# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0001752724-25-202843
**Filing Date:** 2025-8
**Character Count:** 1103105
**Document Hash:** d5033171b8209b424e584b14c689317b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-202843.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-202843

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 251251485

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Intermediate Bond Fund (Series ID: S000008396)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023011 | Class R      | IIBOX           |
| C000023012 | Class A      | IIBAX           |
| C000023014 | Class C      | IICCX           |
| C000023015 | Class I      | IICIX           |
| C000057276 | Class W      | IIBWX           |
| C000122010 | Class R6     | IIBZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Funds Trust

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA INTERMEDIATE BOND FUND

- **b. EDGAR series identifier (if any):** S000008396

- **c. LEI of Series:** 549300FK6EUCD2VZ8U23

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

- **a. Date of fiscal year-end:** 2026-03-31

- **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:** $10579112961.00

**Total Liabilities:** $923612713.00

**Net Assets:** $9655500248.00

**Delayed Delivery Securities:** $38502026.32

**Stand-by Commitments:** $324050459.66

**Cash Not Reported:** $96798818.21

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8891.25317000 | **1-Year:** 379980.59819000 | **5-Year:** 2317263.91620000 | **10-Year:** 812531.23195000 | **30-Year:** 59929.77213000

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

- **3-Month:** 349.94253000 | **1-Year:** 70460.42515000 | **5-Year:** 207729.12487000 | **10-Year:** 64253.21814000 | **30-Year:** 2338.81230000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023011 | 0.31%                | -0.57%               | 1.60%                |
| Class ID C000023012 | 0.33%                | -0.55%               | 1.62%                |
| Class ID C000122010 | 0.36%                | -0.63%               | 1.77%                |
| Class ID C000023014 | 0.27%                | -0.73%               | 1.68%                |
| Class ID C000023015 | 0.36%                | -0.52%               | 1.65%                |
| Class ID C000057276 | 0.35%                | -0.53%               | 1.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2112218.23             | $6498175.80                                |
| Month 2  | $-18591777.53            | $-31269898.27                              |
| Month 3  | $4687370.38              | $100272855.49                              |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                            | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28053 | PA      | $29229.60     | 0.00%             | 2037-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1423458 | PA      | $1415904.01   | 0.01%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                        | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    4700000 | PA      | $4611875.00   | 0.05%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1180035.87   | 0.01%             | 2039-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1F59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3706543 | PA      | $3608809.13   | 0.04%             | 2041-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2883000 | PA      | $2896705.29   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4633000 | PA      | $4799455.81   | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W9ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     369939 | PA      | $356505.08    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                  | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2617488.00   | 0.03%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                          | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3986108.10   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10120360.00  | 0.10%             | 2041-12-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2466411.52   | 0.03%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF GUATEMALA                                           | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    4100000 | PA      | $4175850.00   | 0.04%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3991435 | PA      | $374028.97    | 0.00%             | 2040-05-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  117588800 | PA      | $117781718.54 | 1.22%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381W2F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     416445 | PA      | $306544.04    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                            | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     914000 | PA      | $934072.53    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                               | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6947167 | PA      | $6804400.43   | 0.07%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BSAY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15364142 | PA      | $1231943.04   | 0.01%             | 2042-04-25      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     688000 | PA      | $635254.90    | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     425098 | PA      | $382577.29    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -94301000 | NC      | $-58963.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3981000 | PA      | $4003062.38   | 0.04%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2482870.58   | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HMU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1477 | PA      | $1527.73      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                              | MACQUARIE BANK LTD                                                               | CUSIP: 55607NZT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2350201.16   | 0.02%             | 2025-09-18      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   52087704 | PA      | $219054.84    | 0.00%             | 2049-11-10      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                          | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     612211 | PA      | $104920757.46 | 1.09%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3688000 | PA      | $3579089.89   | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Whole Loan Securit                                  | Freddie Mac Whole Loan Securities Trust                                          | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2433045 | PA      | $2103662.94   | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                        | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    2700000 | PA      | $2558925.00   | 0.03%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAHD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12127631 | PA      | $11174387.27  | 0.12%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ4                                     | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2956360 | PA      | $2979023.62   | 0.03%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                      | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2663000 | PA      | $2774909.70   | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                  | HarborView Mortgage Loan Trust 2007-5                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1216609 | PA      | $1048369.61   | 0.01%             | 2037-09-19      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                        | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2724461.28   | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379V6P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     349472 | PA      | $323103.71    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24070419 | PA      | $19366627.84  | 0.20%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3836000 | PA      | $3619425.81   | 0.04%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1370282.29   | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29891846 | PA      | $23806059.94  | 0.25%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     288055 | PA      | $265125.69    | 0.00%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     244334 | PA      | $219772.46    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17653126 | PA      | $14896365.45  | 0.15%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     910000 | PA      | $875429.83    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     446381 | PA      | $52771.59     | 0.00%             | 2041-10-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                  | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      96391 | PA      | $95612.01     | 0.00%             | 2036-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3261000 | PA      | $2923103.33   | 0.03%             | 2052-05-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140ECBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     361104 | PA      | $352901.90    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                             | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    6281000 | PA      | $6744451.62   | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1AP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23392437 | PA      | $5326179.52   | 0.06%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5696426 | PA      | $1036012.49   | 0.01%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                        | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2199000 | PA      | $1837150.11   | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                   | Takeda US Financing Inc                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3095583.32   | 0.03%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     990000 | PA      | $828562.36    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7529770.50   | 0.08%             | 2041-08-18      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -50394000 | NC      | $497771.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    9510000 | PA      | $9189037.50   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1117489.88   | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $5863242.67   | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                            | Fannie Mae REMIC Trust 2002-W9                                                   | CUSIP: 31392ESN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2494124 | PA      | $2519474.44   | 0.03%             | 2042-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                                         | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBR8<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   10700000 | PA      | $10720950.60  | 0.11%             | 2038-02-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2486000 | PA      | $2552095.58   | 0.03%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo                                  | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    3367484 | PA      | $3384020.98   | 0.04%             | 2034-02-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3610000 | PA      | $3876237.50   | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2510369 | PA      | $2553815.58   | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                     | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     953000 | PA      | $979981.04    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC (NEW YORK BRANCH)                             | BARCLAYS BANK PLC (NEW YORK BRANCH)                                              | CUSIP: 06745GDG3<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1801047.24   | 0.02%             | 2025-10-21      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                      | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2962478.86   | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADVU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     594462 | PA      | $24518.48     | 0.00%             | 2032-10-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384XW66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  112821714 | PA      | $7118801.95   | 0.07%             | 2054-11-20      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     418375 | PA      | $376832.06    | 0.00%             | 2037-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1659679.75   | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1953642.48   | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6613572 | PA      | $5552076.46   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382LZ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17776707 | PA      | $3482055.13   | 0.04%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5418000 | PA      | $5449958.94   | 0.06%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $992778.30    | 0.01%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4578457 | PA      | $4687807.04   | 0.05%             | 2040-01-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SunRun Athena Issuer                                            | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    3981993 | PA      | $3791301.42   | 0.04%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F9AB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25347120 | PA      | $4387883.08   | 0.05%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QBYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1573889 | PA      | $1452339.88   | 0.02%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6037000 | PA      | $5893786.24   | 0.06%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                        | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2247341.97   | 0.02%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2405834 | PA      | $2137660.97   | 0.02%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1452191 | PA      | $1270716.00   | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8516267 | PA      | $8314647.86   | 0.09%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0BQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17350261 | PA      | $3660657.03   | 0.04%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBONOS                                                | Mexican Udibonos                                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     891910 | PA      | $35994494.15  | 0.37%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES                                         | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $3807597.92   | 0.04%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                           | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1543897.73   | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2068335.18   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2494000 | PA      | $2605746.29   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $3327516.77   | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  252308400 | PA      | $259227170.67 | 2.68%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                               | Cedar Funding IV CLO Ltd                                                         | CUSIP: 150323BQ5<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10041070.00  | 0.10%             | 2038-01-23      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                            | Mississippi Power Co                                                             | CUSIP: 605417BY9<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      76000 | PA      | $65781.46     | 0.00%             | 2041-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     736936 | PA      | $718667.31    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     763893 | PA      | $746543.31    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E2VD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82414 | PA      | $79600.94     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                             | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1746504.79   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     917376 | PA      | $912963.88    | 0.01%             | 2034-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                        | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2193977.72   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     944000 | PA      | $661146.72    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380BY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11961108 | PA      | $1543510.36   | 0.02%             | 2046-11-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3918354 | PA      | $3813839.21   | 0.04%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QFB73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19355376 | PA      | $16932749.96  | 0.18%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3801961.20   | 0.04%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20794965 | PA      | $19940769.64  | 0.21%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     504113 | PA      | $452608.77    | 0.00%             | 2037-02-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1940000 | PA      | $2013720.00   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1479888.29   | 0.02%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                         | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2418947.75   | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Winwater Mortgage Loan Trust                                    | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     478073 | PA      | $446681.83    | 0.00%             | 2045-08-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                               | MIZUHO BANK LTD (NEW YORK BRANCH)                                                | CUSIP: 60710TZF1<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4000928.33   | 0.04%             | 2025-07-23      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                     | Target Corp                                                                      | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3318000 | PA      | $3314328.47   | 0.03%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                                             | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    5022000 | PA      | $5189355.89   | 0.05%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18198107 | PA      | $14472905.11  | 0.15%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GNLK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254076 | PA      | $248300.90    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                            | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3020000 | PA      | $2996038.72   | 0.03%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393UN25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169220 | PA      | $174769.31    | 0.00%             | 2034-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                           | HONDA FIN 0% 08/25/21                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2978132.10   | 0.03%             | 2025-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1220410.20   | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384JXN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6585034 | PA      | $6688387.04   | 0.07%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                       | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $2323192.25   | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                 | Oaktree CLO 2023-1 Ltd                                                           | CUSIP: 67389DAN1<br>LEI: 254900WZ1Z6PQ6U3P013 | Long             | ABS-CBDO         | CORP              | JE        |    6000000 | PA      | $6033186.00   | 0.06%             | 2038-04-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                   | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4259000 | PA      | $3726179.08   | 0.04%             | 2053-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22836357 | PA      | $22853136.23  | 0.24%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                              | Seasoned Loans Structured Transaction Trust Series 2019-3                        | CUSIP: 35564CEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32340000 | PA      | $30190146.76  | 0.31%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397KXH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     608871 | PA      | $11738.06     | 0.00%             | 2037-10-15      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31424U8E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  119532157 | PA      | $27196123.79  | 0.28%             | 2053-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6835000 | PA      | $6717232.47   | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     479000 | PA      | $347731.02    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                  | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     504613 | PA      | $184430.96    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     804909 | PA      | $734179.74    | 0.01%             | 2035-11-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                      | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2373000 | PA      | $2445109.06   | 0.03%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        976 | PA      | $1008.45      | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F7XG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   86708914 | PA      | $15203567.06  | 0.16%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H050672<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30156000 | PA      | $29627055.32  | 0.31%             | 2055-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25721831 | PA      | $395073.17    | 0.00%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2059796.54   | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| ICON INVESTMENTS SIX DAC                                        | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    4059000 | PA      | $4212632.91   | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AYPL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2673970 | PA      | $193904.01    | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1911643.80   | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AEU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2821080 | PA      | $199742.08    | 0.00%             | 2033-06-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (NEW YORK BRANCH)                                   | BNP PARIBAS (NEW YORK BRANCH)                                                    | CUSIP: 05593DFJ7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |     950000 | PA      | $950100.22    | 0.01%             | 2025-09-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5619000 | PA      | $4733164.99   | 0.05%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     824000 | PA      | $767059.71    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     689940 | PA      | $631441.34    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BETHESDA SECURITIES, LLC                                        | BETHESDA SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   39786793 | PA      | $39786793.00  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4022000 | PA      | $4175417.54   | 0.04%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1988324.40   | 0.02%             | 2033-07-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                       | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052680<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46500000 | PA      | $46458482.94  | 0.48%             | 2055-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                        | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2283000 | PA      | $2288601.16   | 0.02%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398NKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6318616 | PA      | $657208.13    | 0.01%             | 2040-09-25      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1686869.57   | 0.02%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3071662 | PA      | $2829917.72   | 0.03%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1304844.25   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HN2J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2391386 | PA      | $2258226.95   | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     243000 | PA      | $221739.57    | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                                              | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1943000 | PA      | $1979289.10   | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F7KL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43324573 | PA      | $7570345.31   | 0.08%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                               | MIZUHO BANK LTD (NEW YORK BRANCH)                                                | CUSIP: 60710TA84<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |     950000 | PA      | $950124.45    | 0.01%             | 2025-08-08      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31905584 | PA      | $566483.64    | 0.01%             | 2050-09-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    7160000 | PA      | $7179897.64   | 0.07%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     882674 | PA      | $797352.42    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST                                             | WFLD 2014-MONT Mortgage Trust                                                    | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3679227 | PA      | $3482792.56   | 0.04%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2004556.50   | 0.02%             | 2039-09-19      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8661488 | PA      | $7606512.12   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36197FNS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     428050 | PA      | $393822.85    | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19279932 | PA      | $2242844.13   | 0.02%             | 2044-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $831785.44    | 0.01%             | 2040-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4158644 | PA      | $777596.09    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3247000 | PA      | $3177027.73   | 0.03%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                           | AMERICAN HONDA 07/23/2025                                                        | CUSIP: 02665JUP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3240425.83   | 0.03%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3570791.16   | 0.04%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5005124.50   | 0.05%             | 2029-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2002061.20   | 0.02%             | 2038-04-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5075000 | PA      | $4959459.00   | 0.05%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE FINANCIAL INC                                        | DEERE JOHN FINL INC DIS 0.0 20AUG25                                              | CUSIP: 24422CVL4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4950000 | PA      | $4919565.92   | 0.05%             | 2025-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3908726.40   | 0.04%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                        | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1708106.40   | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                  | Provident Funding Mortgage Trust 2020-1                                          | CUSIP: 743874AY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1120042 | PA      | $932955.63    | 0.01%             | 2050-02-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     886839 | PA      | $881361.70    | 0.01%             | 2045-08-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F4LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12521994 | PA      | $11930828.16  | 0.12%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | Bank 2019-BNK19                                                                  | CUSIP: 06540WBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   88324693 | PA      | $2826977.53   | 0.03%             | 2061-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust                                   | HYT Commercial Mortgage Trust 2024-RGCY                                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2405597.28   | 0.02%             | 2041-09-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950020 | PA      | $1733268.74   | 0.02%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                                 | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    2750000 | PA      | $2787125.00   | 0.03%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                              | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     824000 | PA      | $850876.94    | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377VFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     663181 | PA      | $660522.87    | 0.01%             | 2041-02-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     573000 | PA      | $543299.14    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395GJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43365 | PA      | $44408.42     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                         | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    3913000 | PA      | $3796943.16   | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $2983869.40   | 0.03%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1521000 | PA      | $1442387.12   | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    2348000 | PA      | $2446984.89   | 0.03%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21141053 | PA      | $19518621.40  | 0.20%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379BRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4309950 | PA      | $253701.75    | 0.00%             | 2044-04-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2020-1                            | CUSIP: 61771QBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $692078.00    | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAE1<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   10580000 | PA      | $10588114.86  | 0.11%             | 2038-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $1820431.49   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   11753107 | PA      | $11796177.45  | 0.12%             | 2041-08-17      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE CORP                                           | NOVARTIS FINANCE CORP                                                            | CUSIP: 6698M4UE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4941663.71   | 0.05%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  123846816 | PA      | $12946326.91  | 0.13%             | 2041-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 202                                  | ELFI Graduate Loan Program 2021-A LLC                                            | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250914 | PA      | $1031054.17   | 0.01%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                        | Delta Air Lines 2015-1 Class AA Pass Through Trust                               | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     848113 | PA      | $832895.84    | 0.01%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    1983000 | PA      | $2010920.64   | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                    | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2433990.66   | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ATMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11709227 | PA      | $1000197.49   | 0.01%             | 2046-09-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21880000 | PA      | $21855910.12  | 0.23%             | 2038-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A1Z30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     163224 | PA      | $171157.97    | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3125000 | PA      | $2993750.00   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390BVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3856 | PA      | $3985.09      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     199000 | PA      | $145715.07    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                           | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14984007 | PA      | $1824598.79   | 0.02%             | 2037-07-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ETKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     409837 | PA      | $370848.47    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                 | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2915047.74   | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AA2U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     378875 | PA      | $29803.27     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2800000 | PA      | $2888009.40   | 0.03%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                  | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5454351.65   | 0.06%             | 2042-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-8                                                  | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     870793 | PA      | $768916.59    | 0.01%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38383AW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17518449 | PA      | $4000428.95   | 0.04%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X0NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1258737 | PA      | $1137121.75   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1906 | PA      | $1896.02      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A2X65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5697099 | PA      | $5495508.54   | 0.06%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4363735 | PA      | $3825988.38   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3031603.91   | 0.03%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410PZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33223 | PA      | $34191.12     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3064000 | PA      | $3146458.46   | 0.03%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2729412.19   | 0.03%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3062591.40   | 0.03%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374TG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     664853 | PA      | $669122.75    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     987542 | PA      | $798940.99    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FXHU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26400273 | PA      | $5050607.11   | 0.05%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JVH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     722690 | PA      | $61989.66     | 0.00%             | 2037-04-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     697224 | PA      | $624878.02    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3607000 | PA      | $3659772.72   | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1839296 | PA      | $1834124.80   | 0.02%             | 2036-09-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W75S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1340789 | PA      | $1212920.54   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     427000 | PA      | $423318.95    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                   | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3889200.11   | 0.04%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374XF26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     516090 | PA      | $507686.53    | 0.01%             | 2039-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4819000 | PA      | $4936118.47   | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FXEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6897452 | PA      | $6840517.61   | 0.07%             | 2056-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B3SD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1797536 | PA      | $1730659.19   | 0.02%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YA25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3219357 | PA      | $282216.59    | 0.00%             | 2039-07-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5508872 | PA      | $4623973.07   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7202838.24   | 0.07%             | 2042-03-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4032465.60   | 0.04%             | 2029-11-10      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1286816 | PA      | $1178037.64   | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AT5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13820422 | PA      | $936098.67    | 0.01%             | 2046-11-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57336700 | PA      | $57430767.74  | 0.59%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                                           | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1903150.38   | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3482000 | PA      | $3537888.22   | 0.04%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BGJS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6814489 | PA      | $6080419.16   | 0.06%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EQB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     539555 | PA      | $528478.89    | 0.01%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374TWL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     297213 | PA      | $299224.15    | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2886554 | PA      | $2569240.35   | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12333111 | PA      | $10491054.81  | 0.11%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3309100 | PA      | $3192376.66   | 0.03%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $2386813.42   | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1453242 | PA      | $1447613.06   | 0.01%             | 2036-09-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368179 | PA      | $7557.88      | 0.00%             | 2043-02-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617B15U3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     533514 | PA      | $489535.03    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3DZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8780502 | PA      | $8019502.74   | 0.08%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7010663.80   | 0.07%             | 2043-01-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                            | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1040087.23   | 0.01%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                   | Takeda US Financing Inc                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    3314000 | PA      | $3333088.61   | 0.03%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                        | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2176353.50   | 0.02%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A3XU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2687191 | PA      | $2633101.20   | 0.03%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1627965 | PA      | $1595963.15   | 0.02%             | 2034-06-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                  | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     445722 | PA      | $335973.00    | 0.00%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                    | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1922168.33   | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4378961.45   | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FMT51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22374059 | PA      | $2585365.07   | 0.03%             | 2049-07-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2408497 | PA      | $2222640.10   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A9D52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     303878 | PA      | $312933.15    | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10023000.00  | 0.10%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                      | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $4036319.48   | 0.04%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                      | FedEx Corp                                                                       | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     246000 | PA      | $198703.81    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $6618785.82   | 0.07%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2475000 | PA      | $2326500.00   | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2217000 | PA      | $2425340.36   | 0.03%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378TQB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     303176 | PA      | $271052.74    | 0.00%             | 2042-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5112686 | PA      | $4699674.85   | 0.05%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     734000 | PA      | $778653.38    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                                             | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2611689.84   | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1409000 | PA      | $1391751.15   | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP 0 08/28/2025                                       | ENTERGY CORP 0 08/28/2025                                                        | CUSIP: 29366EVU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $545845.52    | 0.01%             | 2025-08-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16992691 | PA      | $14191280.41  | 0.15%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34534235 | PA      | $35128525.72  | 0.36%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617VQG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2452496 | PA      | $2123290.38   | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3977796.15   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2123592 | PA      | $2055907.42   | 0.02%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7223000 | PA      | $7064674.08   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                  | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1500727.68   | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375QLL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127684 | PA      | $8077.61      | 0.00%             | 2038-05-16      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22078198 | PA      | $4721455.69   | 0.05%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5KA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11037425 | PA      | $1306289.20   | 0.01%             | 2049-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3910167.32   | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2066194.06   | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Pagaya AI Debt Selection Trust                                  | Pagaya AI Debt Selection Trust 2021-HG1                                          | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      63603 | PA      | $63319.66     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7138702 | PA      | $1936336.60   | 0.02%             | 2050-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2997000 | PA      | $2896900.14   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     310000 | PA      | $320451.98    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5158000 | PA      | $5232538.41   | 0.05%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     639987 | PA      | $571723.43    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423YKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   87008478 | PA      | $4649498.15   | 0.05%             | 2037-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274189 | PA      | $268072.25    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3617AT2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     518068 | PA      | $502672.41    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK4                                                                   | CUSIP: 06541FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4656000 | PA      | $3586180.17   | 0.04%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3191156 | PA      | $2804055.57   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343655 | PA      | $325642.49    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325UEF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4470235 | PA      | $779503.91    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                    | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     737023 | PA      | $687740.95    | 0.01%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                             | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |  105679063 | PA      | $105679063.00 | 1.