIP: 3133KJM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4143491 | PA      | $3652223.12   | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A B 5.96% 03/20/26                          | OCTANE RECEIVABLES TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.96000000                        | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4131364.18   | 0.02%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FREMF 2020-K105  V/R 02/25/30                          | FREMF 2020-K105 MORTGAGE TRUST SER 2020-K105 CL B V/R REGD 144A P/P 3.53000000                   | CUSIP: 302975BE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17300000 | PA      | $16297643.19  | 0.08%             | 2053-03-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| FNR 2006-128 PO ZCP 01/25/37                           | FANNIE MAE REMICS SER 2006-128 CL PO ZCP 0.00000000                                              | CUSIP: 31396PEM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11546 | PA      | $9889.28      | 0.00%             | 2037-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN  2.375% 03/15/31                         | BROWN & BROWN INC REGD 2.37500000                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3653055.97   | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                              | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                         | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37802534 | PA      | $30162859.42  | 0.14%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4733 4.5% 09/01/52                            | FANNIE MAE POOL UMBS P#MA4733 4.50000000                                                         | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14927111 | PA      | $14305253.13  | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2  V/R 05/25/45                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA2 SER 2025-DNA2 CL A1 V/R REGD 144A P/P 5.40517000         | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15688750 | PA      | $15694565.82  | 0.07%             | 2045-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#745445 V/R 01/01/36                             | FANNIE MAE POOL UMBS P#745445 V/R 6.52200000                                                     | CUSIP: 31403DES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7788 | PA      | $8018.23      | 0.00%             | 2036-01-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| MASCO CORP 6.5% 08/15/32                               | MASCO CORP REGD 6.50000000                                                                       | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1320266.49   | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  4.45% 10/01/25                         | AERCAP IRELAND CAP/GLOBA REGD 4.45000000                                                         | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3496642.45   | 0.02%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2960 3% 07/20/45                           | GINNIE MAE II POOL P#MA2960 3.00000000                                                           | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    662748 | PA      | $595463.29    | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2410 QX V/R 02/15/32                               | FREDDIE MAC REMICS SER 2410 CL QX V/R 4.23167000                                                 | CUSIP: 31339NHV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2958 | PA      | $232.32       | 0.00%             | 2032-02-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/31                             | CITIGROUP INC REGD V/R 4.95200000                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8240000 | PA      | $8333911.70   | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/28/36                                   | BPCE SA REGD V/R 144A P/P 6.02700000                                                             | CUSIP: 056121AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   6645000 | PA      | $6845335.92   | 0.03%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| NAA 2003-A1 A2 6% 05/25/33                             | NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A2 REGD 6.00000000   | CUSIP: 65535VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4275 | PA      | $4337.54      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL D 2.5% 08/11/30                         | BANCO NACIONAL DE PANAMA REGD 144A P/P 2.50000000                                                | CUSIP: 059626AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   2750000 | PA      | $2298417.00   | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 3.7% 10/15/46                         | DUKE ENERGY PROGRESS LLC REGD 3.70000000                                                         | CUSIP: 26442UAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    506000 | PA      | $381936.57    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3809 3% 07/01/49                              | FANNIE MAE POOL UMBS P#CA3809 3.00000000                                                         | CUSIP: 3140QBGT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1757458 | PA      | $1549148.51   | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 2.65% 06/15/51                         | ENTERGY ARKANSAS LLC REGD 2.65000000                                                             | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $561787.75    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 2.584% 11/01/51                         | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 2.58400000                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3150000 | PA      | $1907049.69   | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA 5.1% 05/11/33                              | BELL CANADA REGD 5.10000000                                                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3002459.94   | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING  4.6% 05/28/30                         | SIEMENS FUNDING BV REGD 144A P/P 4.60000000                                                      | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |  10798000 | PA      | $10905915.21  | 0.05%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNR 2006-90 AO ZCP 09/25/36                            | FANNIE MAE REMICS SER 2006-90 CL AO ZCP 0.00000000                                               | CUSIP: 31396KU42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6494 | PA      | $5813.25      | 0.00%             | 2036-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G20028 7.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#G20028 7.50000000                                                        | CUSIP: 31283LA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47490 | PA      | $48795.02     | 0.00%             | 2036-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAFC 2006-1 XPO ZCP 01/25/36                           | BANC OF AMERICA FUNDING 2006-1 TRUST SER 2006-1 CL XPO ZCP REGD 0.00000000                       | CUSIP: 05949TBK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3220 | PA      | $2056.72      | 0.00%             | 2036-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.875% 02/01/29                                | HCA INC REGD 5.87500000                                                                          | CUSIP: 404119BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4151445.36   | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 2.3% 06/22/27                              | VIATRIS INC REGD SER WI 2.30000000                                                               | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3358894.28   | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                            | MORGAN STANLEY REGD V/R MTN 1.79400000                                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2087529.31   | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/09/36                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000                                              | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   6245000 | PA      | $6473670.17   | 0.03%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 D 2.47% 06/15/27                          | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL D REGD 2.47000000                                   | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1963183.60   | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FHR 4048 FB V/R 10/15/41                               | FREDDIE MAC REMICS SER 4048 CL FB V/R 4.81833000                                                 | CUSIP: 3137AQUB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137599 | PA      | $136840.55    | 0.00%             | 2041-10-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA2  V/R 02/25/42                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 SER 2022-DNA2 CL M1A V/R REGD 144A P/P 5.60517000        | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1362163 | PA      | $1363020.79   | 0.01%             | 2042-02-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES3 A V/R 05/25/64                          | TOWD POINT MORTGAGE TRUST 2024-CES3 SER 2024-CES3 CL A1 V/R REGD 144A P/P 6.29000000             | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5226010 | PA      | $5275107.53   | 0.02%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.565% 01/17/30                         | BANCO SANTANDER SA REGD 5.56500000                                                               | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2076547.14   | 0.01%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUN 5.25% 09/01/34                         | PPL CAPITAL FUNDING INC REGD 5.25000000                                                          | CUSIP: 69352PAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8083000 | PA      | $8147992.98   | 0.04%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAOT 2025-B A3 4.34% 11/15/29                          | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST SER 2025-B CL A3 REGD 4.34000000                      | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10061528.00  | 0.05%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/30/28                           | UNITED STATES TREASURY NOTE 4.62500000                                                           | CUSIP: 91282CJA0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22646000 | PA      | $23273187.99  | 0.11%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6409 3% 01/20/50                           | GINNIE MAE II POOL P#MA6409 3.00000000                                                           | CUSIP: 36179VDN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6996066 | PA      | $6219491.64   | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3 A 5.63% 10/15/26                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL A3 REGD 5.63000000                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6273000 | PA      | $6304207.55   | 0.03%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 4.15% 01/15/43                         | ATMOS ENERGY CORP REGD 4.15000000                                                                | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    830000 | PA      | $696145.37    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3664 4% 05/20/46                           | GINNIE MAE II POOL P#MA3664 4.00000000                                                           | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1298439 | PA      | $1230548.01   | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 20 2% 06/10/28                         | DELTA AIR LINES 2020-AA REGD SER AA 2.00000000                                                   | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1109731 | PA      | $1044521.22   | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHS 233 12 5% 09/15/35                                 | FREDDIE MAC STRIPS SER 233 CL 12 5.00000000                                                      | CUSIP: 31282YDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33337 | PA      | $4693.04      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6995 2.5% 11/20/50                         | GINNIE MAE II POOL P#MA6995 2.50000000                                                           | CUSIP: 36179VXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162332 | PA      | $138193.18    | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APAR 1.7% 02/15/31                         | MID-AMERICA APARTMENTS REGD 1.70000000                                                           | CUSIP: 59523UAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1141292.62   | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C57 1.864% 03/15/30                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 SER 2020-C57 CL A3 REGD 1.86400000                | CUSIP: 95002XBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19500000 | PA      | $17305676.70  | 0.08%             | 2053-08-15      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MASTR 2003-12 30 ZCP 12/25/33                          | MASTR ASSET SECURITIZATION TRUST 2003-12 SER 2003-12 CL 30PO ZCP REGD 0.00000000                 | CUSIP: 55265K4C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       866 | PA      | $517.52       | 0.00%             | 2033-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 2019 Z 6.5% 12/15/27                               | FREDDIE MAC REMICS SER 2019 CL Z 6.50000000                                                      | CUSIP: 3133TCC63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1156 | PA      | $1167.19      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MMAF 2023-A A3 5.54% 12/13/27                          | MMAF EQUIPMENT FINANCE LLC 2023-A SER 2023-A CL A3 REGD 144A P/P 5.54000000                      | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16250000 | PA      | $16549004.88  | 0.08%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 4.569% 02/01/29                         | LIBERTY MUTUAL GROUP INC REGD 144A P/P 4.56900000                                                | CUSIP: 53079EBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1951263.37   | 0.01%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SAMI 2003-CL1 1F V/R 07/25/32                          | STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2003-CL1 SER 2003-CL1 CL 1F1 V/R REGD 4.83368000     | CUSIP: 86358HSS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53780 | PA      | $51328.44     | 0.00%             | 2032-07-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/30                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7400000 | PA      | $7347101.54   | 0.03%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GMREV 2023-2 A 5.77% 11/13/28                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 SER 2023-2 CL A REGD 144A P/P 5.77000000         | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20576000 | PA      | $21528458.92  | 0.10%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE R 4.375% 08/04/25                         | COOPERATIEVE RABOBANK UA REGD 4.37500000                                                         | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    570000 | PA      | $569723.55    | 0.00%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BAN V/R 05/21/27                         | GOLDMAN SACHS BANK USA REGD V/R 5.41400000                                                       | CUSIP: 38151LAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6256000 | PA      | $6307631.02   | 0.03%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 4.05% 07/01/30                         | BRIXMOR OPERATING PART REGD 4.05000000                                                           | CUSIP: 11120VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2217684.44   | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GNR 2012-141 WC V/R 01/20/42                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WC V/R 3.73032000                       | CUSIP: 38378GPG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128703 | PA      | $122463.07    | 0.00%             | 2042-01-20      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.864% 01/01/52                         | PIEDMONT HEALTHCARE INC REGD 2.86400000                                                          | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1338219.09   | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 7.6% 08/15/96                           | HALLIBURTON CO REGD P/P 7.60000000                                                               | CUSIP: 406216AS0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    258000 | PA      | $294760.36    | 0.00%             | 2096-08-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| FLYWHEEL 7.151% 08/25/2044                             | FLYWHEEL 2024- PDP1            A 7.151 25 AUG 2044 144A REGD 7.15100000                          | CUSIP: 302704AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7131336 | PA      | $7247940.22   | 0.03%             | 2044-08-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| FHR 2653 PZ 5% 07/15/33                                | FREDDIE MAC REMICS SER 2653 CL PZ 5.00000000                                                     | CUSIP: 31393WQ51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85552 | PA      | $86999.27     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2802 2% 02/01/52                              | FANNIE MAE POOL UMBS P#CB2802 2.00000000                                                         | CUSIP: 3140QNDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4744636 | PA      | $3804727.46   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-28 BO ZCP 05/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-28 CL BO ZCP 0.00000000                        | CUSIP: 38375J8N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4317 | PA      | $3515.99      | 0.00%             | 2037-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TNG23 2023-1  5.102% 04/01/33                          | TEXAS NATURAL GAS SECURITIZATION FINANCE CORP SER 2023-1 CL A1 REGD 5.10200000                   | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12336206 | PA      | $12617242.36  | 0.06%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITIO 5.25% 06/15/46                         | UTAH ACQUISITION SUB REGD SER WI 5.25000000                                                      | CUSIP: 62854AAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2333944.41   | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTR 3.25% 12/01/26                         | NY STATE ELECTRIC & GAS REGD 144A P/P 3.25000000                                                 | CUSIP: 649840CQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $792647.86    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4209 1.5% 12/01/50                            | FANNIE MAE POOL UMBS P#MA4209 1.50000000                                                         | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21743539 | PA      | $16363557.86  | 0.08%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 2.95% 05/14/30                         | ITC HOLDINGS CORP REGD 144A P/P 2.95000000                                                       | CUSIP: 465685AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $827690.83    | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2  S/UP 11/25/53                          | PRPM 2023-RCF2 LLC SER 2023-RCF2 CL A1 S/UP REGD 144A P/P 4.00000000                             | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4886509 | PA      | $4793727.83   | 0.02%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#946362 V/R 09/01/37                             | FANNIE MAE POOL UMBS P#946362 V/R 7.26200000                                                     | CUSIP: 31413HZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2289 | PA      | $2334.97      | 0.00%             | 2037-09-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.4% 08/15/26                               | VMWARE LLC REGD 1.40000000                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   8282000 | PA      | $8010197.10   | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7397 3% 12/01/42                              | FANNIE MAE POOL UMBS P#AB7397 3.00000000                                                         | CUSIP: 31417EGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    522042 | PA      | $471926.06    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2805 V/R 04/20/72                          | GINNIE MAE II POOL P#CK2805 V/R 5.63400000                                                       | CUSIP: 3617XXDJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13617463 | PA      | $14222257.18  | 0.07%             | 2072-04-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 4.375% 12/01/47                         | ELEVANCE HEALTH INC REGD 4.37500000                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3678116.04   | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAG 4% 06/15/29                         | EXTRA SPACE STORAGE LP REGD 4.00000000                                                           | CUSIP: 30225VAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1795625.26   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2571 SY V/R 12/15/32                               | FREDDIE MAC REMICS SER 2571 CL SY V/R 7.99600800                                                 | CUSIP: 31393LB28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7461 | PA      | $8061.44      | 0.00%             | 2032-12-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 06/14/27                         | NATWEST GROUP PLC REGD V/R 1.64200000                                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8225000 | PA      | $8004758.43   | 0.04%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN4 A1 V/R 10/25/51                          | PRET 2021-RN4 LLC SER 2021-RN4 CL A1 V/R REGD 144A P/P 5.48710000                                | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10515379 | PA      | $10506934.97  | 0.05%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR 3.655% 06/17/30                          | AMSR 2025-SFR1 TRUST SER 2025-SFR1 CL B REGD 144A P/P 3.65500000                                 | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5080000 | PA      | $4764366.39   | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-R1 2AP ZCP 03/25/35                          | REPERFORMING LOAN REMIC TRUST 2005-R1 SER 2005-R1 CL 2APO ZCP REGD 144A P/P 0.00000000           | CUSIP: 12669GXG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2762 | PA      | $1517.57      | 0.00%             | 2035-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 4.3% 01/15/26                         | JERSEY CENTRAL PWR & LT REGD 144A P/P 4.30000000                                                 | CUSIP: 476556DC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $738538.02    | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNR 2004-50 VZ 5.5% 07/25/34                           | FANNIE MAE REMICS SER 2004-50 CL VZ 5.50000000                                                   | CUSIP: 31394AJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    139768 | PA      | $144975.07    | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES  5.375% 03/15/44                         | CF INDUSTRIES INC REGD 5.37500000                                                                | CUSIP: 12527GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1893804.09   | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT3922 3% 08/01/43                              | FANNIE MAE POOL UMBS P#AT3922 3.00000000                                                         | CUSIP: 3138WRLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    666234 | PA      | $601865.52    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9424 3.66% 03/01/27                           | FANNIE MAE POOL UMBS P#AN9424 3.66000000                                                         | CUSIP: 3138LNPJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2130755 | PA      | $2108876.15   | 0.01%             | 2027-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1A V/R 09/25/41                           | TOWD POINT MORTGAGE TRUST 2024-2 SER 2024-2 CL A1A V/R REGD 144A P/P 4.74068800                  | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14196240 | PA      | $14392286.28  | 0.07%             | 2064-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| NRZT 2017-2A A3 V/R 03/25/57                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-2 SER 2017-2A CL A3 V/R REGD 144A P/P 4.00000000        | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    994073 | PA      | $960805.42    | 0.00%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#357363 5.5% 03/01/33                            | FANNIE MAE POOL UMBS P#357363 5.50000000                                                         | CUSIP: 31376J5Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21342 | PA      | $21788.20     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/12/26                         | HSBC HOLDINGS PLC REGD V/R 4.29200000                                                            | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8009000 | PA      | $8001038.97   | 0.04%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/09/34                              | BARCLAYS PLC REGD V/R 6.22400000                                                                 | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8288000 | PA      | $8796514.31   | 0.04%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FNR 2008-53 CI V/R 07/25/38                            | FANNIE MAE REMICS SER 2008-53 CL CI V/R 2.78035000                                               | CUSIP: 31397LC23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12941 | PA      | $1261.30      | 0.00%             | 2038-07-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35                         | TARGA RESOURCES CORP REGD 5.50000000                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3492191.10   | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 3164 MG 6% 06/15/36                                | FREDDIE MAC REMICS SER 3164 CL MG 6.00000000                                                     | CUSIP: 31396TDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5237 | PA      | $5559.55      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H09 DF V/R 03/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H09 CL DF V/R 5.00602000                       | CUSIP: 38375UZD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1826406 | PA      | $1831478.36   | 0.01%             | 2067-03-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/27                               | BNP PARIBAS REGD V/R 144A P/P 1.32300000                                                         | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3930394.64   | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FNR 2004-36 SA V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-36 CL SA V/R 7.37096300                                               | CUSIP: 31393X5V5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25241 | PA      | $27688.23     | 0.00%             | 2034-05-25      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#725773 5.5% 09/01/34                            | FANNIE MAE POOL UMBS P#725773 5.50000000                                                         | CUSIP: 31402DJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5488 | PA      | $5636.64      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1480 2.5% 11/01/51                            | FANNIE MAE POOL UMBS P#FS1480 2.50000000                                                         | CUSIP: 3140XGUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1146775 | PA      | $961996.33    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-39 IO V/R 05/25/33                            | FANNIE MAE REMICS SER 2003-39 CL IO V/R 6.00000000                                               | CUSIP: 31393A5Z6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2654 | PA      | $393.28       | 0.00%             | 2033-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024 5.45% 02/15/37                         | UNITED AIR 2024-1 AA PTT REGD SER AA 5.45000000                                                  | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2393983 | PA      | $2416055.68   | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV V/R 10/16/30                              | KBC GROUP NV REGD V/R 144A P/P 4.93200000                                                        | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   3705000 | PA      | $3747447.78   | 0.02%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ENI SPA 5.95% 05/15/54                                 | ENI SPA REGD 144A P/P 5.95000000                                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1451158.82   | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNMA P#670030 3% 07/15/45                              | GINNIE MAE I POOL P#670030 3.00000000                                                            | CUSIP: 36295GLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    468829 | PA      | $418075.31    | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2606 4% 03/01/42                              | FANNIE MAE POOL UMBS P#AL2606 4.00000000                                                         | CUSIP: 3138EJ3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21176 | PA      | $19965.06     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8237 4% 08/01/52                              | FREDDIE MAC POOL UMBS P#SD8237 4.00000000                                                        | CUSIP: 3132DWEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2177734 | PA      | $2029140.10   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 1829 ZB 6.5% 03/15/26                              | FREDDIE MAC REMICS SER 1829 CL ZB 6.50000000                                                     | CUSIP: 3133T6J36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         3 | PA      | $2.60         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8114 2.5% 12/01/50                            | FREDDIE MAC POOL UMBS P#SD8114 2.50000000                                                        | CUSIP: 3132DWAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3601523 | PA      | $3016472.01   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9417 2.5% 12/20/53                         | GINNIE MAE II POOL P#MA9417 2.50000000                                                           | CUSIP: 36179YPA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9752970 | PA      | $8290753.48   | 0.04%             | 2053-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU1050 2% 10/01/51                              | FANNIE MAE POOL UMBS P#BU1050 2.00000000                                                         | CUSIP: 3140M2EY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8489131 | PA      | $6861134.27   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO8282 4% 08/01/42                              | FANNIE MAE POOL UMBS P#AO8282 4.00000000                                                         | CUSIP: 3138M0FY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1913434 | PA      | $1848449.65   | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 07/31/33                         | L3HARRIS TECH INC REGD 5.40000000                                                                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2690183.01   | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.5% 05/20/52                             | QUALCOMM INC REGD 4.50000000                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1367469.82   | 0.01%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3050 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#CB3050 2.50000000                                                         | CUSIP: 3140QNL83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10284404 | PA      | $8531905.72   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                         | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $5775889.15   | 0.03%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PUB SVC ELEC & 5.375% 11/01/39                         | PUB SVC ELEC & GAS REGD MTN 5.37500000                                                           | CUSIP: 74456QAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $118784.37    | 0.00%             | 2039-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION E 6.25% 10/01/39                         | CONSTELLATION EN GEN LLC REGD 6.25000000                                                         | CUSIP: 30161MAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $320257.62    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8229 4.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#SD8229 4.50000000                                                        | CUSIP: 3132DWEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    759976 | PA      | $727586.85    | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-GS10 A V/R 03/10/25                          | GS MORTGAGE SECURITIES TRUST 2018-GS10 SER 2018-GS10 CL A3 V/R REGD 4.26100000                   | CUSIP: 36250SAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28521000 | PA      | $28134417.81  | 0.13%             | 2051-07-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783637 3% 06/20/42                           | GINNIE MAE II POOL P#783637 3.00000000                                                           | CUSIP: 3622A2BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112690 | PA      | $102846.66    | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2006-38 ZK 6.5% 08/20/36                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-38 CL ZK 6.50000000                            | CUSIP: 38374NQB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119195 | PA      | $118868.92    | 0.00%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSFB 2005-10 AP ZCP 11/25/35                           | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES S SER 2005-10 CL AP ZCP REGD 0.00000000           | CUSIP: 225470FW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3893 | PA      | $2688.30      | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5478 2.5% 07/01/51                            | FREDDIE MAC POOL UMBS P#RA5478 2.50000000                                                        | CUSIP: 3133KMCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5365524 | PA      | $4500877.33   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0497 3% 07/01/60                              | FANNIE MAE POOL UMBS P#BF0497 3.00000000                                                         | CUSIP: 3140FXRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6827750 | PA      | $5877003.94   | 0.03%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2024-2 MT 3.5% 05/25/64                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 SER 2024-2 CL MT 3.50000000        | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10029363 | PA      | $8679095.82   | 0.04%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1082 V/R 07/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1082 V/R 6.56400000                                                | CUSIP: 3128NFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13161 | PA      | $13411.96     | 0.00%             | 2036-07-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 5.9% 03/15/55                         | NEXTERA ENERGY CAPITAL REGD 5.90000000                                                           | CUSIP: 65339KDM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2904130.14   | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7254 2% 03/20/51                           | GINNIE MAE II POOL P#MA7254 2.00000000                                                           | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3776453 | PA      | $3076111.44   | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER 1.875% 10/15/30                         | AMERICAN TOWER CORP REGD 1.87500000                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2160047.53   | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING 4.375% 03/22/28                         | LLOYDS BANKING GROUP PLC REGD 4.37500000                                                         | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    949000 | PA      | $947825.64    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI V/R 01/12/37                         | NATIONAL AUSTRALIA BANK REGD V/R 144A P/P 3.34700000                                             | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2600000 | PA      | $2297504.35   | 0.01%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.04% 05/01/27                               | BOEING CO REGD 5.04000000                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1193827.84   | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN6244 3.09% 09/01/29                           | FANNIE MAE POOL UMBS P#AN6244 3.09000000                                                         | CUSIP: 3138LJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7484000 | PA      | $7156760.75   | 0.03%             | 2029-09-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FNR 2007-112 SA V/R 12/25/37                           | FANNIE MAE REMICS SER 2007-112 CL SA V/R 2.03035000                                              | CUSIP: 31396X4C5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74888 | PA      | $9151.15      | 0.00%             | 2037-12-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 2.13% 07/08/30                         | SUMITOMO MITSUI FINL GRP REGD 2.13000000                                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2650000 | PA      | $2367793.52   | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/19/30                         | HSBC HOLDINGS PLC REGD V/R 5.28600000                                                            | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  21110000 | PA      | $21565376.48  | 0.10%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6% 06/01/44                            | CVS HEALTH CORP REGD 6.00000000                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5838000 | PA      | $5770285.68   | 0.03%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 4.3% 08/15/39                         | OCCIDENTAL PETROLEUM COR REGD 4.30000000                                                         | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $961490.25    | 0.00%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 5.2% 04/15/48                                | MYLAN INC REGD SER WI 5.20000000                                                                 | CUSIP: 628530BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2483000 | PA      | $1970832.81   | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC1317 4.5% 09/01/34                            | FANNIE MAE POOL UMBS P#AC1317 4.50000000                                                         | CUSIP: 31417KPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4034 | PA      | $3990.12      | 0.00%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.4% 05/08/27                         | GENERAL MOTORS FINL CO REGD 5.40000000                                                           | CUSIP: 37045XEQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $821762.45    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5220 3% 02/01/50                              | FANNIE MAE POOL UMBS P#CA5220 3.00000000                                                         | CUSIP: 3140QCYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4913976 | PA      | $4263025.51   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0722 V/R 04/01/38                            | FREDDIE MAC NON GOLD POOL P#1Q0722 V/R 6.82900000                                                | CUSIP: 3128S4YT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10042 | PA      | $10297.65     | 0.00%             | 2038-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BD6217 4.5% 05/20/48                         | GINNIE MAE II POOL P#BD6217 4.50000000                                                           | CUSIP: 3617BM4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    675527 | PA      | $647984.03    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#257209 5.5% 05/01/38                            | FANNIE MAE POOL UMBS P#257209 5.50000000                                                         | CUSIP: 31371NVA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8547 | PA      | $8737.64      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/28                           | UNITED STATES TREASURY NOTE 4.87500000                                                           | CUSIP: 91282CJF9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13897000 | PA      | $14396423.44  | 0.07%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNR 2012-128 MP 2.5% 11/25/42                          | FANNIE MAE REMICS SER 2012-128 CL MP 2.50000000                                                  | CUSIP: 3136A9RG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    929247 | PA      | $850900.46    | 0.00%             | 2042-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC9526 5.5% 01/01/40                            | FANNIE MAE POOL UMBS P#AC9526 5.50000000                                                         | CUSIP: 31417WSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200109 | PA      | $205064.12    | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7505 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AB7505 3.00000000                                                         | CUSIP: 31417EKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    341990 | PA      | $309159.30    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 04/30/29                           | UNITED STATES TREASURY NOTE 2.87500000                                                           | CUSIP: 91282CEM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  36460000 | PA      | $35347685.25  | 0.16%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CO 3.8% 09/29/46                         | SOUTHWEST GAS CORP REGD 3.80000000                                                               | CUSIP: 844895AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $372772.88    | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#252409 6.5% 03/01/29                            | FANNIE MAE POOL UMBS P#252409 6.50000000                                                         | CUSIP: 31371HKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2450 | PA      | $2485.96      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM2992 V/R 04/20/72                          | GINNIE MAE II POOL P#CM2992 V/R 5.80900000                                                       | CUSIP: 3617YNKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3552404 | PA      | $3731082.71   | 0.02%             | 2072-04-20      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2989 3% 09/01/34                              | FANNIE MAE POOL UMBS P#FM2989 3.00000000                                                         | CUSIP: 3140X6KB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4399593 | PA      | $4287402.61   | 0.02%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY  7.875% 06/15/26                         | SUNCOR ENERGY INC REGD 7.87500000                                                                | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    543000 | PA      | $560210.05    | 0.00%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON C 6.15% 05/15/37                         | TOLEDO EDISON COMPANY REGD 6.15000000                                                            | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $734988.85    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.5% 04/01/27                              | WORKDAY INC REGD 3.50000000                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3141000 | PA      | $3100351.66   | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33791 3.5% 06/01/45                           | FREDDIE MAC GOLD POOL P#Q33791 3.50000000                                                        | CUSIP: 3132QQF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    432031 | PA      | $403459.15    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4326 2.5% 05/01/51                            | FANNIE MAE POOL UMBS P#MA4326 2.50000000                                                         | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8989043 | PA      | $7486934.52   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1374 3% 10/20/43                           | GINNIE MAE II POOL P#MA1374 3.00000000                                                           | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49984 | PA      | $45387.64     | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/35                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 6.25100000                                              | CUSIP: 225313AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3119418.03   | 0.01%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.302% 10/15/29                          | BANK5 2024-5YR10 SER 2024-5YR10 CL A3 REGD 5.30200000                                            | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5123525.50   | 0.02%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/12/29                              | UBS GROUP AG REGD V/R 144A P/P 3.86900000                                                        | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9375000 | PA      | $9230317.31   | 0.04%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| GNR 2004-73 JL V/R 09/16/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-73 CL JL V/R 2.12376000                        | CUSIP: 38374H2D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91589 | PA      | $8105.58      | 0.00%             | 2034-09-16      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| HERTZ 2025-2A  5.13% 09/25/30                          | HERTZ VEHICLE FINANCING III LLC 2025-2 SER 2025-2A CL A REGD 144A P/P 5.13000000                 | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1530000 | PA      | $1534441.90   | 0.01%             | 2031-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 15YR 2.0% JUN 25                              | FNMA TBA 15YR 2.0% JUN 25      TO BE ANNOUNCED 2.00000000                                        | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9695000 | PA      | $8856923.19   | 0.04%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/28                         | JPMORGAN CHASE & CO REGD V/R 4.50500000                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6017944.38   | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q26744 4.5% 07/01/44                           | FREDDIE MAC GOLD POOL P#Q26744 4.50000000                                                        | CUSIP: 3132M7ER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20600 | PA      | $19953.14     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TVA 5.25% 02/01/55                                     | TENNESSEE VALLEY AUTHORITY 5.25000000                                                            | CUSIP: 880591FC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  13461000 | PA      | $13130023.49  | 0.06%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q19476 3.5% 06/01/43                           | FREDDIE MAC GOLD POOL P#Q19476 3.50000000                                                        | CUSIP: 3132JA6N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    498993 | PA      | $468271.60    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA 4.65% 09/13/28                          | CAPITAL ONE NA REGD SER BKNT 4.65000000                                                          | CUSIP: 25466AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4021141.48   | 0.02%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1193 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1A1193 V/R 6.63500000                                                | CUSIP: 3128NFKE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9526 | PA      | $9605.84      | 0.00%             | 2037-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A94713 4% 11/01/40                             | FREDDIE MAC GOLD POOL P#A94713 4.00000000                                                        | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11240 | PA      | $10873.28     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-149 EF V/R 07/25/41                           | FANNIE MAE REMICS SER 2011-149 CL EF V/R 4.91965000                                              | CUSIP: 3136A3FM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9042 | PA      | $9024.57      | 0.00%             | 2041-07-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1097 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1097 V/R 6.53600000                                                | CUSIP: 3128NFGE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10529 | PA      | $10670.15     | 0.00%             | 2036-10-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9852 6% 08/20/54                           | GINNIE MAE II POOL P#MA9852 6.00000000                                                           | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9999605 | PA      | $10161291.96  | 0.05%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 04/15/30                            | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                           | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    929000 | PA      | $766031.00    | 0.00%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-52 PI 5% 07/25/39                             | FANNIE MAE REMICS SER 2009-52 CL PI 5.00000000                                                   | CUSIP: 31396QKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26092 | PA      | $4006.33      | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/34                         | WELLS FARGO & COMPANY REGD V/R 6.49100000                                                        | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10585000 | PA      | $11569734.30  | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A  4.85% 11/20/29                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-2A CL B REGD 144A P/P 4.85000000            | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3603000 | PA      | $3628755.69   | 0.02%             | 2031-07-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHR 2543 YX 6% 12/15/32                                | FREDDIE MAC REMICS SER 2543 CL YX 6.00000000                                                     | CUSIP: 31393HGW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24687 | PA      | $25755.00     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8347 4.5% 10/20/52                         | GINNIE MAE II POOL P#MA8347 4.50000000                                                           | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21901882 | PA      | $21149887.67  | 0.10%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4657 3.5% 10/01/48                            | FANNIE MAE POOL UMBS P#CA4657 3.50000000                                                         | CUSIP: 3140QCE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1873166 | PA      | $1717209.23   | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMMSR 2020-GT1 A V/R 01/25/26                          | FMC GMSR ISSUER TRUST SER 2020-GT1 CL A V/R REGD 144A P/P 4.45000000                             | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9700000 | PA      | $9477129.89   | 0.04%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/39                         | GOLDMAN SACHS GROUP INC REGD V/R 4.41100000                                                      | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1870615.30   | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#889579 6% 05/01/38                              | FANNIE MAE POOL UMBS P#889579 6.00000000                                                         | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75468 | PA      | $79116.12     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0534 3.5% 11/20/42                         | GINNIE MAE II POOL P#MA0534 3.50000000                                                           | CUSIP: 36179MSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    551340 | PA      | $515774.36    | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P51353 6.5% 11/01/36                           | FREDDIE MAC GOLD POOL P#P51353 6.50000000                                                        | CUSIP: 3128C6QE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     54101 | PA      | $55715.00     | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5024 2.5% 12/01/50                            | FANNIE MAE POOL UMBS P#FM5024 2.50000000                                                         | CUSIP: 3140X8SN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9579278 | PA      | $8029946.65   | 0.04%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.45% 07/01/25                         | PACIFIC GAS & ELECTRIC REGD 3.45000000                                                           | CUSIP: 694308JL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1570000.00   | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                          | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL A REGD 144A P/P 2.71752000                        | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9990000 | PA      | $8841150.00   | 0.04%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL 2% 04/29/28                         | ABU DHABI NATIONAL ENERG REGD 144A P/P MTN 2.00000000                                            | CUSIP: 00388WAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   2015000 | PA      | $1879988.96   | 0.01%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 3.05% 06/01/31                         | ENTERGY LOUISIANA LLC REGD 3.05000000                                                            | CUSIP: 29364WAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $405314.18    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#894452 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#894452 V/R 7.44500000                                                     | CUSIP: 31410QWM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10809 | PA      | $11104.56     | 0.00%             | 2036-09-01      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.25% 02/15/43                            | NISOURCE INC REGD 5.25000000                                                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4699000 | PA      | $4383152.06   | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 2412 SP V/R 02/15/32                               | FREDDIE MAC REMICS SER 2412 CL SP V/R 7.26334000                                                 | CUSIP: 31339DW95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9938 | PA      | $10769.96     | 0.00%             | 2032-02-15      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| GSR 2006-1F 1A3 5.5% 02/25/36                          | GSR MORTGAGE LOAN TRUST 2006-1F SER 2006-1F CL 1A3 REGD 5.50000000                               | CUSIP: 3623416K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2731 | PA      | $16633.12     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#717183 4% 06/15/39                              | GINNIE MAE I POOL P#717183 4.00000000                                                            | CUSIP: 3620A2XL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143861 | PA      | $136327.46    | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-118 MT 7% 11/25/41                            | FANNIE MAE REMICS SER 2011-118 CL MT 7.00000000                                                  | CUSIP: 3136A12F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    332687 | PA      | $352089.40    | 0.00%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ3743 3.5% 11/01/45                            | FANNIE MAE POOL UMBS P#AZ3743 3.50000000                                                         | CUSIP: 3138YVER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    955125 | PA      | $873502.83    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 07/15/51                                  | HCA INC REGD 3.50000000                                                                          | CUSIP: 404119CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $76841.30     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3904 5% 05/01/48                              | FANNIE MAE POOL UMBS P#BM3904 5.00000000                                                         | CUSIP: 3140J8KS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    841033 | PA      | $841131.05    | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 3.7% 03/22/61                         | VERIZON COMMUNICATIONS REGD 3.70000000                                                           | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2070482.85   | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL1 A V/R 01/25/28                          | VCAT 2025-NPL1 LLC SER 2025-NPL1 CL A1 V/R REGD 144A P/P 5.87700000                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2895898 | PA      | $2901508.83   | 0.01%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB 6.9% 03/15/32                         | AIG SUNAMER GLOB FIN X REGD P/P 6.90000000                                                       | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1052504.55   | 0.00%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0697 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1Q0697 V/R 6.19600000                                                | CUSIP: 3128S4X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33556 | PA      | $34431.86     | 0.00%             | 2037-05-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/40                              | ORACLE CORP REGD 3.60000000                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2000942.60   | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT  3.875% 02/01/28                         | EXPORT-IMPORT BK INDIA REGD 144A P/P 3.87500000                                                  | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | USGA              | IN        |   3480000 | PA      | $3418113.00   | 0.02%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33                         | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                          | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1814079.83   | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.7% 03/15/52                         | BRISTOL-MYERS SQUIBB CO REGD 3.70000000                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1241379.27   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.65% 03/15/55                         | VIRGINIA ELEC & POWER CO REGD 5.65000000                                                         | CUSIP: 927804GU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5515531.50   | 0.03%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 6.125% 01/01/31                         | OCCIDENTAL PETROLEUM COR REGD 6.12500000                                                         | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  13657000 | PA      | $14138044.61  | 0.07%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4077 2% 07/01/50                              | FANNIE MAE POOL UMBS P#MA4077 2.00000000                                                         | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8181843 | PA      | $6525208.93   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-66 SG V/R 07/25/35                            | FANNIE MAE REMICS SER 2005-66 CL SG V/R 6.32587500                                               | CUSIP: 31394EKR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10169 | PA      | $10949.28     | 0.00%             | 2035-07-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 05/15/43                           | UNITED STATES TREASURY BOND 3.87500000                                                           | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 131396000 | PA      | $117363317.16 | 0.54%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD  7.5% 02/15/28                         | UBS AG STAMFORD CT REGD 7.50000000                                                               | CUSIP: 22550L2M2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $339810.27    | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 09/30/28                               | BNP PARIBAS REGD V/R 144A P/P 1.90400000                                                         | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6280000 | PA      | $5926917.17   | 0.03%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 1.7% 02/15/31                             | NISOURCE INC REGD 1.70000000                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1404138.46   | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 6.15% 03/01/29                         | TARGA RESOURCES CORP REGD 6.15000000                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   7916000 | PA      | $8324890.21   | 0.04%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2285 8% 09/20/26                             | GINNIE MAE II POOL P#2285 8.00000000                                                             | CUSIP: 36202CRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81 | PA      | $81.52        | 0.00%             | 2026-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELF 2020-1A A1A V/R 04/15/33                          | WELLFLEET CLO 2020-1 LTD SER 2020-1A CL A1AR V/R REGD 144A P/P 5.45610000                        | CUSIP: 94949GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24000000 | PA      | $24017112.00  | 0.11%             | 2033-04-15      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5276 2.5% 05/01/51                            | FREDDIE MAC POOL UMBS P#RA5276 2.50000000                                                        | CUSIP: 3133KL2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7378755 | PA      | $6172488.69   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 4.85% 03/01/48                         | WILLIAMS COMPANIES INC REGD 4.85000000                                                           | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2598410.97   | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1599 3% 01/20/44                           | GINNIE MAE II POOL P#MA1599 3.00000000                                                           | CUSIP: 36179NX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    286176 | PA      | $259983.46    | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8100 4% 06/20/52                           | GINNIE MAE II POOL P#MA8100 4.00000000                                                           | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8627161 | PA      | $8060639.48   | 0.04%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-63 ZH 6.5% 07/25/36                           | FANNIE MAE REMICS SER 2006-63 CL ZH 6.50000000                                                   | CUSIP: 31395NQK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61848 | PA      | $66157.37     | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SC 4.85% 02/01/30                         | BANK OF NOVA SCOTIA REGD 4.85000000                                                              | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3702000 | PA      | $3772323.64   | 0.02%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M38  1.594% 11/25/28                          | FANNIE MAE-ACES SER 2020-M38 CL 2A1 1.59400000                                                   | CUSIP: 3136BBHB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1409872 | PA      | $1311841.72   | 0.01%             | 2028-11-25      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.375% 05/15/34                         | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  54375000 | PA      | $55222485.49  | 0.26%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHR 2038 PN 7% 03/15/28                                | FREDDIE MAC REMICS SER 2038 CL PN 7.00000000                                                     | CUSIP: 3133TDA22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1371 | PA      | $78.89        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHR 2313 LA 6.5% 05/15/31                              | FREDDIE MAC REMICS SER 2313 CL LA 6.50000000                                                     | CUSIP: 3133TTK67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       749 | PA      | $764.63       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TR 4.682% 05/01/38                         | SABAL TRAIL TRANS REGD 144A P/P 4.68200000                                                       | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8969194.10   | 0.04%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.937% 11/01/56                           | COMCAST CORP REGD SER WI 2.93700000                                                              | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    845000 | PA      | $496142.78    | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALT 3.447% 07/01/54                         | HARTFORD HEALTHCARE CORP REGD 3.44700000                                                         | CUSIP: 41652PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2332435.37   | 0.01%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S1 A5 5.5% 04/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S1 TRUST SER 2003-S1 CL A5 REGD 5.50000000   | CUSIP: 929227H82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24823 | PA      | $25221.04     | 0.00%             | 2033-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.7% 04/01/55                             | SYNOPSYS INC REGD 5.70000000                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2883349.27   | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                              | ILLINOIS ST REGD N/C B/E 5.10000000                                                              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  25146863 | PA      | $25221918.60  | 0.12%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.75% 04/15/29                            | BROADCOM INC REGD 4.75000000                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6931834.28   | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-3 M1 V/R 07/25/34                           | LONG BEACH MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL M1 V/R REGD 5.28868000                       | CUSIP: 542514GM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21107 | PA      | $20861.96     | 0.00%             | 2034-07-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORT 4.375% 09/01/42                         | BURLINGTN NORTH SANTA FE REGD 4.37500000                                                         | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $404539.11    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6338 2.5% 11/01/51                            | FREDDIE MAC POOL UMBS P#RA6338 2.50000000                                                        | CUSIP: 3133KNBF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14641202 | PA      | $12280984.76  | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS IN 4.5% 03/30/39                         | ENTERGY TEXAS INC REGD 4.50000000                                                                | CUSIP: 29365TAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9983636.08   | 0.05%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALFT 2013-1A A V/R 12/26/44                            | ACADEMIC LOAN FUNDING TRUST 2013-1 SER 2013-1A CL A V/R 144A P/P 5.21965000                      | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    301767 | PA      | $291463.11    | 0.00%             | 2044-12-26      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4709 5% 07/01/52                              | FANNIE MAE POOL UMBS P#MA4709 5.00000000                                                         | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406440 | PA      | $400329.70    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1382 2.5% 08/01/51                            | FANNIE MAE POOL UMBS P#CB1382 2.50000000                                                         | CUSIP: 3140QLRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8165861 | PA      | $6856748.29   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 2230 Z 8% 04/15/30                                 | FREDDIE MAC REMICS SER 2230 CL Z 8.00000000                                                      | CUSIP: 3133TNSS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1984 | PA      | $2058.04      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28                         | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7680267.74   | 0.04%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6514 2.5% 09/01/51                            | FANNIE MAE POOL UMBS P#FS6514 2.50000000                                                         | CUSIP: 3140XNGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6042876 | PA      | $5083634.28   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR 2003-3F 4A 5.75% 04/25/33                          | GSR MORTGAGE LOAN TRUST 2003-3F SER 2003-3F CL 4A3 REGD 5.75000000                               | CUSIP: 36228FPT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2904 | PA      | $2904.28      | 0.00%             | 2033-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MER 2.675% 09/01/41                         | HACKENSACK MERIDIAN HLTH REGD SER 2020 2.67500000                                                | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $2632461.25   | 0.01%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA 6.25% 05/01/37                         | MARTIN MARIETTA MATERIAL REGD 6.25000000                                                         | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    107000 | PA      | $113610.33    | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/45                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834PM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7000000 | PA      | $2550103.43   | 0.01%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELM39 2025-2A A1 V/R 04/17/38                          | ELMWOOD CLO 39 LTD SER 2025-2A CL A1 V/R REGD 144A P/P 5.42391000                                | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21000000 | PA      | $20987526.00  | 0.10%             | 2038-04-17      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#468927 4.766% 08/01/26                          | FANNIE MAE POOL UMBS P#468927 4.76600000                                                         | CUSIP: 31381R4L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    534359 | PA      | $536295.92    | 0.00%             | 2026-08-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AMCAR 2021-2 C 1.01% 04/21/25                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL C REGD 1.01000000                  | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2409092 | PA      | $2386176.97   | 0.01%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| GNMA P#468236 6.5% 09/15/28                            | GINNIE MAE I POOL P#468236 6.50000000                                                            | CUSIP: 36209DEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2159 | PA      | $2176.23      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3598 4% 04/20/46                           | GINNIE MAE II POOL P#MA3598 4.00000000                                                           | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    762717 | PA      | $722978.42    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 1997-39 PD 7.5% 05/20/27                           | FANNIE MAE REMICS SER 1997-39 CL PD 7.50000000                                                   | CUSIP: 31359PSF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2146 | PA      | $2164.99      | 0.00%             | 2027-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHR 2420 XK 6.5% 02/15/32                              | FREDDIE MAC REMICS SER 2420 CL XK 6.50000000                                                     | CUSIP: 31339DMW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10674 | PA      | $11151.48     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHS 239 S30 V/R 08/15/36                               | FREDDIE MAC STRIPS SER 239 CL S30 V/R 3.28167000                                                 | CUSIP: 31282YNU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122042 | PA      | $15383.42     | 0.00%             | 2036-08-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 A 1.47% 08/15/25                          | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL A3 REGD 1.47000000                                  | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    812331 | PA      | $808128.04    | 0.00%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  2.45% 10/29/26                         | AERCAP IRELAND CAP/GLOBA REGD 2.45000000                                                         | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2345000 | PA      | $2284678.37   | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHR 2210 Z 8% 01/15/30                                 | FREDDIE MAC REMICS SER 2210 CL Z 8.00000000                                                      | CUSIP: 3133TNDG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7298 | PA      | $7622.62      | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27                         | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                                                  | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15960000 | PA      | $15397943.22  | 0.07%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1H2623 V/R 07/01/36                            | FREDDIE MAC NON GOLD POOL P#1H2623 V/R 7.37500000                                                | CUSIP: 3128QLSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5477 | PA      | $5664.51      | 0.00%             | 2036-07-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-BKWD  V/R 09/15/22                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-BKWD CL A V/R REGD 144A P/P 5.92648000           | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3553350 | PA      | $3428983.04   | 0.02%             | 2029-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| TVA- GEN STRIP ZCP 07/15/34                            | TENNESSEE VALLEY AUTHORITY GENERIC STRIP ZCP 0.00000000                                          | CUSIP: 88059EPB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    370000 | PA      | $247768.02    | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS S/UP 07/02/64                         | JOHNSON CONTROLS INTL PL REGD S/UP SER * 4.95000000                                              | CUSIP: 478375AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    928000 | PA      | $775251.75    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/35                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.71100000                                                    | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $2001578.17   | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8359 3.5% 04/01/52                            | FANNIE MAE POOL UMBS P#FS8359 3.50000000                                                         | CUSIP: 3140XQJD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14114169 | PA      | $12818422.15  | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54                             | UNITED STATES TREASURY BOND 4.50000000                                                           | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  23817000 | PA      | $22696856.72  | 0.10%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.448% 11/15/28                          | UBS COMMERCIAL MORTGAGE TRUST 2018-C14 SER 2018-C14 CL A4 REGD 4.44800000                        | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1970072.80   | 0.01%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES PT 2015-1       AA     20290130 3.62500 | DELTA AIRLINES PT 2015-1       AA     20290130 3.62500 3.62500000                                | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    761427 | PA      | $747015.67    | 0.00%             | 2029-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANC 2.75% 03/08/30                         | EXPERIAN FINANCE PLC REGD 144A P/P 2.75000000                                                    | CUSIP: 30217AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   9240000 | PA      | $8578348.83   | 0.04%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 05/15/41                            | UNITED STATES TREASURY BOND 2.25000000                                                           | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39825000 | PA      | $28922906.25  | 0.13%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 6.5% 07/15/25                         | AERCAP IRELAND CAP/GLOBA REGD 6.50000000                                                         | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1848000 | PA      | $1849179.19   | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A D 9.1% 07/15/31                           | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 9.10000000                        | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4516015 | PA      | $4825469.80   | 0.02%             | 2049-06-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-28CB 5.5% 08/25/35                          | ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 1A4 REGD 5.50000000                            | CUSIP: 12667GWT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97307 | PA      | $83440.03     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO 1.65% 01/15/31                         | ESSEX PORTFOLIO LP REGD 1.65000000                                                               | CUSIP: 29717PAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $772407.71    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.273% 03/15/48                         | BROOKLYN UNION GAS CO REGD 144A P/P 4.27300000                                                   | CUSIP: 114259AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $845016.37    | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/17/29                         | HSBC HOLDINGS PLC REGD V/R 2.20600000                                                            | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2075000 | PA      | $1933082.97   | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 3.95% 08/15/47                         | DUKE ENERGY CORP REGD 3.95000000                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1307514.09   | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNR 2013-101 DO V/R 10/25/43                           | FANNIE MAE REMICS SER 2013-101 CL DO V/R 0.00000000                                              | CUSIP: 3136AGZH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    343319 | PA      | $250131.15    | 0.00%             | 2043-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 11/05/30                              | DNB BANK ASA REGD V/R 144A P/P 4.85300000                                                        | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1990000 | PA      | $2012252.38   | 0.01%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GNR 2007-79 SY V/R 12/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-79 CL SY V/R 2.11794000                        | CUSIP: 383742AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69120 | PA      | $537.12       | 0.00%             | 2037-12-20      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 05/20/31                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.07100000                                                    | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3299397.99   | 0.02%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANC 4.2% 09/17/29                         | BUNGE LTD FINANCE CORP REGD 4.20000000                                                           | CUSIP: 120568BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2780851.84   | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6286 4% 12/01/45                              | FANNIE MAE POOL UMBS P#AS6286 4.00000000                                                         | CUSIP: 3138WF6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    302801 | PA      | $287081.73    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IMM 2005-4 2A1 V/R 05/25/35                            | IMPAC CMB TRUST SERIES 2005-4 SER 2005-4 CL 2A1 V/R REGD 5.03368000                              | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40023 | PA      | $38415.34     | 0.00%             | 2035-05-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 07/06/34                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 6.29600000                                              | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2129463.70   | 0.01%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BVABS 2023-CA 6.632% 06/25/27                          | BOF VII AL FUNDING TRUST I SER 2023-CAR3 CL B REGD 144A P/P 6.63200000                           | CUSIP: 097093AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1505335 | PA      | $1529656.90   | 0.01%             | 2032-07-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FHR 3819 ZQ 6% 04/15/36                                | FREDDIE MAC REMICS SER 3819 CL ZQ 6.00000000                                                     | CUSIP: 3137A8N20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220208 | PA      | $232999.43    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3332 3.5% 04/01/48                            | FANNIE MAE POOL UMBS P#MA3332 3.50000000                                                         | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9273268 | PA      | $8481964.09   | 0.04%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIXST 2020-16A A V/R 01/20/37                          | SIXTH STREET CLO XVI LTD SER 2020-16A CL A1R V/R REGD 144A P/P 6.05947000                        | CUSIP: 83012DAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20250000 | PA      | $20293355.25  | 0.09%             | 2037-01-20      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/29                         | BANK OF AMERICA CORP REGD V/R 5.81900000                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4062699.73   | 0.02%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#674349 6% 03/01/33                              | FANNIE MAE POOL UMBS P#674349 6.00000000                                                         | CUSIP: 31391REW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2387 | PA      | $2424.96      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1115 2.5% 05/01/51                            | FANNIE MAE POOL UMBS P#FS1115 2.50000000                                                         | CUSIP: 3140XGGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5207968 | PA      | $4440888.59   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL  6% 10/07/39                         | ENEL FINANCE INTL NV REGD P/P 6.00000000                                                         | CUSIP: 29268BAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    307000 | PA      | $315630.14    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5557 V/R 11/20/71                          | GINNIE MAE II POOL P#CE5557 V/R 5.71600000                                                       | CUSIP: 3617VUE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12079537 | PA      | $12628882.90  | 0.06%             | 2071-11-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7921 4% 09/01/52                              | FREDDIE MAC POOL UMBS P#RA7921 4.00000000                                                        | CUSIP: 3133KPYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    301660 | PA      | $281013.85    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 3.12% 09/01/27                         | ENTERGY LOUISIANA LLC REGD 3.12000000                                                            | CUSIP: 29364WAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $361895.92    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0789 3.5% 11/01/32                            | FANNIE MAE POOL UMBS P#CA0789 3.50000000                                                         | CUSIP: 3140Q72X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    239136 | PA      | $235209.22    | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7136 2.5% 01/20/51                         | GINNIE MAE II POOL P#MA7136 2.50000000                                                           | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1742520 | PA      | $1482372.60   | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 5.25% 08/01/33                         | DOMINION ENERGY INC REGD SER F 5.25000000                                                        | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1169058.94   | 0.01%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ9999 3% 02/01/43                              | FANNIE MAE POOL UMBS P#AQ9999 3.00000000                                                         | CUSIP: 3138MSDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278225 | PA      | $250942.49    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W3 1A 6.75% 04/25/37                          | FANNIE MAE REMIC TRUST 2007-W3 SER 2007-W3 CL 1A3 6.75000000                                     | CUSIP: 31396VQB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11074 | PA      | $11209.29     | 0.00%             | 2037-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KCOT 2025-1A A 4.67% 11/15/28                          | KUBOTA CREDIT OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.67000000                      | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10800000 | PA      | $10942819.20  | 0.05%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY COR 5.2% 08/15/35                         | ATMOS ENERGY CORP REGD SER . 