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17257664 | PA      | $16245809.28  | 0.17%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                  | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    4018000 | PA      | $3699577.23   | 0.04%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J6DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     710998 | PA      | $676091.49    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                   | New Residential Mortgage Loan Trust 2017-3                                       | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1496779 | PA      | $1481383.14   | 0.02%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8428681 | PA      | $1361426.75   | 0.01%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5218172.00   | 0.05%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1832798.62   | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $6393229.12   | 0.07%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                        | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2095947.40   | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2808000 | PA      | $2709785.43   | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2952510 | PA      | $2880307.92   | 0.03%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396TUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     307450 | PA      | $22152.57     | 0.00%             | 2036-06-15      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6075000 | PA      | $6141825.00   | 0.06%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     507832 | PA      | $477852.38    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGK29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229681 | PA      | $213305.25    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2521687.50   | 0.03%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                          | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1831090.45   | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                        | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     558406 | PA      | $559963.53    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5802917.40   | 0.06%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2018-BNK14                                                                  | CUSIP: 06035RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19110000 | PA      | $848104.67    | 0.01%             | 2060-09-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5278000 | PA      | $5159111.47   | 0.05%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7525626 | PA      | $7526619.93   | 0.08%             | 2036-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A2VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48376 | PA      | $45833.63     | 0.00%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                              | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    2480000 | PA      | $2483301.45   | 0.03%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Bank5                                                           | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5200643.00   | 0.05%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     269000 | PA      | $234876.48    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4538000 | PA      | $4594636.10   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                      | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     878000 | PA      | $899266.92    | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4394000 | PA      | $4450218.86   | 0.05%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                    | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3080163.00   | 0.03%             | 2029-07-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FELR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38763941 | PA      | $35464501.64  | 0.37%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4656000 | PA      | $4531638.80   | 0.05%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3650696 | PA      | $3063187.51   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     674000 | PA      | $742888.49    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19500000 | PA      | $18210271.95  | 0.19%             | 2050-03-01      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                        | TotalEnergies Capital SA                                                         | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     615000 | PA      | $596930.97    | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                             | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1253835.01   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     357683 | PA      | $31420.53     | 0.00%             | 2035-07-15      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AG3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1060960 | PA      | $1021198.06   | 0.01%             | 2043-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2021-STAR                                      | CUSIP: 36264LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5581000 | PA      | $5555840.29   | 0.06%             | 2036-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  631755200 | NC      | $-496079.20   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                            | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3204578.86   | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4650139 | PA      | $964502.53    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     595000 | PA      | $626363.05    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 383742Y31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     256061 | PA      | $19685.29     | 0.00%             | 2038-04-20      | Floating      | 1.97%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2033233 | PA      | $1043048.53   | 0.01%             | 2035-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2737308.94   | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31387XHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        342 | PA      | $353.36       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.                               | MIRAE ASSET SECURITIES (USA) INC                                                 | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |   47512591 | PA      | $47512591.00  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FLUN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22071898 | PA      | $1403073.03   | 0.01%             | 2034-08-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1281694.91  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                 | Antofagasta PLC                                                                  | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    4025000 | PA      | $4209646.88   | 0.04%             | 2034-05-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1149312.19   | 0.01%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                            | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1918608.60   | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1674000 | PA      | $1340321.09   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2339000 | PA      | $2392080.77   | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1378705.12   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2587301.17   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AE2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3303971 | PA      | $256669.35    | 0.00%             | 2033-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     532322 | PA      | $390271.77    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust                                  | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7014490.00   | 0.07%             | 2041-06-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1359870 | PA      | $1207107.13   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2518000 | PA      | $2610915.94   | 0.03%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1368679.78   | 0.01%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BE6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2099215 | PA      | $217307.18    | 0.00%             | 2044-09-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                                  | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAN4<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4406485.60   | 0.05%             | 2034-07-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3421000 | PA      | $3352083.44   | 0.03%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | Csail 2015-C2 Commercial Mortgage Trust                                          | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    1304034 | PA      | $1287599.43   | 0.01%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7642000 | PA      | $7647730.12   | 0.08%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     543022 | PA      | $525888.64    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180065 | PA      | $150992.56    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                  | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7649121 | PA      | $7674990.63   | 0.08%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                 | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6729185.20   | 0.07%             | 2037-10-19      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                         | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3852972.10   | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| RIO TINTO FIN USA PLC                                           | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3321000 | PA      | $3380805.76   | 0.04%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1134364.19   | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                          | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2324000 | PA      | $2396658.44   | 0.02%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1302000 | PA      | $1326644.36   | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                     | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1375125.67   | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4012000 | PA      | $3903459.39   | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                                  | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67573CAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4523940.00   | 0.05%             | 2037-10-31      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                               | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3922287.66   | 0.04%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1035683 | PA      | $922123.70    | 0.01%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| FISERV INC DIS 07/08/2021                                       | FISERV INC DIS 07/08/2021                                                        | CUSIP: 33774KU81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15350000 | PA      | $15334264.72  | 0.16%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BKPG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3124000 | PA      | $3016361.02   | 0.03%             | 2035-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BP4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30193401 | PA      | $6394430.82   | 0.07%             | 2051-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AA4V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4450577 | PA      | $3763250.20   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                       | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10006818.00  | 0.10%             | 2039-12-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1653077.00   | 0.02%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BNQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9711063 | PA      | $1123283.49   | 0.01%             | 2046-04-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3544000 | PA      | $3732648.64   | 0.04%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                         | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     107206 | PA      | $64827.25     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                        | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    1198000 | PA      | $1195056.15   | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66421562 | PA      | $2009441.55   | 0.02%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                             | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     629000 | PA      | $584757.15    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1                    | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180080 | PA      | $165297.79    | 0.00%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396XQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     485374 | PA      | $45090.21     | 0.00%             | 2037-09-25      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $3106344.38   | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $190208.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                      | Driven Brands Funding LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5131677 | PA      | $4804266.02   | 0.05%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1274000 | PA      | $1146622.42   | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2365790 | PA      | $2315332.58   | 0.02%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8400000 | PA      | $8519915.04   | 0.09%             | 2044-05-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-7714.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EBAY INC. 0 CP 09/10/2025                                       | EBAY INC. 0 CP 09/10/2025                                                        | CUSIP: 27864AWA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10898492.00  | 0.11%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GJJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     343575 | PA      | $341813.93    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                                      | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1002495.00   | 0.01%             | 2038-04-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1976000 | PA      | $1918623.38   | 0.02%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: —       |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-3T1                                                  | CUSIP: 02149VAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     816285 | PA      | $361557.05    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2314179.78   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TTAN                                                            | TTAN 2021-MHC                                                                    | CUSIP: 87303TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     769045 | PA      | $770576.01    | 0.01%             | 2038-03-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2248574 | PA      | $2071569.35   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391S5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8294 | PA      | $8482.24      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3799782 | PA      | $3601026.57   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133A2B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12695 | PA      | $10673.60     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YKFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     730730 | PA      | $688838.46    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                              | Vodafone Group PLC                                                               | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2434000 | PA      | $2341862.88   | 0.02%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                         | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     893000 | PA      | $952945.99    | 0.01%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1467556.72   | 0.02%             | 2042-02-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2864704 | PA      | $245194.07    | 0.00%             | 2043-03-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31359WKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25285 | PA      | $25678.96     | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                               | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4044000 | PA      | $4040244.58   | 0.04%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12328603 | PA      | $12148714.44  | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9469100 | PA      | $6666838.22   | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HEKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     752703 | PA      | $686975.51    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25045234 | PA      | $1107517.77   | 0.01%             | 2053-03-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                  | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2557934.50   | 0.03%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                           | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3247000 | PA      | $3254284.42   | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1146103.25   | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-INV1                                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      59675 | PA      | $57199.59     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     510976 | PA      | $523907.16    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3775779.60   | 0.04%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     585000 | PA      | $611314.67    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3153034 | PA      | $2966806.13   | 0.03%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418M5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59184 | PA      | $61042.56     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                             | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $1526264.38   | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2607226.57   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4239000 | PA      | $3876435.49   | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2475000 | PA      | $2366100.00   | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6415545 | PA      | $6365338.93   | 0.07%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1866094 | PA      | $1807399.31   | 0.02%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7516929.00   | 0.08%             | 2042-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $2167864.92   | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     576977 | PA      | $558637.20    | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1237611.64   | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3092474.40   | 0.03%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                                   | TIAA Bank Mortgage Loan Trust 2018-2                                             | CUSIP: 886312CC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1980358 | PA      | $1807254.89   | 0.02%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                  | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1341326 | PA      | $1342820.14   | 0.01%             | 2031-04-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1527264.23   | 0.02%             | 2054-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                             | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5012799.50   | 0.05%             | 2030-07-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AUR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2212127 | PA      | $372273.26    | 0.00%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3941311 | PA      | $3911328.76   | 0.04%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                     | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3971000 | PA      | $4060155.74   | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A0R90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1138316 | PA      | $116946.35    | 0.00%             | 2039-04-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2939983.43   | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BMPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8068266 | PA      | $7213026.58   | 0.07%             | 2046-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10011966 | PA      | $615999.24    | 0.01%             | 2045-11-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    4577000 | PA      | $4287271.41   | 0.04%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2507040.50   | 0.03%             | 2040-06-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                       | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2705113.09   | 0.03%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2020000 | PA      | $2064952.05   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AS6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3897858 | PA      | $569495.37    | 0.01%             | 2045-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     902000 | PA      | $632982.67    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2448713.37   | 0.03%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     341300 | PA      | $340708.07    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2859202 | PA      | $2874212.94   | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2648043.46   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                             | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1419949.28   | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Aqua Finance Trust                                              | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     596071 | PA      | $558439.23    | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $252411.80    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3670428.15   | 0.04%             | 2053-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                | Lseg US Fin Corp                                                                 | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    3028000 | PA      | $3060319.06   | 0.03%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1249625 | PA      | $484854.50    | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                                  | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   12450000 | PA      | $12673589.55  | 0.13%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK4                                                                   | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28020148 | PA      | $457321.03    | 0.00%             | 2050-05-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31388Q3F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        584 | PA      | $616.13       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23200476 | PA      | $19445449.38  | 0.20%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                            | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2632328.05   | 0.03%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q7HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     967924 | PA      | $917188.56    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2940000 | PA      | $2994913.44   | 0.03%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3238722 | PA      | $3084310.75   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     582710 | PA      | $528730.25    | 0.01%             | 2049-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1127779.45   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     321600 | PA      | $311085.38    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GQ4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652205 | PA      | $600843.98    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L75E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7452492 | PA      | $6632947.40   | 0.07%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                      | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     152972 | PA      | $144905.06    | 0.00%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1758737.49   | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4                           | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31579441 | PA      | $28336244.66  | 0.29%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                          | Five Guys Holdings Inc                                                           | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    5223750 | PA      | $5405515.08   | 0.06%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                  | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3080000 | PA      | $3236926.00   | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BPFF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45851941 | PA      | $4073119.62   | 0.04%             | 2046-05-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1163381 | PA      | $721296.15    | 0.01%             | 2029-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                          | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3011757.30   | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FNWK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6071966 | PA      | $706170.81    | 0.01%             | 2049-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4828000 | PA      | $4871452.00   | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2764000.33   | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VTN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     674676 | PA      | $80831.84     | 0.00%             | 2045-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                  | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4968113.00   | 0.05%             | 2042-02-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    4175000 | PA      | $4328807.00   | 0.04%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                       | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6012153.60   | 0.06%             | 2039-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213876 | PA      | $193788.43    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AW85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     376678 | PA      | $377879.72    | 0.00%             | 2034-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BKWN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2913000 | PA      | $2623430.32   | 0.03%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                             | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    1415000 | PA      | $1455849.89   | 0.02%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31392BGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105119 | PA      | $2142.43      | 0.00%             | 2031-12-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                             | SOCIETE GENERALE SA                                                              | CUSIP: 83368YPG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4754941.49   | 0.05%             | 2025-10-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2015-A                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420411 | PA      | $411928.96    | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                 | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                  | CUSIP: 51501YW40<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3500567.00   | 0.04%             | 2025-11-17      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                        | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3670440.70   | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1196234 | PA      | $173907.98    | 0.00%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                              | MACQUARIE BANK LTD                                                               | CUSIP: 55607NZQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $850033.57    | 0.01%             | 2025-09-05      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTFG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     778172 | PA      | $759050.70    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                 | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    1011000 | PA      | $1047777.68   | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                       | HSI Asset Loan Obligation Trust 2007-WF1                                         | CUSIP: 40431KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     112323 | PA      | $83456.53     | 0.00%             | 2036-12-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                       | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7825000 | PA      | $7805320.13   | 0.08%             | 2041-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAW9<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10052570.00  | 0.10%             | 2037-07-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1888000 | PA      | $1905995.00   | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KENTUCKY UTILITIES CO                                           | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     799000 | PA      | $824672.60    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     394416 | PA      | $345008.41    | 0.00%             | 2042-09-25      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29                                  | Octagon Investment Partners 29 Ltd                                               | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |   13850000 | PA      | $13905400.00  | 0.14%             | 2037-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2471659.20   | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2713896 | PA      | $2715254.30   | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4366161.85   | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M9VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7451315 | PA      | $5981709.79   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                        | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1177582.77   | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                      | Tronox Inc                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1921886.03   | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Starwood Mortgage Residential                                   | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $787615.80    | 0.01%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                      | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    4078000 | PA      | $4092616.57   | 0.04%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Cherry Securitization Trust                                     | Cherry Securitization Trust 2025-1                                               | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7582167.75   | 0.08%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B9AQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5854527 | PA      | $649819.74    | 0.01%             | 2050-03-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1175989 | PA      | $1071861.34   | 0.01%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                         | KeyCorp                                                                          | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1458081.90   | 0.02%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                 | Hershey Co/The                                                                   | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    6051000 | PA      | $6188156.81   | 0.06%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1369476 | PA      | $1498142.53   | 0.02%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                      | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    3144232 | PA      | $3144232.00   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     447981 | PA      | $398861.12    | 0.00%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4XA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9951 | PA      | $10263.26     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     387000 | PA      | $424032.00    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: —       |