5.20000000                                                          | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   8681000 | PA      | $8782473.68   | 0.04%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HART 2025-B A3 4.36% 07/15/28                          | HYUNDAI AUTO RECEIVABLES TRUST SER 2025-B CL A3 REGD 4.36000000                                  | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2154000 | PA      | $2167789.91   | 0.01%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.7% 05/14/45                               | ABBVIE INC REGD 4.70000000                                                                       | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $2918200.30   | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8995 6% 07/01/54                              | FANNIE MAE POOL UMBS P#FS8995 6.00000000                                                         | CUSIP: 3140XQ7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10269025 | PA      | $10503698.59  | 0.05%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 7.5% 11/15/40                         | KINDER MORGAN ENER PART REGD 7.50000000                                                          | CUSIP: 28370TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $552051.94    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5021 4.5% 02/20/48                         | GINNIE MAE II POOL P#MA5021 4.50000000                                                           | CUSIP: 36179TSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1466000 | PA      | $1431103.15   | 0.01%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3740 SC V/R 10/15/40                               | FREDDIE MAC REMICS SER 3740 CL SC V/R 1.58167000                                                 | CUSIP: 3137GARQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89130 | PA      | $9617.33      | 0.00%             | 2040-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2962 4% 07/20/45                           | GINNIE MAE II POOL P#MA2962 4.00000000                                                           | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    897751 | PA      | $852628.09    | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 1.65% 01/15/31                            | AUTOZONE INC REGD 1.65000000                                                                     | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1318627.40   | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9726 6% 06/20/54                           | GINNIE MAE II POOL P#MA9726 6.00000000                                                           | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11063564 | PA      | $11258456.83  | 0.05%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50                           | UNITED STATES TREASURY BOND 1.37500000                                                           | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24025000 | PA      | $11845451.29  | 0.05%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28                         | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  16150000 | PA      | $15385699.96  | 0.07%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR 2024-54A A V/R 01/15/38                            | KKR CLO 54 LTD SER 2024-54A CL A V/R REGD 144A P/P 5.64088000                                    | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11525944.00  | 0.05%             | 2038-01-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30                         | ENERGY TRANSFER LP REGD 6.40000000                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2688722.53   | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/33                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.00000000                                              | CUSIP: 225313AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4858104.95   | 0.02%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 2015-M10 A2 V/R 04/25/27                           | FANNIE MAE-ACES SER 2015-M10 CL A2 V/R 3.09200000                                                | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3542772 | PA      | $3477459.64   | 0.02%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 4.688% 07/08/30                         | HONDA MOTOR CO LTD REGD 4.68800000                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |  11685000 | PA      | $11705098.55  | 0.05%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 2.67% 12/01/26                         | CDW LLC/CDW FINANCE REGD 2.67000000                                                              | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14070000 | PA      | $13714591.80  | 0.06%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#810663 5% 01/01/35                              | FANNIE MAE POOL UMBS P#810663 5.00000000                                                         | CUSIP: 31406HTU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6016 | PA      | $6102.15      | 0.00%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 5.15% 06/15/30                         | LPL HOLDINGS INC REGD 5.15000000                                                                 | CUSIP: 50212YAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15185981.55  | 0.07%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.4% 10/01/47                         | ENERGY TRANSFER LP REGD 5.40000000                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1335781.82   | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HESS CORP 4.3% 04/01/27                                | HESS CORP REGD 4.30000000                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4006000 | PA      | $3996604.77   | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/47                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    780000 | PA      | $585578.91    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9196 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#AB9196 3.50000000                                                         | CUSIP: 31417GGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145707 | PA      | $135605.07    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.95% 06/15/41                            | NISOURCE INC REGD 5.95000000                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1831255.92   | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNR 2025-31 MA 0.5% 09/25/54                           | FANNIE MAE REMICS SER 2025-31 CL MA 0.50000000                                                   | CUSIP: 3136BVYZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14523400 | PA      | $12100284.16  | 0.06%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND 6.012% 05/15/35                         | PEACHTREE FUND TRUST II REGD 144A P/P 6.01200000                                                 | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5124856.45   | 0.02%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ2 A1 V/R 12/25/61                          | TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000              | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5613425 | PA      | $5430195.93   | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.6% 06/15/51                         | COX COMMUNICATIONS INC REGD 144A P/P 3.60000000                                                  | CUSIP: 224044CP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $809354.89    | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1022 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#FA1022 2.50000000                                                         | CUSIP: 3140W1D42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16527252 | PA      | $13948585.26  | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-59 HB 5% 08/25/39                             | FANNIE MAE REMICS SER 2009-59 CL HB 5.00000000                                                   | CUSIP: 31396QRH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104552 | PA      | $106520.81    | 0.00%             | 2039-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#555732 V/R 08/01/33                             | FANNIE MAE POOL UMBS P#555732 V/R 6.99500000                                                     | CUSIP: 31385XLM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9701 | PA      | $9893.06      | 0.00%             | 2033-08-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4686 5% 06/01/52                              | FANNIE MAE POOL UMBS P#MA4686 5.00000000                                                         | CUSIP: 31418EF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6369097 | PA      | $6273340.39   | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2019-3 MB 3.5% 10/25/58                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 SER 2019-3 CL MB 3.50000000        | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3880000 | PA      | $3164035.63   | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CA0265 V/R 12/20/70                          | GINNIE MAE II POOL P#CA0265 V/R 2.98700000                                                       | CUSIP: 3617U7JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3263275 | PA      | $2940737.99   | 0.01%             | 2070-12-20      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMI 4.895% 03/06/48                         | TELEFONICA EMISIONES SAU REGD 4.89500000                                                         | CUSIP: 87938WAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   4575000 | PA      | $3845063.83   | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0091 5% 12/20/54                           | GINNIE MAE II POOL P#MB0091 5.00000000                                                           | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2771717 | PA      | $2724320.46   | 0.01%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.2% 09/15/49                         | BALTIMORE GAS & ELECTRIC REGD 3.20000000                                                         | CUSIP: 059165EL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $749236.01    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#893580 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#893580 V/R 7.06500000                                                     | CUSIP: 31410PXH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4631 | PA      | $4725.36      | 0.00%             | 2036-09-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/36                              | BARCLAYS PLC REGD V/R 5.78500000                                                                 | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5789000 | PA      | $5916866.45   | 0.03%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 7.8% 08/01/31                         | KINDER MORGAN INC REGD MTN SER GMTN 7.80000000                                                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $5297963.84   | 0.02%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| FHR 2208 PG 7% 01/15/30                                | FREDDIE MAC REMICS SER 2208 CL PG 7.00000000                                                     | CUSIP: 3133TNFP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7578 | PA      | $7819.13      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHS 264 F1 V/R 07/15/42                                | FREDDIE MAC STRIPS SER 264 CL F1 V/R 4.96833000                                                  | CUSIP: 3128HXM85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599093 | PA      | $593406.55    | 0.00%             | 2042-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8504 2.5% 10/01/35                            | FREDDIE MAC POOL UMBS P#SB8504 2.50000000                                                        | CUSIP: 3132D6NV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5518392 | PA      | $5206470.06   | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6338 6.5% 08/01/54                            | FREDDIE MAC POOL UMBS P#SD6338 6.50000000                                                        | CUSIP: 3132DUBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6955704 | PA      | $7249651.66   | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE  4.3% 09/30/28                         | PROTECTIVE LIFE CORP REGD 144A P/P 4.30000000                                                    | CUSIP: 743674BD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4484631.56   | 0.02%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4956 3% 05/01/30                              | FANNIE MAE POOL UMBS P#AS4956 3.00000000                                                         | CUSIP: 3138WEQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    367741 | PA      | $359663.24    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-90 ES V/R 10/25/35                            | FANNIE MAE REMICS SER 2005-90 CL ES V/R 5.82587500                                               | CUSIP: 31394FVU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8488 | PA      | $8913.45      | 0.00%             | 2035-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| GNMA P#614546 5.5% 06/15/33                            | GINNIE MAE I POOL P#614546 5.50000000                                                            | CUSIP: 36290QWF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       941 | PA      | $949.00       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CL1819 3.5% 02/20/52                         | GINNIE MAE II POOL P#CL1819 3.50000000                                                           | CUSIP: 3617Y9AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1705445 | PA      | $1559773.56   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 12/31/26                            | UNITED STATES TREASURY NOTE 1.75000000                                                           | CUSIP: 912828YX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  44760000 | PA      | $43410206.25  | 0.20%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/30                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CJM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5375000 | PA      | $5513994.17   | 0.03%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATIO 2.815% 06/01/70                         | FORD FOUNDATION/THE REGD SER 2020 2.81500000                                                     | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    790000 | PA      | $440572.91    | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R2 A1 V/R 08/25/64                            | CIM TRUST 2023-R2 SER 2023-R2 CL A1 V/R REGD 144A P/P 5.50000000                                 | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8225348 | PA      | $8299102.56   | 0.04%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65% 03/02/53                               | AMGEN INC REGD 5.65000000                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7347379.37   | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-1 M1 V/R 02/25/34                           | LONG BEACH MORTGAGE LOAN TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 5.18368000                       | CUSIP: 542514EU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44244 | PA      | $43950.11     | 0.00%             | 2034-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50                         | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                           | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4255000 | PA      | $3429563.53   | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q49329 4.5% 07/01/47                           | FREDDIE MAC GOLD POOL P#Q49329 4.50000000                                                        | CUSIP: 3132WPLK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    411287 | PA      | $400903.68    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2008-95 DS V/R 12/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-95 CL DS V/R 2.86794000                        | CUSIP: 38375DYP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130061 | PA      | $1846.90      | 0.00%             | 2038-12-20      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| UDR INC 2.1% 08/01/32                                  | UDR INC REGD MTN 2.10000000                                                                      | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1184396.30   | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FNR 2007-14 OP ZCP 03/25/37                            | FANNIE MAE REMICS SER 2007-14 CL OP ZCP 0.00000000                                               | CUSIP: 31396PE72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9038 | PA      | $7869.94      | 0.00%             | 2037-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2483 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AL2483 3.50000000                                                         | CUSIP: 3138EJXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    108660 | PA      | $101955.52    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMLTI 2009-10 1A V/R 09/25/33                          | CITIGROUP MORTGAGE LOAN TRUST 2009-10 SER 2009-10 CL 1A1 V/R REGD 144A P/P 6.52601400            | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25619 | PA      | $25616.39     | 0.00%             | 2033-09-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FHR 2567 QD 6% 02/15/33                                | FREDDIE MAC REMICS SER 2567 CL QD 6.00000000                                                     | CUSIP: 31393KA39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15993 | PA      | $16703.80     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 09/13/29                             | AIB GROUP PLC REGD V/R 144A P/P 6.60800000                                                       | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6070000 | PA      | $6421773.19   | 0.03%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M7 A2 V/R 02/25/27                            | FANNIE MAE-ACES SER 2017-M7 CL A2 V/R 2.96100000                                                 | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2727018 | PA      | $2674812.35   | 0.01%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 3% 02/01/51                          | GENERAL MILLS INC REGD 3.00000000                                                                | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $1920220.76   | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB 5.337% 09/20/27                            | SWEDBANK AB REGD 144A P/P 5.33700000                                                             | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   5125000 | PA      | $5228793.19   | 0.02%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#969230 5.5% 05/01/37                            | FANNIE MAE POOL UMBS P#969230 5.50000000                                                         | CUSIP: 31414LHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48224 | PA      | $49750.93     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9740 3% 05/01/36                              | FANNIE MAE POOL UMBS P#FM9740 3.00000000                                                         | CUSIP: 3140XDZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    447074 | PA      | $432339.98    | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR 2004-13F 3A3 6% 11/25/34                           | GSR MORTGAGE LOAN TRUST 2004-13F SER 2004-13F CL 3A3 REGD 6.00000000                             | CUSIP: 36242DLW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9346 | PA      | $9378.30      | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-20CB  V/R 07/25/35                          | ALTERNATIVE LOAN TRUST 2005-20CB SER 2005-20CB CL 3A8 V/R REGD 0.31632000                        | CUSIP: 12667GQN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248119 | PA      | $12015.28     | 0.00%             | 2035-07-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4310 2.08% 10/01/33                           | FANNIE MAE POOL UMBS P#BS4310 2.08000000                                                         | CUSIP: 3140LEYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9397252 | PA      | $7928540.12   | 0.04%             | 2033-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4626 4% 06/01/52                              | FANNIE MAE POOL UMBS P#MA4626 4.00000000                                                         | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6481113 | PA      | $6039233.67   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHMS K152 A2 V/R 01/25/31                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K152 CL A2 V/R 3.08000000            | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4126000 | PA      | $3899525.51   | 0.02%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/35                         | GOLDMAN SACHS GROUP INC REGD V/R 5.33000000                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8410000 | PA      | $8483118.64   | 0.04%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5258 4% 12/01/52                              | FANNIE MAE POOL UMBS P#FS5258 4.00000000                                                         | CUSIP: 3140XLZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3056697 | PA      | $2866127.96   | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 3.625% 01/15/32                         | JBS USA HOLD/FOOD/LUX CO REGD 3.62500000                                                         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4875000 | PA      | $4457649.79   | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4378 2% 07/01/51                              | FANNIE MAE POOL UMBS P#MA4378 2.00000000                                                         | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2451474 | PA      | $1950026.25   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6956 4.5% 06/01/48                            | FREDDIE MAC POOL UMBS P#ZM6956 4.50000000                                                        | CUSIP: 3131Y1WR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2217852 | PA      | $2157350.02   | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2011-30 LS V/R 04/25/41                            | FANNIE MAE REMICS SER 2011-30 CL LS V/R 1.88395300                                               | CUSIP: 31397SMD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151165 | PA      | $10023.16     | 0.00%             | 2041-04-25      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785183 V/R 10/20/70                          | GINNIE MAE II POOL P#785183 V/R 2.93100000                                                       | CUSIP: 3622AAUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6160264 | PA      | $5562614.57   | 0.03%             | 2070-10-20      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 05/15/41                           | UNITED STATES TREASURY BOND 4.37500000                                                           | CUSIP: 912810QQ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1500000 | PA      | $1453652.34   | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.4% 04/01/35                                  | MPLX LP REGD 5.40000000                                                                          | CUSIP: 55336VBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14895000 | PA      | $14788011.00  | 0.07%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHMS K106 X1 V/R 01/25/30                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K106 CL X1 V/R 1.43822400            | CUSIP: 3137FRUV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 126191833 | PA      | $6410469.41   | 0.03%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| TPMT 2023-CES2 A V/R 10/25/63                          | TOWD POINT MORTGAGE TRUST SER 2023-CES2 CL A1A V/R REGD 144A P/P 7.29400000                      | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2232565 | PA      | $2268892.08   | 0.01%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| FNR 2010-35 SJ V/R 04/25/40                            | FANNIE MAE REMICS SER 2010-35 CL SJ V/R 2.93450400                                               | CUSIP: 31398PGF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40730 | PA      | $42618.74     | 0.00%             | 2040-04-25      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| BPCE SA 3.25% 01/11/28                                 | BPCE SA REGD 144A P/P MTN 3.25000000                                                             | CUSIP: 05578AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   7815000 | PA      | $7602116.27   | 0.04%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/30                            | MORGAN STANLEY REGD V/R 5.04200000                                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1474634.75   | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VOYA 2019-3A AR V/R 10/17/32                           | VOYA CLO 2019-3 LTD SER 2019-3A CL AR V/R REGD 144A P/P 5.62140000                               | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19560939 | PA      | $19594036.17  | 0.09%             | 2032-10-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 4.4% 11/01/34                         | VERIZON COMMUNICATIONS REGD SER 20YR 4.40000000                                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2372683.30   | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R3 A1 V/R 03/25/62                            | CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000                                 | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2007446 | PA      | $1969230.60   | 0.01%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS3637 1.73% 11/01/31                           | FANNIE MAE POOL UMBS P#BS3637 1.73000000                                                         | CUSIP: 3140LEBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8634182 | PA      | $7467598.28   | 0.03%             | 2031-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| CARMX 2021-4 A 0.56% 05/15/25                          | CARMAX AUTO OWNER TRUST 2021-4 SER 2021-4 CL A3 REGD 0.56000000                                  | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107122 | PA      | $106947.70    | 0.00%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| GNR 2013-54 WA V/R 11/20/42                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-54 CL WA V/R 4.88338000                        | CUSIP: 38378MRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84516 | PA      | $86455.71     | 0.00%             | 2042-11-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 5.114% 10/01/54                            | NEW YORK NY REGD N/C B/E 5.11400000                                                              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    910000 | PA      | $856371.79    | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GNR 2018-148 DS V/R 10/20/48                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-148 CL DS V/R 0.00000000                       | CUSIP: 38381AHP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5519783 | PA      | $169989.45    | 0.00%             | 2048-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/44                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810RJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  84915000 | PA      | $65387866.78  | 0.30%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATOIL 6.45% 12/1/28 144A                             | STATOIL 144A 6.50000000                                                                          | CUSIP: 24820RAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |  10078000 | PA      | $10818293.20  | 0.05%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC 3.25% 07/15/31                         | NGPL PIPECO LLC REGD 144A P/P 3.25000000                                                         | CUSIP: 62928CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1830701.93   | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/41                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834KH0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $4612618.90   | 0.02%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| USCAR 2025-1A  4.49% 01/15/29                          | USB AUTO OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.49000000                           | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3864000 | PA      | $3895096.70   | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| XROAD 2025-A C 5.51% 02/20/32                          | CROSSROADS ASSET TRUST 2025-A SER 2025-A CL C REGD 144A P/P 5.51000000                           | CUSIP: 22767VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $931355.77    | 0.00%             | 2032-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.9% 12/10/61                           | MERCK & CO INC REGD 2.90000000                                                                   | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $865683.24    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H01 TA V/R 01/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL TA V/R 4.94602000                       | CUSIP: 38375BE99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3565 | PA      | $3545.49      | 0.00%             | 2063-01-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T2 2 V/R 07/25/43                            | FANNIE MAE GRANTOR TRUST SERIES 2004-T2 CLASS 2A V/R 5.27110000                                  | CUSIP: 31393X7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31602 | PA      | $32102.18     | 0.00%             | 2043-07-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUT 1.7% 06/01/28                         | NORTHWESTERN MUTUAL GLBL REGD 144A P/P MTN 1.70000000                                            | CUSIP: 66815L2D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1862295.95   | 0.01%             | 2028-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  4.9% 09/15/30                         | TARGA RESOURCES CORP REGD 4.90000000                                                             | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4902000 | PA      | $4943382.24   | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8832 6% 03/01/55                              | FREDDIE MAC POOL UMBS P#QX8832 6.00000000                                                        | CUSIP: 31426FY68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3107782 | PA      | $3172565.00   | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 1927 PH 7.5% 01/15/27                              | FREDDIE MAC REMICS SER 1927 CL PH 7.50000000                                                     | CUSIP: 3133T8TQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1397 | PA      | $1413.41      | 0.00%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-1 A1 V/R 03/25/64                            | TOWD POINT MORTGAGE TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 4.82700100                   | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3865821 | PA      | $3926082.12   | 0.02%             | 2064-03-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| CARMX 2021-3 C 1.25% 07/15/25                          | CARMAX AUTO OWNER TRUST 2021-3 SER 2021-3 CL C REGD 1.25000000                                   | CUSIP: 14317DAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3313973.43   | 0.02%             | 2027-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC5978 2.5% 08/01/51                            | FREDDIE MAC POOL UMBS P#QC5978 2.50000000                                                        | CUSIP: 3133AQUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6035686 | PA      | $5051883.81   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-71 HJ 5.5% 07/25/40                           | FANNIE MAE REMICS SER 2010-71 CL HJ 5.50000000                                                   | CUSIP: 31398TDU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89975 | PA      | $93773.17     | 0.00%             | 2040-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2525 8% 12/20/27                             | GINNIE MAE II POOL P#2525 8.00000000                                                             | CUSIP: 36202CYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       240 | PA      | $243.65       | 0.00%             | 2027-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHR 5021 SB V/R 10/25/50                               | FREDDIE MAC REMICS SER 5021 CL SB V/R 0.00000000                                                 | CUSIP: 3137FWN22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12478743 | PA      | $389254.41    | 0.00%             | 2050-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3906 6% 10/01/53                              | FREDDIE MAC POOL UMBS P#SD3906 6.00000000                                                        | CUSIP: 3132E0KT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5131439 | PA      | $5255051.16   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-91 WA V/R 04/20/43                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-91 CL WA V/R 4.41439000                        | CUSIP: 38378TTL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116095 | PA      | $111856.44    | 0.00%             | 2043-04-20      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5651 4% 12/20/48                           | GINNIE MAE II POOL P#MA5651 4.00000000                                                           | CUSIP: 36179UH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    678115 | PA      | $639195.70    | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3344 SL V/R 07/15/37                               | FREDDIE MAC REMICS SER 3344 CL SL V/R 2.18167000                                                 | CUSIP: 31397JYA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15242 | PA      | $1352.40      | 0.00%             | 2037-07-15      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67701 3% 10/01/46                             | FREDDIE MAC GOLD POOL P#G67701 3.00000000                                                        | CUSIP: 3132XCRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8239700 | PA      | $7438082.16   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.8% 06/15/54                         | DUKE ENERGY CORP REGD 5.80000000                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952791.78   | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ0040 2.5% 09/01/50                            | FANNIE MAE POOL UMBS P#BQ0040 2.50000000                                                         | CUSIP: 3140KKBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2305359 | PA      | $1950011.90   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTR 2018-32A A V/R 07/18/31                          | VENTURE 32 CLO LTD SER 2018-32A CL A1 V/R REGD 144A P/P 5.63108000                               | CUSIP: 92325QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3947774 | PA      | $3950651.49   | 0.02%             | 2031-07-18      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FNR 2008-81 SB V/R 09/25/38                            | FANNIE MAE REMICS SER 2008-81 CL SB V/R 1.43035000                                               | CUSIP: 31397MUL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65981 | PA      | $4186.69      | 0.00%             | 2038-09-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATIO 5.1% 09/23/30                         | SYSCO CORPORATION REGD 5.10000000                                                                | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3284000 | PA      | $3364543.29   | 0.02%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB0691 2% 12/01/41                              | FREDDIE MAC POOL UMBS P#RB0691 2.00000000                                                        | CUSIP: 3133KTXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7685544 | PA      | $6623735.12   | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40                           | UNITED STATES TREASURY BOND 1.37500000                                                           | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  50200000 | PA      | $31980929.56  | 0.15%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CFAB 2003-6 1A5 V/R 11/25/34                           | CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A5 V/R REGD 5.85000000                          | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61088 | PA      | $60381.39     | 0.00%             | 2034-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SASC 2003-34A 3A V/R 11/25/33                          | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS SER 2003-34A CL 3A3 V/R REGD 5.71701000           | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5483 | PA      | $5449.85      | 0.00%             | 2033-11-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDI 4.317% 12/30/39                         | FLEX INTERMEDIATE HOLDCO REGD 144A P/P 4.31700000                                                | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1073253.76   | 0.00%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/28                            | MORGAN STANLEY REGD V/R 6.29600000                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5572967.14   | 0.03%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P20570 7% 07/01/29                             | FREDDIE MAC GOLD POOL P#P20570 7.00000000                                                        | CUSIP: 31283YQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       429 | PA      | $437.52       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.6% 12/15/26                             | NNN REIT INC REGD 3.60000000                                                                     | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $691524.20    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNR 2008-40 SA V/R 05/16/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-40 CL SA V/R 1.97376000                        | CUSIP: 38375QKS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180146 | PA      | $9046.63      | 0.00%             | 2038-05-16      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-2 1A4 V/R 04/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES W SER 2005-2 CL 1A4 V/R REGD 0.61632000     | CUSIP: 9393363L5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284165 | PA      | $13933.77     | 0.00%             | 2035-04-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8114 3.5% 06/01/52                            | FANNIE MAE POOL UMBS P#FS8114 3.50000000                                                         | CUSIP: 3140XQAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13004592 | PA      | $11754786.53  | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-47 PE 5.75% 06/25/33                          | FANNIE MAE REMICS SER 2003-47 CL PE 5.75000000                                                   | CUSIP: 31393CRH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18772 | PA      | $19491.23     | 0.00%             | 2033-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMM 2013-300P A V/R 08/10/23                          | COMM 2013-300P MORTGAGE TRUST SER 2013-300P CL A1 V/R REGD 144A P/P 4.35300000                   | CUSIP: 12625XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    516000 | PA      | $515325.23    | 0.00%             | 2030-08-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-28CB A 6% 10/25/36                          | ALTERNATIVE LOAN TRUST 2006-28CB SER 2006-28CB CL A17 REGD 6.00000000                            | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47096 | PA      | $22316.35     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28                            | UNITED STATES TREASURY NOTE 0.75000000                                                           | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  73860000 | PA      | $68525346.28  | 0.32%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#995505 8% 01/01/38                              | FANNIE MAE POOL UMBS P#995505 8.00000000                                                         | CUSIP: 31416B3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1121 | PA      | $1163.24      | 0.00%             | 2038-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CFAB 2003-6 1A7 S/UP 11/25/34                          | CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A7 S/UP REGD 5.27700000                         | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104010 | PA      | $102855.04    | 0.00%             | 2034-11-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GNR 2004-17 MZ 5.5% 03/16/34                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-17 CL MZ 5.50000000                            | CUSIP: 38374FYS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    982043 | PA      | $979979.46    | 0.00%             | 2034-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES I 4.5% 06/15/30                         | ANALOG DEVICES INC REGD 4.50000000                                                               | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |  15506000 | PA      | $15632627.42  | 0.07%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/45                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834PH5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4035000 | PA      | $1508307.82   | 0.01%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 5.55% 08/15/35                         | TARGA RESOURCES CORP REGD 5.55000000                