| Sabal Issuer 2025-1 LLC                                         | Sabal Issuer 2025 1 LLC                                                          | CUSIP: 78517QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13752415 | PA      | $14050048.44  | 0.15%             | 2060-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     601542 | PA      | $49927.00     | 0.00%             | 2040-05-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380FF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5797114 | PA      | $770882.80    | 0.01%             | 2047-07-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13589354 | PA      | $11881050.38  | 0.12%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3233353.07   | 0.03%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34296050 | PA      | $28645369.98  | 0.30%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4512060.90   | 0.05%             | 2041-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CART                                                            | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1496756.70   | 0.02%             | 2041-08-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3682000 | PA      | $3687907.03   | 0.04%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $826414.76    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   49756000 | NC      | $825227.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2016-B                                             | CUSIP: 20267UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265915 | PA      | $250908.24    | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9968000 | PA      | $9211568.65   | 0.10%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2024-1                                                | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5066218 | PA      | $5086246.93   | 0.05%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO XXXII                                                                 | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    2040064 | PA      | $2040492.40   | 0.02%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1275722.23   | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     866363 | PA      | $795225.93    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     941921 | PA      | $933177.55    | 0.01%             | 2034-09-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                          | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4184000 | PA      | $4201886.60   | 0.04%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1858530.45   | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QGYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9163824 | PA      | $7674941.00   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GXH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98444 | PA      | $95795.00     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                           | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3291000 | PA      | $3379267.65   | 0.03%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3895062 | PA      | $3249724.76   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD SECURITIES                                    | CANTOR FITZGERALD SECURITIES                                                     | CUSIP: 000000000<br>LEI: 549300DWZ3YOKJO5X179 | Long             | RA               | CORP              | US        |    5145204 | PA      | $5145204.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14950000 | PA      | $15007587.40  | 0.16%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7776880.50   | 0.08%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3514221.90   | 0.04%             | 2039-03-19      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374UNM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     324650 | PA      | $328994.52    | 0.00%             | 2039-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393Y5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22425 | PA      | $22382.03     | 0.00%             | 2033-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2015-GC35                                    | CUSIP: 17324KAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4797417.50   | 0.05%             | 2048-11-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33857036 | PA      | $1008680.67   | 0.01%             | 2052-03-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58289 | PA      | $49004.94     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2230000 | PA      | $1944813.55   | 0.02%             | 2053-02-15      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  138358000 | PA      | $139098431.14 | 1.44%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475282 | PA      | $426245.78    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                                  | Freddie Mac Whole Loan Securities Trust                                          | CUSIP: 3137G1BL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2271270 | PA      | $2002845.28   | 0.02%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   11370000 | PA      | $10166667.76  | 0.11%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)                  | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)                                   | CUSIP: 86565GKW9<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4951328.80   | 0.05%             | 2025-08-20      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M2LF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4454295 | PA      | $3583874.16   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2285752.22   | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9964040 | PA      | $806948.70    | 0.01%             | 2046-11-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36194U2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2566483 | PA      | $2316943.09   | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8757374 | PA      | $8048600.58   | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397YYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3807561 | PA      | $354322.91    | 0.00%             | 2037-04-15      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8975648 | PA      | $8351970.87   | 0.09%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                   | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 3133TR7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3556169 | PA      | $3554638.44   | 0.04%             | 2031-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                           | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2929000 | PA      | $2988651.81   | 0.03%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EQFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1234244 | PA      | $1154090.47   | 0.01%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0P36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17010579 | PA      | $3446486.13   | 0.04%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2662000 | PA      | $2702898.73   | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0UH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57231895 | PA      | $8306826.13   | 0.09%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14290000 | PA      | $13482442.09  | 0.14%             | 2049-11-08      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1838042.32   | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     719000 | PA      | $731020.78    | 0.01%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $1012999.18   | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1295465.46   | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                   | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2030774.50   | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5147598.44   | 0.05%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                      | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     224000 | PA      | $205637.55    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     637000 | PA      | $634745.47    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                             | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5904000 | PA      | $5766284.48   | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                      | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5678125 | PA      | $5859215.74   | 0.06%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -37797000 | NC      | $334355.49    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   61700000 | NC      | $1932864.67   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWTN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1551558 | PA      | $1511398.53   | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BBCCRE Trust                                                    | BBCCRE Trust 2015-GTP                                                            | CUSIP: 05490TAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   92840000 | PA      | $66612.70     | 0.00%             | 2033-08-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1419000 | PA      | $1333816.20   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1859000 | PA      | $1859834.37   | 0.02%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3675212.28   | 0.04%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38376TZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2113389 | PA      | $195044.87    | 0.00%             | 2040-01-16      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1242694.25   | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                               | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1302000 | PA      | $1278203.66   | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3216000 | PA      | $3386322.16   | 0.04%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| INVERSIONES CMPC SA                                             | Inversiones CMPC SA                                                              | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1540312.50   | 0.02%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BC4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52723889 | PA      | $7204418.87   | 0.07%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                        | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2450000 | PA      | $2285650.57   | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1314822 | PA      | $116746.74    | 0.00%             | 2041-05-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| FISERV INC 0 C 07/02/2025                                       | FISERV INC 0 C 07/02/2025                                                        | CUSIP: 33774KU24<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15775000 | PA      | $15770972.64  | 0.16%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384CJJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13056874 | PA      | $13492315.66  | 0.14%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KPJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23720 | PA      | $19937.22     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                      | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2768000 | PA      | $2832369.45   | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                               | EOG Resources Inc                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2843776.03   | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                              | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22500000 | PA      | $22600417.50  | 0.23%             | 2037-04-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                             | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1414908494 | PA      | $7271285.50   | 0.08%             | 2048-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6517933.50   | 0.07%             | 2042-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7286489 | PA      | $7101049.01   | 0.07%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                     | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2528000 | PA      | $2428792.18   | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite XXXI Ltd                                                               | CUSIP: 55952FAA6<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   31780000 | PA      | $31799195.12  | 0.33%             | 2034-07-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                            | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBA4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2001352.00   | 0.02%             | 2030-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64168 | PA      | $63879.10     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1241687 | PA      | $1048775.05   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                              | Hawaii Hotel Trust 2025-MAUI                                                     | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2602134.60   | 0.03%             | 2042-03-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                          | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2049634.78   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3889000 | PA      | $3996919.75   | 0.04%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: —       |
| 1345 Trust                                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6520948.20   | 0.07%             | 2030-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                        | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    5693000 | PA      | $5782039.89   | 0.06%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                            | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    3913000 | PA      | $3966181.90   | 0.04%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MQB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4953942 | PA      | $4648597.77   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1825081.40   | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BRCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13125184 | PA      | $1164329.82   | 0.01%             | 2041-06-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ALY45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95387 | PA      | $95350.41     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1135340.97   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6439000 | PA      | $6695724.35   | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31395QK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105944 | PA      | $14182.81     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4049000 | PA      | $4062015.63   | 0.04%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1943024 | PA      | $1761564.34   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     830539 | PA      | $639133.60    | 0.01%             | 2035-04-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H7UK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1234685 | PA      | $1189449.60   | 0.01%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395MPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80301 | PA      | $82133.18     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                      | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2148000 | PA      | $2168207.10   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                               | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15699.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1972792.91   | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10872000 | PA      | $11271373.68  | 0.12%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                                  | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2751946 | PA      | $2425849.64   | 0.03%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    4192000 | PA      | $4267524.79   | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21427436 | PA      | $18226943.94  | 0.19%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3033000 | PA      | $2966800.83   | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2437000 | PA      | $2524193.20   | 0.03%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DAIWA CAPITAL MARKETS AMERICA INC.                              | DAIWA CAPITAL MARKETS AMERICA INC                                                | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |   11048246 | PA      | $11048246.00  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WALMART INC                                                     | WALMART INC                                                                      | CUSIP: 93114EU70<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4995829.00   | 0.05%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $1569691.90   | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3473885.45   | 0.04%             | 2042-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3558000 | PA      | $3659226.35   | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     463554 | PA      | $436126.31    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36194TPL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     585048 | PA      | $532493.89    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4006327 | PA      | $729691.13    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     765580 | PA      | $66106.07     | 0.00%             | 2039-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                          | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2371174.50   | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                           | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1219755.60   | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 3128HX4M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2022157 | PA      | $1826726.29   | 0.02%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16400030 | PA      | $13716065.22  | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings CLO Ltd 2018-IV                                                          | CUSIP: 06760XAL8<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |    6850962 | PA      | $6855544.87   | 0.07%             | 2030-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony Clo 47 Ltd                                                              | CUSIP: 87170XAE8<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   11990000 | PA      | $12036581.15  | 0.12%             | 2038-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2024-9                                                  | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3488460 | PA      | $3449017.42   | 0.04%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPW80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5713692 | PA      | $1259594.76   | 0.01%             | 2053-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                     | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9421000 | PA      | $9545560.51   | 0.10%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2767271.40   | 0.03%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5241108.00   | 0.05%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377GTD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     580983 | PA      | $55325.77     | 0.00%             | 2040-06-20      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                              | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2451394.29   | 0.03%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                           | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    4000000 | PA      | $3108740.00   | 0.03%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1991019 | PA      | $1780305.28   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                            | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2315764.44   | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1878000 | PA      | $1849814.62   | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAHH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41755561 | PA      | $9665314.11   | 0.10%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                   | American Home Mortgage Assets Trust 2007-4                                       | CUSIP: 026934AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     965890 | PA      | $870267.88    | 0.01%             | 2037-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                           | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2756763.17   | 0.03%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     822000 | PA      | $765551.28    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2006571.52   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                     | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    6010000 | PA      | $6029634.67   | 0.06%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     465307 | PA      | $49516.52     | 0.00%             | 2041-05-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Lakeside Park CLO                                               | Lakeside Park CLO Ltd                                                            | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10030000 | PA      | $10066559.35  | 0.10%             | 2038-04-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                               | Healthpeak OP LLC                                                                | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    2176000 | PA      | $2215573.41   | 0.02%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                    | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1601656.96   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                            | American National Global Funding                                                 | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4004000 | PA      | $4026095.83   | 0.04%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Octagon 58 Ltd                                                  | Octagon 58 Ltd                                                                   | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5930000 | PA      | $5950114.56   | 0.06%             | 2038-04-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3927000 | PA      | $3980996.25   | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3250000 | PA      | $3403562.50   | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397AZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2282664 | PA      | $256270.12    | 0.00%             | 2036-09-15      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                     | CITIBANK NA                                                                      | CUSIP: 17330QHV2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3603835.90   | 0.04%             | 2025-10-23      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                        | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3133000 | PA      | $3151836.13   | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AFCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     634779 | PA      | $41205.82     | 0.00%             | 2033-07-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO 07/01/2025                                       | MCCORMICK & CO 07/01/2025                                                        | CUSIP: 57978CU17<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4963000 | PA      | $4962371.19   | 0.05%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                               | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7020000 | PA      | $6953499.54   | 0.07%             | 2037-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3333021 | PA      | $662899.97    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29434668 | PA      | $5271445.93   | 0.05%             | 2048-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14719992 | PA      | $12406104.88  | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9127000 | PA      | $9191306.93   | 0.10%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                        | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2976781.60   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $1965109.90   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                                        | TOYOTA MOTOR CREDIT CORP                                                         | CUSIP: 89233GVB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3532041.62   | 0.04%             | 2025-08-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                          | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1981000 | PA      | $2048094.19   | 0.02%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2948749 | PA      | $2930542.57   | 0.03%             | 2048-05-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| PFP III                                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4406734 | PA      | $4422426.34   | 0.05%             | 2039-09-17      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-FNX                                                                | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7362170 | PA      | $7379296.31   | 0.08%             | 2041-11-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5045718.71   | 0.05%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2015-3                                                    | CUSIP: 81746LCD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     982625 | PA      | $784073.22    | 0.01%             | 2045-07-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3292831.36   | 0.03%             | 2044-03-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3763250 | PA      | $3829289.38   | 0.04%             | 2049-02-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33566640 | PA      | $36408.06     | 0.00%             | 2045-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     162000 | PA      | $142722.74    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9438912 | PA      | $8351442.17   | 0.09%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    5075000 | PA      | $5006995.00   | 0.05%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| EQT AB                                                          | EQT AB                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    3085000 | PA      | $3149138.66   | 0.03%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     834058 | PA      | $746046.62    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     277000 | PA      | $288471.73    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2791605.30   | 0.03%             | 2051-04-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                       | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4027919.20   | 0.04%             | 2029-08-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3135000 | PA      | $3120892.50   | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1587000 | PA      | $1362383.18   | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     252000 | PA      | $226094.22    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AMTT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7855269 | PA      | $1469679.26   | 0.02%             | 2045-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2828000 | PA      | $2912390.89   | 0.03%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| SDAL Trust                                                      | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1004193.00   | 0.01%             | 2042-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2207180 | PA      | $2053364.94   | 0.02%             | 2050-03-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                         | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1886402.46   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |    2038313 | PA      | $1950043.38   | 0.02%             | 2048-03-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3832686.00   | 0.04%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398VSY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     437009 | PA      | $453441.71    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -25469500 | NC      | $174474.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379JXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     589876 | PA      | $583076.29    | 0.01%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1430606.00   | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10263000 | PA      | $8867089.34   | 0.09%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24583698 | PA      | $3303277.03   | 0.03%             | 2058-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3384561 | PA      | $2843055.83   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1437770.82   | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHEPLAPHARM ARZNEIMITTEL                                        | Cheplapharm Arzneimittel GmbH                                                    | CUSIP: 16412EAA5<br>LEI: 529900ONXKBELT7EW052 | Long             | DBT              | CORP              | DE        |    1950000 | PA      | $1886256.45   | 0.02%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LCM Ltd Partnership                                             | LCM XVIII LP                                                                     | CUSIP: 50188GAX1<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5001285.00   | 0.05%             | 2031-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CD&R SMOKEY / RADIO SYS                                         | CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1350715.71   | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375KWV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4498373 | PA      | $415824.63    | 0.00%             | 2037-07-20      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10190708 | PA      | $9041691.51   | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                        | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2449068.13   | 0.03%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BJVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  108791291 | PA      | $18767814.13  | 0.19%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190897 | PA      | $175638.10    | 0.00%             | 2036-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     998000 | PA      | $970496.94    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2710124.82   | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                       | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750000 | PA      | $1743499.01   | 0.02%             | 2042-08-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27053913 | PA      | $26743621.51  | 0.28%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3339000 | PA      | $3295642.58   | 0.03%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27979005 | PA      | $24250407.70  | 0.25%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | THL Credit Wind River 2015-1 CLO Ltd                                             | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |    3539635 | PA      | $3544059.12   | 0.04%             | 2030-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2018647 | PA      | $334188.48    | 0.00%             | 2045-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9853712 | PA      | $8642810.39   | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $4698902.59   | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4632218 | PA      | $4071860.86   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                                        | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    2340000 | PA      | $2425112.82   | 0.03%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                         | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1164666.28   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2945621.70   | 0.03%             | 2049-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H6FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58829270 | PA      | $11994417.57  | 0.12%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2688000 | PA      | $2751586.60   | 0.03%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $902002.21    | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2018-BNK14                                                                  | CUSIP: 06035RBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  174799985 | PA      | $2176705.55   | 0.02%             | 2060-09-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                  | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3341811 | PA      | $3233812.75   | 0.03%             | 2058-10-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20678292 | PA      | $17278294.55  | 0.18%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2015-2                                                        | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     391167 | PA      | $370615.05    | 0.00%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3662000 | PA      | $3574124.34   | 0.04%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                        | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2513000 | PA      | $2433693.87   | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   50901000 | NC      | $-498363.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2224094 | PA      | $2261344.11   | 0.02%             | 2054-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3804000 | PA      | $3811911.52   | 0.04%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1586168.74   | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7754230 | PA      | $6598288.32   | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4089400 | PA      | $3773270.20   | 0.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $2089699.77   | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2809510 | PA      | $1608333.60   | 0.02%             | 2046-08-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)                  | CUSIP: 22532XC71<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | US        |     650000 | PA      | $650614.65    | 0.01%             | 2025-10-14      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                           | The Campbell's Company                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2822000 | PA      | $2890673.93   | 0.03%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2673000 | PA      | $2582665.48   | 0.03%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6711000 | PA      | $6549564.68   | 0.07%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5XQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5446445 | PA      | $537079.90    | 0.01%             | 2049-08-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8119690 | PA      | $7634665.43   | 0.08%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                           | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     799000 | PA      | $826560.35    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   50394000 | NC      | $-722659.14   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1099321.46   | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| VIASAT INC                                                      | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2491783.00   | 0.03%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1040897 | PA      | $976897.91    | 0.01%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                        | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1590447.49   | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                             | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15255625 | PA      | $14123282.34  | 0.15%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F9AV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51017436 | PA      | $11315187.85  | 0.12%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                        | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5510598.50   | 0.06%             | 2034-03-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   39935000 | NC      | $1420433.18   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIXIS (NEW YORK BRANCH)                                       | NATIXIS (NEW YORK BRANCH)                                                        | CUSIP: 63873TAS7<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4551211.11   | 0.05%             | 2025-08-06      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1343592.42   | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8PQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3620025 | PA      | $3352920.64   | 0.03%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9Y82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     185668 | PA      | $180852.39    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     845407 | PA      | $759667.81    | 0.01%             | 2049-09-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5038000 | PA      | $5033725.16   | 0.05%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2760000 | PA      | $2944920.00   | 0.03%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    7028359 | PA      | $7051692.01   | 0.07%             | 2031-12-26      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     909524 | PA      | $64848.95     | 0.00%             | 2036-07-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                      | HTAP Issuer Trust 2025-1                                                         | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4883570 | PA      | $4823298.61   | 0.05%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377DJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     532758 | PA      | $69836.50     | 0.00%             | 2040-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4347195 | PA      | $824592.91    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1046540.91   | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     801000 | PA      | $726897.30    | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                           | Federal Express Corp 2020-1 Pass Through Trusts                                  | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1827052 | PA      | $1581833.27   | 0.02%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                     | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                      | CUSIP: 05253MXZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4600259.90   | 0.05%             | 2025-08-27      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382DL64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13902854 | PA      | $1747698.54   | 0.02%             | 2049-10-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                  | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $2088967.58   | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382XLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75739588 | PA      | $10901183.72  | 0.11%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5250000 | PA      | $5229000.00   | 0.05%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                   | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2803041 | PA      | $2601407.54   | 0.03%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382LM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   68964274 | PA      | $10409832.96  | 0.11%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5560833 | PA      | $4726732.43   | 0.05%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     355000 | PA      | $338438.74    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2288464 | PA      | $184724.85    | 0.00%             | 2035-10-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                          | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1912137.30   | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                             | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4202000 | PA      | $5099769.78   | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     854590 | PA      | $716664.63    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1081597.59   | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2739912 | PA      | $570088.88    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     101371 | PA      | $95237.21     | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1664000 | PA      | $1684424.29   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3155231.44   | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     413682 | PA      | $403148.86    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2485151.88   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1986962 | PA      | $1834724.20   | 0.02%             | 2048-03-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617BFDH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     576412 | PA      | $528180.13    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1795954 | PA      | $1564778.30   | 0.02%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                         | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3426980.17   | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     385000 | PA      | $403653.74    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| COOPERATIEVE RABOBANK UA                                        | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7982000 | PA      | $8313188.98   | 0.09%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan                                   | New Residential Mortgage Loan Trust 2017-6                                       | CUSIP: 64830BAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     517106 | PA      | $507460.29    | 0.01%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                         | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1651529.79   | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                        | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2076000 | PA      | $2176280.52   | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5494694 | PA      | $5455053.97   | 0.06%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     249000 | PA      | $214623.76    | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1032121 | PA      | $1049128.89   | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                      | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $1272286.37   | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2015-2                                                 | CUSIP: 89171YBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640000 | PA      | $2623911.84   | 0.03%             | 2057-11-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FE2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4370971 | PA      | $3475377.19   | 0.04%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   45840320 | NC      | $-540304.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2947003.83   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1038636 | PA      | $1025662.54   | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BKEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15583996 | PA      | $2241262.29   | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6872359 | PA      | $1198950.31   | 0.01%             | 2044-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1TV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2834899 | PA      | $2582689.56   | 0.03%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                               | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1751515.87   | 0.02%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5302500 | PA      | $5283491.07   | 0.05%             | 2036-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                             | Global Payments Inc                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     390000 | PA      | $375296.50    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4281000 | PA      | $4410185.94   | 0.05%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| IMPERIAL BRANDS FIN PLC                                         | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    3985000 | PA      | $4109724.52   | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998243.20    | 0.01%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                           | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    8155000 | PA      | $8081054.95   | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                           | Unilever Capital Corp                                                            | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    4052000 | PA      | $4022748.53   | 0.04%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    5670000 | PA      | $5393997.44   | 0.06%             | 2050-05-10      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAKR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15066846 | PA      | $2111873.78   | 0.02%             | 2050-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AEZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4260807 | PA      | $3845774.06   | 0.04%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                        | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1893330.26   | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1087354 | PA      | $1083464.77   | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1513663 | PA      | $1434674.19   | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1193376.71   | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |  -45840320 | NC      | $-504384.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1665971.93   | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393E7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382624 | PA      | $396046.88    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2483854.96   | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                    | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1246517.48   | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3920939.88   | 0.04%             | 2039-03-15      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                         | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1387955.15   | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23577467 | PA      | $19785422.43  | 0.20%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                  | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4652000 | PA      | $4721321.78   | 0.05%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust                                   | HYT Commercial Mortgage Trust 2024-RGCY                                          | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2602392.26   | 0.03%             | 2041-09-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382BGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17316059 | PA      | $2304454.08   | 0.02%             | 2049-12-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36195GRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     936496 | PA      | $858153.63    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4678000 | PA      | $4789317.22   | 0.05%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     317216 | PA      | $30295.22     | 0.00%             | 2037-01-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5QV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     965515 | PA      | $949937.39    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7151174 | PA      | $5748794.32   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3417192 | PA      | $665587.02    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2503000 | PA      | $2219487.64   | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16828393 | PA      | $13434045.45  | 0.14%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1479000 | PA      | $1485293.65   | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                             | Gilead Sciences Inc                                                              | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3034000 | PA      | $2984352.75   | 0.03%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3749000 | PA      | $3701231.25   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     199000 | PA      | $190401.40    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A8AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1756497 | PA      | $1749508.97   | 0.02%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5800000 | PA      | $6027900.62   | 0.06%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9300000 | PA      | $9692756.67   | 0.10%             | 2043-09-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q7XL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11199067 | PA      | $10350336.71  | 0.11%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB                                                         | CUSIP: 86960LLK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4900120.54   | 0.05%             | 2025-09-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                        | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    2446179 | PA      | $2235195.97   | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617LMNZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4742939 | PA      | $4270133.53   | 0.04%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1851442.23   | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        807 | NC      | $474247.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     601039 | PA      | $300519.50    | 0.00%             | 2036-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2023-VLT3                                           | CUSIP: 05611GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3004449.30   | 0.03%             | 2028-11-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CONS EDISON CO CP.                                              | CONSOLIDATED E 07/07/2025                                                        | CUSIP: 20911LU72<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14450000 | PA      | $14437130.83  | 0.15%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                  | Wells Fargo Mortgage Backed Securities 2019-4 Trust                              | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1760692 | PA      | $1225361.65   | 0.01%             | 2049-09-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                            | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   10475494 | PA      | $10478322.49  | 0.11%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4774000 | PA      | $4892489.53   | 0.05%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2358193.78   | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FRCP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4034170 | PA      | $3522352.08   | 0.04%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                | Bellemeade Re 2022-1 Ltd                                                         | CUSIP: 078774AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1000000 | PA      | $1029938.40   | 0.01%             | 2032-01-26      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179YAQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   87384067 | PA      | $84052992.94  | 0.87%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380UE82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4745626 | PA      | $3814577.92   | 0.04%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     739572 | PA      | $619966.25    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13600000 | PA      | $13971122.24  | 0.14%             | 2041-12-25      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    1289000 | PA      | $1291792.05   | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                         | Honeywell International Inc                                                      | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $4460914.29   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                    | DNB BANK ASA                                                                     | CUSIP: 2332K4QH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5203359.00   | 0.05%             | 2025-12-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                      | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3700000 | PA      | $3678910.00   | 0.04%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2845127 | PA      | $2841281.87   | 0.03%             | 2036-11-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-GC37                                    | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2971114.20   | 0.03%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    5200000 | PA      | $5314400.00   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                               | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2601545.00   | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     798000 | PA      | $801181.95    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                 | LLOYDS BANK PLC                                                                  | CUSIP: 53943RUQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2393048.40   | 0.02%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2800000 | PA      | $2737532.00   | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3TD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5108891 | PA      | $372432.03    | 0.00%             | 2048-12-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1803005.55   | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                      | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1740291.51   | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Symphony CLO Ltd                                                | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14673691 | PA      | $14677476.80  | 0.15%             | 2032-01-16      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     135156 | PA      | $133739.95    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19695188 | PA      | $124719.78    | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14462956 | PA      | $12651289.36  | 0.13%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1698171 | PA      | $1426450.52   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1S96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     909742 | PA      | $819305.06    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4797000 | PA      | $4690386.34   | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2886970.89   | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                                  | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1263886.09   | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |  -93679400 | NC      | $-216411.07   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3748000 | PA      | $3805357.93   | 0.04%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     685763 | PA      | $668912.10    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379HZL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1917951 | PA      | $140351.46    | 0.00%             | 2044-12-20      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2865742.19   | 0.03%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     807169 | PA      | $289006.28    | 0.00%             | 2037-09-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                          | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    5467000 | PA      | $5614711.89   | 0.06%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3199000 | PA      | $3241386.75   | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2275446 | PA      | $2164116.17   | 0.02%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3889794.66   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     476000 | PA      | $488337.19    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380X5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     360130 | PA      | $265660.31    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H3BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48444232 | PA      | $11311393.93  | 0.12%             | 2051-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5J42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2382356 | PA      | $2291700.92   | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $2012960.83   | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393EMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232106 | PA      | $236454.52    | 0.00%             | 2033-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4935031 | PA      | $4941675.79   | 0.05%             | 2034-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3333999.29   | 0.03%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -37797000 | NC      | $329225.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                              | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2261344.41   | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2021-FL9 Ltd                                                                 | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      94123 | PA      | $93935.66     | 0.00%             | 2038-11-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2476703.69   | 0.03%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                         | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3629000 | PA      | $3627094.85   | 0.04%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                           | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7497594.75   | 0.08%             | 2042-03-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                                     | CLNY Trust 2019-IKPR                                                             | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3398696 | PA      | $3339080.22   | 0.03%             | 2038-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1359058.24   | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37760184 | PA      | $37107921.06  | 0.38%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FV6A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48497898 | PA      | $10636927.65  | 0.11%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AG6F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1144827 | PA      | $1110321.88   | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133291 | PA      | $125068.33    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4069000 | PA      | $3971269.05   | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4238495 | PA      | $4184507.92   | 0.04%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2016-2                                                        | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     379813 | PA      | $355994.51    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EIDP INC CP 0 12/10/2025                                        | EIDP INC CP 0 12/10/2025                                                         | CUSIP: 28249KZA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3920081.60   | 0.04%             | 2025-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV                                  | Octagon Investment Partners XV Ltd                                               | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    4060000 | PA      | $4062484.72   | 0.04%             | 2030-07-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2482009.50   | 0.03%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12667000 | PA      | $13131072.27  | 0.14%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $3351143.02   | 0.03%             | 2045-02-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     361844 | PA      | $248738.71    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                                             | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4113328.80   | 0.04%             | 2034-12-10      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A9K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     925391 | PA      | $932400.25    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5412951 | PA      | $5058128.99   | 0.05%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                        | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2756912.68   | 0.03%             | 2034-03-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                        | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3718805.74   | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SMYRNA READY MIX CONCRET                                        | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2035500.05   | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CORP                                               | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    5634000 | PA      | $5658823.69   | 0.06%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK OF AUSTRALIA                                  | COMMONWEALTH BANK OF AUSTRALIA                                                   | CUSIP: 20272FAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $950086.17    | 0.01%             | 2025-08-11      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                          | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2919499.17   | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2032175.15   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F5PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6394874 | PA      | $6282533.32   | 0.07%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ6                                     | CUSIP: 36268FBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2045520 | PA      | $2112782.55   | 0.02%             | 2054-04-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CONCORD                                                         | CONCORD MIN. CAP 07/01/25                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13498371.90  | 0.14%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26534451 | PA      | $22295179.76  | 0.23%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                         | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4892959.99   | 0.05%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31359SAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2717 | PA      | $52.25        | 0.00%             | 2031-03-18      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     916000 | PA      | $930587.81    | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                        | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3032689.79   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    3922000 | PA      | $3755100.07   | 0.04%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                            | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     811000 | PA      | $780707.39    | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                           | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    2280000 | PA      | $1771981.80   | 0.02%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1349715 | PA      | $1105148.53   | 0.01%             | 2052-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4378871.60   | 0.05%             | 2043-05-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32366427 | PA      | $659009.59    | 0.01%             | 2061-08-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71497480 | PA      | $1023150.39   | 0.01%             | 2030-04-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     132000 | PA      | $113597.34    | 0.00%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     119000 | PA      | $88123.92     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                       | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3249015.63   | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NUFARM AUSTRALIA/AMERICA                                        | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1605000 | PA      | $1482228.74   | 0.02%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2068846.92   | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| ALLEGHANY CORP                                                  | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    2119000 | PA      | $1422691.83   | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133THQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18559 | PA      | $18800.13     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6556706.65   | 0.07%             | 2041-09-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $578350.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)            | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)                             | CUSIP: 22536LUE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2695471.56   | 0.03%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                               | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    2634000 | PA      | $2707705.75   | 0.03%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1376000 | PA      | $1349646.17   | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ENY86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     265648 | PA      | $240153.18    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $3830352.92   | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-GW                                                                 | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5021011.50   | 0.05%             | 2042-07-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133TKML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     152844 | PA      | $156268.91    | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     593000 | PA      | $584188.67    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     734789 | PA      | $73019.47     | 0.00%             | 2037-06-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     739000 | PA      | $760449.03    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6ZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5919751 | PA      | $5612363.79   | 0.06%             | 2042-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F6GV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99948786 | PA      | $3947822.12   | 0.04%             | 2030-09-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3191000 | PA      | $3317882.58   | 0.03%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                | Unlock HEA Trust 2025-1                                                          | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4962616.00   | 0.05%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56447400 | PA      | $54965655.75  | 0.57%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BB6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20614688 | PA      | $3925605.47   | 0.04%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48814072 | PA      | $1332519.21   | 0.01%             | 2052-08-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KDNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16177 | PA      | $13606.03     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5373694 | PA      | $5261043.45   | 0.05%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2231403.13   | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1605337.23   | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    5944000 | PA      | $6066283.95   | 0.06%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| TEACHERS INSURANCE AND ANNUITY                                  | TIAA CLO I Ltd                                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |   12752522 | PA      | $12758694.52  | 0.13%             | 2031-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4BQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10943898 | PA      | $8829703.11   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $15452298.00  | 0.16%             | 2041-12-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13890000 | PA      | $13930211.55  | 0.14%             | 2038-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2193035.06   | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                     | SWEDBANK AB                                                                      | CUSIP: 87020YFE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4954196.27   | 0.05%             | 2025-12-10      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                  | AMMC CLO 25 Ltd                                                                  | CUSIP: 00177GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21690000 | PA      | $21698632.62  | 0.22%             | 2035-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6290322 | PA      | $5353059.08   | 0.06%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3779835.30   | 0.04%             | 2036-02-15      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280528 | PA      | $265065.80    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2128000 | PA      | $2158254.50   | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3759000 | PA      | $3810901.19   | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B8CC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15727279 | PA      | $1162252.23   | 0.01%             | 2037-07-15      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397UDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4023042 | PA      | $266309.29    | 0.00%             | 2041-06-25      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3140324.48   | 0.03%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                         | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2121000 | PA      | $2108485.93   | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2633204 | PA      | $2590757.79   | 0.03%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378PZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        350 | PA      | $1.42         | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2575118.73   | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49135 | PA      | $50214.63     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    4102000 | PA      | $4022508.24   | 0.04%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                  | Chase Funding Trust Series 2003-5                                                | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      25250 | PA      | $25381.08     | 0.00%             | 2033-07-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7138000 | PA      | $6931309.43   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     885000 | PA      | $874931.01    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                  | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1445132 | PA      | $1344515.49   | 0.01%             | 2047-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | CUSIP: 61765TAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1378853.56   | 0.01%             | 2048-10-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1880000 | PA      | $1906566.05   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2906184 | PA      | $327016.89    | 0.00%             | 2043-05-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| DBS BANK LTD                                                    | DBS BANK LTD                                                                     | CUSIP: 23305DW35<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4960473.50   | 0.05%             | 2025-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3855875.58   | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $721393.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18136644 | PA      | $3993915.62   | 0.04%             | 2045-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                              | BANK OF AMERICA NA                                                               | CUSIP: 06053RAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3901089.93   | 0.04%             | 2025-08-05      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    6800000 | PA      | $7051872.00   | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     441000 | PA      | $299068.75    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust                                  | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11500000 | PA      | $11313197.45  | 0.12%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299424 | PA      | $215874.43    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3169049.81   | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265055 | PA      | $238542.91    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2013000 | PA      | $2066236.48   | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                  | AMMC CLO 31 Ltd                                                                  | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $9023002.29   | 0.09%             | 2038-02-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1693499.22   | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                            | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1329491.78   | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                        | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3932996.56   | 0.04%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5192308 | PA      | $5199438.82   | 0.05%             | 2037-06-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7704707.20   | 0.08%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                       | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     862000 | PA      | $863722.34    | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1701678 | PA      | $123558.31    | 0.00%             | 2040-11-25      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1208966.96   | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8005116 | PA      | $7495525.42   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002150.60   | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4460746 | PA      | $3567502.43   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183288 | PA      | $183404.39    | 0.00%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382AYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35004915 | PA      | $7722203.16   | 0.08%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394DAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1125798 | PA      | $1147640.94   | 0.01%             | 2035-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                            | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    7003000 | PA      | $7093066.98   | 0.07%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JCA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1903284 | PA      | $1662222.31   | 0.02%             | 2050-12-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1015000 | PA      | $916376.61    | 0.01%             | 2052-09-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                         | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     517142 | PA      | $528148.84    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                          | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1985560.26   | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $945380.88    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                                           | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $4041376.63   | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Bank                                                            | BANK 2017-BNK4                                                                   | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2461564.25   | 0.03%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                             | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10895555 | PA      | $9235987.64   | 0.10%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                        | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1204589.73   | 0.01%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HFJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343865 | PA      | $325755.20    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                               | General Motors Co                                                                | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1347455.27   | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3521000 | PA      | $3597785.58   | 0.04%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     215815 | PA      | $3302.31      | 0.00%             | 2040-09-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1536150.40   | 0.02%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1083056.40   | 0.01%             | 2042-04-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132CW4D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     629236 | PA      | $607344.62    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                  | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   16218402 | PA      | $16227144.20  | 0.17%             | 2032-07-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                           | United Parcel Service Inc                                                        | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1448528.72   | 0.02%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31395QQ37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158628 | PA      | $4142.98      | 0.00%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                            | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     824000 | PA      | $828419.47    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                       | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3012000 | PA      | $2853889.13   | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22290250 | PA      | $568559.64    | 0.01%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TR&BK NY                                         | Mitsubishi UFJ Trust & Banking Corp/NY                                           | CUSIP: 60683D4Y2<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3150422.73   | 0.03%             | 2025-08-08      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5794380.04   | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| GOAT HOLDCO LLC                                                 | Goat Holdco LLC                                                                  | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1699183.25   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     821981 | PA      | $753976.24    | 0.01%             | 2048-07-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                               | Sonic Capital LLC                                                                | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3850000 | PA      | $3277833.92   | 0.03%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381BCF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12107006 | PA      | $1342987.85   | 0.01%             | 2048-12-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     556000 | PA      | $510630.74    | 0.01%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                   | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    5556000 | PA      | $5596664.03   | 0.06%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                         | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21684LJ37<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4451495.64   | 0.05%             | 2025-08-11      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36197KEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219069 | PA      | $201007.88    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                         | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6411417.60   | 0.07%             | 2030-07-18      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20111322 | PA      | $1905294.31   | 0.02%             | 2045-11-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                          | Equitable Holdings Inc                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4263000 | PA      | $4258636.14   | 0.04%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PE62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3801519 | PA      | $283715.38    | 0.00%             | 2040-05-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7014832 | PA      | $6715935.30   | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     107961 | PA      | $2186.11      | 0.00%             | 2040-07-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust 2024-8                                         | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2329536 | PA      | $2423303.51   | 0.03%             | 2055-08-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     268000 | PA      | $141275.78    | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML11 TRUST                                           | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9910215 | PA      | $483419.29    | 0.01%             | 2038-03-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                       | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5066439.00   | 0.05%             | 2042-06-10      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     556000 | PA      | $533412.27    | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                     | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2148061.55   | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A6JS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2065 | PA      | $2041.41      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1239214.83   | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1526000 | PA      | $1565374.00   | 0.02%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3721000 | PA      | $3833692.35   | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     841000 | PA      | $633768.33    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4552353 | PA      | $4209869.10   | 0.04%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2544588.86   | 0.03%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)       | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)                        | CUSIP: 69033NFA8<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3100684.02   | 0.03%             | 2025-08-11      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAFU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2650683 | PA      | $2427259.87   | 0.03%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                        | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1144039.61   | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1989068.36   | 0.02%             | 2043-04-30      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| HP INC                                                          | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $1984025.16   | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3394000 | PA      | $3465361.77   | 0.04%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378E3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     108480 | PA      | $7563.67      | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                           | AMERICAN HONDA 09/22/2025                                                        | CUSIP: 02665JWN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16550000 | PA      | $16370278.59  | 0.17%             | 2025-09-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ANSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      77025 | PA      | $74363.42     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56755400 | PA      | $57247576.02  | 0.59%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JBCA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     926353 | PA      | $906550.38    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                       | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1373959.29   | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B4QN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8439627 | PA      | $2538114.10   | 0.03%             | 2059-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5034000 | PA      | $4502916.88   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     558942 | PA      | $42442.36     | 0.00%             | 2040-09-16      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2655000 | PA      | $2755386.85   | 0.03%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F57L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     338369 | PA      | $320547.40    | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19480295 | PA      | $1891577.55   | 0.02%             | 2048-03-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25131200 | PA      | $23256667.81  | 0.24%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     337372 | PA      | $324492.31    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8590056 | PA      | $6814113.12   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AP5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1056999 | PA      | $1045042.29   | 0.01%             | 2040-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382DPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16461704 | PA      | $2214377.40   | 0.02%             | 2050-03-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    6112000 | PA      | $6123868.83   | 0.06%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1579000 | PA      | $1574258.99   | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Driven Brands Funding, LLC                                      | Driven Brands Funding LLC                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5351311 | PA      | $5333244.29   | 0.06%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2336733.92   | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91433 | PA      | $87483.22     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381NDN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79054396 | PA      | $8823632.69   | 0.09%             | 2049-11-20      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $3145199.32   | 0.03%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                             | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2053000 | PA      | $1994192.23   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                         | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $3025759.25   | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2518273.00   | 0.03%             | 2038-03-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                             | Goddard Funding LLC                                                              | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4655000 | PA      | $4701636.58   | 0.05%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                              | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    7375000 | PA      | $7537250.00   | 0.08%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO VIII Ltd                                             | CUSIP: 08180XAQ5<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |     450000 | PA      | $450388.35    | 0.00%             | 2031-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2854370.49   | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     243958 | PA      | $225578.70    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                   | SDR Commercial Mortgage Trust 2024-DSNY                                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2491513.50   | 0.03%             | 2039-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XP83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1349931 | PA      | $971317.34    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-J2                                                                | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     857516 | PA      | $778510.88    | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                              | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     592000 | PA      | $589049.82    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                          | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     429365 | PA      | $197471.00    | 0.00%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                   | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     695887 | PA      | $670988.90    | 0.01%             | 2033-07-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307M2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      88931 | PA      | $85916.63     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -50394000 | NC      | $375203.