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3015177.81   | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4045 2% 06/01/40                              | FANNIE MAE POOL UMBS P#MA4045 2.00000000                                                         | CUSIP: 31418DP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2265919 | PA      | $1965978.47   | 0.01%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY 5.6% 05/15/32                         | AMERICOLD REALTY OPER PA REGD 5.60000000                                                         | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5024477.20   | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHR 2455 GK 6.5% 05/15/32                              | FREDDIE MAC REMICS SER 2455 CL GK 6.50000000                                                     | CUSIP: 31392K5C6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9613 | PA      | $10082.42     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC 3.055% 10/04/26                             | FORTIS INC REGD SER WI 3.05500000                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   1568000 | PA      | $1540059.12   | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2725 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AT2725 3.00000000                                                         | CUSIP: 3138WQA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3326138 | PA      | $3005465.48   | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/35                              | BARCLAYS PLC REGD V/R 5.33500000                                                                 | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $8932446.99   | 0.04%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  4.263% 06/01/36                         | PG&E WILDFIRE RECOVERY REGD SER A-2 4.26300000                                                   | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1635072.71   | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.65% 01/15/53                         | T-MOBILE USA INC REGD 5.65000000                                                                 | CUSIP: 87264ACW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967485.51    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9599 2.5% 04/20/54                         | GINNIE MAE II POOL P#MA9599 2.50000000                                                           | CUSIP: 36179YUY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4338890 | PA      | $3688366.18   | 0.02%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.338% 04/04/27                         | GLENCORE FUNDING LLC REGD 144A P/P 5.33800000                                                    | CUSIP: 378272BR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9813000 | PA      | $9947715.61   | 0.05%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SASC 2003-37A 2A V/R 12/25/33                          | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS- SER 2003-37A CL 2A V/R REGD 5.74696900           | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36643 | PA      | $36176.21     | 0.00%             | 2033-12-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 6.45% 09/15/36                         | OCCIDENTAL PETROLEUM COR REGD 6.45000000                                                         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4092490.24   | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0359 2.5% 07/01/35                            | FREDDIE MAC POOL UMBS P#SB0359 2.50000000                                                        | CUSIP: 3132CWMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    290596 | PA      | $272913.21    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RT FIN 2023 7.85100% 10/15/43                          | RT FIN 2023 LLC REGD 144A 7.85100000                                                             | CUSIP: 74983KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5012610 | PA      | $5102847.33   | 0.02%             | 2043-10-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 03/01/35                         | NATWEST GROUP PLC REGD V/R 5.77800000                                                            | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2865000 | PA      | $2975150.66   | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W6 3A 6.5% 09/25/42                           | FANNIE MAE TRUST 2003-W6 SER 2003-W6 CL 3A 6.50000000                                            | CUSIP: 31393BU94<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51454 | PA      | $52641.24     | 0.00%             | 2042-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 2325 PM 7% 06/15/31                                | FREDDIE MAC REMICS SER 2325 CL PM 7.00000000                                                     | CUSIP: 3133TU3J5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2323 | PA      | $2420.73      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WMALT 2006-1 3 5.75% 02/25/36                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2006-1 CL 3A2 REGD 5.75000000     | CUSIP: 93934FKP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7744 | PA      | $7291.15      | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91403 3.5% 03/01/32                           | FREDDIE MAC GOLD POOL P#C91403 3.50000000                                                        | CUSIP: 3128P7RY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50634 | PA      | $49680.09     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUIS 6.125% 08/15/43                         | TRINITY ACQUISITION PLC REGD 6.12500000                                                          | CUSIP: 89641UAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4999944.65   | 0.02%             | 2043-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M5 A2 V/R 04/25/29                            | FANNIE MAE-ACES SER 2017-M5 CL A2 V/R 3.10900000                                                 | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2434862 | PA      | $2351912.60   | 0.01%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY C 4.125% 10/15/44                         | ATMOS ENERGY CORP REGD 4.12500000                                                                | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1540246.54   | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICI 5.58% 10/20/35                         | CHILE ELECTRICITY LUX REGD 144A P/P 5.58000000                                                   | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3737002 | PA      | $3737308.42   | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-1A  3.83% 08/20/27                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-1A CL A REGD 144A P/P 3.83000000               | CUSIP: 05377REZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17300000 | PA      | $17112582.18  | 0.08%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 3.75% 02/25/26                         | GOLDMAN SACHS GROUP INC REGD 3.75000000                                                          | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9005000 | PA      | $8964686.60   | 0.04%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 2.6% 03/15/31                         | WILLIAMS COMPANIES INC REGD 2.60000000                                                           | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2266676.99   | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TVA 4.875% 05/15/35                                    | TENNESSEE VALLEY AUTHORITY 4.87500000                                                            | CUSIP: 880591FD9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9638000 | PA      | $9850477.90   | 0.05%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASCO CORP 2% 10/01/30                                 | MASCO CORP REGD 2.00000000                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    760000 | PA      | $659704.13    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35                         | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                          | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $683766.15    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6620 2.5% 08/01/35                            | FANNIE MAE POOL UMBS P#CA6620 2.50000000                                                         | CUSIP: 3140QELA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1412830 | PA      | $1326854.78   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-5A  6.13% 10/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 SER 2023-5A CL A REGD 144A P/P 6.13000000               | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8875000 | PA      | $8986282.74   | 0.04%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BX4943 2.5% 09/20/50                         | GINNIE MAE II POOL P#BX4943 2.50000000                                                           | CUSIP: 3617Q9P46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2690669 | PA      | $2278086.23   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V60869 2.5% 07/01/30                           | FREDDIE MAC GOLD POOL P#V60869 2.50000000                                                        | CUSIP: 3132KE6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    773654 | PA      | $749362.58    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATIO 6.6% 04/01/50                         | SYSCO CORPORATION REGD 6.60000000                                                                | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1083099.78   | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITA 2.375% 10/15/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 2.37500000                                                 | CUSIP: 44891ABP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1141040.52   | 0.01%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-5 1A4 5.5% 06/25/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-5 SER 2004-5 CL 1A4 REGD 5.50000000                         | CUSIP: 12669FVR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40139 | PA      | $39659.63     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5765 5% 02/20/49                           | GINNIE MAE II POOL P#MA5765 5.00000000                                                           | CUSIP: 36179UMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2241707 | PA      | $2236656.25   | 0.01%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08790 4.5% 11/01/47                           | FREDDIE MAC GOLD POOL P#G08790 4.50000000                                                        | CUSIP: 3128MJ2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    265664 | PA      | $258906.13    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  3.65% 04/15/45                         | UNION ELECTRIC CO REGD 3.65000000                                                                | CUSIP: 906548CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1050092.92   | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#256636 5.5% 03/01/37                            | FANNIE MAE POOL UMBS P#256636 5.50000000                                                         | CUSIP: 31371NBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139587 | PA      | $143893.99    | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-25 FN V/R 05/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-25 CL FN V/R 4.72624000                        | CUSIP: 38375J2G9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25969 | PA      | $25727.93     | 0.00%             | 2037-05-16      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M10 A2 V/R 01/25/32                           | FANNIE MAE-ACES SER 2022-M10 CL A2 V/R 1.99200000                                                | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13025000 | PA      | $11273502.20  | 0.05%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.097% 10/01/31                         | COLUMBIA PIPELINE HOLDCO REGD 144A P/P 5.09700000                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    992000 | PA      | $996301.88    | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3737 4% 06/20/46                           | GINNIE MAE II POOL P#MA3737 4.00000000                                                           | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    611764 | PA      | $580523.71    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHMS K055 X1 V/R 03/25/26                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K055 CL X1 V/R 1.46403400            | CUSIP: 3137BPW39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23847915 | PA      | $167073.72    | 0.00%             | 2026-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 09/14/27                         | BANCO SANTANDER SA REGD V/R 1.72200000                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2897931.72   | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53                           | UNITED STATES TREASURY BOND 4.12500000                                                           | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8982000 | PA      | $8023101.35   | 0.04%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1510 4% 07/01/43                              | FANNIE MAE POOL UMBS P#MA1510 4.00000000                                                         | CUSIP: 31418AVC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    311890 | PA      | $298273.96    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                         | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2676404.47   | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.8% 05/15/34                         | PACIFIC GAS & ELECTRIC REGD 5.80000000                                                           | CUSIP: 694308KR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4992000 | PA      | $4990992.56   | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHR 3383 SA V/R 11/15/37                               | FREDDIE MAC REMICS SER 3383 CL SA V/R 2.03167000                                                 | CUSIP: 31397P4L1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50643 | PA      | $3822.14      | 0.00%             | 2037-11-15      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| KLA CORP 3.3% 03/01/50                                 | KLA CORP REGD 3.30000000                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1247065.65   | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4840 5% 11/20/47                           | GINNIE MAE II POOL P#MA4840 5.00000000                                                           | CUSIP: 36179TLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    442865 | PA      | $442185.34    | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 5.15% 02/15/35                             | CENCORA INC REGD 5.15000000                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4876028.17   | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2499 8% 10/20/27                             | GINNIE MAE II POOL P#2499 8.00000000                                                             | CUSIP: 36202CX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       294 | PA      | $299.11       | 0.00%             | 2027-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.75% 10/20/28                         | DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000                                                | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13813000 | PA      | $13845033.17  | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOAA 2004-6 15PO ZCP 07/25/49                          | BANC OF AMERICA ALTERNATIVE LOAN TRUST 2004-6 SER 2004-6 CL 15PO ZCP REGD 0.00000000             | CUSIP: 05948KSR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       868 | PA      | $365.73       | 0.00%             | 2049-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERO 2016-2A A 3.75% 09/20/36                          | HERO FUNDING TRUST 2016-2 SER 2016-2A CL A REGD 144A P/P 3.75000000                              | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    513865 | PA      | $480696.88    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2004-36 FA V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-36 CL FA V/R 4.81965000                                               | CUSIP: 31393X5U7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59035 | PA      | $58731.80     | 0.00%             | 2034-05-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATH 6.125% 04/01/36                         | BERKSHIRE HATHAWAY ENERG REGD 6.12500000                                                         | CUSIP: 59562VAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $393630.91    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMFIT 2020-2A  1.75% 02/14/27                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 SER 2020-2A CL A REGD 144A P/P 1.75000000                | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9400000 | PA      | $9164600.50   | 0.04%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNR 2005-73 ZB 5.5% 08/25/35                           | FANNIE MAE REMICS SER 2005-73 CL ZB 5.50000000                                                   | CUSIP: 31394EB80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    252530 | PA      | $263112.51    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM9948 V/R 03/20/72                          | GINNIE MAE II POOL P#CM9948 V/R 5.96500000                                                       | CUSIP: 3617YWBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9405133 | PA      | $9916834.37   | 0.05%             | 2072-03-20      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| FMR LLC 4.95% 02/01/33                                 | FMR LLC REGD P/P 4.95000000                                                                      | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250153.39    | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/23/31                         | NATWEST GROUP PLC REGD V/R 5.11500000                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  17207000 | PA      | $17488576.90  | 0.08%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA P#632415 5.5% 07/15/34                            | GINNIE MAE I POOL P#632415 5.50000000                                                            | CUSIP: 36291MSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2075 | PA      | $2136.15      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5% 09/15/34                                  | KROGER CO REGD 5.00000000                                                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $6046444.08   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING  3.75% 01/11/27                         | LLOYDS BANKING GROUP PLC REGD 3.75000000                                                         | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1982654.08   | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N0249 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1N0249 V/R 6.32500000                                                | CUSIP: 3128QGH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11416 | PA      | $11568.65     | 0.00%             | 2036-10-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5702 2.5% 05/01/50                            | FANNIE MAE POOL UMBS P#CA5702 2.50000000                                                         | CUSIP: 3140QDKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8274971 | PA      | $6958593.37   | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#781328 7% 09/15/31                              | GINNIE MAE I POOL P#781328 7.00000000                                                            | CUSIP: 36225BPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18890 | PA      | $19567.92     | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CJ7141 V/R 11/20/71                          | GINNIE MAE II POOL P#CJ7141 V/R 5.55900000                                                       | CUSIP: 3617XP5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4462130 | PA      | $4632351.75   | 0.02%             | 2071-11-20      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3663 3.5% 05/20/46                         | GINNIE MAE II POOL P#MA3663 3.50000000                                                           | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3036256 | PA      | $2825646.42   | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/43                           | UNITED STATES TREASURY BOND 2.87500000                                                           | CUSIP: 912810RB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 107560000 | PA      | $82901029.95  | 0.38%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#256352 6.5% 08/01/26                            | FANNIE MAE POOL UMBS P#256352 6.50000000                                                         | CUSIP: 31371MWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2444 | PA      | $2523.80      | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A 4.53% 08/15/27                          | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-B CL A3 REGD 144A P/P 4.53000000              | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8493000 | PA      | $8551412.31   | 0.04%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GNMA P#604209 6.5% 04/15/33                            | GINNIE MAE I POOL P#604209 6.50000000                                                            | CUSIP: 36200MGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4034 | PA      | $4128.16      | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/28                          | SOCIETE GENERALE REGD V/R 144A P/P 2.79700000                                                    | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2955000 | PA      | $2869640.24   | 0.01%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| FHLMC P#846812 V/R 04/01/30                            | FREDDIE MAC NON GOLD POOL P#846812 V/R 6.47600000                                                | CUSIP: 3128HDR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       122 | PA      | $121.43       | 0.00%             | 2030-04-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| FNR 2006-8 WQ ZCP 03/25/36                             | FANNIE MAE REMICS SER 2006-8 CL WQ ZCP 0.00000000                                                | CUSIP: 31394VX39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62723 | PA      | $51955.95     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2005-9 AP ZCP 10/25/35                            | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES  SER 2005-9 CL AP ZCP REGD 0.00000000             | CUSIP: 2254586K9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2951 | PA      | $2261.90      | 0.00%             | 2035-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#820602 V/R 03/01/35                             | FANNIE MAE POOL UMBS P#820602 V/R 6.60500000                                                     | CUSIP: 31406UU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5310 | PA      | $5410.86      | 0.00%             | 2035-03-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL6438 2.05% 06/01/35                           | FANNIE MAE POOL UMBS P#BL6438 2.05000000                                                         | CUSIP: 3140HYEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $1963464.67   | 0.01%             | 2035-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.4% 10/15/28                         | GENERAL MOTORS FINL CO REGD 2.40000000                                                           | CUSIP: 37045XDP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4160000 | PA      | $3871812.96   | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6256 2.5% 07/01/50                            | FANNIE MAE POOL UMBS P#CA6256 2.50000000                                                         | CUSIP: 3140QD5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9951541 | PA      | $8390354.75   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2016 3% 04/01/43                              | FANNIE MAE POOL UMBS P#AT2016 3.00000000                                                         | CUSIP: 3138WPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    509407 | PA      | $460082.79    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.329% 09/21/28                         | VERIZON COMMUNICATIONS REGD SER WI 4.32900000                                                    | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  15822000 | PA      | $15887425.87  | 0.07%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SCRT 2024-1 MT 3% 11/25/63                             | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-1 SER 2024-1 CL MT 3.00000000        | CUSIP: 35563PR43<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4352451 | PA      | $3675056.81   | 0.02%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4578 2.5% 04/01/52                            | FANNIE MAE POOL UMBS P#MA4578 2.50000000                                                         | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11124669 | PA      | $9247964.32   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2004-59 BG ZCP 12/25/32                            | FANNIE MAE REMICS SER 2004-59 CL BG ZCP 0.00000000                                               | CUSIP: 31394AVD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3013 | PA      | $2670.38      | 0.00%             | 2032-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16177 2% 01/01/32                             | FREDDIE MAC GOLD POOL P#G16177 2.00000000                                                        | CUSIP: 3128MFCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1512076 | PA      | $1437039.32   | 0.01%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-71 DS V/R 08/25/33                            | FANNIE MAE REMICS SER 2003-71 CL DS V/R 1.56397800                                               | CUSIP: 31393EKS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35041 | PA      | $32755.61     | 0.00%             | 2033-08-25      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER C 7.375% 03/15/32                         | WEYERHAEUSER CO REGD 7.37500000                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    142000 | PA      | $160309.35    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-2A  7.01% 11/15/28                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000           | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7312000 | PA      | $7473284.44   | 0.03%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY C 4.35% 06/01/28                         | VALERO ENERGY CORP REGD 4.35000000                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3416000 | PA      | $3417680.19   | 0.02%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FSPC T-56 A5 5.231% 05/25/43                           | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-56 CL A5 5.23100000                       | CUSIP: 31393RGG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    323563 | PA      | $308288.85    | 0.00%             | 2043-05-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GNR 2006-59 SD V/R 10/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-59 CL SD V/R 2.26794000                        | CUSIP: 38374NQ34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31333 | PA      | $1948.00      | 0.00%             | 2036-10-20      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% JULY 24                           | GNMA II 30 YR TBA 2% JULY 24   TO BE ANNOUNCED 2.00000000                                        | CUSIP: 21H020675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2095000 | PA      | $1705749.21   | 0.01%             | 2055-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31                         | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                    | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12110000 | PA      | $11094172.27  | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H14 GF V/R 07/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H14 CL GF V/R 4.91602000                       | CUSIP: 38375UMD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221712 | PA      | $222050.65    | 0.00%             | 2064-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITA 4.5% 10/04/34                         | ACCENTURE CAPITAL INC REGD 4.50000000                                                            | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1547410.48   | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016 3.65% 10/07/25                         | UNITED AIR 2016-2 B PTT REGD SER 16-2 3.65000000                                                 | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144444 | PA      | $1136066.54   | 0.01%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34                         | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                         | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6401746.74   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GNR 2002-52 GH 6.5% 07/20/32                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2002-52 CL GH 6.50000000                            | CUSIP: 38373XE69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21699 | PA      | $21642.62     | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVE 4.355% 10/01/35                         | COLUMBIA UNIVERSITY REGD SER 2024 4.35500000                                                     | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4285633.95   | 0.02%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FHR 3117 EO ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL EO ZCP 0.00000000                                                 | CUSIP: 31396HUN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8868 | PA      | $7837.65      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31                         | BANK OF AMERICA CORP REGD V/R 2.59200000                                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2997000 | PA      | $2739859.23   | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.488% 10/15/27                          | BANK 2017-BNK8 SER 2017-BNK8 CL A4 REGD 3.48800000                                               | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12745000 | PA      | $12312498.43  | 0.06%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8104 3% 07/01/51                              | FANNIE MAE POOL UMBS P#FM8104 3.00000000                                                         | CUSIP: 3140XCAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.01         | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2072 3% 07/20/44                           | GINNIE MAE II POOL P#MA2072 3.00000000                                                           | CUSIP: 36179QJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107683 | PA      | $97337.27     | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.75% 10/15/31                               | ONEOK INC REGD 4.75000000                                                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272271.69    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Z40045 5% 02/01/39                             | FREDDIE MAC GOLD POOL P#Z40045 5.00000000                                                        | CUSIP: 3132FCBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    142634 | PA      | $144816.67    | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2004-61 SK V/R 11/25/32                            | FANNIE MAE REMICS SER 2004-61 CL SK V/R 8.50000000                                               | CUSIP: 31394ATX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4682 | PA      | $4861.74      | 0.00%             | 2032-11-25      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.625% 03/15/32                                | HCA INC REGD 3.62500000                                                                          | CUSIP: 404119CK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4224526.78   | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/31                              | BARCLAYS PLC REGD V/R 5.36700000                                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2115000 | PA      | $2160444.03   | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.25% 01/15/36                         | JEFFERIES FIN GROUP INC REGD 6.25000000                                                          | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160623.23    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9671 2% 12/01/51                              | FANNIE MAE POOL UMBS P#FM9671 2.00000000                                                         | CUSIP: 3140XDW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10233781 | PA      | $8226939.96   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-116 SB V/R 11/25/33                           | FANNIE MAE REMICS SER 2003-116 CL SB V/R 3.18035000                                              | CUSIP: 31393T4W3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29001 | PA      | $2533.20      | 0.00%             | 2033-11-25      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT7117 3.5% 06/01/33                            | FANNIE MAE POOL UMBS P#AT7117 3.50000000                                                         | CUSIP: 3138WU4B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54497 | PA      | $53224.63     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NZES 2021-GNT 3.474% 11/25/26                          | NRZ EXCESS SPREAD-COLLATERALIZED  SER 2021-GNT1 CL A REGD 144A P/P 3.47400000                    | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3267830 | PA      | $3166171.51   | 0.01%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BG7416 4.5% 04/20/48                         | GINNIE MAE II POOL P#BG7416 4.50000000                                                           | CUSIP: 3617GSGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1179274 | PA      | $1138468.61   | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3873 3% 08/20/46                           | GINNIE MAE II POOL P#MA3873 3.00000000                                                           | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9701431 | PA      | $8709331.34   | 0.04%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3996 XF V/R 12/15/40                               | FREDDIE MAC REMICS SER 3996 CL XF V/R 4.96833000                                                 | CUSIP: 3137ALWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100337 | PA      | $100265.88    | 0.00%             | 2040-12-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0664 3% 02/01/52                              | FANNIE MAE POOL UMBS P#FS0664 3.00000000                                                         | CUSIP: 3140XFW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13475752 | PA      | $11786310.80  | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-54 3A 7% 02/25/43                               | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-54 CL 3A 7.00000000                       | CUSIP: 31393LFM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49680 | PA      | $51552.09     | 0.00%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6317 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#AB6317 3.50000000                                                         | CUSIP: 31417DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225514 | PA      | $211624.30    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASG 2011-1 2A35 V/R 09/28/36                           | ASG RESECURITIZATION TRUST 2011-1 SER 2011-1 CL 2A35 V/R REGD 144A P/P 6.00000000                | CUSIP: 00190VDB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26646 | PA      | $7905.20      | 0.00%             | 2036-09-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-54CB 5.5% 11/25/35                          | ALTERNATIVE LOAN TRUST 2005-54CB SER 2005-54CB CL 1A11 REGD 5.50000000                           | CUSIP: 12668APD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79587 | PA      | $61046.77     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 11/19/30                               | BNP PARIBAS REGD V/R 144A P/P 5.28300000                                                         | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7335000 | PA      | $7474810.38   | 0.03%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BBCMS 2021-C1 2.421% 10/15/31                          | BBCMS MORTGAGE TRUST 2021-C12 SER 2021-C12 CL A4 REGD 2.42100000                                 | CUSIP: 05552XBF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25600000 | PA      | $22634165.76  | 0.10%             | 2054-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#750977 4.5% 11/01/33                            | FANNIE MAE POOL UMBS P#750977 4.50000000                                                         | CUSIP: 31403KJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3558 | PA      | $3541.45      | 0.00%             | 2033-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCRT 2022-1 MT 3.25% 11/25/61                          | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1 SER 2022-1 CL MTU 3.25000000       | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7887048 | PA      | $6784146.99   | 0.03%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 FL V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL FL V/R 4.87965000                                               | CUSIP: 31395NC96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10474 | PA      | $10407.23     | 0.00%             | 2036-07-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| FNR 1999-18 Z 5.5% 04/18/29                            | FANNIE MAE REMICS SER 1999-18 CL Z 5.50000000                                                    | CUSIP: 31359VRN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       238 | PA      | $237.46       | 0.00%             | 2029-04-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.875% 11/07/29                         | FORD MOTOR CREDIT CO LLC REGD 5.87500000                                                         | CUSIP: 345397G49<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2359000 | PA      | $2365923.28   | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 4.65% 05/15/27                              | VMWARE LLC REGD 4.65000000                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1377992.28   | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OPTN 2024-1A  6.546% 10/08/25                          | OPORTUN ISSUANCE TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 6.54600000                          | CUSIP: 68377JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3501355 | PA      | $3507858.87   | 0.02%             | 2031-04-08      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INS V/R 09/14/77                         | SUMITOMO LIFE INSUR REGD V/R 144A P/P 4.00000000                                                 | CUSIP: 86564CAB6<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $975389.30    | 0.00%             | 2077-09-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.4% 07/01/49                               | FISERV INC REGD 4.40000000                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2333254.56   | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNR 2005-42 PS V/R 05/25/35                            | FANNIE MAE REMICS SER 2005-42 CL PS V/R 5.95087500                                               | CUSIP: 31394DRU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       710 | PA      | $726.10       | 0.00%             | 2035-05-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| FNR 2008-10 XI V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-10 CL XI V/R 1.81035000                                               | CUSIP: 31396YKW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23741 | PA      | $2128.77      | 0.00%             | 2038-03-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5% 01/30/29                            | CVS HEALTH CORP REGD 5.00000000                                                                  | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    783000 | PA      | $794910.58    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9306 6% 06/01/53                              | FREDDIE MAC POOL UMBS P#RA9306 6.00000000                                                        | CUSIP: 3133KRKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7135726 | PA      | $7286144.19   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT1572 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AT1572 3.00000000                                                         | CUSIP: 3138WNXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100546 | PA      | $90789.94     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES  6.05% 01/15/29                         | BIMBO BAKERIES USA INC REGD 144A P/P 6.05000000                                                  | CUSIP: 09031WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $248783.54    | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHR 2435 CJ 6.5% 04/15/32                              | FREDDIE MAC REMICS SER 2435 CL CJ 6.50000000                                                     | CUSIP: 31392K2Z8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15623 | PA      | $16324.56     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-80 AZ 5% 07/25/40                             | FANNIE MAE REMICS SER 2010-80 CL AZ 5.00000000                                                   | CUSIP: 31398R2F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250564 | PA      | $2213325.92   | 0.01%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 4.75% 07/15/30                         | MARVELL TECHNOLOGY INC REGD 4.75000000                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7003000 | PA      | $7034005.71   | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2549 7.5% 02/20/28                           | GINNIE MAE II POOL P#2549 7.50000000                                                             | CUSIP: 36202CZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150 | PA      | $151.08       | 0.00%             | 2028-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16- 3.2% 06/15/28                         | AMER AIRLINE 16-2 AA PTT REGD SER AA 3.20000000                                                  | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    922640 | PA      | $884325.90    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IDENTITY DIG 6.793% 3/20/65                            | IDENTITY DIGITAL CAPITAL LLC REGD 6.79300000                                                     | CUSIP: 45175XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.05%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| UMBS P#AS5332 4% 07/01/45                              | FANNIE MAE POOL UMBS P#AS5332 4.00000000                                                         | CUSIP: 3138WE4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2243697 | PA      | $2130474.73   | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/24/34                         | PNC FINANCIAL SERVICES REGD V/R 5.06800000                                                       | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3433000 | PA      | $3450084.77   | 0.02%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BSCMS 2007-T26 X V/R 01/12/45                          | BEAR STEARNS COMMERCIAL MORTGAGE SEC SER 2007-T26 CL X1 V/R REGD 144A P/P 1.17008000             | CUSIP: 07388VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28322 | PA      | $0.70         | 0.00%             | 2045-01-12      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3490 2% 03/01/52                              | FREDDIE MAC POOL UMBS P#SD3490 2.00000000                                                        | CUSIP: 3132DQ2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10343615 | PA      | $8227850.23   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2018-1 M60 3.5% 05/25/57                          | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 SER 2018-1 CL M60C 3.50000000      | CUSIP: 35563PEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7834538 | PA      | $7189665.78   | 0.03%             | 2057-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATUR 5.625% 02/01/54                         | NORTHERN NATURAL GAS CO REGD 144A P/P 5.62500000                                                 | CUSIP: 665501AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $538722.27    | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.1% 05/01/26                                | BOEING CO REGD 3.10000000                                                                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1508679.70   | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4860 3% 12/01/49                              | FANNIE MAE POOL UMBS P#CA4860 3.00000000                                                         | CUSIP: 3140QCMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3092643 | PA      | $2716494.82   | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J26142 3% 10/01/28                             | FREDDIE MAC GOLD POOL P#J26142 3.00000000                                                        | CUSIP: 31307EZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184941 | PA      | $181520.47    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#783123 5.5% 04/15/33                            | GINNIE MAE I POOL P#783123 5.50000000                                                            | CUSIP: 36241LPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106426 | PA      | $109796.15    | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34                         | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                    | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2497110.02   | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TVA 1.5% 09/15/31                                      | TENNESSEE VALLEY AUTHORITY 1.50000000                                                            | CUSIP: 880591EX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    890000 | PA      | $764470.57    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JUL 25                              | FNMA 30YR TBA 4.5% JUL 25      TO BE ANNOUNCED 4.50000000                                        | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  20835000 | PA      | $19927041.54  | 0.09%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1164 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#MA1164 3.50000000                                                         | CUSIP: 31418AJJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1667844 | PA      | $1564767.39   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.625% 01/19/29                           | ECOPETROL SA REGD 8.62500000                                                                     | CUSIP: 279158AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   6705000 | PA      | $7087205.12   | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GNR 2011-157 UY 3% 12/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-157 CL UY 3.00000000                           | CUSIP: 38378AXH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $896494.70    | 0.00%             | 2041-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.625% 03/15/27                          | BANK 2017-BNK4 SER 2017-BNK4 CL A4 REGD 3.62500000                                               | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6790000 | PA      | $6683475.76   | 0.03%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786904 6% 08/20/53                           | GINNIE MAE II POOL P#786904 6.00000000                                                           | CUSIP: 3622ACRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9263307 | PA      | $9505580.54   | 0.04%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2007-A1 5A V/R 07/25/35                          | JP MORGAN MORTGAGE TRUST 2007-A1 SER 2007-A1 CL 5A1 V/R REGD 6.37332000                          | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10942 | PA      | $11104.99     | 0.00%             | 2035-07-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 3.25% 11/30/51                         | NXP BV/NXP FDG/NXP USA REGD 3.25000000                                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1505000 | PA      | $967849.77    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8083 2.5% 08/01/50                            | FREDDIE MAC POOL UMBS P#SD8083 2.50000000                                                        | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    143154 | PA      | $120002.72    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL  6.15% 06/01/37                         | JERSEY CENTRAL PWR & LT REGD 6.15000000                                                          | CUSIP: 476556CX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $425230.60    | 0.00%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.75% 02/01/26                               | BOEING CO REGD 2.75000000                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1398886.21   | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SNDPT 2013-1A A1 V/R 01/26/31                          | SOUND POINT CLO II LTD SER 2013-1A CL A1R V/R REGD 144A P/P 5.61423000                           | CUSIP: 83608GAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2210238 | PA      | $2211347.40   | 0.01%             | 2031-01-26      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1634 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1634 V/R 6.85300000                                                | CUSIP: 3128NHY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     79025 | PA      | $81610.17     | 0.00%             | 2036-12-01      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILI 3% 10/01/49                         | PPL ELECTRIC UTILITIES REGD 3.00000000                                                           | CUSIP: 69351UAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1384955.83   | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0707 3.5% 08/01/52                            | FANNIE MAE POOL UMBS P#BF0707 3.50000000                                                         | CUSIP: 3140FXYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7414133 | PA      | $6934740.60   | 0.03%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0155 4% 06/20/42                           | GINNIE MAE II POOL P#MA0155 4.00000000                                                           | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    922307 | PA      | $881945.21    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 5.95% 03/15/35                         | NATIONAL FUEL GAS CO REGD 5.95000000                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4774529.35   | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0729 3% 11/01/51                              | FANNIE MAE POOL UMBS P#BF0729 3.00000000                                                         | CUSIP: 3140FXY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2835501 | PA      | $2511602.33   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4821 MA 3.5% 10/15/53                              | FREDDIE MAC REMICS SER 4821 CL MA 3.50000000                                                     | CUSIP: 3137FHFM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1412928 | PA      | $1375664.97   | 0.01%             | 2053-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 03/06/31                         | SYNCHRONY FINANCIAL REGD V/R 5.45000000                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5043593.45   | 0.02%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4896 3% 02/01/47                              | FANNIE MAE POOL UMBS P#BM4896 3.00000000                                                         | CUSIP: 3140J9NN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    363066 | PA      | $327860.10    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWALT INC 05-43 5.5% 11/25/35                          | CWALT INC SERIES 2005-43 SER 54CB 5.50000000                                                     | CUSIP: 12668ANZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1176 | PA      | $912.04       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4805 4.5% 11/01/52                            | FANNIE MAE POOL UMBS P#MA4805 4.50000000                                                         | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11754007 | PA      | $11265190.19  | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2827 4% 05/20/45                           | GINNIE MAE II POOL P#MA2827 4.00000000                                                           | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1598599 | PA      | $1518751.43   | 0.01%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4268 2% 02/01/41                              | FANNIE MAE POOL UMBS P#MA4268 2.00000000                                                         | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5987762 | PA      | $5167533.08   | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 4247 AY 4.5% 09/15/43                              | FREDDIE MAC REMICS SER 4247 CL AY 4.50000000                                                     | CUSIP: 3137B4HE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $945410.00    | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2981 FA V/R 05/15/35                               | FREDDIE MAC REMICS SER 2981 CL FA V/R 4.81833000                                                 | CUSIP: 31395U5N7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15321 | PA      | $15232.91     | 0.00%             | 2035-05-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GNR 2008-7 SK V/R 11/20/37                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-7 CL SK V/R 6.65382000                         | CUSIP: 38375PQ95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5531 | PA      | $5582.17      | 0.00%             | 2037-11-20      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9482 2.5% 02/20/54                         | GINNIE MAE II POOL P#MA9482 2.50000000                                                           | CUSIP: 36179YRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7740128 | PA      | $6586081.15   | 0.03%             | 2054-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/26/34                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000                                                    | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6774235.31   | 0.03%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TMST 2004-4 3A V/R 12/25/44                            | THORNBURG MORTGAGE SECURITIES TRUST 2004-4 SER 2004-4 CL 3A V/R REGD 5.53775300                  | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69864 | PA      | $67396.31     | 0.00%             | 2044-12-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q20856 3% 08/01/43                             | FREDDIE MAC GOLD POOL P#Q20856 3.00000000                                                        | CUSIP: 3132JM5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207667 | PA      | $187665.36    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2399 OH 6.5% 01/15/32                              | FREDDIE MAC REMICS SER 2399 CL OH 6.50000000                                                     | CUSIP: 31339MTG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5557 | PA      | $5762.94      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-53 SH V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-53 CL SH V/R 1.68035000                                               | CUSIP: 31396WCQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56321 | PA      | $4459.72      | 0.00%             | 2037-06-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| GNR 2007-9 CI V/R 03/20/37                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-9 CL CI V/R 1.76794000                         | CUSIP: 38375JMV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57127 | PA      | $3764.14      | 0.00%             | 2037-03-20      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOS 3.38% 07/01/55                         | NYU LANGONE HOSPITALS REGD SER 2020 3.38000000                                                   | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $854363.34    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE 4.35% 08/01/28                         | AUSGRID FINANCE PTY LTD REGD P/P 4.35000000                                                      | CUSIP: 052113AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  10275000 | PA      | $10218721.36  | 0.05%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MFIT 2021-AA B 2.33% 05/01/27                          | MARINER FINANCE ISSUANCE TRUST 2021-A SER 2021-AA CL B REGD 144A P/P 2.33000000                  | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5700000 | PA      | $5454358.50   | 0.03%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#745862 V/R 04/01/35                             | FANNIE MAE POOL UMBS P#745862 V/R 6.54800000                                                     | CUSIP: 31403DTT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8792 | PA      | $9014.52      | 0.00%             | 2035-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| FNR 2006-72 TO ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-72 CL TO ZCP 0.00000000                                               | CUSIP: 31396KHT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3616 | PA      | $3000.18      | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JUL 25                                | FNMA 30YR TBA 5% JUL 25        TO BE ANNOUNCED 5.00000000                                        | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  25275000 | PA      | $24766976.54  | 0.11%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/27                         | JPMORGAN CHASE & CO REGD V/R 1.57800000                                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4884126.90   | 0.02%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2743 2.5% 07/01/36                            | FANNIE MAE POOL UMBS P#FS2743 2.50000000                                                         | CUSIP: 3140XJBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3580136 | PA      | $3417454.34   | 0.02%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.5% 03/13/27                         | PETROLEOS MEXICANOS REGD 6.50000000                                                              | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1090000 | PA      | $1082427.33   | 0.01%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  3.45% 06/01/29                         | AMERICAN WATER CAPITAL C REGD 3.45000000                                                         | CUSIP: 03040WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $571645.25    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU1629 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AU1629 3.00000000                                                         | CUSIP: 3138X0Y36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2903937 | PA      | $2622167.07   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7990 4% 04/20/52                           | GINNIE MAE II POOL P#MA7990 4.00000000                                                           | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3486239 | PA      | $3255880.00   | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF 4.5% 10/10/29                         | NATIONAL BANK OF CANADA REGD 4.50000000                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2997240.18   | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-40 SN V/R 07/20/37                            | GNR 2007-40 SN V/R 07/20/37 2.24794000                                                           | CUSIP: 38375KB68<br>LEI: N/A                  | Long             | RE               | CORP              | US        |     62027 | PA      | $2202.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHR 2247 Z 7.5% 08/15/30                               | FREDDIE MAC REMICS SER 2247 CL Z 7.50000000                                                      | CUSIP: 3133TPGX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2270 | PA      | $2360.63      | 0.00%             | 2030-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP 4.65% 02/10/28                                | IBM CORP REGD 4.65000000                                                                         | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3004131.30   | 0.01%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 6% 08/15/35                         | PACIFIC GAS & ELECTRIC REGD 6.00000000                                                           | CUSIP: 694308KX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2765678.52   | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CO V/R /PERP/                         | TRUIST FINANCIAL CORP REGD V/R /PERP/ SER N 6.66900000                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3464840.54   | 0.02%             | 2099-12-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNR 2019-7 CA 3.5% 11/25/57                            | FANNIE MAE REMICS SER 2019-7 CL CA 3.50000000                                                    | CUSIP: 3136B32G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2503861 | PA      | $2416206.12   | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22130000 | PA      | $19038715.63  | 0.09%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNR 2007-16 FC V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-16 CL FC V/R 5.16965000                                               | CUSIP: 31396PXY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13471 | PA      | $13509.47     | 0.00%             | 2037-03-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/22/32                         | HSBC HOLDINGS PLC REGD V/R 2.87100000                                                            | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2095000 | PA      | $1853245.15   | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8725 5% 03/20/53                           | GINNIE MAE II POOL P#MA8725 5.00000000                                                           | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11352986 | PA      | $11210736.13  | 0.05%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M8 A2 V/R 05/25/27                            | FANNIE MAE-ACES SER 2017-M8 CL A2 V/R 3.06100000                                                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3572609 | PA      | $3504058.15   | 0.02%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FNR 2003-72 IE 5.5% 08/25/33                           | FANNIE MAE REMICS SER 2003-72 CL IE 5.50000000                                                   | CUSIP: 31393DXG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76155 | PA      | $9305.25      | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 09/18/27                          | ABN AMRO BANK NV REGD V/R 144A P/P 6.33900000                                                    | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8900000 | PA      | $9093817.08   | 0.04%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUND 4.95% 09/09/29                         | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.95000000                                                  | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4041049.52   | 0.02%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SO 4% 09/14/26                         | NATIONWIDE BLDG SOCIETY REGD 144A P/P 4.00000000                                                 | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9650000 | PA      | $9574684.84   | 0.04%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7649 2.5% 10/20/51                         | GINNIE MAE II POOL P#MA7649 2.50000000                                                           | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6044980 | PA      | $5138342.83   | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 07/15/36                             | ORACLE CORP REGD 3.85000000                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $937718.30    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD 4.682% 02/15/48                         | HIGH STREET FDG TRUST II REGD 144A P/P 4.68200000                                                | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4467323.18   | 0.02%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.3% 01/08/26                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.30000000                                             | CUSIP: 44891ABS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $987549.75    | 0.00%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 02/14/29                         | BANK OF NOVA SCOTIA REGD V/R 4.93200000                                                          | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10129283.50  | 0.05%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CMHAT 2024-MH1 A V/R 09/25/34                          | CASCADE MH ASSET TRUST 2024-MH1 SER 2024-MH1 CL A1 V/R REGD 144A P/P 5.69500000                  | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7204949 | PA      | $7360622.96   | 0.03%             | 2056-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/35                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1920000 | PA      | $1244730.74   | 0.01%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 10/02/30                           | DANSKE BANK A/S REGD V/R 144A P/P 4.61300000                                                     | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5287000 | PA      | $5265393.99   | 0.02%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GNR 2022-78 MS V/R 04/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-78 CL MS V/R 0.00000000                        | CUSIP: 38383RWA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14498610 | PA      | $388503.31    | 0.00%             | 2052-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C50 3.729% 05/15/52                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 SER 2019-C50 CL A5 REGD 3.72900000                | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8550000 | PA      | $8205275.97   | 0.04%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAFC 2005-7 30PO ZCP 11/25/35                          | BANC OF AMERICA FUNDING 2005-7 TRUST SER 2005-7 CL 30PO ZCP REGD 0.00000000                      | CUSIP: 05946XV83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7362 | PA      | $7543.15      | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-72 EK V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-72 CL EK V/R 1.98035000                                               | CUSIP: 31396WQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145679 | PA      | $15437.66     | 0.00%             | 2037-07-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| FNR 2007-101 A2 V/R 06/27/36                           | FANNIE MAE REMICS SER 2007-101 CL A2 V/R 4.54101300                                              | CUSIP: 31396XC69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161623 | PA      | $162970.72    | 0.00%             | 2036-06-27      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-14 A2 5.5% 07/25/35                          | CHL MORTGAGE PASS-THROUGH TRUST 2005-14 SER 2005-14 CL A2 REGD 5.50000000                        | CUSIP: 12669GK67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8267 | PA      | $3396.94      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-A B 5.56% 12/19/50                          | AQUA FINANCE ISSUER TRUST 2025-A SER 2025-A CL B REGD 144A P/P 5.56000000                        | CUSIP: 038394AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7388000 | PA      | $7471434.90   | 0.03%             | 2050-12-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J0533 V/R 07/01/37                            | FREDDIE MAC NON GOLD POOL P#1J0533 V/R 7.61700000                                                | CUSIP: 3128LUSW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2248 | PA      | $2298.66      | 0.00%             | 2037-07-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 5.25% 06/01/31                         | L3HARRIS TECH INC REGD 5.25000000                                                                | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2661164.99   | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3340 3.5% 04/01/33                            | FANNIE MAE POOL UMBS P#MA3340 3.50000000                                                         | CUSIP: 31418CWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    526620 | PA      | $518251.34    | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3852 QN V/R 05/15/41                               | FREDDIE MAC REMICS SER 3852 CL QN V/R 5.50000000                                                 | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59745 | PA      | $57128.60     | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-60 AX V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-60 CL AX V/R 2.73035000                                               | CUSIP: 31396WSA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212387 | PA      | $28883.73     | 0.00%             | 2037-07-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4320 3% 03/20/47                           | GINNIE MAE II POOL P#MA4320 3.00000000                                                           | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167228 | PA      | $149892.72    | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSMPS 2005-RP3 1 V/R 09/25/35                          | GSMPS MORTGAGE LOAN TRUST 2005-RP3 SER 2005-RP3 CL 1AF V/R REGD 144A P/P 4.78368000              | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    342806 | PA      | $294436.08    | 0.00%             | 2035-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q01304 5% 06/01/41                             | FREDDIE MAC GOLD POOL P#Q01304 5.00000000                                                        | CUSIP: 3132GENV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176960 | PA      | $179381.03    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C2 2.486% 03/15/30                          | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A2 REGD 2.48620000                      | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20611913 | PA      | $18727433.80  | 0.09%             | 2054-03-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 C 3.265% 09/15/29                          | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL C REGD 144A P/P 3.26500000                  | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5862000 | PA      | $5507439.27   | 0.03%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 2.5% 05/11/31                         | NXP BV/NXP FDG/NXP USA REGD 2.50000000                                                           | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3495000 | PA      | $3086626.55   | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4536 3% 11/01/49                              | FANNIE MAE POOL UMBS P#CA4536 3.00000000                                                         | CUSIP: 3140QCBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    854305 | PA      | $750399.28    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2063 PG 6.5% 06/15/28                              | FREDDIE MAC REMICS SER 2063 CL PG 6.50000000                                                     | CUSIP: 3133TEB78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1823 | PA      | $1848.16      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                           | UNITED STATES TREASURY BOND 1.62500000                                                           | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 171730000 | PA      | $90473535.98  | 0.42%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GNR 2015-137 WA V/R 01/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-137 CL WA V/R 5.55370000                       | CUSIP: 38379QAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    217102 | PA      | $224537.16    | 0.00%             | 2038-01-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.125% 10/06/28                         | GLENCORE FUNDING LLC REGD 144A P/P 6.12500000                                                    | CUSIP: 378272BN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3336000 | PA      | $3490595.41   | 0.02%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#872825 V/R 06/01/36                             | FANNIE MAE POOL UMBS P#872825 V/R 6.42000000                                                     | CUSIP: 31409JVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10463 | PA      | $10655.42     | 0.00%             | 2036-06-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING  6.5% 09/27/28                         | SASOL FINANCING USA LLC REGD 6.50000000                                                          | CUSIP: 80386WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1477425.56   | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V80614 4% 11/01/43                             | FREDDIE MAC GOLD POOL P#V80614 4.00000000                                                        | CUSIP: 3132L5VF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23140 | PA      | $22257.55     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M50 X1 V/R 10/25/30                           | FANNIE MAE-ACES SER 2020-M50 CL X1 V/R 1.92400000                                                | CUSIP: 3136BCGU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13962696 | PA      | $583055.67    | 0.00%             | 2030-10-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5521 V/R 08/20/71                          | GINNIE MAE II POOL P#CE5521 V/R 5.70700000                                                       | CUSIP: 3617VUD20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9852374 | PA      | $10286430.93  | 0.05%             | 2071-08-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8300 5.5% 02/01/53                            | FREDDIE MAC POOL UMBS P#SD8300 5.50000000                                                        | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24414523 | PA      | $24466267.13  | 0.11%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHMS K136 A2 2.127% 12/25/54                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K136 CL A2 2.12700000           | CUSIP: 3137H4SH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14260000 | PA      | $12546439.97  | 0.06%             | 2031-11-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-7 2A1 V/R 06/25/34                           | COUNTRYWIDE HOME LOAN MORTGAGE  PASS THROUGH TRUST 2004-7 2A1 V/R REGD__ 5.41517500              | CUSIP: 12669FXJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3233 | PA      | $2972.62      | 0.00%             | 2034-06-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GNR 2009-33 TI 6% 05/20/39                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-33 CL TI 6.00000000                            | CUSIP: 38374UJV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16448 | PA      | $1264.03      | 0.00%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVT 2023-1 A4 5.38% 02/20/29                          | TESLA ELECTRIC VEHICLE TRUST 2023-1 SER 2023-1 CL A4 REGD 144A P/P 5.38000000                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1733000 | PA      | $1764493.98   | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7009 2.5% 09/01/50                            | FANNIE MAE POOL UMBS P#CA7009 2.50000000                                                         | CUSIP: 3140QEYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5939137 | PA      | $4824354.90   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.926% 01/10/34                         | CVS PASS-THROUGH TRUST REGD   144A P/P 5.92600000                                                | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    407689 | PA      | $411578.14    | 0.00%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2066 3% 11/01/51                              | FANNIE MAE POOL UMBS P#CB2066 3.00000000                                                         | CUSIP: 3140QMJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3479175 | PA      | $3043050.44   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-1 2A1 V/R 02/25/35                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-1 CL 2A1A V/R REGD 3.50285100                         | CUSIP: 17307GPS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13404 | PA      | $11809.01     | 0.00%             | 2035-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  5.5% 10/01/35                         | ALEXANDRIA REAL ESTATE E REGD 5.50000000                                                         | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5490605.97   | 0.03%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GITST 2025-NPL1  V/R 02/25/28                          | GITSIT MORTGAGE LOAN TRUST 2025-NPL1 SER 2025-NPL1 CL A1 V/R REGD 144A P/P 6.27560000            | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8197919 | PA      | $8198598.28   | 0.04%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 4.375% 05/01/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.37500000                                                | CUSIP: 05401AAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    790000 | PA      | $785238.21    | 0.00%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1546 4.5% 12/01/48                            | FREDDIE MAC POOL UMBS P#ZT1546 4.50000000                                                        | CUSIP: 3132ADWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2537497 | PA      | $2466827.25   | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5079 4.5% 03/20/48                         | GINNIE MAE II POOL P#MA5079 4.50000000                                                           | CUSIP: 36179TUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165962 | PA      | $162011.79    | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#AE6292 3.5% 06/15/43                            | GINNIE MAE I POOL P#AE6292 3.50000000                                                            | CUSIP: 36180Y7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    651215 | PA      | $607059.83    | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES9 A V/R 12/25/28                          | RCKT MORTGAGE TRUST 2024-CES9 SER 2024-CES9 CL A1A V/R REGD 144A P/P 5.58200000                  | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4699556 | PA      | $4719574.81   | 0.02%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FNR 2001-60 QS V/R 09/25/31                            | FANNIE MAE REMICS SER 2001-60 CL QS V/R 9.03122500                                               | CUSIP: 3139214L9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5054 | PA      | $5799.60      | 0.00%             | 2031-09-25      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8804 2.5% 09/01/51                            | FANNIE MAE POOL UMBS P#FM8804 2.50000000                                                         | CUSIP: 3140XCYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10749902 | PA      | $9019328.18   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/23/30                            | MORGAN STANLEY REGD V/R MTN SER GMTN 4.43100000                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2300760.76   | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.75% 03/01/35                                 | HCA INC REGD 5.75000000                                                                          | CUSIP: 404119DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2658344.72   | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 10/30/29                         | TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000                                                    | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6928206.26   | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9782 7% 07/20/54                           | GINNIE MAE II POOL P#MA9782 7.00000000                                                           | CUSIP: 36179Y2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18761609 | PA      | $19377930.91  | 0.09%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  5.05% 09/01/41                         | ARIZONA PUBLIC SERVICE REGD 5.05000000                                                           | CUSIP: 040555CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $319442.18    | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO V/R /PERP/                         | AMERICAN EXPRESS CO REGD V/R /PERP/ 3.55000000                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3393844.50   | 0.02%             | 2173-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| FNR 2013-128 PO ZCP 12/25/43                           | FANNIE MAE REMICS SER 2013-128 CL PO ZCP 0.00000000                                              | CUSIP: 3136AHNE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    743567 | PA      | $543343.70    | 0.00%             | 2043-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-58 MB 5.5% 06/25/40                           | FANNIE MAE REMICS SER 2010-58 CL MB 5.50000000                                                   | CUSIP: 31398RYR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233150 | PA      | $239294.06    | 0.00%             | 2040-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 5190 EC 2% 12/25/51                                | FREDDIE MAC REMICS SER 5190 CL EC 2.00000000                                                     | CUSIP: 3137H5FP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6357636 | PA      | $5677963.65   | 0.03%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-30 PM 7% 07/25/31                             | FANNIE MAE REMICS SER 2001-30 CL PM 7.00000000                                                   | CUSIP: 313920BG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3943 | PA      | $4045.34      | 0.00%             | 2031-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40                           | UNITED STATES TREASURY BOND 1.12500000                                                           | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1975000 | PA      | $1227894.53   | 0.01%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2646 7.5% 09/20/28                           | GINNIE MAE II POOL P#2646 7.50000000                                                             | CUSIP: 36202C5F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       687 | PA      | $701.05       | 0.00%             | 2028-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY P 4.5% 03/15/45                         | SPECTRA ENERGY PARTNERS REGD 4.50000000                                                          | CUSIP: 84756NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4788000 | PA      | $3933381.41   | 0.02%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR INC 3.2% 01/15/30                                  | UDR INC REGD MTN 3.20000000                                                                      | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1482886.81   | 0.01%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/36                         | GOLDMAN SACHS GROUP INC REGD V/R 5.53600000                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3337000 | PA      | $3422055.12   | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1068 3.5% 01/01/51                            | FREDDIE MAC POOL UMBS P#SD1068 3.50000000                                                        | CUSIP: 3132DNFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9358368 | PA      | $8571294.20   | 0.04%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7501 4% 07/01/49                              | FREDDIE MAC POOL UMBS P#SD7501 4.00000000                                                        | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7557478 | PA      | $7146533.44   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7402 3.