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     227000 | PA      | $221859.92    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                   | BROADCOM INC.                                                                    | CUSIP: 11135MUH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9978150.00   | 0.10%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1946162.02   | 0.02%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                    | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2256000 | PA      | $2281931.39   | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     657000 | PA      | $718384.35    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                  | Sunnova Helios V Issuer LLC                                                      | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2841999 | PA      | $2227935.45   | 0.02%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                   | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4997749.00   | 0.05%             | 2039-12-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1929450 | PA      | $1959099.51   | 0.02%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2232435.60   | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Wachovia Mortgage Loan Trust,                                   | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust                             | CUSIP: 92977YBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     204013 | PA      | $200332.27    | 0.00%             | 2035-10-20      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     144000 | PA      | $111862.19    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                            | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      48372 | PA      | $43214.69     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380KSY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12579833 | PA      | $1697162.87   | 0.02%             | 2047-11-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7208000 | PA      | $7149291.56   | 0.07%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BNYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3265085 | PA      | $3224560.24   | 0.03%             | 2051-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9950000 | PA      | $9966318.00   | 0.10%             | 2034-04-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1431000 | PA      | $966335.11    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     539000 | PA      | $517814.46    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                        | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    3330000 | PA      | $3402927.00   | 0.04%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7132195.70   | 0.07%             | 2042-01-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                       | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4861525.47   | 0.05%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                                         | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2476000 | PA      | $2438950.52   | 0.03%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BMD2 Re-REMIC Trust                                             | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7671000 | PA      | $6347413.44   | 0.07%             | 2052-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                    | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1675950.05   | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1252512.97   | 0.01%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     584598 | PA      | $546632.31    | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312945D47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31642 | PA      | $32092.12     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5130158.75   | 0.05%             | 2040-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5125000 | PA      | $5084000.00   | 0.05%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                        | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2099000 | PA      | $2077258.89   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                          | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $2486703.26   | 0.03%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1311146 | PA      | $1206173.10   | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    3397000 | PA      | $2127195.46   | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                              | UBS AG/Stamford CT                                                               | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    1462000 | PA      | $1415313.05   | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393C2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     402403 | PA      | $33303.22     | 0.00%             | 2033-01-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2578000 | PA      | $1788010.57   | 0.02%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                                  | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5014779.00   | 0.05%             | 2041-08-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377R4K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     915758 | PA      | $146414.21    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384BS77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1700554 | PA      | $1740226.86   | 0.02%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUJW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7939122 | PA      | $7541580.35   | 0.08%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9PN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     848372 | PA      | $37197.04     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325XVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16094874 | PA      | $2814908.15   | 0.03%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2094315 | PA      | $1701267.52   | 0.02%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7085000 | PA      | $7268360.58   | 0.08%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                                     | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3310829 | PA      | $3323447.94   | 0.03%             | 2038-07-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     148439 | PA      | $137794.13    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2020-1                                                   | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2776849 | PA      | $2443525.88   | 0.03%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                        | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4906000 | PA      | $4984169.26   | 0.05%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     503692 | PA      | $480124.59    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $5392988.87   | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1KE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5844758 | PA      | $5815765.25   | 0.06%             | 2041-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX 2024-BRVE                                                                     | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $8012537.60   | 0.08%             | 2026-04-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     962420 | PA      | $901007.95    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F6RU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20906345 | PA      | $3343532.89   | 0.03%             | 2050-11-25      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5006198.00   | 0.05%             | 2041-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2882796 | PA      | $2726173.01   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    2042000 | PA      | $1768035.56   | 0.02%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                           | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3026294.86   | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                        | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1454000 | PA      | $1357585.01   | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                   | Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                    | CUSIP: 25151WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44362210 | PA      | $1825766.67   | 0.02%             | 2037-04-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AM6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17614672 | PA      | $16527552.14  | 0.17%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -631755200 | NC      | $318582.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1595492.10   | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -51213000 | NC      | $-262307.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4025000 | PA      | $4195056.25   | 0.04%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                  | COMMONWEALTH BANK OF AUSTRALIA                                                   | CUSIP: 20272FAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3950219.62   | 0.04%             | 2025-07-24      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2330484.98   | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                 | LLOYDS BANK PLC                                                                  | CUSIP: 53946BJD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1449796.85   | 0.02%             | 2025-12-17      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1046584.86   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                         | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4305430.69   | 0.04%             | 2042-09-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                   | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4999779.00   | 0.05%             | 2039-03-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                         | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1062982.77   | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2598930.56   | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12360956 | PA      | $9973200.86   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232730 | PA      | $206304.62    | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4688570 | PA      | $4698912.05   | 0.05%             | 2039-12-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                                  | Renaissance Home Equity Loan Trust 2005-3                                        | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     416178 | PA      | $415530.61    | 0.00%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3877000 | PA      | $3510300.16   | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5183000 | PA      | $5096704.60   | 0.05%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49051 | PA      | $50276.15     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                        | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    4737000 | PA      | $4446523.37   | 0.05%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4467065.83   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                          | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4201141.56   | 0.04%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49962442 | PA      | $10336974.41  | 0.11%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AG7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     463455 | PA      | $476278.71    | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4860404 | PA      | $260735.90    | 0.00%             | 2054-08-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VUB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200945 | PA      | $36509.70     | 0.00%             | 2045-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19975027 | PA      | $16859273.39  | 0.17%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3582772 | PA      | $3689165.64   | 0.04%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A2JF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3640 | PA      | $3615.96      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4266759.88   | 0.04%             | 2041-05-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2746646.77   | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                              | UBS AG/Stamford CT                                                               | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    3104000 | PA      | $3152550.35   | 0.03%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2795453.69   | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22147444 | PA      | $17583251.78  | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8750000 | PA      | $8780625.00   | 0.09%             | 2038-01-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2143000 | PA      | $2184406.23   | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     747000 | PA      | $729579.73    | 0.01%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                      | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2990282.10   | 0.03%             | 2033-03-10      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                     | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1795145.48   | 0.02%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1675000 | PA      | $1586702.07   | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9132350.50   | 0.09%             | 2038-07-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6258000 | PA      | $5808237.54   | 0.06%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3997283.57   | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8696000 | PA      | $6949231.00   | 0.07%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4118000 | PA      | $4126289.90   | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| CARDINAL HEALTH INC                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     575000 | PA      | $591963.16    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1501000 | PA      | $1491141.64   | 0.02%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4294000 | PA      | $4539204.58   | 0.05%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2376000 | PA      | $2373526.18   | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     856000 | PA      | $855963.33    | 0.01%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E85W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     285243 | PA      | $272897.46    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XHCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17954551 | PA      | $15728176.74  | 0.16%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2528547 | PA      | $2401017.90   | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6974000 | PA      | $6813506.43   | 0.07%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66144 | PA      | $61615.22     | 0.00%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     245808 | PA      | $230573.45    | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                            | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2125719.74   | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26444614 | PA      | $26894305.92  | 0.28%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     477000 | PA      | $552800.55    | 0.01%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2501700 | PA      | $2505413.47   | 0.03%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0HT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18146752 | PA      | $2901222.83   | 0.03%             | 2041-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-471035.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16804 | PA      | $17474.56     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $5160196.85   | 0.05%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| MCR Mortgage Trust                                              | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5063820.50   | 0.05%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3892000 | PA      | $3974064.84   | 0.04%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A94S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2432434 | PA      | $282932.45    | 0.00%             | 2042-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GAMD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1625131 | PA      | $1589209.13   | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2479975.12   | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| DB Master Finance LLC                                           | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4476875 | PA      | $4402601.41   | 0.05%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                     | Ovintiv Inc                                                                      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5018000 | PA      | $5206040.72   | 0.05%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377LBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2204251 | PA      | $190828.64    | 0.00%             | 2040-08-20      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9FK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2455251 | PA      | $2309377.01   | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3006270.00   | 0.03%             | 2037-07-16      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307NG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     295146 | PA      | $284962.96    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4832000 | PA      | $4420326.31   | 0.05%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    9938000 | PA      | $10223229.64  | 0.11%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46866500 | PA      | $46549785.10  | 0.48%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   37797000 | NC      | $-542015.86   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1966000 | PA      | $1998078.97   | 0.02%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4907464 | PA      | $4309723.93   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3171 | PA      | $3162.44      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                  | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     325327 | PA      | $284190.44    | 0.00%             | 2037-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                  | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6769283 | PA      | $6781806.21   | 0.07%             | 2031-11-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                              | Elmwood CLO IX Ltd                                                               | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17790000 | PA      | $17804089.68  | 0.18%             | 2038-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                          | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6096000 | PA      | $6112467.25   | 0.06%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $939372.60    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398W2Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3940198 | PA      | $392361.01    | 0.00%             | 2040-01-15      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                         | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     570000 | PA      | $500113.19    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                        | Bear Stearns ALT-A Trust 2005-7                                                  | CUSIP: 07386HVR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     719241 | PA      | $568412.51    | 0.01%             | 2035-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188082 | PA      | $187622.24    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3519461.37   | 0.04%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YEVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1002346 | PA      | $951068.10    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AVPH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13254629 | PA      | $1109197.72   | 0.01%             | 2047-03-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379BCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1726453 | PA      | $127696.05    | 0.00%             | 2039-12-16      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                  | Trust Fibra Uno                                                                  | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    2380000 | PA      | $2487843.75   | 0.03%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: —       |
| 720 East CLO Ltd.                                               | 720 East CLO 2023-I Ltd                                                          | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   40830000 | PA      | $40952490.00  | 0.42%             | 2038-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4114000 | PA      | $4063854.62   | 0.04%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 07/01/2025                                       | ORACLE CORP NE 07/01/2025                                                        | CUSIP: 6840C2U11<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29996274.00  | 0.31%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                           | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2860717.44   | 0.03%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     836000 | PA      | $857056.17    | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MIDCAP FINANCIAL ISSR TR                                        | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1933266.37   | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40550197 | PA      | $1375813.43   | 0.01%             | 2030-12-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4337360 | PA      | $3493118.43   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4038000 | PA      | $3499258.28   | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     756781 | PA      | $718221.03    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4F38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3202914 | PA      | $3115251.10   | 0.03%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                            | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2665897.73   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1290130.06   | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                       | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     533018 | PA      | $488960.46    | 0.01%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4CU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4372002 | PA      | $3517616.98   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3012033.00   | 0.03%             | 2035-03-15      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3034000 | PA      | $3086428.73   | 0.03%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3915799.99   | 0.04%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                         | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2463603.95   | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ACTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     977951 | PA      | $958728.09    | 0.01%             | 2033-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31387RDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         94 | PA      | $97.48        | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1075025.39   | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Dryden Senior Loan Fund                                         | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   11400000 | PA      | $11411878.80  | 0.12%             | 2034-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3840256 | PA      | $3796601.38   | 0.04%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4678000 | PA      | $4796954.57   | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378FZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62162 | PA      | $58118.79     | 0.00%             | 2043-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5E68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38694818 | PA      | $4273726.54   | 0.04%             | 2059-08-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       4154 | NC      | $16117403.97  | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $1800302.80   | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2724000 | PA      | $2723484.32   | 0.03%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ARM29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2037406 | PA      | $1934021.12   | 0.02%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     654725 | PA      | $294633.10    | 0.00%             | 2036-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                  | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2591635.50   | 0.03%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1788109.30   | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377NN26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     266397 | PA      | $260078.17    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1859800 | PA      | $1658370.00   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                                     | Freddie Mac Reference REMIC                                                      | CUSIP: 31396U6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     125744 | PA      | $133302.28    | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4087941.00   | 0.04%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FISERV INC0 C 07/09/2025                                        | FISERV INC0 C 07/09/2025                                                         | CUSIP: 33774KU99<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3995384.00   | 0.04%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                  | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3250000 | PA      | $3251137.50   | 0.03%             | 2031-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1625724.99   | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2136000 | PA      | $1967626.13   | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382WE29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19184426 | PA      | $4108960.71   | 0.04%             | 2051-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $3553357.41   | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B0WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     913946 | PA      | $864967.44    | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BOR / EMRLD CO-ISS                                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3910000 | PA      | $4001580.02   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381Y7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   75885757 | PA      | $14711493.69  | 0.15%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                            | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1283954.77   | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71886561 | PA      | $12487486.35  | 0.13%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3727219 | PA      | $3685076.74   | 0.04%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1077296.24   | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | Williams Cos Inc/The                                                             | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8846000 | PA      | $8832942.24   | 0.09%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -631755200 | NC      | $432980.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1007702.20   | 0.01%             | 2041-11-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GAQM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1222068 | PA      | $1177349.81   | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25015049 | PA      | $5598020.34   | 0.06%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2446000 | PA      | $2689164.54   | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                        | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3299015.54   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     157000 | PA      | $161748.15    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2217000 | PA      | $2155353.21   | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381RQT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1081376 | PA      | $820081.28    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     943000 | PA      | $864980.14    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1108244.20   | 0.01%             | 2042-09-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     567970 | PA      | $48732.61     | 0.00%             | 2037-02-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6TH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6592799 | PA      | $6548567.47   | 0.07%             | 2034-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GU4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1324382 | PA      | $1289431.85   | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1783774 | PA      | $715326.01    | 0.01%             | 2037-03-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                  | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     449850 | PA      | $453616.09    | 0.00%             | 2033-10-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1887271 | PA      | $1888636.77   | 0.02%             | 2037-06-19      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     780000 | PA      | $751052.17    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     736426 | PA      | $718018.37    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                          | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3066746.03   | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2487000 | PA      | $2542089.98   | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SALLY HOLDINGS/SALLY CAP                                        | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3108120.95   | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30791 | PA      | $25894.20     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $2043272.49   | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AKAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3888811 | PA      | $3752603.29   | 0.04%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                               | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    2310000 | PA      | $2378028.04   | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                                  | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    7570000 | PA      | $7573732.01   | 0.08%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4192000 | PA      | $4425220.91   | 0.05%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                               | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $13012987.00  | 0.13%             | 2038-01-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                       | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1241341.85  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENCINO ACQUISITION PARTN                                        | Encino Acquisition Partners Holdings LLC                                         | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2524127.89   | 0.03%             | 2028-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2492270 | PA      | $2210214.07   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2998287 | PA      | $2519625.24   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                       | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    2128000 | PA      | $2212466.26   | 0.02%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     314093 | PA      | $289059.36    | 0.00%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377MY42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     472008 | PA      | $3000.98      | 0.00%             | 2040-05-16      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                         | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2071993.37   | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2897301 | PA      | $2498713.17   | 0.03%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1931431 | PA      | $1729422.34   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8168239 | PA      | $6845055.79   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp.                                            | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2195960 | PA      | $1782139.54   | 0.02%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2476070 | PA      | $2179940.76   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3368080.12   | 0.03%             | 2041-10-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO XXIII Ltd                                            | CUSIP: 08186VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4600230.00   | 0.05%             | 2034-04-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                     | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     571179 | PA      | $542403.72    | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $825000.00    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3276000 | PA      | $3316538.50   | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| FLEX LTD                                                        | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    4322000 | PA      | $4374944.50   | 0.05%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                    | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    2036000 | PA      | $1989865.03   | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                               | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     780000 | PA      | $776958.71    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KE6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14730 | PA      | $12372.98     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                          | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1751000 | PA      | $1810755.97   | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| QUIKRETE HOLDINGS INC                                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $2001297.87   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4877418.50   | 0.05%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                           | United Parcel Service Inc                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3023000 | PA      | $3104682.85   | 0.03%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     983037 | PA      | $934118.07    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5508189.50   | 0.06%             | 2034-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBR7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    2543437 | PA      | $2485157.77   | 0.03%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4738000 | PA      | $4796611.52   | 0.05%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AREIT CRE Trust                                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5991480.00   | 0.06%             | 2029-12-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3489000 | PA      | $3501595.43   | 0.04%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                              | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3412462 | PA      | $3333779.37   | 0.03%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                  | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2355258 | PA      | $2186122.47   | 0.02%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                        | Discovery Communications LLC                                                     | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $1799672.30   | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390TAL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2827 | PA      | $2920.02      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300449 | PA      | $3206066.06   | 0.03%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     451594 | PA      | $468600.39    | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A8XR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11002050 | PA      | $10397407.87  | 0.11%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     412567 | PA      | $36844.07     | 0.00%             | 2035-07-15      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                         | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    3934000 | PA      | $3626920.58   | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -259 | NC      | $-466706.19   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                        | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4119056.64   | 0.04%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1534053.99   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                            | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3252481.03   | 0.03%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                   | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66681954 | PA      | $1137127.36   | 0.01%             | 2050-11-15      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    2937000 | PA      | $2584187.38   | 0.03%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13202743 | PA      | $1431325.20   | 0.01%             | 2035-05-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                 | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    1739999 | PA      | $1618582.24   | 0.02%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2770017 | PA      | $2778903.63   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AFDR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      88696 | PA      | $87238.52     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35283084 | PA      | $380014.69    | 0.00%             | 2049-07-10      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3393000 | PA      | $3496314.58   | 0.04%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1514536.50   | 0.02%             | 2044-03-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     867267 | PA      | $690477.72    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4888278.10   | 0.05%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     388462 | PA      | $347333.62    | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     696000 | PA      | $553614.86    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1329469.07   | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-6                                                    | CUSIP: 81749YCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3066000 | PA      | $2970539.17   | 0.03%             | 2055-07-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                                        | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $2095904.48   | 0.02%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                  | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    6000000 | PA      | $6112876.20   | 0.06%             | 2034-04-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                               | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1393330.29   | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And L                                  | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1002708.40   | 0.01%             | 2035-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3746000 | PA      | $3164246.57   | 0.03%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3384000 | PA      | $3464516.43   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1323014.11   | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1060272 | PA      | $954218.57    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      73787 | PA      | $61901.13     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3771000 | PA      | $3836087.08   | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110340 | PA      | $42696.76     | 0.00%             | 2036-07-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                        | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1825901.83   | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5694641 | PA      | $5492259.56   | 0.06%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1362596.09   | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9N46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     934262 | PA      | $21078.46     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1649000 | PA      | $1691112.61   | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDW7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2570000 | PA      | $2524527.19   | 0.03%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31389SVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        295 | PA      | $311.49       | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                         | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    2566000 | PA      | $2634302.94   | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NATIONAL SECS CLEARING                                          | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    2116000 | PA      | $2152209.01   | 0.02%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3301357 | PA      | $2787121.47   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                        | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     424374 | PA      | $405431.07    | 0.00%             | 2035-05-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1BZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21021894 | PA      | $4006083.46   | 0.04%             | 2041-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393CTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     169071 | PA      | $172146.68    | 0.00%             | 2033-06-25      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                              | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1975185.64   | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2120308.83   | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                  | Banc of America Mortgage 2007-2 Trust                                            | CUSIP: 05952FAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     562103 | PA      | $55822.99     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AGN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1689583 | PA      | $1619590.62   | 0.02%             | 2033-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B4Q66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     768731 | PA      | $765240.45    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     506000 | PA      | $472638.54    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2                    | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1458955 | PA      | $1263246.08   | 0.01%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                                   | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1072797 | PA      | $955888.21    | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2548205 | PA      | $2172351.29   | 0.02%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1679037.13   | 0.02%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3811000 | PA      | $3508196.69   | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1573000 | PA      | $1048601.79   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC DIS 07/23/2025                                       | FISERV INC DIS 07/23/2025                                                        | CUSIP: 33774KUP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13650000 | PA      | $13609449.95  | 0.14%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2438174.52   | 0.03%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                        | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6150000 | PA      | $6160891.65   | 0.06%             | 2033-04-19      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19040000 | PA      | $19050357.76  | 0.20%             | 2038-04-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10350000 | PA      | $9357435.00   | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     183143 | PA      | $164917.48    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5260515 | PA      | $1026795.77   | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AMCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     598591 | PA      | $583272.74    | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1835000 | PA      | $1830227.86   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2238392 | PA      | $1983560.02   | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                                        | Southwick Park CLO LLC                                                           | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5259847 | PA      | $5264959.37   | 0.05%             | 2032-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1395571 | PA      | $1167813.63   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BY6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6187145 | PA      | $5611675.91   | 0.06%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     683378 | PA      | $689875.88    | 0.01%             | 2041-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     638389 | PA      | $615998.26    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd                                        | Marble Point CLO XIX Ltd                                                         | CUSIP: 56607KAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   14700000 | PA      | $14707173.60  | 0.15%             | 2034-01-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                             | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     571000 | PA      | $608277.71    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05571AAT2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2828000 | PA      | $2869353.14   | 0.03%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31393GYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      93482 | PA      | $96239.93     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $3570450.29   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3747306.00   | 0.04%             | 2049-09-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -127252500 | NC      | $-12108.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25496000 | PA      | $25529744.47  | 0.26%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1474911 | PA      | $1246333.17   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4363032.12   | 0.05%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                        | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2162256.83   | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $1024750.18   | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $2050254.96   | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3891673.13   | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YS48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     215489 | PA      | $168821.93    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                            | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1977258.35   | 0.02%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    3097000 | PA      | $2977752.34   | 0.03%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396KKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9731 | PA      | $108.30       | 0.00%             | 2026-08-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                            | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1865354.36   | 0.02%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | Banco Nacional de Panama                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    3750000 | PA      | $3146250.00   | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1871000 | PA      | $1853195.83   | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                 | Impac CMB Trust Series 2005-1                                                    | CUSIP: 45254NMR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     295462 | PA      | $281076.10    | 0.00%             | 2035-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $3901337.43   | 0.04%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1655456.25   | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1687000 | PA      | $1745190.99   | 0.02%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                  | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11850000 | PA      | $11911886.63  | 0.12%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2588000 | PA      | $2609541.43   | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31393PYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28811 | PA      | $4210.17      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                             | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     233000 | PA      | $228580.68    | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2573873.16   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16350147 | PA      | $13908190.74  | 0.14%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                           | AMERICAN HONDA 09/18/2025                                                        | CUSIP: 02665JWJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49481850.00  | 0.51%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     744000 | PA      | $706407.75    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1940826 | PA      | $1893937.60   | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H9KW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46977278 | PA      | $9333999.84   | 0.10%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2319508 | PA      | $1953126.96   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2507926.75   | 0.03%             | 2040-06-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 3132HT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7884582 | PA      | $7317483.11   | 0.08%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3159524.99   | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8450000 | PA      | $8460114.65   | 0.09%             | 2033-04-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1157000 | PA      | $934283.74    | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $3360177.19   | 0.03%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3787 | NC      | $18089911.55  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X3EP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2056756 | PA      | $1929491.82   | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2571845.00   | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     669000 | PA      | $683800.25    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                    | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3046412.50   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5800000 | PA      | $5609925.88   | 0.06%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      29574 | PA      | $29061.00     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1045793 | PA      | $972002.72    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                        | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7582464.00   | 0.08%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3371000 | PA      | $3319903.83   | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5962000 | PA      | $5960012.21   | 0.06%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417DKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1616401 | PA      | $1516884.14   | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6133185.65   | 0.06%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7212000 | PA      | $7165202.41   | 0.07%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8943090 | PA      | $8280266.74   | 0.09%             | 2047-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2297103.40   | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1428275 | PA      | $1392885.78   | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                      | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2450730.20   | 0.03%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25185504 | PA      | $19984252.08  | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                         | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     399000 | PA      | $409076.83    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2324212 | PA      | $1208590.24   | 0.01%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     605881 | PA      | $549029.57    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1785029.93   | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -49756000 | NC      | $-1516258.99  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1598215 | PA      | $1452644.32   | 0.02%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33526173 | PA      | $234575.93    | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2338550 | PA      | $2063266.43   | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     456000 | PA      | $314513.80    | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BXYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5062208 | PA      | $4684938.28   | 0.05%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374XQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     413766 | PA      | $37845.68     | 0.00%             | 2039-04-20      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2266732.10   | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27260000 | PA      | $307954.86    | 0.00%             | 2045-10-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1987694.60   | 0.02%             | 2033-07-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                   | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3533827.92   | 0.04%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1960000 | PA      | $1911521.91   | 0.02%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2105985.19   | 0.02%             | 2077-08-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393C4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     542262 | PA      | $57036.75     | 0.00%             | 2033-07-25      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                        | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3617460.00   | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN MUTUAL LIFE                                        | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2236520.23   | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROU 07/08/2025                                       | THE CIGNA GROU 07/08/2025                                                        | CUSIP: 12553NU86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32850000 | PA      | $32816470.01  | 0.34%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                              | Roche Holdings Inc                                                               | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1178285.20   | 0.01%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3669000 | PA      | $3676294.41   | 0.04%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4650647 | PA      | $4355969.26   | 0.05%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                     | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2517000 | PA      | $2535942.36   | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                      | COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                                       | CUSIP: 21684LKZ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500321.97    | 0.01%             | 2025-12-04      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2690826.41   | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                  | BNP PARIBAS SA                                                                   | CUSIP: 09660EUP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4038798.92   | 0.04%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ABQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2598372 | PA      | $155173.47    | 0.00%             | 2033-02-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23730308 | PA      | $2027379.87   | 0.02%             | 2048-12-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                  | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1378677 | PA      | $1048077.49   | 0.01%             | 2046-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                       | IRV Trust 2025-200P                                                              | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7517955.75   | 0.08%             | 2047-03-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                           | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    9100000 | PA      | $9862125.00   | 0.10%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3316579.20   | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377WGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1397176 | PA      | $99435.08     | 0.00%             | 2041-05-16      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1406675.03   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                    | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $951061.27    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1924054.22   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7AP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     342544 | PA      | $37382.13     | 0.00%             | 2042-07-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JR97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     219955 | PA      | $226571.36    | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                 | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    5308810 | PA      | $4873930.22   | 0.05%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1844663.90   | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2641288.08   | 0.03%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3614435 | PA      | $2905754.18   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2994000 | PA      | $2630750.26   | 0.03%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37483732 | PA      | $514020.04    | 0.01%             | 2050-09-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16377889 | PA      | $13931668.02  | 0.14%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36193BMR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     504596 | PA      | $471887.52    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                        | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2467050.82   | 0.03%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2050855.94   | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                             | COMM 2015-CCRE25 Mortgage Trust                                                  | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1740741 | PA      | $1736958.56   | 0.02%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                   | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4166764.94   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                            | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1198256.96   | 0.01%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  102426000 | NC      | $408015.94    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393EAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100407 | PA      | $15267.84     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5129252.00   | 0.05%             | 2058-03-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     967594 | PA      | $929745.98    | 0.01%             | 2035-07-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4686000 | PA      | $4637851.68   | 0.05%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD ASSET MANAGEM                                        | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    3820000 | PA      | $3921351.59   | 0.04%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| MAREX CAPITAL MARKETS INC.                                      | MAREX CAPITAL MARKETS INC                                                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | Long             | RA               | CORP              | US        |  103710553 | PA      | $103710553.00 | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7770812 | PA      | $7792857.07   | 0.08%             | 2041-03-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3759000 | PA      | $3838843.23   | 0.04%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KCRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156994 | PA      | $132042.81    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                        | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2375696.94   | 0.02%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2015-C31                              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1212506 | PA      | $1209873.90   | 0.01%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-3 Ltd                                                     | CUSIP: 69688FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7550000 | PA      | $7556123.05   | 0.08%             | 2035-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3049133.44   | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4072192 | PA      | $768872.24    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                     | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2067443.41   | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2375042.71   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GSZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286016 | PA      | $278644.45    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     541255 | PA      | $551155.43    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                                      | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7861925 | PA      | $6491217.13   | 0.07%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                              | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3222769 | PA      | $3217596.17   | 0.03%             | 2037-02-15      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                        | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3447775.73   | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6269103.75   | 0.06%             | 2035-06-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2144000 | PA      | $1968922.89   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                  | ILPT Commercial Mortgage Trust 2022-LPF2                                         | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6002587.20   | 0.06%             | 2039-10-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8184600 | PA      | $7893343.32   | 0.08%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                  | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356267 | PA      | $344613.28    | 0.00%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1828579 | PA      | $1805821.24   | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    7411000 | PA      | $6916024.57   | 0.07%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                          | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1539299.10   | 0.02%             | 2029-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8369000 | PA      | $8182177.39   | 0.08%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3953699 | PA      | $747505.30    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                            | Barclays Bank PLC/NY                                                             | CUSIP: 06745GCD1<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1650138.27   | 0.02%             | 2025-07-28      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397A4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2634851 | PA      | $239443.94    | 0.00%             | 2036-08-15      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     522077 | PA      | $508925.92    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    4750000 | PA      | $4465000.00   | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27158 | PA      | $26961.76     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                        | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2411196.25   | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67367402 | PA      | $4128186.80   | 0.04%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18270627 | PA      | $15545656.66  | 0.16%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                                   | Radnor RE 2021-1 Ltd                                                             | CUSIP: 75279YAC5<br>LEI: 254900PS93C2BX29OQ80 | Long             | ABS-MBS          | CORP              | BM        |     472652 | PA      | $475533.41    | 0.00%             | 2033-12-27      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                 | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2858641.58   | 0.03%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: —       |
| HERO Funding Trust                                              | HERO Funding Trust 2016-4A                                                       | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     967488 | PA      | $910427.43    | 0.01%             | 2047-09-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1127411.56   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2163539.06   | 0.02%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     880015 | PA      | $415807.09    | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417F5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     699387 | PA      | $656039.40    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                | Bank of Montreal                                                                 | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3961000 | PA      | $4143078.10   | 0.04%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                        | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $2077825.10   | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                 | Venture 37 CLO Ltd                                                               | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |   13356492 | PA      | $13368459.55  | 0.14%             | 2032-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FHQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1698563 | PA      | $1572961.15   | 0.02%             | 2048-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFSY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5961201 | PA      | $5801583.27   | 0.06%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     602215 | PA      | $540899.01    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3762889 | PA      | $750968.06    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7UD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $435539.20    | 0.00%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1737000 | PA      | $1705734.00   | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |      22434 | PA      | $22306.29     | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1922504.32   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7102000 | PA      | $7257457.03   | 0.08%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2689000 | PA      | $2773600.62   | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                   | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3418000 | PA      | $3452479.66   | 0.04%             | 2031-05-09      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QEUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     646578 | PA      | $543630.22    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AT4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     953740 | PA      | $68425.11     | 0.00%             | 2032-08-15      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1641000 | PA      | $1641109.50   | 0.02%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382QAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28298446 | PA      | $5451735.18   | 0.06%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1226000 | PA      | $1256118.53   | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55895800 | PA      | $55943835.73  | 0.58%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     591982 | PA      | $538330.23    | 0.01%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     809826 | PA      | $768939.37    | 0.01%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                        | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2563811.89   | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36943585 | PA      | $36239625.67  | 0.38%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6590000 | PA      | $5816855.60   | 0.06%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    3309000 | PA      | $2894516.81   | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1791292.79   | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BJSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70697009 | PA      | $14710718.41  | 0.15%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ACG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1403000 | PA      | $1343650.71   | 0.01%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                  | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3026882.90   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| VISTRA OPERATIONS CO LLC                                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2725958.75   | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3556000 | PA      | $3491726.37   | 0.04%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                            | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    3356000 | PA      | $3427243.35   | 0.04%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2831000 | PA      | $2986791.54   | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     208595 | PA      | $195003.17    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398EKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5545 | PA      | $5761.23      | 0.00%             | 2038-03-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| BIG Commercial Mortgage Trust                                   | BIG Commercial Mortgage Trust 2022-BIG                                           | CUSIP: 05551UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2072422.17   | 0.02%             | 2039-02-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5138000 | PA      | $5173952.59   | 0.05%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27465606 | PA      | $5267241.40   | 0.05%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   11159869 | PA      | $11176608.82  | 0.12%             | 2031-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     947000 | PA      | $818498.29    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5C61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3492 | PA      | $3296.92      | 0.00%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2147505.88   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31293HYQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6455 | PA      | $6566.52      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-A LLC                                        | CUSIP: 83406EAD7<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3145635.68   | 0.03%             | 2042-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1874000 | PA      | $1821915.43   | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133THLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      19744 | PA      | $19861.64     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5361000 | PA      | $5363484.82   | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5AC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7021859 | PA      | $754996.98    | 0.01%             | 2049-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9170053.08  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                               | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2734140.54   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3991000 | PA      | $3741503.11   | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                        | CSX Corp                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     431000 | PA      | $354441.91    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2413133 | PA      | $405622.61    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                  | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1485408.51   | 0.02%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO XXIX Ltd                                             | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   20100000 | PA      | $20099879.40  | 0.21%             | 2038-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                        | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    8835000 | PA      | $8837143.28   | 0.09%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4965069.50   | 0.05%             | 2030-03-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                               | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2002146.70   | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1668282 | PA      | $1498496.70   | 0.02%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3540479 | PA      | $3109715.08   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A0A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6884881 | PA      | $7020896.15   | 0.07%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6689324 | PA      | $6635914.10   | 0.07%             | 2051-09-27      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP D 07/24/2025                                       | ENTERGY CORP D 07/24/2025                                                        | CUSIP: 29366EUQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1295996.78   | 0.01%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                           | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1890250.20   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5295904 | PA      | $5320128.16   | 0.06%             | 2039-02-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11045791.90  | 0.11%             | 2044-08-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 07/11/2025                                       | DUKE ENERGY CO 07/11/2025                                                        | CUSIP: 26244HUB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4194168.72   | 0.04%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                                  | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $4758373.78   | 0.05%             | 2041-11-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAEV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4619263 | PA      | $4268583.06   | 0.04%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $1066958.94   | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                            | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4188116.62   | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                              | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2193000 | PA      | $2188974.64   | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9029000 | PA      | $8237137.29   | 0.09%             | 2050-11-27      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1102983.96   | 0.01%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                  | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | US        |    4784000 | PA      | $4262120.16   | 0.04%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1625110.51   | 0.02%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38376WBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     895451 | PA      | $86122.91     | 0.00%             | 2035-11-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     334404 | PA      | $161597.39    | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2021-6INV                                                | CUSIP: 33851GBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1379562 | PA      | $1188950.57   | 0.01%             | 2051-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     410327 | PA      | $362540.39    | 0.00%             | 2047-01-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                              | Niagara Energy SAC                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $1982500.00   | 0.02%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2008984.00   | 0.02%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FNKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     606535 | PA      | $412788.98    | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                         | Loanpal Solar Loan 2021-2 Ltd                                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6906174 | PA      | $5607413.72   | 0.06%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    4750000 | PA      | $4740595.00   | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| AIR LEASE CORP                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2842268.08   | 0.03%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2020-HR8                                          | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8802223.00   | 0.09%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1747000 | PA      | $1586233.91   | 0.02%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2832901.45   | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3662880 | PA      | $577753.31    | 0.01%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1465359.61   | 0.02%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36065 | PA      | $34253.90     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4923783 | PA      | $4928905.44   | 0.05%             | 2035-09-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2716000 | PA      | $2702038.32   | 0.03%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20250 | PA      | $16994.81     | 0.00%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3462000 | PA      | $3097510.46   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                          | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2485323 | PA      | $894621.63    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68596.29     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198177 | PA      | $180364.15    | 0.00%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                             | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2175840.20   | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $11911709.60  | 0.12%             | 2030-03-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     833962 | PA      | $669137.56    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                                  | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4496938.71   | 0.05%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                             | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3241650.83   | 0.03%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1901292.84   | 0.02%             | 2043-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45388851 | PA      | $2474221.15   | 0.03%             | 2053-12-17      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    2000000 | PA      | $1678000.00   | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Gam Resecuritization Trust                                      | GAM RE-REMIC TRUST 2021-FRR2                                                     | CUSIP: 36459TAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8724000 | PA      | $8589472.43   | 0.09%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                        | Redwood Funding Trust 2025-2                                                     | CUSIP: 75806EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1680887 | PA      | $1683581.35   | 0.02%             | 2055-05-27      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4281733 | PA      | $4299379.43   | 0.04%             | 2040-12-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2500058.50   | 0.03%             | 2039-12-15      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2233545 | PA      | $2240823.44   | 0.02%             | 2041-05-17      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43882828 | PA      | $42036819.49  | 0.44%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                         | Panasonic Holdings Corp                                                          | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    2570000 | PA      | $2623787.40   | 0.03%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| DOMINION 3/27/2008 3.20%                                        | DOMINION RES I 08/06/2025                                                        | CUSIP: 2574P0V68<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13850000 | PA      | $13784553.21  | 0.14%             | 2025-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381R7A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71326 | PA      | $54978.73     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375KB27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     903995 | PA      | $95236.73     | 0.00%             | 2037-07-20      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38383YS37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39406365 | PA      | $2955796.54   | 0.03%             | 2052-10-20      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2248753.68   | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2112032 | PA      | $1916465.58   | 0.02%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     234661 | PA      | $225639.73    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     686000 | PA      | $700548.73    | 0.01%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                   | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6215810 | PA      | $6210148.73   | 0.06%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3753500.29   | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2281246 | PA      | $2287298.13   | 0.02%             | 2041-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5129000 | PA      | $5274710.27   | 0.05%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7405102 | PA      | $5944178.83   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      58000 | PA      | $27885.31     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1JS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1537974 | PA      | $239702.49    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     520000 | PA      | $512971.11    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     335582 | PA      | $171670.64    | 0.00%             | 2035-11-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     894000 | PA      | $898066.13    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VCZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $519697.10    | 0.01%             | 2040-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                   | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     625999 | PA      | $575462.45    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2015-2                                                    | CUSIP: 81733YEG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     716915 | PA      | $626631.37    | 0.01%             | 2045-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3932950 | PA      | $3909899.36   | 0.04%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17183400 | PA      | $15973849.82  | 0.17%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ADA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1431964 | PA      | $1401994.95   | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     574089 | PA      | $258725.28    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9713048 | PA      | $9444825.58   | 0.10%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1830558 | PA      | $1705632.29   | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $696972.39    | 0.01%             | 2039-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ1                                     | CUSIP: 36268VBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1468981 | PA      | $1548748.14   | 0.02%             | 2054-06-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   21498000 | PA      | $22199004.20  | 0.23%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382FAM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12430531 | PA      | $1203344.40   | 0.01%             | 2048-10-20      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                        | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7780500 | PA      | $7926135.40   | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21900000 | PA      | $21944676.00  | 0.23%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-235967.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                  | Home Depot Inc/The                                                               | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3026000 | PA      | $2826896.19   | 0.03%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5244322 | PA      | $4676258.35   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                               | EOG Resources Inc                                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5574000 | PA      | $5644378.22   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     385000 | PA      | $395723.12    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H060689<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41563000 | PA      | $42129533.20  | 0.44%             | 2055-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                      | WSTN Trust 2023-MAUI                                                             | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7105690.90   | 0.07%             | 2037-07-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23951136 | PA      | $23959207.04  | 0.25%             | 2032-01-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    5979000 | PA      | $5580851.22   | 0.06%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10184883 | PA      | $1168422.45   | 0.01%             | 2042-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                  | Capital One NA                                                                   | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1902000 | PA      | $1950101.31   | 0.02%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                               | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1077936.19   | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                               | NatWest Group PLC                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2961000 | PA      | $3076284.82   | 0.03%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1927147.95   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                | BANK OF MONTREAL                                                                 | CUSIP: 06373LDR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4601296.98   | 0.05%             | 2025-09-05      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1056019 | PA      | $501609.03    | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $459006.50    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                          | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2650786.57   | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     140904 | PA      | $128777.50    | 0.00%             | 2036-10-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                          | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    2823000 | PA      | $2872542.97   | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2006-AR9                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     466279 | PA      | $418331.02    | 0.00%             | 2036-11-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1491036.07   | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999286.20   | 0.02%             | 2039-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1497244.32   | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19116701 | PA      | $2410214.56   | 0.02%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5002909.50   | 0.05%             | 2030-06-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2467000 | PA      | $2531682.99   | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                          | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1336162.69   | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     403000 | PA      | $393379.40    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2547226.46   | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                              | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4145958.87   | 0.04%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2468000 | PA      | $2606137.59   | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3946342 | PA      | $3914989.03   | 0.04%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                            | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1775000 | PA      | $1818636.60   | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60467500 | PA      | $60165162.50  | 0.62%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10476267 | PA      | $8732546.22   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378U7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7096387 | PA      | $6291341.41   | 0.07%             | 2043-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3509000 | PA      | $3578398.19   | 0.04%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AAXL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2931729 | PA      | $311903.45    | 0.00%             | 2042-10-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9405428 | PA      | $586363.54    | 0.01%             | 2044-06-15      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     780243 | PA      | $755087.68    | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5523000 | PA      | $5771535.00   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      70794 | PA      | $72857.87     | 0.00%             | 2028-08-25      | Floating      | 11.37%                | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2458000 | PA      | $2089698.00   | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                         | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1313979.26   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381AGF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     216733 | PA      | $174252.17    | 0.00%             | 2048-10-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RIDE 2025-SHRE                                                  | RIDE 2025-SHRE                                                                   | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6147290.40   | 0.06%             | 2047-02-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374DQR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     535938 | PA      | $54153.68     | 0.00%             | 2038-01-20      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                 | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                  | CUSIP: 51501YG30<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1400204.40   | 0.01%             | 2025-09-03      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3147951 | PA      | $198130.76    | 0.00%             | 2039-09-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10021860.00  | 0.10%             | 2042-05-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7084707 | PA      | $6026565.26   | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                            | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAG8<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |    5350000 | PA      | $5355403.50   | 0.06%             | 2034-04-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                                           | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4092719 | PA      | $3882728.26   | 0.04%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3007000 | PA      | $3055724.13   | 0.03%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5732703 | PA      | $4811405.55   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2297057.96   | 0.02%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H9BZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34682222 | PA      | $2913001.46   | 0.03%             | 2052-10-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $5169565.38   | 0.05%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $4674952.38   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-2                                                   | CUSIP: 33851HBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1069154 | PA      | $986096.43    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                        | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    1650000 | PA      | $1697231.25   | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                  | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2542100.25   | 0.03%             | 2042-07-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23421356 | PA      | $4948007.47   | 0.05%             | 2051-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC 0 CP 07/22/2025                                        | EBAY INC 0 CP 07/22/2025                                                         | CUSIP: 27864AUN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3779273.54   | 0.04%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                 | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3719000 | PA      | $3792933.94   | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BC2C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9238962 | PA      | $9118513.91   | 0.09%             | 2044-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                  | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    5193173 | PA      | $5046711.92   | 0.05%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                  | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17907.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                        | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    3598000 | PA      | $3651328.62   | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $5217163.99   | 0.05%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380C3A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7973311 | PA      | $768411.89    | 0.01%             | 2047-02-16      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                        | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4475000 | PA      | $4495751.47   | 0.05%             | 2039-08-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $6649805.30   | 0.07%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-GW                                                                 | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1505780.85   | 0.02%             | 2042-07-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36029970 | PA      | $36097358.77  | 0.37%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ2                                     | CUSIP: 36271PBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     817934 | PA      | $807554.03    | 0.01%             | 2054-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3284000 | PA      | $3316556.95   | 0.03%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FN6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1632872 | PA      | $1204621.27   | 0.01%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                       | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2187667.19   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18769320 | PA      | $998763.40    | 0.01%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ASYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     417349 | PA      | $403976.66    | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                         | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     736000 | PA      | $743081.41    | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WDZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6796789 | PA      | $6516090.74   | 0.07%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point Clo XVI Ltd                                                          | CUSIP: 83610KAN3<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $18027792.00  | 0.19%             | 2030-07-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     332739 | PA      | $316319.36    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132J6VE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     595112 | PA      | $538785.21    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                         | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2208562.85   | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4997000 | PA      | $4144537.98   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     242000 | PA      | $231598.16    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36196RU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     348905 | PA      | $320357.32    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                    | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     779891 | PA      | $721609.68    | 0.01%             | 2045-08-20      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10023233.00  | 0.10%             | 2035-06-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1825000 | PA      | $1913344.11   | 0.02%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                        | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1502284 | PA      | $1456795.46   | 0.02%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14118227 | PA      | $11890939.28  | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                    | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3451000 | PA      | $3522082.46   | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     849048 | PA      | $757981.63    | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6065604.00   | 0.06%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                          | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    3112000 | PA      | $3174181.68   | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     959000 | PA      | $961695.45    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36685907 | PA      | $623742.97    | 0.01%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5949648 | PA      | $307445.11    | 0.00%             | 2053-12-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $1092834.90   | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1235964.00   | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        362 | PA      | $374.31       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6565000 | PA      | $6840179.00   | 0.07%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398CKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      89134 | PA      | $90095.37     | 0.00%             | 2033-03-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EMRX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     807700 | PA      | $785515.97    | 0.01%             | 2043-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     576872 | PA      | $593355.24    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3027000 | PA      | $3083581.50   | 0.03%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2084108.81   | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AP4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1890013.00   | 0.02%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2024-3                                                    | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1063058 | PA      | $1066596.17   | 0.01%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2508967.65   | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1905187 | PA      | $1598267.66   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3194077 | PA      | $2754078.52   | 0.03%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1569764 | PA      | $1519384.06   | 0.02%             | 2049-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                          | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6913697 | PA      | $5629006.85   | 0.06%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                        | CUSIP: 83401BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3766343.88   | 0.04%             | 2041-01-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5970423 | PA      | $1224526.69   | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM 26 Ltd                                                                       | CUSIP: 50200FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6001542.00   | 0.06%             | 2031-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4299000 | PA      | $4291589.86   | 0.04%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1352197.49   | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6389891 | PA      | $6154725.04   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F1SB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2318497 | PA      | $2109317.41   | 0.02%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings Clo Ltd 2019-IV                                                          | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    6250000 | PA      | $6285318.75   | 0.07%             | 2037-07-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1992000 | PA      | $1778914.58   | 0.02%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398R3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1571756 | PA      | $1555930.85   | 0.02%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10015574.00  | 0.10%             | 2035-03-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     949000 | PA      | $827232.32    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                             | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    2914000 | PA      | $2989025.36   | 0.03%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                    | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3273789.10   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $3661108.35   | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9TT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124906 | PA      | $125095.60    | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                             | Nomura Holdings Inc                                                              | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3887000 | PA      | $3901767.33   | 0.04%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     975000 | PA      | $943202.82    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     893000 | PA      | $777550.01    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM 30 Ltd                                                                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4286541 | PA      | $4293613.97   | 0.04%             | 2031-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1187809 | PA      | $1093272.89   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1447321 | PA      | $1447710.21   | 0.01%             | 2036-12-16      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138Y7VP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238461 | PA      | $231441.70    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMRT                                                            | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9872615.00   | 0.10%             | 2039-01-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2542970.59   | 0.03%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                       | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     758000 | PA      | $737486.60    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                           | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4390235.26   | 0.05%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2542000 | PA      | $2595263.19   | 0.03%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1218015.91   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     970000 | PA      | $848785.02    | 0.01%             | 2044-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M2LR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5481881 | PA      | $4384075.33   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XAUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3053350 | PA      | $2566405.03   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2670197 | PA      | $2463785.32   | 0.03%             | 2049-11-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13650000 | PA      | $13654490.85  | 0.14%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1921301 | PA      | $1876049.17   | 0.02%             | 2054-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2450000 | PA      | $2177450.88   | 0.02%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                       | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7552775.25   | 0.08%             | 2040-06-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1785454.93   | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2260954.67   | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                                            | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3351000 | PA      | $3439698.29   | 0.04%             | 2055-05-25      | Variable      | 7.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132M8V45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1039537 | PA      | $988125.36    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FDNH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3578825 | PA      | $3151970.12   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7776442 | PA      | $1855292.55   | 0.02%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3601000 | PA      | $3525567.37   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A53L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1410282 | PA      | $1335707.84   | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396HWV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     436867 | PA      | $451258.23    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONS EDISON CO CP.                                              | CONSOLIDATED E 07/14/2025                                                        | CUSIP: 20911LUE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7187107.68   | 0.07%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7DV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2853233 | PA      | $2662282.29   | 0.03%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A03G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6530310 | PA      | $6428403.86   | 0.07%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                               | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2063555.52   | 0.02%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| STANDARD BUILDING SOLUTI                                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     720000 | PA      | $738204.48    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                          | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2263490.80   | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $1030346.18   | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2018-A-GS                                          | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      69007 | PA      | $58282.16     | 0.00%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3693313 | PA      | $3108687.50   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     819000 | PA      | $758878.75    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     673980 | PA      | $675627.97    | 0.01%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                            | PARKER-HANNIFI 08/05/2025                                                        | CUSIP: 70109LV52<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13325000 | PA      | $13263438.50  | 0.14%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                           | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1856494.59   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                                    | CSMC Trust 2015-2                                                                | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     542922 | PA      | $522830.88    | 0.01%             | 2045-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                        | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $925855.56    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3524326 | PA      | $3207090.47   | 0.03%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1785149.73   | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6481000 | PA      | $6536396.41   | 0.07%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: —       |