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#RA7402 3.50000000                                                        | CUSIP: 3133KPGK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5827367 | PA      | $5273124.34   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSMPS 2004-4 1AF V/R 06/25/34                          | GSMPS MORTGAGE LOAN TRUST 2004-4 SER 2004-4 CL 1AF V/R REGD 144A P/P 4.83368000                  | CUSIP: 36242DJQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27476 | PA      | $24632.56     | 0.00%             | 2034-06-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08558 4% 11/01/43                             | FREDDIE MAC GOLD POOL P#G08558 4.00000000                                                        | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43852 | PA      | $42179.39     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FFIN 2024-2A B 4.93% 03/15/50                          | FOUNDATION FINANCE TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 4.93000000                        | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5114225 | PA      | $5102954.77   | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FNR 2009-69 WA V/R 09/25/39                            | FANNIE MAE REMICS SER 2009-69 CL WA V/R 5.96760600                                               | CUSIP: 31396Q5U9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32132 | PA      | $32567.02     | 0.00%             | 2039-09-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL4 A V/R 03/27/51                          | VOLT XCV LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 6.23960000                                    | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    752690 | PA      | $752149.17    | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 201 2.875% 10/07/28                         | UNITED AIR 2016-2 AA PTT REGD SER AA 2.87500000                                                  | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1122521 | PA      | $1059793.58   | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KKR 11 AR V/R 01/15/31                                 | KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 5.69771000                                         | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2430945 | PA      | $2432145.69   | 0.01%             | 2031-01-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#913984 V/R 02/01/37                             | FANNIE MAE POOL UMBS P#913984 V/R 6.15200000                                                     | CUSIP: 31411SM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15270 | PA      | $15518.09     | 0.00%             | 2037-02-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#257007 6% 12/01/27                              | FANNIE MAE POOL UMBS P#257007 6.00000000                                                         | CUSIP: 31371NNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6614 | PA      | $6720.10      | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7728 2.5% 01/01/43                            | FANNIE MAE POOL UMBS P#AB7728 2.50000000                                                         | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4990596 | PA      | $4398789.95   | 0.02%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM9188 3.12% 06/01/35                           | FANNIE MAE POOL UMBS P#AM9188 3.12000000                                                         | CUSIP: 3138LAF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3400000 | PA      | $3039228.01   | 0.01%             | 2035-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING V/R 09/30/35                         | AUST & NZ BANKING GROUP REGD V/R 144A P/P 5.20400000                                             | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $3428553.70   | 0.02%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR 3.555% 04/17/30                          | PROGRESS RESIDENTIAL 2025-SFR2 TRUST SER 2025-SFR2 CL D REGD 144A P/P 3.55500000                 | CUSIP: 74334GAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $7693945.56   | 0.04%             | 2042-04-17      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.3% 01/30/32                         | AERCAP IRELAND CAP/GLOBA REGD 3.30000000                                                         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  12515000 | PA      | $11338462.47  | 0.05%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#938346 V/R 07/01/37                             | FANNIE MAE POOL UMBS P#938346 V/R 7.07800000                                                     | CUSIP: 31412X5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7387 | PA      | $7549.57      | 0.00%             | 2037-07-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN5527 3.02% 07/01/29                           | FANNIE MAE POOL UMBS P#AN5527 3.02000000                                                         | CUSIP: 3138LJD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7816996 | PA      | $7497283.49   | 0.03%             | 2029-07-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% AUG 25                                | FNMA 30YR TBA 6% AUG 25        TO BE ANNOUNCED 6.00000000                                        | CUSIP: 01F060683<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -4500000 | PA      | $-4568509.80  | -0.02%            | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95561 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95561 4.00000000                                                        | CUSIP: 312944FA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    366899 | PA      | $354991.35    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42                           | UNITED STATES TREASURY BOND 3.37500000                                                           | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 148622000 | PA      | $124743786.07 | 0.58%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8166 2% 09/01/51                              | FREDDIE MAC POOL UMBS P#SD8166 2.00000000                                                        | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2526615 | PA      | $2007633.21   | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q19316 3% 06/01/43                             | FREDDIE MAC GOLD POOL P#Q19316 3.00000000                                                        | CUSIP: 3132JAYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15518 | PA      | $14016.83     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 5.4% 08/08/28                          | SANDS CHINA LTD REGD SER WI 5.40000000                                                           | CUSIP: 80007RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    249000 | PA      | $250856.79    | 0.00%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4785 5% 10/01/52                              | FANNIE MAE POOL UMBS P#MA4785 5.00000000                                                         | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24058615 | PA      | $23694415.74  | 0.11%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-19 ZY 6.5% 07/25/36                           | FANNIE MAE REMICS SER 2011-19 CL ZY 6.50000000                                                   | CUSIP: 31397QP69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81974 | PA      | $87686.02     | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0393 6% 02/01/55                              | FREDDIE MAC POOL UMBS P#SL0393 6.00000000                                                        | CUSIP: 31427MNK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8021835 | PA      | $8302036.74   | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFAB 2003-4 1A5 V/R 05/25/33                           | CHASE FUNDING TRUST SERIES 2003-4 SER 2003-4 CL 1A5 V/R REGD 5.91600000                          | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48649 | PA      | $47718.73     | 0.00%             | 2033-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CD 2006-CD3 XS V/R 10/15/48                            | CD 2006-CD3 MORTGAGE TRUST SER 2006-CD3 CL XS V/R REGD 144A P/P 0.18588600                       | CUSIP: 14986DAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70277 | PA      | $452.98       | 0.00%             | 2048-10-15      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#890310 4.5% 12/01/40                            | FANNIE MAE POOL UMBS P#890310 4.50000000                                                         | CUSIP: 31410LDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1486078 | PA      | $1481324.96   | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 5228 BH 3.5% 01/25/51                              | FREDDIE MAC REMICS SER 5228 CL BH 3.50000000                                                     | CUSIP: 3137H7TW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4219539 | PA      | $4084926.73   | 0.02%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/35                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128335A4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    175000 | PA      | $111985.34    | 0.00%             | 2035-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 1935 FL V/R 02/15/27                               | FREDDIE MAC REMICS SER 1935 CL FL V/R 5.11833000                                                 | CUSIP: 3133T8Z83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        35 | PA      | $34.58        | 0.00%             | 2027-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 4.678% 07/01/14                         | MASS INSTITUTE OF TECH REGD 4.67800000                                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1367249.48   | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FNR 2007-97 KI 7% 05/25/33                             | FANNIE MAE REMICS SER 2007-97 CL KI 7.00000000                                                   | CUSIP: 31396XB94<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49666 | PA      | $3510.75      | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FCAT 2022-2 D 5.8% 09/15/26                            | FLAGSHIP CREDIT AUTO TRUST 2022-2 SER 2022-2 CL D REGD 144A P/P 5.80000000                       | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3787276.00   | 0.02%             | 2028-04-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ7920 3% 12/01/42                              | FANNIE MAE POOL UMBS P#AQ7920 3.00000000                                                         | CUSIP: 3138MPYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38543 | PA      | $34834.41     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#833629 7% 03/01/36                              | FANNIE MAE POOL UMBS P#833629 7.00000000                                                         | CUSIP: 31407LEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       826 | PA      | $870.73       | 0.00%             | 2036-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/22/42                            | MORGAN STANLEY REGD V/R 3.21700000                                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3793445.10   | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-8 A1 V/R 09/20/34                            | SEQUOIA MORTGAGE TRUST 2004-8 SER 2004-8 CL A1 V/R REGD 5.13206000                               | CUSIP: 81744FDJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270933 | PA      | $236617.10    | 0.00%             | 2034-09-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M3 A2 V/R 12/25/26                            | FANNIE MAE-ACES SER 2017-M3 CL A2 V/R 2.54600000                                                 | CUSIP: 3136AVYL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1062756 | PA      | $1036344.08   | 0.00%             | 2026-12-25      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08578 4.5% 03/01/44                           | FREDDIE MAC GOLD POOL P#G08578 4.50000000                                                        | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    160921 | PA      | $157839.12    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRMLT 2022-SFR2 D 4% 09/04/27                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2 SER 2022-SFR2 CL D REGD 144A P/P 4.00000000        | CUSIP: 64830RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4832458.50   | 0.02%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-102 PN 5% 09/25/40                            | FANNIE MAE REMICS SER 2010-102 CL PN 5.00000000                                                  | CUSIP: 31398NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72864 | PA      | $74291.99     | 0.00%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA  2.15% 09/02/31                         | ROYALTY PHARMA PLC REGD 2.15000000                                                               | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1109168.30   | 0.01%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 5.75% 09/15/54                         | DEVON ENERGY CORPORATION REGD 5.75000000                                                         | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2417252.01   | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNR 2012-99 FA V/R 09/25/42                            | FANNIE MAE REMICS SER 2012-99 CL FA V/R 4.86965000                                               | CUSIP: 3136A8VS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113023 | PA      | $111379.21    | 0.00%             | 2042-09-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4  4.62% 07/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2024-P4 SER 2024-P4 CL A2 REGD 4.62000000                         | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2438091 | PA      | $2437990.81   | 0.01%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                        | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15173788 | PA      | $12612504.19  | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 1987 PE 7.5% 09/15/27                              | FREDDIE MAC REMICS SER 1987 CL PE 7.50000000                                                     | CUSIP: 3133TBEZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       962 | PA      | $970.96       | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.68% 06/26/28                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.68000000                                                 | CUSIP: 44891ACH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5131701.70   | 0.02%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMEN 5.849% 05/08/29                         | ICON INVESTMENTS SIX DAC REGD 5.84900000                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   6925000 | PA      | $7184015.57   | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINA 4.85% 03/29/29                         | BROOKFIELD FINANCE INC REGD 4.85000000                                                           | CUSIP: 11271LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    875000 | PA      | $883017.30    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4236 1.5% 01/01/51                            | FANNIE MAE POOL UMBS P#MA4236 1.50000000                                                         | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1359030 | PA      | $1023087.94   | 0.00%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q08998 3.5% 06/01/42                           | FREDDIE MAC GOLD POOL P#Q08998 3.50000000                                                        | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    122647 | PA      | $115287.17    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 04/19/32                               | BNP PARIBAS REGD V/R P/P 2.87100000                                                              | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3560000 | PA      | $3189524.61   | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#945032 V/R 08/01/37                             | FANNIE MAE POOL UMBS P#945032 V/R 7.79900000                                                     | CUSIP: 31413GLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29254 | PA      | $30171.40     | 0.00%             | 2037-08-01      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| FNR 2006-62 PS V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-62 CL PS V/R 13.38210000                                              | CUSIP: 31395N7D3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4515 | PA      | $6366.87      | 0.00%             | 2036-07-25      | Variable      | 13.38%                | No            |                  2 | On Loan: No      |
| GFORT 2024-1A  5.13% 03/15/27                          | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-1A CL A1 REGD 144A P/P 5.13000000                   | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17525000 | PA      | $17780277.91  | 0.08%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANC 4.75% 06/15/46                         | EMERA US FINANCE LP REGD SER WI 4.75000000                                                       | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2631390.46   | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2444 3% 12/20/44                           | GINNIE MAE II POOL P#MA2444 3.00000000                                                           | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172213 | PA      | $155168.16    | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-141 WB V/R 09/16/42                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WB V/R 4.00212000                       | CUSIP: 38378GPF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81992 | PA      | $78358.89     | 0.00%             | 2042-09-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 5.843% 01/10/35                         | BOSTON GAS COMPANY REGD 144A P/P 5.84300000                                                      | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2437275.63   | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.75% 03/01/35                         | ENTERPRISE PRODUCTS OPER REGD SER J 5.75000000                                                   | CUSIP: 293791AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1130062.03   | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 08/15/31                            | UNITED STATES TREASURY NOTE 1.25000000                                                           | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15190000 | PA      | $12994570.31  | 0.06%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08767 4% 06/01/47                             | FREDDIE MAC GOLD POOL P#G08767 4.00000000                                                        | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1099506 | PA      | $1042701.82   | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2017-3A A1 V/R 04/25/57                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 SER 2017-3A CL A1 V/R REGD 144A P/P 4.00000000        | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1653912 | PA      | $1596394.39   | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1203 1.5% 04/01/37                            | FREDDIE MAC POOL UMBS P#SB1203 1.50000000                                                        | CUSIP: 3132CXKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6561907 | PA      | $5847802.33   | 0.03%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATCLO 2024-23A A V/R 07/20/37                          | ATLAS SENIOR LOAN FUND XXIII LTD SER 2024-23A CL A1 V/R REGD 144A P/P 5.79947000                 | CUSIP: 04942HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  28975000 | PA      | $29049262.93  | 0.13%             | 2037-07-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34                         | UBER TECHNOLOGIES INC REGD 4.80000000                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1483176.96   | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MALT 2004-6 30PO ZCP 07/25/34                          | MASTR ALTERNATIVE LOAN TRUST 2004-6 SER 2004-6 CL 30PO ZCP REGD 0.00000000                       | CUSIP: 576434SQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12919 | PA      | $10116.37     | 0.00%             | 2034-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-5 A1A V/R 10/25/64                           | TOWD POINT MORTGAGE TRUST 2024-5 SER 2024-5 CL A1A V/R REGD 144A P/P 4.51121500                  | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13897956 | PA      | $13877575.82  | 0.06%             | 2064-10-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| OOMLT 2004-3 A4 V/R 11/25/34                           | OPTION ONE MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL A4 V/R REGD 5.33368000                       | CUSIP: 68389FFS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1407807 | PA      | $1455635.61   | 0.01%             | 2034-11-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1861 V/R 03/01/36                            | FREDDIE MAC NON GOLD POOL P#1G1861 V/R 6.91500000                                                | CUSIP: 3128QSB62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15527 | PA      | $15960.52     | 0.00%             | 2036-03-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05982 4.5% 09/01/40                           | FREDDIE MAC GOLD POOL P#G05982 4.50000000                                                        | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    349047 | PA      | $348287.06    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M50 A2 1.2% 10/25/30                          | FANNIE MAE-ACES SER 2020-M50 CL A2 1.20000000                                                    | CUSIP: 3136BCGS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    892658 | PA      | $845389.18    | 0.00%             | 2030-10-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4881 2.5% 12/01/34                            | FANNIE MAE POOL UMBS P#CA4881 2.50000000                                                         | CUSIP: 3140QCM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5394349 | PA      | $5089578.46   | 0.02%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-C A2 V/R 07/25/29                            | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2004-C CL A2 V/R REGD 5.25536000         | CUSIP: 59020UDP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8187 | PA      | $8090.40      | 0.00%             | 2029-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8579 2% 08/01/42                              | FANNIE MAE POOL UMBS P#FS8579 2.00000000                                                         | CUSIP: 3140XQQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10325208 | PA      | $8861500.78   | 0.04%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-76 AZ 5.5% 08/25/37                           | FANNIE MAE REMICS SER 2007-76 CL AZ 5.50000000                                                   | CUSIP: 31396WT63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5996 | PA      | $6004.29      | 0.00%             | 2037-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 A V/R 04/25/63                          | ATLX 2024-RPL2 TRUST SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.85000000                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4157366 | PA      | $3988327.46   | 0.02%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CMLTI 2003-1 PO3 ZCP 09/25/33                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL PO3 ZCP REGD 0.00000000                          | CUSIP: 17307GCA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       910 | PA      | $634.55       | 0.00%             | 2033-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-103 SB V/R 11/25/49                           | FANNIE MAE REMICS SER 2010-103 CL SB V/R 1.68035000                                              | CUSIP: 31398TY62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36748 | PA      | $3235.66      | 0.00%             | 2049-11-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| GNR 2003-58 BE 6.5% 01/20/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-58 CL BE 6.50000000                            | CUSIP: 38374BNE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29624 | PA      | $29537.89     | 0.00%             | 2033-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-1 2A1 V/R 12/25/34                           | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2004-1 CL 2A1 V/R REGD 5.41473500        | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19526 | PA      | $18412.66     | 0.00%             | 2034-12-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#888408 6% 03/01/37                              | FANNIE MAE POOL UMBS P#888408 6.00000000                                                         | CUSIP: 31410GAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20228 | PA      | $20502.18     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6851 2.5% 10/01/43                            | FANNIE MAE POOL UMBS P#AL6851 2.50000000                                                         | CUSIP: 3138EPTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    953627 | PA      | $840629.50    | 0.00%             | 2043-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING V/R 11/25/35                         | AUST & NZ BANKING GROUP REGD V/R P/P 2.57000000                                                  | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4590000 | PA      | $4026304.58   | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL8 A V/R 04/25/51                          | VOLT XCIX LLC SER 2021-NPL8 CL A1 V/R REGD 144A P/P 6.11570000                                   | CUSIP: 92872VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    472349 | PA      | $472088.31    | 0.00%             | 2051-04-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 4.6% 03/01/26                         | UNITED AIR 2018-1 B PTT REGD SER B 4.60000000                                                    | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    625873 | PA      | $618117.13    | 0.00%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6218 3% 10/20/49                           | GINNIE MAE II POOL P#MA6218 3.00000000                                                           | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4214717 | PA      | $3743790.72   | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7018 4.5% 03/01/54                            | FREDDIE MAC POOL UMBS P#SD7018 4.50000000                                                        | CUSIP: 3132DUYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16773075 | PA      | $16169890.96  | 0.07%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1543 3.5% 01/01/50                            | FANNIE MAE POOL UMBS P#FA1543 3.50000000                                                         | CUSIP: 3140W1WD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7715569 | PA      | $7170106.18   | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CO 5.75% 01/30/27                         | HYATT HOTELS CORP REGD 5.75000000                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2418789.13   | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMLTI 2015-A B2 V/R 06/25/58                           | CITIGROUP MORTGAGE LOAN TRUST 2015-A SER 2015-A CL B2 V/R REGD 144A P/P 4.50000000               | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116781 | PA      | $114304.35    | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4245 6% 09/20/38                             | GINNIE MAE II POOL P#4245 6.00000000                                                             | CUSIP: 36202EWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    150654 | PA      | $160694.94    | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MMAF 2019-B A5 2.29% 11/12/41                          | MMAF EQUIPMENT FINANCE LLC 2019-B SER 2019-B CL A5 REGD 144A P/P 2.29000000                      | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $7086940.56   | 0.03%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1418 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1418 V/R 6.31500000                                                | CUSIP: 3128NHSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3110 | PA      | $3158.08      | 0.00%             | 2036-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| IMM 2004-4 2A2 S/UP 09/25/34                           | IMPAC CMB TRUST SERIES 2004-4 SER 2004-4 CL 2A2 S/UP REGD 5.74900000                             | CUSIP: 45254NJF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3875 | PA      | $4637.25      | 0.00%             | 2034-09-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 02/16/28                         | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P MTN 2.97200000                                         | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2945000 | PA      | $2875565.62   | 0.01%             | 2028-02-16      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| MLMI 2005-A2 A1 V/R 02/25/35                           | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2 SER 2005-A2 CL A1 V/R REGD 5.51939600       | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42025 | PA      | $37416.91     | 0.00%             | 2035-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GNR 2007-72 US V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-72 CL US V/R 2.11794000                        | CUSIP: 38375LV72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47185 | PA      | $190.21       | 0.00%             | 2037-11-20      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| JONAH 2022-1 A1 7.2% 07/10/28                          | JONAH ENERGY ABS I LLC SER 2022-1 CL A1 REGD 144A 7.20000000                                     | CUSIP: 47987EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5621117 | PA      | $5652782.49   | 0.03%             | 2037-12-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MALT 2004-6 7A  6.00% 07/25/34                         | MASTR ALTERNATIVE LOANS TRUST_  2004-6 7A1 REGD__ 6.00000000                                     | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8517 | PA      | $8504.04      | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32                         | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                                 | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1171961 | PA      | $1088885.99   | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C42 3.589% 12/15/27                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C42 SER 2017-C42 CL A4 REGD 3.58900000                | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4942510 | PA      | $4799353.66   | 0.02%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| GNR 2009-106 ST V/R 02/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-106 CL ST V/R 1.56794000                       | CUSIP: 38376JFW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    413713 | PA      | $12672.97     | 0.00%             | 2038-02-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| FHR 2484 LZ 6.5% 07/15/32                              | FREDDIE MAC REMICS SER 2484 CL LZ 6.50000000                                                     | CUSIP: 31392R3H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13540 | PA      | $14190.88     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 4.5% 08/15/28                               | MASTEC INC REGD 144A P/P 4.50000000                                                              | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4932632.75   | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 3.25% 08/15/46                         | CONSUMERS ENERGY CO REGD 3.25000000                                                              | CUSIP: 210518CZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $138976.78    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08168 6% 12/01/36                             | FREDDIE MAC GOLD POOL P#G08168 6.00000000                                                        | CUSIP: 3128MJFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5439 | PA      | $5708.76      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6370 3% 01/01/50                              | FREDDIE MAC POOL UMBS P#QA6370 3.00000000                                                        | CUSIP: 3133A1CF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1220465 | PA      | $1072004.85   | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#695584 6% 03/01/33                              | FANNIE MAE POOL UMBS P#695584 6.00000000                                                         | CUSIP: 31400RXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       278 | PA      | $282.71       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWL 2004-1 3A V/R 04/25/34                             | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2004-1 SER 2004-1 CL 3A V/R REGD 4.99368000           | CUSIP: 126671Y91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1112 | PA      | $1049.05      | 0.00%             | 2034-04-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| SEMPRA 6% 10/15/39                                     | SEMPRA REGD 6.00000000                                                                           | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1839187.68   | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#888892 7.5% 11/01/37                            | FANNIE MAE POOL UMBS P#888892 7.50000000                                                         | CUSIP: 31410GRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14709 | PA      | $15815.42     | 0.00%             | 2037-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIG 4% 06/01/42                         | DELMARVA PWR & LIGHT CO REGD 4.00000000                                                          | CUSIP: 247109BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $134367.94    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 5.467% 12/08/28                         | PROTECTIVE LIFE GLOBAL REGD 144A P/P 5.46700000                                                  | CUSIP: 74368CBV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5923147.86   | 0.03%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8150 2% 06/01/51                              | FREDDIE MAC POOL UMBS P#SD8150 2.00000000                                                        | CUSIP: 3132DWBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5490824 | PA      | $4367983.57   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 9A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 9A1 V/R REGD 6.32821600               | CUSIP: 161630AY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10596 | PA      | $10510.59     | 0.00%             | 2037-02-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 3.771% 05/24/61                         | UNITED MEXICAN STATES REGD 3.77100000                                                            | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1753000 | PA      | $1032078.75   | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2  V/R 05/25/44                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 SER 2024-DNA2 CL M1 V/R REGD 144A P/P 5.50517000         | CUSIP: 35564NCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1402920 | PA      | $1405082.38   | 0.01%             | 2044-05-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8121 2% 01/01/51                              | FREDDIE MAC POOL UMBS P#SD8121 2.00000000                                                        | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1941212 | PA      | $1548298.79   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BF2972 5% 07/20/48                           | GINNIE MAE II POOL P#BF2972 5.00000000                                                           | CUSIP: 3617G9JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    218655 | PA      | $219895.93    | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/32                         | GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2764139.58   | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIF 4.55% 03/01/39                         | BOSTON SCIENTIFIC CORP REGD 4.55000000                                                           | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    356000 | PA      | $336782.91    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A83067 5% 11/01/38                             | FREDDIE MAC GOLD POOL P#A83067 5.00000000                                                        | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21034 | PA      | $21338.84     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 3.7% 07/15/27                             | ENBRIDGE INC REGD 3.70000000                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4984000 | PA      | $4921962.91   | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 4.253% 03/23/28                           | UBS GROUP AG REGD 144A P/P 4.25300000                                                            | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2983796.70   | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.2% 03/01/47                                  | MPLX LP REGD 5.20000000                                                                          | CUSIP: 55336VAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $606276.10    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                         | JPMORGAN CHASE & CO REGD V/R 5.10300000                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13753000 | PA      | $14094132.03  | 0.07%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| FHR 3122 OP ZCP 03/15/36                               | FREDDIE MAC REMICS SER 3122 CL OP ZCP 0.00000000                                                 | CUSIP: 31396JLH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7427 | PA      | $6793.21      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 4% 04/01/47                         | SOUTHERN CAL EDISON REGD 4.00000000                                                              | CUSIP: 842400GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4584000 | PA      | $3292159.17   | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.5% 04/01/34                            | CALIFORNIA ST REGD N/C B/E 7.50000000                                                            | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5540000 | PA      | $6424607.26   | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.75% 08/15/34                         | CHENIERE ENERGY PARTNERS REGD 5.75000000                                                         | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4107881.64   | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNR 2004-46 QB V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-46 CL QB V/R 6.32140000                                               | CUSIP: 31393YT96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5590 | PA      | $5929.27      | 0.00%             | 2034-05-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| FHR 5019 IP 3% 10/25/50                                | FREDDIE MAC REMICS SER 5019 CL IP 3.00000000                                                     | CUSIP: 3137FXHY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1743228 | PA      | $284676.18    | 0.00%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% JUL25                               | FNMA 30YR TBA 2.5% JUL25       TO BE ANNOUNCED 2.50000000                                        | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14350000 | PA      | $11895728.55  | 0.06%             | 2055-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 5.25% 03/27/35                         | RELX CAPITAL INC REGD 5.25000000                                                                 | CUSIP: 74949LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5065000 | PA      | $5182831.40   | 0.02%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS O 3.3% 07/15/56                         | PRES & FELLOWS OF HARVAR REGD 3.30000000                                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $2993251.36   | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENI SPA 4.25% 05/09/29                                 | ENI SPA REGD 144A P/P 4.25000000                                                                 | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   2825000 | PA      | $2824884.20   | 0.01%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A D 7% 08/22/33                            | SCF EQUIPMENT LEASING 2023-1 LLC SER 2023-1A CL D REGD 144A P/P 7.00000000                       | CUSIP: 784024AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8558000 | PA      | $8952171.21   | 0.04%             | 2033-08-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.75% 08/15/47                         | COMMONWEALTH EDISON CO REGD SER 123 3.75000000                                                   | CUSIP: 202795JL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $758450.65    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35                                   | BPCE SA REGD V/R 144A P/P 5.93600000                                                             | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5170000 | PA      | $5297637.32   | 0.02%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6989 2.5% 09/01/50                            | FANNIE MAE POOL UMBS P#CA6989 2.50000000                                                         | CUSIP: 3140QEXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10124983 | PA      | $8531254.58   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICA 5.7% 08/15/35                         | REYNOLDS AMERICAN INC REGD 5.70000000                                                            | CUSIP: 761713BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3087993.63   | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  4.25% 06/15/28                         | ANALOG DEVICES INC REGD 4.25000000                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |  20491000 | PA      | $20585566.99  | 0.10%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q11218 3.5% 09/01/42                           | FREDDIE MAC GOLD POOL P#Q11218 3.50000000                                                        | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1650310 | PA      | $1550250.68   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA P#555436 6% 5/1/33__                              | FNMA P#555436 6% 5/1/33__ 6.00000000                                                             | CUSIP: 31402RDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28424 | PA      | $29615.94     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0626 4% 12/20/42                           | GINNIE MAE II POOL P#MA0626 4.00000000                                                           | CUSIP: 36179MVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1069015 | PA      | $1022227.33   | 0.00%             | 2042-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M47 A2 V/R 11/25/30                           | FANNIE MAE-ACES SER 2020-M47 CL A2 V/R 1.25000000                                                | CUSIP: 3136BCGY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13350000 | PA      | $11477283.36  | 0.05%             | 2032-10-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.95% 01/15/43                         | ENERGY TRANSFER LP REGD 4.95000000                                                               | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1263982.18   | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.1% 11/15/29                         | CROWN CASTLE INC REGD 3.10000000                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    875000 | PA      | $820797.60    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FNR 2004-87 F V/R 01/25/34                             | FANNIE MAE REMICS SER 2004-87 CL F V/R 5.16965000                                                | CUSIP: 31394BNG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38653 | PA      | $38865.12     | 0.00%             | 2034-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| OMFIT 2023-2A  5.84% 11/14/27                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000               | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16600000 | PA      | $16976016.56  | 0.08%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01448 7% 08/01/32                             | FREDDIE MAC GOLD POOL P#G01448 7.00000000                                                        | CUSIP: 31283HTD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1684 | PA      | $1776.97      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3760 3.5% 05/01/52                            | FANNIE MAE POOL UMBS P#CB3760 3.50000000                                                         | CUSIP: 3140QPFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4768407 | PA      | $4320293.03   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.969% 11/01/47                           | COMCAST CORP REGD SER WI 3.96900000                                                              | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    154000 | PA      | $118739.52    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GNR 2023-169 EO ZCP 05/20/53                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-169 CL EO ZCP 0.00000000                       | CUSIP: 38384DK63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2251449 | PA      | $1762306.70   | 0.01%             | 2053-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 06/08/29                         | CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000                                                     | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11130000 | PA      | $11683153.43  | 0.05%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BV2402 3.5% 08/20/50                         | GINNIE MAE II POOL P#BV2402 3.50000000                                                           | CUSIP: 3617NFU31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6049075 | PA      | $5502367.67   | 0.03%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2003-112 SA V/R 12/16/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-112 CL SA V/R 2.12376000                       | CUSIP: 38374EZ91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25102 | PA      | $114.40       | 0.00%             | 2033-12-16      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP 7.5% 06/01/30                                 | EQT CORP REGD 144A P/P 7.50000000                                                                | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8242596.38   | 0.04%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/29                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CKG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19602000 | PA      | $19866933.18  | 0.09%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS  6.65% 10/01/36                         | ONEOK PARTNERS LP REGD 6.65000000                                                                | CUSIP: 68268NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1128072.21   | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HERTZ 2025-4A  5.41% 12/25/30                          | HERTZ VEHICLE FINANCING III LLC SER 2025-4A CL A REGD 144A P/P 5.41000000                        | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2696000 | PA      | $2722960.00   | 0.01%             | 2031-12-26      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO2970 3% 05/01/42                              | FANNIE MAE POOL UMBS P#AO2970 3.00000000                                                         | CUSIP: 3138LTJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    161489 | PA      | $146321.93    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#849251 V/R 01/01/36                             | FANNIE MAE POOL UMBS P#849251 V/R 6.33200000                                                     | CUSIP: 31408EQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31035 | PA      | $31703.30     | 0.00%             | 2036-01-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| FHMS K-165 A2 V/R 09/25/34                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-165 CL A2 V/R 4.48900000           | CUSIP: 3137HHHY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3977214 | PA      | $3956654.19   | 0.02%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 7.1% 07/15/53                              | OVINTIV INC REGD 7.10000000                                                                      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $3553392.50   | 0.02%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| BAFC 2004-2 1C 5.75% 09/20/34                          | BANC OF AMERICA FUNDING 2004-2 TRUST SER 2004-2 CL 1CB1 REGD 5.75000000                          | CUSIP: 06051GBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    384468 | PA      | $369323.12    | 0.00%             | 2034-09-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO  3.875% 06/15/47                         | CON EDISON CO OF NY INC REGD SER 2017 3.87500000                                                 | CUSIP: 209111FL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1384590.08   | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 4.5% 04/01/48                         | MARATHON PETROLEUM CORP REGD SER WI 4.50000000                                                   | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2327192.01   | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95856 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95856 4.00000000                                                        | CUSIP: 312944QH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    301201 | PA      | $291269.67    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2754 3.5% 04/20/45                         | GINNIE MAE II POOL P#MA2754 3.50000000                                                           | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2987548 | PA      | $2780916.61   | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 5.45% 05/15/41                         | NEVADA POWER CO REGD 5.45000000                                                                  | CUSIP: 641423CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $380831.35    | 0.00%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/36                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833Y20<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    121000 | PA      | $74399.14     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2000-52 IO 8.5% 01/25/31                           | FANNIE MAE REMICS SER 2000-52 CL IO 8.50000000                                                   | CUSIP: 31358SU66<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       549 | PA      | $68.41        | 0.00%             | 2031-01-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA 3.25% 06/01/30                         | DENTSPLY SIRONA INC REGD 3.25000000                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2738262.09   | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  5.45% 01/23/39                         | ANHEUSER-BUSCH INBEV WOR REGD 5.45000000                                                         | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1220622.67   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNR 2005-66 ZH 5.75% 07/25/35                          | FANNIE MAE REMICS SER 2005-66 CL ZH 5.75000000                                                   | CUSIP: 31394EKW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    679505 | PA      | $708909.76    | 0.00%             | 2035-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNR 2007-36 SE V/R 06/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL SE V/R 2.04376000                        | CUSIP: 38375KHZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30837 | PA      | $500.89       | 0.00%             | 2037-06-16      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C00452 7% 04/01/26                             | FREDDIE MAC GOLD POOL P#C00452 7.00000000                                                        | CUSIP: 31292GQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        34 | PA      | $36.04        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-1A  6.79% 02/15/26                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.79000000           | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3345000 | PA      | $3418721.12   | 0.02%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0760 2.5% 12/01/35                            | FREDDIE MAC POOL UMBS P#SB0760 2.50000000                                                        | CUSIP: 3132CWZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    665547 | PA      | $626059.82    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 4.72% 11/10/26                          | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.72000000                       | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6991000 | PA      | $6998002.19   | 0.03%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/17/31                            | MORGAN STANLEY REGD V/R 5.19200000                                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14552000 | PA      | $14917686.52  | 0.07%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 5.125% 06/03/35                            | EQUINOR ASA REGD 5.12500000                                                                      | CUSIP: 29446MAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   8699000 | PA      | $8848549.03   | 0.04%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90690 3.5% 06/01/42                           | FREDDIE MAC GOLD POOL P#U90690 3.50000000                                                        | CUSIP: 3132H3XT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    786413 | PA      | $732818.42    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                              | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                         | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2619526 | PA      | $2076112.45   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2004-74 SW V/R 11/25/31                            | FANNIE MAE REMICS SER 2004-74 CL SW V/R 6.66872000                                               | CUSIP: 31394AR81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4831 | PA      | $5312.35      | 0.00%             | 2031-11-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5931 2.5% 02/01/51                            | FANNIE MAE POOL UMBS P#FM5931 2.50000000                                                         | CUSIP: 3140X9SV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3371646 | PA      | $2834362.54   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-126 CS V/R 07/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-126 CL CS V/R 0.00000000                       | CUSIP: 38383T2H5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20833301 | PA      | $422970.19    | 0.00%             | 2052-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60065 4% 09/01/43                             | FREDDIE MAC GOLD POOL P#G60065 4.00000000                                                        | CUSIP: 31335ACA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2144416 | PA      | $2075724.76   | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2801 3% 03/01/50                              | FANNIE MAE POOL UMBS P#FM2801 3.00000000                                                         | CUSIP: 3140X6DF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1887788 | PA      | $1658150.76   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2006-22 AO ZCP 05/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-22 CL AO ZCP 0.00000000                        | CUSIP: 38374M2N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21682 | PA      | $18016.20     | 0.00%             | 2036-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-96 SL V/R 12/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-96 CL SL V/R 1.56794000                        | CUSIP: 38375PY88<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43242 | PA      | $979.01       | 0.00%             | 2038-12-20      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUT 9.375% 08/15/39                         | NATIONWIDE MUTUAL INSURA REGD P/P 9.37500000                                                     | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   7150000 | PA      | $9427925.72   | 0.04%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FNR 2006-33 LS V/R 05/25/36                            | FANNIE MAE REMICS SER 2006-33 CL LS V/R 10.26157500                                              | CUSIP: 31395DKV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5633 | PA      | $6823.82      | 0.00%             | 2036-05-25      | Variable      | 10.26%                | No            |                  2 | On Loan: No      |
| UMBS P#CB2610 2% 01/01/52                              | FANNIE MAE POOL UMBS P#CB2610 2.00000000                                                         | CUSIP: 3140QM3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12334577 | PA      | $9860361.39   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJ 5.7% 03/14/28                         | FED CAISSES DESJARDINS REGD 144A P/P 5.70000000                                                  | CUSIP: 31429KAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2898383.74   | 0.01%             | 2028-03-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA 6.8% 11/29/32                         | ARCELORMITTAL SA REGD 6.80000000                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $3297505.47   | 0.02%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97620 4.5% 03/01/41                           | FREDDIE MAC GOLD POOL P#A97620 4.50000000                                                        | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68444 | PA      | $68224.97     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2011-75 FA V/R 08/25/41                            | FANNIE MAE REMICS SER 2011-75 CL FA V/R 4.96965000                                               | CUSIP: 3136A0GK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19399 | PA      | $19362.20     | 0.00%             | 2041-08-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5680 2% 08/01/51                              | FREDDIE MAC POOL UMBS P#RA5680 2.00000000                                                        | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    640639 | PA      | $509430.58    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.987% 11/01/63                           | COMCAST CORP REGD SER WI 2.98700000                                                              | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $1675623.13   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 5.95% 04/01/30                         | SYSCO CORPORATION REGD 5.95000000                                                                | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5293348.05   | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01864 5% 01/01/34                             | FREDDIE MAC GOLD POOL P#G01864 5.00000000                                                        | CUSIP: 3128LXB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7518 | PA      | $7616.00      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-27 SN V/R 04/25/38                            | FANNIE MAE REMICS SER 2008-27 CL SN V/R 2.48035000                                               | CUSIP: 31396Y4G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25851 | PA      | $2732.69      | 0.00%             | 2038-04-25      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| FNR 2006-95 SG V/R 10/25/36                            | FANNIE MAE REMICS SER 2006-95 CL SG V/R 8.52140000                                               | CUSIP: 31396K4K5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6613 | PA      | $8089.83      | 0.00%             | 2036-10-25      | Variable      | 8.52%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q05426 4% 01/01/42                             | FREDDIE MAC GOLD POOL P#Q05426 4.00000000                                                        | CUSIP: 3132GLVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49451 | PA      | $47758.53     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNW 2009-W1 A 6% 12/25/49                              | FANNIE MAE REMIC TRUST 2009-W1 SER 2009-W1 CL A 6.00000000                                       | CUSIP: 31398F7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103283 | PA      | $106951.32    | 0.00%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.35% 09/15/49                                | CSX CORP REGD 3.35000000                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    305000 | PA      | $213082.61    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV 4.8% 06/01/11                             | OHIO ST UNIV REGD N/C OID B/E 4.80000000                                                         | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1102000 | PA      | $922011.22    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.4% 02/15/35                         | COTERRA ENERGY INC REGD 5.40000000                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2548923.34   | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AM 3% 02/10/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 3.00000000                                                 | CUSIP: 44891ABG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $658518.29    | 0.00%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM2 A V/R 04/25/70                          | GCAT 2025-NQM2 TRUST SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.60400000                            | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12438257 | PA      | $12481151.12  | 0.06%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.4% 09/01/35                         | FLORIDA POWER & LIGHT CO REGD 5.40000000                                                         | CUSIP: 341081EU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $723183.75    | 0.00%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32197000 | PA      | $32025953.44  | 0.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNR 2014-11 VB 4.5% 04/25/42                           | FANNIE MAE REMICS SER 2014-11 CL VB 4.50000000                                                   | CUSIP: 3136AJGX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1458329 | PA      | $1450960.08   | 0.01%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODG 2019-2A  2.76% 10/15/31                          | GOODGREEN 2019-2 SER 2019-2A CL A REGD 144A P/P 2.76000000                                       | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2330299 | PA      | $2003959.34   | 0.01%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY                                       | TENNESSEE VALLEY                0% STRIP 15/03/2032 USD 'A' 0.00000000                           | CUSIP: 88059E5J9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1514000 | PA      | $1132227.14   | 0.01%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-1 C 5.65% 01/15/27                          | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1 SER 2024-1 CL C REGD 5.65000000             | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5403000 | PA      | $5437029.71   | 0.03%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.625%10/15/36                         | ENERGY TRANSFER LP REGD 6.62500000                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2157754.16   | 0.01%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0198 5.5% 09/01/38                            | FANNIE MAE POOL UMBS P#AD0198 5.50000000                                                         | CUSIP: 31418MGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    247176 | PA      | $255097.38    | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM 5.6% 03/15/40                         | NEW YORK ST DORM AUTH ST PERSO REGD N/C B/E 5.60000000                                           | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    260000 | PA      | $264475.72    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31                          | BOEING CO/THE REGD SER WI 6.38800000                                                             | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1536812.81   | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FHR 3860 PZ 5% 05/15/41                                | FREDDIE MAC REMICS SER 3860 CL PZ 5.00000000                                                     | CUSIP: 3137AAYT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1037983 | PA      | $1048753.88   | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995656 7% 06/01/33                              | FANNIE MAE POOL UMBS P#995656 7.00000000                                                         | CUSIP: 31416CBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21404 | PA      | $22566.35     | 0.00%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8868 3% 02/01/51                              | FANNIE MAE POOL UMBS P#CA8868 3.00000000                                                         | CUSIP: 3140QG2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1183596 | PA      | $1046815.19   | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-13 ST V/R 03/25/32                            | FANNIE MAE REMICS SER 2002-13 CL ST V/R 10.00000000                                              | CUSIP: 31392B5S1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       130 | PA      | $136.38       | 0.00%             | 2032-03-25      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| CWL 2005-17 1AF5 V/R 03/25/36                          | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-17 SER 2005-17 CL 1AF5 V/R REGD 5.56400000            | CUSIP: 126670QV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3780 | PA      | $3589.20      | 0.00%             | 2036-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47                            | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                         | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2128199 | PA      | $1956578.70   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOFI 2020-A A2 2.54% 07/17/28                          | SOFI PROFESSIONAL LOAN PROGRAM 2020-ATRUST SER 2020-A CL A2FX REGD 144A P/P 2.54000000           | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2616028 | PA      | $2516440.99   | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FNR 2002-37 Z 6.5% 06/25/32                            | FANNIE MAE REMICS SER 2002-37 CL Z 6.50000000                                                    | CUSIP: 31392DCF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6002 | PA      | $6197.30      | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.2% 03/15/45                                | ONEOK INC REGD 4.20000000                                                                        | CUSIP: 682680BW2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $4333477.38   | 0.02%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03777 5% 11/01/36                             | FREDDIE MAC GOLD POOL P#G03777 5.00000000                                                        | CUSIP: 3128M5Q60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21471 | PA      | $21802.90     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30                         | NATWEST GROUP PLC REGD V/R 5.07600000                                                            | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9010000 | PA      | $9141944.96   | 0.04%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A91387 5% 03/01/40                             | FREDDIE MAC GOLD POOL P#A91387 5.00000000                                                        | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    644476 | PA      | $653287.67    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3393 JO V/R 09/15/32                               | FREDDIE MAC REMICS SER 3393 CL JO V/R 0.00000000                                                 | CUSIP: 31397PGA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    304849 | PA      | $274093.30    | 0.00%             | 2032-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4285 6% 11/20/38                             | GINNIE MAE II POOL P#4285 6.00000000                                                             | CUSIP: 36202EXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1191 | PA      | $1200.12      | 0.00%             | 2038-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/04/31                           | DANSKE BANK A/S REGD V/R 144A P/P MTN 5.01900000                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   7680000 | PA      | $7767038.36   | 0.04%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18 4.125% 09/20/31                         | BRITISH AIR 18-1 A PTT REGD 144A P/P 4.12500000                                                  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1419591 | PA      | $1357480.95   | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLD 4.45% 07/15/45                         | BLACKSTONE HOLDINGS FINA REGD P/P 4.45000000                                                     | CUSIP: 09256BAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $141279.66    | 0.00%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07770 5% 10/01/39                             | FREDDIE MAC GOLD POOL P#G07770 5.00000000                                                        | CUSIP: 3128M96F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    159786 | PA      | $162296.05    | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06493 4.5% 05/01/41                           | FREDDIE MAC GOLD POOL P#G06493 4.50000000                                                        | CUSIP: 3128M8RN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    604836 | PA      | $601963.75    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4721 4.5% 09/20/47                         | GINNIE MAE II POOL P#MA4721 4.50000000                                                           | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2356205 | PA      | $2305596.80   | 0.01%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2586 WI 6.5% 03/15/33                              | FREDDIE MAC REMICS SER 2586 CL WI 6.50000000                                                     | CUSIP: 31393MWB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5899 | PA      | $801.83       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.7% 03/08/33                             | ENBRIDGE INC REGD 5.70000000                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2430000 | PA      | $2519383.73   | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CO5547 V/R 05/20/72                          | GINNIE MAE II POOL P#CO5547 V/R 5.62800000                                                       | CUSIP: 3617FHEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10398120 | PA      | $10869223.84  | 0.05%             | 2072-05-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/29                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  23088000 | PA      | $23517292.50  | 0.11%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4224 7% 08/20/38                             | GINNIE MAE II POOL P#4224 7.00000000                                                             | CUSIP: 36202EVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5857 | PA      | $6155.76      | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHRR R006 ZA 6% 04/15/36                               | FREDDIE MAC REFERENCE REMIC SER R006 CL ZA 6.00000000                                            | CUSIP: 31396JT21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101476 | PA      | $107370.58    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EVERGY INC 2.9% 09/15/29                               | EVERGY INC REGD 2.90000000                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2056431.92   | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE8354 4% 03/01/48                              | FANNIE MAE POOL UMBS P#BE8354 4.00000000                                                         | CUSIP: 3140FUH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    817521 | PA      | $772784.29    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-98 FB V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-98 CL FB V/R 4.86965000                                               | CUSIP: 31396XJ70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7810 | PA      | $7734.29      | 0.00%             | 2037-06-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 2.85% 08/15/26                         | DOMINION ENERGY INC REGD SER D 2.85000000                                                        | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    304000 | PA      | $298787.31    | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.15% 02/27/33                                | RTX CORP REGD 5.15000000                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2122040.28   | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08457 4.5% 08/01/41                           | FREDDIE MAC GOLD POOL P#G08457 4.50000000                                                        | CUSIP: 3128MJQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    158959 | PA      | $158106.57    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/15/34                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8646000 | PA      | $8555824.90   | 0.04%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08624 4% 01/01/45                             | FREDDIE MAC GOLD POOL P#G08624 4.00000000                                                        | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    110080 | PA      | $104747.39    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.9% 05/01/49                                | BOEING CO REGD 3.90000000                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5784000 | PA      | $4142489.93   | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#975376 5.5% 06/01/38                            | FANNIE MAE POOL UMBS P#975376 5.50000000                                                         | CUSIP: 31414TCM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293399 | PA      | $300898.35    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H21 CF V/R 05/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL CF V/R 5.14602000                       | CUSIP: 38375BWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8345 | PA      | $8345.99      | 0.00%             | 2061-05-20      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A47999 5% 08/01/35                             | FREDDIE MAC GOLD POOL P#A47999 5.00000000                                                        | CUSIP: 3128K83G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    323237 | PA      | $327464.21    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A A 4.65% 08/15/26                          | FORD CREDIT AUTO OWNER TRUST 2023-A SER 2023-A CL A3 REGD 4.65000000                             | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2303886 | PA      | $2306422.39   | 0.01%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q45458 4% 08/01/46                             | FREDDIE MAC GOLD POOL P#Q45458 4.00000000                                                        | CUSIP: 3132WKB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    815488 | PA      | $771857.32    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3153 EO ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3153 CL EO ZCP 0.00000000                                                 | CUSIP: 31396RKM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16966 | PA      | $14701.75     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.55% 08/25/31                         | UNITED AIR 2019-1 A PTT REGD SER A 4.55000000                                                    | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515148 | PA      | $1421062.98   | 0.01%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4110 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#FS4110 2.50000000                                                         | CUSIP: 3140XKR85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1842390 | PA      | $1534844.44   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 3611 PO ZCP 07/15/34                               | FREDDIE MAC REMICS SER 3611 CL PO ZCP 0.00000000                                                 | CUSIP: 31398LSE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35101 | PA      | $31029.93     | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 05/14/35                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.90500000                                              | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2080613.12   | 0.01%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC 5% 03/15/30                           | RYDER SYSTEM INC REGD 5.00000000                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2799000 | PA      | $2839221.74   | 0.01%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                         | GINNIE MAE II POOL P#MA7767 2.50000000                                                           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10277867 | PA      | $8736328.87   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03466 5.5% 03/01/40                           | FREDDIE MAC GOLD POOL P#C03466 5.50000000                                                        | CUSIP: 31292KZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8351 | PA      | $8568.42      | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6524 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AB6524 3.50000000                                                         | CUSIP: 31417DHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    228558 | PA      | $214218.20    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M3 A2 V/R 02/25/30                            | FANNIE MAE-ACES SER 2018-M3 CL A2 V/R 3.16500000                                                 | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2115481 | PA      | $2025653.65   | 0.01%             | 2030-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-2A  5.57% 10/20/27                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-2A CL B REGD 144A P/P 5.57000000               | CUSIP: 05377RJH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1420829.34   | 0.01%             | 2028-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SAINT JOHNS CN 2.538% 10/01/30                         | SAINT JOHNS CNTY FL INDL DEV A REGD B/E AG 2.53800000                                            | CUSIP: 790417AQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9039836.00   | 0.04%             | 2030-10-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09044 3.5% 07/01/43                           | FREDDIE MAC GOLD POOL P#C09044 3.50000000                                                        | CUSIP: 31292SBM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    176731 | PA      | $165812.92    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782760 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#782760 V/R 7.25800000                                                | CUSIP: 31349UB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22770 | PA      | $23575.06     | 0.00%             | 2036-11-01      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS 5.41% 05/17/29                         | NATWEST MARKETS PLC REGD 144A P/P 5.41000000                                                     | CUSIP: 63906YAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4475000 | PA      | $4623033.31   | 0.02%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC 4.95% 08/15/29                          | BORGWARNER INC REGD 4.95000000                                                                   | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3043525.68   | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST TO 5.851% 12/01/34                         | ILLINOIS ST TOLL HIGHWAY AUTH REGD N/C B/E 5.85100000                                            | CUSIP: 452252FK0<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7857633.00   | 0.04%             | 2034-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.55% 03/15/54                         | NEXTERA ENERGY CAPITAL REGD 5.55000000                                                           | CUSIP: 65339KCV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4809070.25   | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7473 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AB7473 3.00000000                                                         | CUSIP: 31417EJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    510875 | PA      | $461831.64    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2021-1A D 1.68% 01/15/27                          | GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 1.68000000               | CUSIP: 36261AAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44193 | PA      | $44137.55     | 0.00%             | 2027-01-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                         | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                                   | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1312315.83   | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.338% 05/04/53                         | UNITED MEXICAN STATES REGD 6.33800000                                                            | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   2248000 | PA      | $2058268.80   | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FHR 3704 ET 7.5% 12/15/36                              | FREDDIE MAC REMICS SER 3704 CL ET 7.50000000                                                     | CUSIP: 3137A0YK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156625 | PA      | $172265.03    | 0.00%             | 2036-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.5% 08/15/46                         | BALTIMORE GAS & ELECTRIC REGD 3.50000000                                                         | CUSIP: 059165EH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $275170.69    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51                              | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                        | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13100043 | PA      | $10432157.55  | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRE 5.538% 01/22/30                         | BANQUE FED CRED MUTUEL REGD 144A P/P 5.53800000                                                  | CUSIP: 06675DCN0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2835000 | PA      | $2939369.14   | 0.01%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CIM 2024-R1 A1 V/R 06/25/64                            | CIM TRUST 2024-R1 SER 2024-R1 CL A1 V/R REGD 144A P/P 4.75000000                                 | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5587418 | PA      | $5541349.33   | 0.03%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOL 4.6% 04/06/27                         | KEYSIGHT TECHNOLOGIES REGD 4.60000000                                                            | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13051110.41  | 0.06%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 05/31/30                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  49465000 | PA      | $49944192.19  | 0.23%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2018-160 PA 3.5% 07/20/46                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-160 CL PA 3.50000000                           | CUSIP: 38381AH74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    462456 | PA      | $455674.30    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-6 A1 V/R 10/25/57                            | TOWD POINT MORTGAGE TRUST 2017-6 SER 2017-6 CL A1 V/R REGD 144A P/P 2.75000000                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1094801 | PA      | $1072275.68   | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32                         | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7395000 | PA      | $6405220.66   | 0.03%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 2.35% 01/15/32                         | QUANTA SERVICES INC REGD 2.35000000                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2552694.72   | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04949 6.5% 11/01/37                           | FREDDIE MAC GOLD POOL P#G04949 6.50000000                                                        | CUSIP: 3128M6ZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18010 | PA      | $19015.19     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.582% 05/15/39                         | LOS ANGELES CA DEPT OF ARPTS REGD N/C B/E 6.58200000                                             | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1473601.04   | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN 4.45% 11/21/44                         | PARKER-HANNIFIN CORP REGD MTN 4.45000000                                                         | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    333000 | PA      | $286839.29    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOL 2.85% 01/15/32                         | SAFEHOLD GL HOLDINGS LLC REGD 2.85000000                                                         | CUSIP: 78646UAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4308000 | PA      | $3751313.22   | 0.02%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM7516 3.55% 02/01/30                           | FANNIE MAE POOL UMBS P#AM7516 3.55000000                                                         | CUSIP: 3138L8K60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1460404.62   | 0.01%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHR 2430 WF 6.5% 03/15/32                              | FREDDIE MAC REMICS SER 2430 CL WF 6.50000000                                                     | CUSIP: 31339NW36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11809 | PA      | $12357.67     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMI 2005-AR5 A3 V/R 07/19/35                          | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5 SER 2005-AR5 CL A3 V/R REGD 4.93206000   | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106738 | PA      | $104526.85    | 0.00%             | 2035-07-19      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| GNR 2008-7 SP V/R 10/20/37                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-7 CL SP V/R 4.53588000                         | CUSIP: 38375PQ61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7892 | PA      | $7888.90      | 0.00%             | 2037-10-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| FHR 3085 WF V/R 08/15/35                               | FREDDIE MAC REMICS SER 3085 CL WF V/R 5.21833000                                                 | CUSIP: 31396FSM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17168 | PA      | $17224.42     | 0.00%             | 2035-08-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.85% 07/15/26                               | ONEOK INC REGD 4.85000000                                                                        | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   9455000 | PA      | $9472663.64   | 0.04%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q42018 3.5% 07/01/46                           | FREDDIE MAC GOLD POOL P#Q42018 3.50000000                                                        | CUSIP: 3132WFG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1389694 | PA      | $1283137.67   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.85% 04/01/55                            | NISOURCE INC REGD 5.85000000                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  11878000 | PA      | $11753363.55  | 0.05%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1K0046 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1K0046 V/R 7.35500000                                                | CUSIP: 3128NUBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10022 | PA      | $10319.39     | 0.00%             | 2036-10-01      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.4% 02/12/52                         | UNITED MEXICAN STATES REGD 4.40000000                                                            | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1340000 | PA      | $937799.00    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNS 345 6 V/R 12/25/33                                 | FANNIE MAE INTEREST STRIP SER 345 CL 6 V/R 5.00000000                                            | CUSIP: 3136FCCH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3544 | PA      | $412.38       | 0.00%             | 2033-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H11 LI V/R 05/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H11 CL LI V/R 2.59691000                       | CUSIP: 38376R3Z7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4579424 | PA      | $380728.71    | 0.00%             | 2067-05-20      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 1.5% 01/31/28                         | AMERICAN TOWER CORP REGD 1.50000000                                                              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2477500.43   | 0.01%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 3.126% 03/15/27                          | CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST SER 2017-C8 CL A3 REGD 3.12658000                        | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5622307 | PA      | $5465074.24   | 0.03%             | 2050-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 5.1% 01/15/35                         | JERSEY CENTRAL PWR & LT REGD 5.10000000                                                          | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $957161.97    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CMLTI 2004-UST1  V/R 08/25/34                          | CITIGROUP MORTGAGE LOAN TRUST 2004-UST1 SER 2004-UST1 CL A6 V/R REGD 6.22500900                  | CUSIP: 17307GLD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3295 | PA      | $3120.75      | 0.00%             | 2034-08-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FHR 3793 AB 3.5% 01/15/26                              | FREDDIE MAC REMICS SER 3793 CL AB 3.50000000                                                     | CUSIP: 3137A5DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28582 | PA      | $28458.00     | 0.00%             | 2026-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2011-75 SM V/R 05/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-75 CL SM V/R 2.16794000                        | CUSIP: 38377WFA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96964 | PA      | $6266.04      | 0.00%             | 2041-05-20      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/10/29                         | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                         | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6110314.49   | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 1A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 1A3 V/R REGD 6.54997600               | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6016 | PA      | $5974.56      | 0.00%             | 2037-02-25      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6039 3.5% 07/20/49                         | GINNIE MAE II POOL P#MA6039 3.50000000                                                           | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1224532 | PA      | $1122658.43   | 0.01%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-92 S V/R 07/20/49                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-92 CL S V/R 0.00000000                         | CUSIP: 38381WV62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17265881 | PA      | $253744.57    | 0.00%             | 2049-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 06/01/34                                  | MPLX LP REGD 5.50000000                                                                          | CUSIP: 55336VBX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6610000 | PA      | $6636868.59   | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8490 5% 12/20/52                           | GINNIE MAE II POOL P#MA8490 5.00000000                                                           | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500271 | PA      | $1482486.06   | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND 3.45% 01/21/28                         | ANZ NEW ZEALAND INTL/LDN REGD 144A P/P 3.45000000                                                | CUSIP: 00182EBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    500000 | PA      | $490703.75    | 0.00%             | 2028-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/40                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834JH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20090000 | PA      | $9521323.61   | 0.04%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 02/10/48                         | UNITED MEXICAN STATES REGD 4.60000000                                                            | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1482000 | PA      | $1099125.30   | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2707 3% 08/01/36                              | FANNIE MAE POOL UMBS P#MA2707 3.00000000                                                         | CUSIP: 31418CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384607 | PA      | $364685.17    | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.35% 04/15/47                                | RTX CORP REGD SER WI 4.35000000                                                                  | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    970000 | PA      | $805867.97    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#896463 V/R 10/01/34                             | FANNIE MAE POOL UMBS P#896463 V/R 7.25300000                                                     | CUSIP: 31410S5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7576 | PA      | $7829.24      | 0.00%             | 2034-10-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1757 5% 06/01/54                              | FREDDIE MAC POOL UMBS P#RJ1757 5.00000000                                                        | CUSIP: 3142GR5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2932270 | PA      | $2894710.83   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T2 1A 7.5% 11/25/43                          | FANNIE MAE GRANTOR TRUST 2004-T2 SER 2004-T2 CL 1A4 7.50000000                                   | CUSIP: 31393X7D3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75309 | PA      | $76294.15     | 0.00%             | 2043-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9486 3.57% 06/01/28                           | FANNIE MAE POOL UMBS P#AN9486 3.57000000                                                         | CUSIP: 3138LNRG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8107829 | PA      | $7978147.21   | 0.04%             | 2028-06-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTI 5% 02/07/31                         | NATIONAL RURAL UTIL COOP REGD MTN SER GMTN 5.00000000                                            | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   4164000 | PA      | $4268400.85   | 0.02%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERA 3.625% 03/01/41                         | SOCIETE GENERALE REGD 144A P/P MTN 3.62500000                                                    | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6000000 | PA      | $4261855.14   | 0.02%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 4.42% 12/15/46                         | KEURIG DR PEPPER INC REGD 4.42000000                                                             | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3169522.74   | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T1 1A 6.5% 01/25/44                          | FANNIE MAE GRANTOR TRUST 2004-T1 SER 2004-T1 CL 1A2 6.50000000                                   | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7956 | PA      | $8181.30      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4184 4% 01/01/45                              | FANNIE MAE POOL UMBS P#AS4184 4.00000000                                                         | CUSIP: 3138WDUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2010662 | PA      | $1908347.20   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5846 2.5% 09/01/52                            | FANNIE MAE POOL UMBS P#FS5846 2.50000000                                                         | CUSIP: 3140XMP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    977787 | PA      | $812019.28    | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 4.85% 02/15/28                          | FORD CREDIT AUTO OWNER TRUST 2023-REV1 SER 2023-1 CL A REGD 144A P/P 4.85000000                  | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18470000 | PA      | $18736438.99  | 0.09%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AK4025 3.5% 02/01/42                            | FANNIE MAE POOL UMBS P#AK4025 3.50000000                                                         | CUSIP: 3138E8PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135460 | PA      | $127144.39    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2008-42 AO ZCP 09/25/36                            | FANNIE MAE REMICS SER 2008-42 CL AO ZCP 0.00000000                                               | CUSIP: 31397LPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5373 | PA      | $4607.09      | 0.00%             | 2036-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 3.5% 04/06/28                         | ENEL FINANCE INTL NV REGD 144A P/P 3.50000000                                                    | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    900000 | PA      | $877622.11    | 0.00%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC3740 5.5% 09/01/39                            | FANNIE MAE POOL UMBS P#AC3740 5.50000000                                                         | CUSIP: 31417NEN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16823 | PA      | $17197.85     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A46987 5.5% 07/01/35                           | FREDDIE MAC GOLD POOL P#A46987 5.50000000                                                        | CUSIP: 3128K7XQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26005 | PA      | $26926.61     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 2.6% 06/15/31                         | COX COMMUNICATIONS INC REGD 144A P/P 2.60000000                                                  | CUSIP: 224044CN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15920000 | PA      | $13932810.68  | 0.06%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C58  1.81% 09/15/30                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58 SER 2020-C58 CL A3 REGD 1.81000000                | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22559105 | PA      | $20025444.63  | 0.09%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0109 4% 01/01/49                              | FREDDIE MAC POOL UMBS P#SD0109 4.00000000                                                        | CUSIP: 3132DMDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2378746 | PA      | $2250378.57   | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE 5.1% 09/12/34                         | WOODSIDE FINANCE LTD REGD 5.10000000                                                             | CUSIP: 980236AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $6777843.87   | 0.03%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-10 A1A V/R 11/20/34                          | SEQUOIA MORTGAGE TRUST 2004-10 SER 2004-10 CL A1A V/R REGD 5.05206000                            | CUSIP: 81744FET0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13222 | PA      | $12448.55     | 0.00%             | 2034-11-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS SER 2007-1                           | FANNIE MAE REMICS SER 2007-109  CL AI V/R 1.98035000                                             | CUSIP: 31396XY73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66379 | PA      | $5209.81      | 0.00%             | 2037-12-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.5% 08/15/39                         | UNITEDHEALTH GROUP INC REGD 3.50000000                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1351741.72   | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 2835 QO ZCP 12/15/32                               | FREDDIE MAC REMICS SER 2835 CL QO ZCP 0.00000000                                                 | CUSIP: 31395FEZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5815 | PA      | $5172.17      | 0.00%             | 2032-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 A V/R 02/25/28                          | VCAT 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 5.88900000                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    687574 | PA      | $688016.39    | 0.00%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 A V/R 06/25/55                          | PRET 2025-NPL6 LLC SER 2025-NPL6 CL A1 V/R REGD 144A P/P 0.00000000                              | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5580000 | PA      | $5580380.00   | 0.03%             | 2055-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38                         | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                      | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8490000 | PA      | $9414447.83   | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7037 V/R 03/01/32                             | FANNIE MAE POOL UMBS P#BM7037 V/R 1.75500000                                                     | CUSIP: 3140JBZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14945151 | PA      | $12769481.08  | 0.06%             | 2032-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FORDR 2025-1 A V/R 02/15/30                            | FORD CREDIT AUTO OWNER TRUST/FORD CREDIT SER 2025-1 CL A V/R REGD 144A P/P 4.86000000            | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  37225000 | PA      | $37966507.11  | 0.18%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-4 C 6.41% 05/16/27                          | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL C REGD 6.41000000        | CUSIP: 379930AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1242408.12   | 0.01%             | 2029-05-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| KSBA 2012-2 A V/R 08/25/38                             | KGS-ALPHA SBA COOF TRUST 2012-2 SER 2012-2 CL A V/R 144A P/P 0.93213100                          | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    551666 | PA      | $10114.63     | 0.00%             | 2038-08-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GNR 2007-36 HO ZCP 06/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL HO ZCP 0.00000000                        | CUSIP: 38375KKT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7191 | PA      | $5815.59      | 0.00%             | 2037-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NALT 2023-B A4 5.61% 11/17/25                          | NISSAN AUTO LEASE TRUST 2023-B SER 2023-B CL A4 REGD 5.61000000                                  | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2808000 | PA      | $2816892.09   | 0.01%             | 2027-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3172 3% 10/20/45                           | GINNIE MAE II POOL P#MA3172 3.00000000                                                           | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    754670 | PA      | $677971.15    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W7 1A4 V/R 07/25/37                           | FANNIE MAE REMIC TRUST 2007-W7 SER 2007-W7 CL 1A4 V/R 12.66210000                                | CUSIP: 31396WVA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6349 | PA      | $8410.17      | 0.00%             | 2037-07-25      | Variable      | 12.66%                | No            |                  2 | On Loan: No      |
| FNMA P745948  6.50% 10/01/36                           | FNMA P745948  6.50% 10/01/36 6.50000000                                                          | CUSIP: 31403DWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11735 | PA      | $12369.12     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.319% 11/15/38                         | DUPONT DE NEMOURS INC REGD 5.31900000                                                            | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4176791.96   | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NYKPK 2021-1A A V/R 10/20/34                           | NYACK PARK CLO LTD SER 2021-1A CL A V/R REGD 144A P/P 5.65108000                                 | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19751613 | PA      | $19772253.44  | 0.09%             | 2034-10-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6132 2.5% 10/01/51                            | FREDDIE MAC POOL UMBS P#RA6132 2.50000000                                                        | CUSIP: 3133KMY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8500886 | PA      | $7088190.02   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK  1.96% 06/27/30                         | NIAGARA MOHAWK POWER REGD 144A P/P 1.96000000                                                    | CUSIP: 65364UAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1898058.64   | 0.01%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| SCRT 2025-1 MT 3.25% 11/25/64                          | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-1 SER 2025-1 CL MTU 3.25000000                   | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11788386 | PA      | $10221595.46  | 0.05%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M10 A2 V/R 07/25/28                           | FANNIE MAE-ACES SER 2018-M10 CL A2 V/R 3.46700000                                                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6771148 | PA      | $6640593.17   | 0.03%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0531 3.5% 04/01/47                            | FREDDIE MAC POOL UMBS P#ZT0531 3.50000000                                                        | CUSIP: 3132ACSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12418745 | PA      | $11464907.05  | 0.05%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ9278 3.5% 12/01/41                            | FANNIE MAE POOL UMBS P#AJ9278 3.50000000                                                         | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141954 | PA      | $133358.63    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AU0744 3.5% 06/20/46                         | GINNIE MAE II POOL P#AU0744 3.50000000                                                           | CUSIP: 36194MZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1279814 | PA      | $1172053.01   | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.8% 10/15/25                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.80000000                                                 | CUSIP: 44891ABN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1180019.60   | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q44963 3.5% 12/01/46                           | FREDDIE MAC GOLD POOL P#Q44963 3.50000000                                                        | CUSIP: 3132WJQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2538164 | PA      | $2344619.63   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 5.625% 08/16/32                         | FAIRFAX FINL HLDGS LTD REGD SER WI 5.62500000                                                    | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $9243158.85   | 0.04%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4281 2% 03/01/51                              | FANNIE MAE POOL UMBS P#MA4281 2.00000000                                                         | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34017758 | PA      | $27068734.54  | 0.13%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 5.6% 10/15/33                             | NNN REIT INC REGD 5.60000000                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $982038.39    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08681 3.5% 12/01/45                           | FREDDIE MAC GOLD POOL P#G08681 3.50000000                                                        | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1193902 | PA      | $1107528.95   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2008-44 PO ZCP 05/25/38                            | FANNIE MAE REMICS SER 2008-44 CL PO ZCP 0.00000000                                               | CUSIP: 31397LMA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       904 | PA      | $795.85       | 0.00%             | 2038-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JUL 25                                | FNMA 30YR TBA 6% JUL 25        TO BE ANNOUNCED 6.00000000                                        | CUSIP: 01F060675<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -6000000 | PA      | $-6096737.04  | -0.03%            | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#920954 V/R 01/01/37                             | FANNIE MAE POOL UMBS P#920954 V/R 6.00800000                                                     | CUSIP: 31412CE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14193 | PA      | $14489.24     | 0.00%             | 2037-01-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 2.4% 02/01/31                             | WP CAREY INC REGD 2.40000000                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1582715.39   | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ1 A1 V/R 06/25/24                          | TOWD POINT MORTGAGE TRUST 2021-SJ1 SER 2021-SJ1 CL A1 V/R REGD 144A P/P 2.25000000               | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4122801 | PA      | $3960238.87   | 0.02%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNR 2003-75 ZX 6% 09/16/33                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-75 CL ZX 6.00000000                            | CUSIP: 38374CDG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35020 | PA      | $35125.99     | 0.00%             | 2033-09-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1554 V/R 02/01/37                            | FREDDIE MAC NON GOLD POOL P#1G1554 V/R 6.84400000                                                | CUSIP: 3128QJWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12454 | PA      | $12757.55     | 0.00%             | 2037-02-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-4 A1 1.75% 08/25/30                          | TOWD POINT MORTGAGE TRUST 2020-4 SER 2020-4 CL A1 REGD 144A P/P 1.75000000                       | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1749155 | PA      | $1584328.74   | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WINDFALL MININ 5.854% 05/13/32                         | WINDFALL MINING GROUP REGD 144A P/P 5.85400000                                                   | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   3807000 | PA      | $3888453.92   | 0.02%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WOART 2024-C B 4.68% 07/17/28                          | WORLD OMNI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL B REGD 4.68000000                         | CUSIP: 98164NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2104000 | PA      | $2114740.29   | 0.01%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% JUL12                               | FNMA 30YR TBA 3.0% JUL12       TO BE ANNOUNCED 3.00000000                                        | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  39425000 | PA      | $34108165.79  | 0.16%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.55% 12/01/33                                | AT&T INC REGD 2.55000000                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $2542520.45   | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL  4.75% 04/03/26                         | KOREA NATIONAL OIL CORP REGD 144A P/P 4.75000000                                                 | CUSIP: 50065WAQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1570000 | PA      | $1574310.61   | 0.01%             | 2026-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50531 6.5% 01/01/37                           | FREDDIE MAC GOLD POOL P#P50531 6.50000000                                                        | CUSIP: 31288LSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2009 | PA      | $2013.82      | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERG 7.375% 10/15/45                         | ENBRIDGE ENERGY PARTNERS REGD 7.37500000                                                         | CUSIP: 29250RAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2970800.61   | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALT 3.447% 11/01/49                         | MEMORIAL HEALTH SERVICES REGD 3.44700000                                                         | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2164556.79   | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90402 3.5% 11/01/42                           | FREDDIE MAC GOLD POOL P#U90402 3.50000000                                                        | CUSIP: 3132H3NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67609 | PA      | $63257.87     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A86141 5% 05/01/39                             | FREDDIE MAC GOLD POOL P#A86141 5.00000000                                                        | CUSIP: 312932ZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3364 | PA      | $3390.39      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MRFC 2000-TBC2 A V/R 06/15/30                          | MRFC MORTGAGE PASS-THROUGH TRUST SERIES 1999-TBC2 SER 2000-TBC2 CL A1 V/R REGD 4.90624000        | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31341 | PA      | $30545.11     | 0.00%             | 2030-06-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 6.25% 03/15/38                         | CANADIAN NATL RESOURCES REGD 6.25000000                                                          | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5185162.60   | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/15/33                             | UNITED STATES TREASURY NOTE 4.50000000                                                           | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14450000 | PA      | $14842859.38  | 0.07%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LMT 2006-2 1A1 V/R 04/25/36                            | LEHMAN MORTGAGE TRUST 2006-2 SER 2006-2 CL 1A1 V/R REGD 5.74270000                               | CUSIP: 52520MGG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34328 | PA      | $21325.74     | 0.00%             | 2036-04-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATI 1.7% 08/01/27                         | LENNOX INTERNATIONAL INC REGD 1.70000000                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886329.06   | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI2465 4.5% 05/01/41                            | FANNIE MAE POOL UMBS P#AI2465 4.50000000                                                         | CUSIP: 3138AFW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2401131 | PA      | $2386043.78   | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3  2.89% 07/10/26                          | DBJPM 2016-C3 MORTGAGE TRUST SER 2016-C3 CL A5 REGD 2.89000000                                   | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3064000 | PA      | $3001893.33   | 0.01%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28                             | CITIGROUP INC REGD V/R 3.52000000                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2937688.53   | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| VENDE 1996-1 1 6.75% 02/15/26                          | VENDEE MORTGAGE TRUST 1996-1 SER 1996-1 CL 1Z 6.75000000                                         | CUSIP: 92260MAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11336 | PA      | $11375.26     | 0.00%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNR 2011-31 DB 3.5% 04/25/31                           | FANNIE MAE REMICS SER 2011-31 CL DB 3.50000000                                                   | CUSIP: 31397SHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214116 | PA      | $209935.20    | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY  5.55% 01/15/28                         | DIGITAL REALTY TRUST LP REGD 5.55000000                                                          | CUSIP: 25389JAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3076995.42   | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI8069 4% 10/01/41                              | FANNIE MAE POOL UMBS P#AI8069 4.00000000                                                         | CUSIP: 3138AM6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    322014 | PA      | $305128.41    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 05/09/31                          | DEUTSCHE BANK NY REGD V/R 5.29700000                                                             | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19266000 | PA      | $19566944.94  | 0.09%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FNR 2006-11 PS V/R 03/25/36                            | FANNIE MAE REMICS SER 2006-11 CL PS V/R 8.36128700                                               | CUSIP: 31394V7G9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6322 | PA      | $7460.19      | 0.00%             | 2036-03-25      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB1397 2.5% 07/01/50                            | FREDDIE MAC POOL UMBS P#QB1397 2.50000000                                                        | CUSIP: 3133A7RS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18900505 | PA      | $15709651.43  | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8426 4% 11/20/52                           | GINNIE MAE II POOL P#MA8426 4.00000000                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2647799 | PA      | $2471468.45   | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.375% 09/27/54                            | ORACLE CORP REGD 5.37500000                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3361279.65   | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08492 4% 05/01/42                             | FREDDIE MAC GOLD POOL P#G08492 4.00000000                                                        | CUSIP: 3128MJRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4751 | PA      | $4587.12      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 01/19/63                         | REPUBLIC OF PANAMA REGD 4.50000000                                                               | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |   4130000 | PA      | $2652988.60   | 0.01%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3213 OA ZCP 09/15/36                               | FREDDIE MAC REMICS SER 3213 CL OA ZCP 0.00000000                                                 | CUSIP: 31397B2M2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7508 | PA      | $6629.02      | 0.00%             | 2036-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE 2.94% 09/30/40                         | GALAXY PIPELINE ASSETS REGD 144A P/P 2.94000000                                                  | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2163938 | PA      | $1772592.17   | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.65% 06/01/44                                | AT&T INC REGD 4.65000000                                                                         | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1850244.20   | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WAMMS 2003-MS7 P ZCP 03/25/33                          | WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH  SER 2003-MS7 CL P ZCP REGD 0.00000000               | CUSIP: 939336TX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        20 | PA      | $16.24        | 0.00%             | 2033-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3126 3.5% 03/01/52                            | FANNIE MAE POOL UMBS P#CB3126 3.50000000                                                         | CUSIP: 3140QNPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1162505 | PA      | $1059938.79   | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/29                         | JPMORGAN CHASE & CO REGD V/R 2.06900000                                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1875849.56   | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/30                            | MORGAN STANLEY REGD V/R 4.65400000                                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9556000 | PA      | $9574228.07   | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP 3.9% 05/25/27                          | TC PIPELINES LP REGD 3.90000000                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4941887.00   | 0.02%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.5% 01/15/55                         | CONOCOPHILLIPS COMPANY REGD 5.50000000                                                           | CUSIP: 20826FBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2931850.49   | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1523 4.5% 12/20/43                         | GINNIE MAE II POOL P#MA1523 4.50000000                                                           | CUSIP: 36179NVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    516598 | PA      | $506214.17    | 0.00%             | 2043-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  6.271% 06/26/26                         | ELEMENT FLEET MANAGEMENT REGD 144A P/P 6.27100000                                                | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   7530000 | PA      | $7636660.87   | 0.04%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0105 V/R 09/01/36                            | FREDDIE MAC NON GOLD POOL P#1Q0105 V/R 7.57900000                                                | CUSIP: 3128S4DJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11199 | PA      | $11461.29     | 0.00%             | 2036-09-01      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#870770 6.5% 07/01/36                            | FANNIE MAE POOL UMBS P#870770 6.50000000                                                         | CUSIP: 31409GMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2411 | PA      | $2542.89      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4417 1.5% 09/01/36                            | FANNIE MAE POOL UMBS P#MA4417 1.50000000                                                         | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4152756 | PA      | $3696887.48   | 0.02%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL9627 1.56% 01/01/31                           | FANNIE MAE POOL UMBS P#BL9627 1.56000000                                                         | CUSIP: 3140J2VV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2275000 | PA      | $1970342.60   | 0.01%             | 2031-01-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GNR 2008-79 CS V/R 06/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-79 CL CS V/R 2.36794000                        | CUSIP: 38375YNF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43229 | PA      | $42933.81     | 0.00%             | 2035-06-20      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31                         | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                  | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1732734 | PA      | $1659464.03   | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL2  V/R 08/25/43                          | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL2 CL A1A V/R REGD 144A P/P 3.25000000       | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22442436 | PA      | $19871955.87  | 0.09%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.259% 03/25/28                         | BAT CAPITAL CORP REGD 2.25900000                                                                 | CUSIP: 05526DBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1892217.10   | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9167 2% 10/01/51                              | FANNIE MAE POOL UMBS P#FM9167 2.00000000                                                         | CUSIP: 3140XDFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    533166 | PA      | $427419.96    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS  6% 04/15/34                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 6.00000000                                                | CUSIP: 92840VAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7266000 | PA      | $7545450.36   | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.45% 05/14/46                              | ABBVIE INC REGD 4.45000000                                                                       | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $365832.10    | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH7861 4.5% 05/01/41                            | FANNIE MAE POOL UMBS P#AH7861 4.50000000                                                         | CUSIP: 3138A9WX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242126 | PA      | $242021.89    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO 2017-1A A 4.46% 09/20/41                          | HERO FUNDING TRUST 2017-1A SER 2017-1A CL A2 REGD 144A P/P 4.46000000                            | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1416097 | PA      | $1307436.01   | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48                           | GINNIE MAE II POOL P#MA4963 4.00000000                                                           | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    974068 | PA      | $916631.09    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 03/28/35                             | AIB GROUP PLC REGD V/R 144A P/P MTN 5.87100000                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6500000 | PA      | $6703014.50   | 0.03%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#995504 7.5% 11/01/38                            | FANNIE MAE POOL UMBS P#995504 7.50000000                                                         | CUSIP: 31416B3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13540 | PA      | $14220.54     | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STAR 2022-1 A1 V/R 12/25/66                            | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.44700000         | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11794748 | PA      | $10681121.27  | 0.05%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| FHR 3202 HI V/R 08/15/36                               | FREDDIE MAC REMICS SER 3202 CL HI V/R 2.23167000                                                 | CUSIP: 31397ABD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167334 | PA      | $15697.58     | 0.00%             | 2036-08-15      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4548 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#MA4548 2.50000000                                                         | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9988748 | PA      | $8308393.67   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FSPC T-48 1A V/R 07/25/33                              | FSPC T-48 1A V/R 07/25/33 4.34709000                                                             | CUSIP: 31392UZ56<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88165 | PA      | $84958.00     | 0.00%             | 2033-07-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07072 3.5% 05/01/42                           | FREDDIE MAC GOLD POOL P#G07072 3.50000000                                                        | CUSIP: 3128M9FM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    278920 | PA      | $262182.65    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 05/15/42                         | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                         | CUSIP: 144141DB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $180214.54    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7827 2.5% 01/20/52                         | GINNIE MAE II POOL P#MA7827 2.50000000                                                           | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3149281 | PA      | $2676937.75   | 0.01%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  3.9% 07/15/26                         | ENERGY TRANSFER LP REGD 3.90000000                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3744327.30   | 0.02%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Bridge Builder Trust

**Signature:** Aaron Masek

**Name of Signer:** Aaron Masek

**Title:** Principal Financial Officer