| Boca Commercial Mortgage Trust                                  | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4225000 | PA      | $4242765.28   | 0.04%             | 2041-08-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                  | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3874610 | PA      | $3702010.91   | 0.04%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617VQGL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4083127 | PA      | $3535037.12   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     926326 | PA      | $880422.24    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2383097.77   | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3020534.38   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B0RZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5293944 | PA      | $4273693.80   | 0.04%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1171000 | PA      | $885028.65    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XFLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36929463 | PA      | $32350500.65  | 0.34%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     845000 | PA      | $809252.79    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2996148.75   | 0.03%             | 2040-02-18      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1791658 | PA      | $133103.89    | 0.00%             | 2034-07-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2866662.78   | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2449125 | PA      | $318935.90    | 0.00%             | 2045-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $991274.10    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2567515.50   | 0.03%             | 2041-11-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 08/18/2025                                       | DUKE ENERGY CO 08/18/2025                                                        | CUSIP: 26244HVJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1987616.60   | 0.02%             | 2025-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2831994.19   | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2020-J1                                                                | CUSIP: 12559YBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2905870 | PA      | $2523633.62   | 0.03%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $977425.65    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FUZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3141993 | PA      | $2787712.07   | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P2Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     304642 | PA      | $27024.96     | 0.00%             | 2037-03-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                     | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3139000 | PA      | $3197042.43   | 0.03%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                  | Wells Fargo Alternative Loan 2007-PA3 Trust                                      | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     358988 | PA      | $314132.42    | 0.00%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379TUB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24722952 | PA      | $2094654.60   | 0.02%             | 2046-01-20      | Floating      | 1.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ASP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     573355 | PA      | $60235.63     | 0.00%             | 2042-08-15      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4457000 | PA      | $4529622.63   | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MF1 Multifamily Housing Mortga                                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9983420.00   | 0.10%             | 2036-07-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B72P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11056898 | PA      | $1227253.81   | 0.01%             | 2050-01-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG (NEW YORK BRANCH)                                    | DZ BANK AG (NEW YORK BRANCH)                                                     | CUSIP: 23344JCY9<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4901128.85   | 0.05%             | 2025-08-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690375 | PA      | $294955.69    | 0.00%             | 2037-05-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                            | Wingstop Funding LLC                                                             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7900000 | PA      | $8064449.56   | 0.08%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -922 | NC      | $-1078979.83  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8191532 | PA      | $7567960.90   | 0.08%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2856694 | PA      | $2702834.22   | 0.03%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                                   | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2051271.60   | 0.02%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4569000 | PA      | $4784799.22   | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4322668 | PA      | $3867491.92   | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47873752 | PA      | $10888535.38  | 0.11%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2258000 | PA      | $2249532.93   | 0.02%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                                                    | Regions Bank/Birmingham AL                                                       | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2460194.19   | 0.03%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $13905310.50  | 0.14%             | 2042-01-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2                                  | JW Trust 2024-BERY                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3758110.13   | 0.04%             | 2039-11-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BR7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4203783 | PA      | $3157671.00   | 0.03%             | 2055-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1695100 | PA      | $1722049.45   | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                     | NATIONAL AUSTRALIA BANK LTD                                                      | CUSIP: 63254GQ32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3750075.75   | 0.04%             | 2025-09-04      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     771000 | PA      | $816097.75    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1015815.79   | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                         | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     930000 | PA      | $877571.75    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5721000 | PA      | $5813984.16   | 0.06%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394FBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3974187 | PA      | $290965.70    | 0.00%             | 2035-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | Paramount Global                                                                 | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     365000 | PA      | $279456.39    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     471015 | PA      | $7552.40      | 0.00%             | 2041-01-15      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                    | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $4029060.81   | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5723000 | PA      | $5126370.67   | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| UBS AG                                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -458109000 | NC      | $624866.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4744358 | PA      | $4422498.17   | 0.05%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XVII, LLC                                  | Crestline Denali CLO XVII Ltd                                                    | CUSIP: 22616TAN6<br>LEI: 254900BNO2GIP36AKL73 | Long             | ABS-CBDO         | CORP              | KY        |    8955012 | PA      | $8957949.36   | 0.09%             | 2031-10-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                           | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455502 | PA      | $435337.37    | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                               | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    7116000 | PA      | $7231469.98   | 0.07%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| COMISION FEDERAL DE ELEC                                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    3750000 | PA      | $3750000.00   | 0.04%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396XYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1240503 | PA      | $115963.94    | 0.00%             | 2037-10-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                                | Bellemeade Re 2021-2 Ltd                                                         | CUSIP: 078777AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12405698 | PA      | $12469892.79  | 0.13%             | 2031-09-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     227076 | PA      | $231810.66    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  103671438 | PA      | $4853171.05   | 0.05%             | 2053-09-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AS7J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9279804 | PA      | $9057779.41   | 0.09%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $2032409.88   | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite XII Ltd                                                                | CUSIP: 55953HBD4<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |    4292466 | PA      | $4293556.36   | 0.04%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1204996.54   | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4142147 | PA      | $4216961.41   | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    3937000 | PA      | $4036799.17   | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5034128 | PA      | $4706523.11   | 0.05%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 0 07/17/2025                                        | DUKE ENERGY 0 07/17/2025                                                         | CUSIP: 26244HUH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5488144.20   | 0.06%             | 2025-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A3LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14448297 | PA      | $14394993.05  | 0.15%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    1450000 | PA      | $1428439.37   | 0.01%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382C4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   25278023 | PA      | $462586.56    | 0.00%             | 2050-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                             | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8002472.00   | 0.08%             | 2030-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27942939 | PA      | $23769469.50  | 0.25%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398WQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2351001 | PA      | $2453959.87   | 0.03%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3141000 | PA      | $3206611.25   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2956214 | PA      | $490489.93    | 0.01%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YAT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2366383 | PA      | $331243.62    | 0.00%             | 2043-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3381468.35   | 0.04%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |     663744 | PA      | $650848.55    | 0.01%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1711694.52   | 0.02%             | 2060-01-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FVX64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41301128 | PA      | $8534584.81   | 0.09%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31388KW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8463 | PA      | $8746.09      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136APUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2949123 | PA      | $462542.60    | 0.00%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22620129 | PA      | $17979716.06  | 0.19%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2031000 | PA      | $2069768.93   | 0.02%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23496251 | PA      | $2139625.02   | 0.02%             | 2048-11-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2528790 | PA      | $2017429.35   | 0.02%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31378C2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2079 | PA      | $2191.76      | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2200000 | PA      | $2180200.00   | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                         | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    2158000 | PA      | $2138462.89   | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                          | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     253538 | PA      | $246936.54    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     947000 | PA      | $882602.65    | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10511515 | PA      | $8465410.17   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3393393.28   | 0.04%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     550000 | PA      | $566770.93    | 0.01%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   10400000 | PA      | $10808137.60  | 0.11%             | 2042-02-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21924838 | PA      | $2312717.37   | 0.02%             | 2043-08-15      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                      | Intuit Inc                                                                       | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1705122.44   | 0.02%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2854663.25   | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC (NEW YORK BRANCH)                             | BARCLAYS BANK PLC (NEW YORK BRANCH)                                              | CUSIP: 06745GCN9<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1450114.55   | 0.02%             | 2025-08-19      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                        | Ameriprise Financial Inc                                                         | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1784721.60   | 0.02%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374LBJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     673387 | PA      | $49619.46     | 0.00%             | 2035-05-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1550978.84   | 0.02%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381WTU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     798785 | PA      | $584422.02    | 0.01%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EHDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133619 | PA      | $131863.40    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2222059 | PA      | $205513.31    | 0.00%             | 2040-02-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                         | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    3280000 | PA      | $3322912.54   | 0.03%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     183541 | PA      | $183408.81    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                        | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1686866.59   | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3367000 | PA      | $3429672.23   | 0.04%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4990683.50   | 0.05%             | 2042-08-19      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7657655 | PA      | $592888.55    | 0.01%             | 2033-10-15      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111809 | PA      | $103698.26    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                     | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $3430991.28   | 0.04%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420882 | PA      | $375055.42    | 0.00%             | 2036-11-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3132930 | PA      | $2647233.46   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475190 | PA      | $430258.98    | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                    | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    2918000 | PA      | $2720488.17   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1H39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2128000 | PA      | $1972601.95   | 0.02%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                      | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2506740.00   | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5258000 | PA      | $5048133.34   | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Hilton USA Trust                                                | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3005871.30   | 0.03%             | 2037-05-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-1                                                  | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     671872 | PA      | $606255.94    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3698506 | PA      | $3653647.70   | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10497535 | PA      | $8459907.59   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4853598 | PA      | $4878955.73   | 0.05%             | 2039-08-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14333300 | PA      | $11862485.47  | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46563174 | PA      | $46657343.74  | 0.48%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                             | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4011700.80   | 0.04%             | 2041-07-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                              | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $9015423.72   | 0.09%             | 2038-01-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1631166.64   | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B3C21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4163373 | PA      | $3637072.81   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                           | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     669000 | PA      | $695100.54    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP.                                                     | INTEL CORP 0 C 07/02/2025                                                        | CUSIP: 45826CU24<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9997420.00   | 0.10%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2190524.11   | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXMU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170605 | PA      | $161903.11    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BAPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3962605 | PA      | $3863492.63   | 0.04%             | 2044-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    9254000 | PA      | $9281144.76   | 0.10%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $6368146.81   | 0.07%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2023-8                                                | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2237218 | PA      | $2236692.51   | 0.02%             | 2054-02-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                              | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $373253.87    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     975625 | PA      | $902578.61    | 0.01%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                         | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      30240 | PA      | $29570.38     | 0.00%             | 2029-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397SMB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1736596 | PA      | $1714726.04   | 0.02%             | 2041-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     847000 | PA      | $838095.76    | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395PBA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     462540 | PA      | $474195.21    | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                              | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     366055 | PA      | $355644.40    | 0.00%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374UJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6587383 | PA      | $6806803.10   | 0.07%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                  | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12146726 | PA      | $11216954.58  | 0.12%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   44164739 | PA      | $122541.69    | 0.00%             | 2049-02-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374KA37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     160226 | PA      | $11987.20     | 0.00%             | 2035-02-16      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                            | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1896196.58   | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10950000 | PA      | $10962410.73  | 0.11%             | 2045-02-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                 | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1979139.81   | 0.02%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     326000 | PA      | $346613.15    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     267758 | PA      | $225093.96    | 0.00%             | 2037-03-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9040572.45   | 0.09%             | 2039-10-19      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1EB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43096037 | PA      | $9347377.33   | 0.10%             | 2048-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3138000 | PA      | $3166389.61   | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                  | JP Morgan Alternative Loan Trust 2005-S1                                         | CUSIP: 46627MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     302432 | PA      | $85384.50     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Key Commercial Mortgage Trust                                   | Key Commercial Mortgage Securities Trust 2018-S1                                 | CUSIP: 49307WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730000 | PA      | $1683220.45   | 0.02%             | 2053-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5185000 | PA      | $4831734.54   | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45113000 | PA      | $220686.03    | 0.00%             | 2049-08-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                                  | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3006268.50   | 0.03%             | 2041-11-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6073000 | PA      | $6292114.81   | 0.07%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BF6P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6721358 | PA      | $558591.92    | 0.01%             | 2044-06-15      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     510000 | PA      | $513429.82    | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     894962 | PA      | $728512.13    | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                           | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2025000 | PA      | $2045250.00   | 0.02%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FEA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22253121 | PA      | $20706880.24  | 0.21%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                              | BANK OF AMERICA NA                                                               | CUSIP: 06053RAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     950000 | PA      | $950248.34    | 0.01%             | 2025-08-07      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQRX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2268176 | PA      | $2013345.87   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1265456.24   | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1510639 | PA      | $1515437.41   | 0.02%             | 2041-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                          | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3686000 | PA      | $3508433.22   | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                   | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4850103.50   | 0.05%             | 2039-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4493000 | PA      | $4435330.23   | 0.05%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14248600 | PA      | $14388859.66  | 0.15%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BK4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55152911 | PA      | $9255298.32   | 0.10%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   80000000 | PA      | $80129983.20  | 0.83%             | 2055-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JSX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3569796 | PA      | $185559.80    | 0.00%             | 2037-04-16      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $3268082.53   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5220881.50   | 0.05%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1147749.30   | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378VH40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     430259 | PA      | $423733.40    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1049055 | PA      | $1052978.04   | 0.01%             | 2041-04-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J86J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6365880 | PA      | $5869894.55   | 0.06%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2760602.70   | 0.03%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                           | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8303672 | PA      | $971283.40    | 0.01%             | 2037-01-25      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Trust 2015-2                                                  | CUSIP: 599808BL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482000 | PA      | $2284632.60   | 0.02%             | 2057-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4576000 | PA      | $4328635.08   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH4J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4638884 | PA      | $3737176.33   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                          | Mondelez International Inc                                                       | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1523548.32   | 0.02%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BQX20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73391957 | PA      | $6760001.05   | 0.07%             | 2038-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                                   | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7700000 | PA      | $7691187.35   | 0.08%             | 2042-03-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     910000 | PA      | $951986.29    | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XTCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  101526326 | PA      | $85302453.65  | 0.88%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YNF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1453802 | PA      | $108357.66    | 0.00%             | 2038-03-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   66490400 | NC      | $2265437.37   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | Wind River 2016-1K CLO Ltd                                                       | CUSIP: 97314DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12580000 | PA      | $12562538.96  | 0.13%             | 2034-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     328407 | PA      | $301663.01    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3797615.48   | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALUN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4312152 | PA      | $663391.42    | 0.01%             | 2044-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2680226 | PA      | $2689146.99   | 0.03%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     245000 | PA      | $241145.96    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1821000 | PA      | $1859744.00   | 0.02%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4825000 | PA      | $4800875.00   | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Banc of America Merrill Lynch                                   | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7502403.00   | 0.08%             | 2042-02-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2775251.15   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS BANK USA                                          | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    2954000 | PA      | $2968946.27   | 0.03%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1450119.12   | 0.02%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6729741 | PA      | $6347326.16   | 0.07%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    3336000 | PA      | $3096456.35   | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66772 | PA      | $63189.45     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68836986 | PA      | $1198517.32   | 0.01%             | 2051-06-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD/NY                                                | MUFG Bank Ltd/New York NY                                                        | CUSIP: 55381BFR4<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1700130.90   | 0.02%             | 2025-09-10      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                               | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2723000 | PA      | $2763722.49   | 0.03%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4783000 | PA      | $4886987.82   | 0.05%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     463000 | PA      | $410508.30    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2843607.43   | 0.03%             | 2044-05-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    8722000 | PA      | $8769984.61   | 0.09%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KG3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     198764 | PA      | $167027.92    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307M4H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     182586 | PA      | $176240.75    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                           | AMERICAN HONDA FIN CORP                                                          | CUSIP: 02665JUM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1969697.32   | 0.02%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                           | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3353883.10   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1823477 | PA      | $1696689.15   | 0.02%             | 2050-03-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1229826.39   | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PFP III                                                         | PFP 2023-10 Ltd                                                                  | CUSIP: 69380CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    7320288 | PA      | $7333796.73   | 0.08%             | 2038-09-16      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   74325500 | PA      | $74374856.59  | 0.77%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   56743843 | PA      | $3027275.53   | 0.03%             | 2053-10-15      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                            | PARKER-HANNIFI 08/07/2025                                                        | CUSIP: 70109LV78<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25415000 | PA      | $25291058.67  | 0.26%             | 2025-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5348769.30   | 0.06%             | 2057-09-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52276 | PA      | $69453.74     | 0.00%             | 2036-11-25      | Floating      | 11.35%                | No            |                  2 | On Loan: No      |
| McCormick & CO 08/22/2025                                       | McCormick & CO 08/22/2025                                                        | CUSIP: 57978CVN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6025000 | PA      | $5984170.99   | 0.06%             | 2025-08-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-R5                                                                | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2406438.32   | 0.02%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7008378 | PA      | $6620974.39   | 0.07%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $6163532.66   | 0.06%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AXDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3729155 | PA      | $3337312.60   | 0.03%             | 2047-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7082569.20   | 0.07%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK8                                                                   | CUSIP: 06650AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  167655000 | PA      | $695667.66    | 0.01%             | 2050-11-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4316351.66   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $2034968.31   | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30264963 | PA      | $1259574.81   | 0.01%             | 2054-06-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                             | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2793651.02   | 0.03%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1169000 | PA      | $1024088.29   | 0.01%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1772120 | PA      | $1660517.71   | 0.02%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                       | BMP 2024-MF23                                                                    | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5014253.00   | 0.05%             | 2041-06-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9076000 | PA      | $8806178.42   | 0.09%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    7172000 | PA      | $7234502.40   | 0.07%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                              | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $750038.25    | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1236081.18   | 0.01%             | 2042-08-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1112616 | PA      | $61568.83     | 0.00%             | 2043-03-20      | Floating      | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QSFJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2001 | PA      | $2050.27      | 0.00%             | 2037-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                           | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    5408000 | PA      | $5519495.28   | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WGJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8105764 | PA      | $1243961.60   | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                           | Lehman Mortgage Trust 2006-7                                                     | CUSIP: 52520QAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12094334 | PA      | $1848028.16   | 0.02%             | 2036-11-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     762849 | PA      | $83208.21     | 0.00%             | 2050-04-25      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                   | AEP Texas Inc                                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3388000 | PA      | $3378102.97   | 0.03%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394VS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     632007 | PA      | $40941.51     | 0.00%             | 2035-10-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                         | United Airlines 2014-2 Class A Pass Through Trust                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4306063 | PA      | $4236183.16   | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2870186.07   | 0.03%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     599000 | PA      | $534103.05    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     677267 | PA      | $586704.41    | 0.01%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)       | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)                        | CUSIP: 69033NGR0<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1751351.51   | 0.02%             | 2025-11-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10852949 | PA      | $719724.71    | 0.01%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     628486 | PA      | $36178.66     | 0.00%             | 2043-08-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BELA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2126687 | PA      | $2075971.51   | 0.02%             | 2034-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                        | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2174881 | PA      | $2087584.76   | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1933020 | PA      | $1801393.02   | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4634985 | PA      | $4642270.95   | 0.05%             | 2026-08-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3434038 | PA      | $338580.31    | 0.00%             | 2041-01-25      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3531101 | PA      | $3151649.45   | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3241850 | PA      | $3241859.52   | 0.03%             | 2037-02-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HABD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36191475 | PA      | $7791807.43   | 0.08%             | 2051-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                                           | Narragansett Electric Co/The                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $2279151.81   | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Rockland Park CLO Ltd                                           | Rockland Park CLO Ltd                                                            | CUSIP: 773663AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9150000 | PA      | $9172783.50   | 0.10%             | 2034-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                        | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4185270 | PA      | $3988884.87   | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31049 | PA      | $26093.32     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1523744 | PA      | $1415821.23   | 0.01%             | 2048-03-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5VZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     620937 | PA      | $604920.06    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                        | UNITED OVERSEAS BANK LTD                                                         | CUSIP: 91127RGU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4850220.67   | 0.05%             | 2025-09-19      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                         | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    3887000 | PA      | $4037671.35   | 0.04%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| LINEAGE OP LP                                                   | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |    2072000 | PA      | $2085373.62   | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                     | NATIONAL AUSTRALIA BANK LTD                                                      | CUSIP: 63254GR56<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200082.56   | 0.01%             | 2025-08-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     806000 | PA      | $717704.61    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2020-3                                                    | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2673164 | PA      | $2351714.60   | 0.02%             | 2050-04-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1001811 | PA      | $910613.80    | 0.01%             | 2036-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     799000 | PA      | $810014.69    | 0.01%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3055891.80   | 0.03%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4334184 | PA      | $543251.78    | 0.01%             | 2044-04-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3108998 | PA      | $2698421.30   | 0.03%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                       | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2960412.35   | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ALGONQUIN PWR & UTILITY                                         | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    2014000 | PA      | $2025180.80   | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3963792.80   | 0.04%             | 2042-02-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | California Street CLO IX LP                                                      | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6614242.80   | 0.07%             | 2032-07-16      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7GR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     599395 | PA      | $67965.20     | 0.00%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     925000 | PA      | $920321.37    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14758153 | PA      | $11907534.41  | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                        | APA Corp                                                                         | CUSIP: 03743QAS7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4307958.03   | 0.04%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                         | Jersey Central Power & Light Co                                                  | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2953000 | PA      | $2947538.40   | 0.03%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377JTZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1751009 | PA      | $1725157.25   | 0.02%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3416836.15   | 0.04%             | 2047-12-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                         | Fannie Mae Grantor Trust 1998-T2                                                 | CUSIP: 31359U4M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1874 | PA      | $1873.26      | 0.00%             | 2032-01-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9368070 | PA      | $7457407.63   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                | SKANDINAVISKA ENSKILDA BANKEN AB                                                 | CUSIP: 83050WRM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4949952.97   | 0.05%             | 2025-12-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1593786.00   | 0.02%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                    | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    3566000 | PA      | $3548176.78   | 0.04%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     158000 | PA      | $106410.70    | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1836748.07   | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                   | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     629996 | PA      | $625073.87    | 0.01%             | 2045-10-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2200000 | PA      | $2183500.00   | 0.02%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     455000 | PA      | $459424.43    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1879008 | PA      | $1507647.91   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 0 07/07/2025                                       | AUTOZONE INC 0 07/07/2025                                                        | CUSIP: 05333TU76<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31000000 | PA      | $30972695.20  | 0.32%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DENSO CORP                                                      | Denso Corp                                                                       | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    3095000 | PA      | $3095997.30   | 0.03%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2880602.02   | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11052061 | PA      | $859365.14    | 0.01%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BHKK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9414800 | PA      | $644293.38    | 0.01%             | 2045-04-15      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2785000 | PA      | $2866585.07   | 0.03%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: —       |
| AMERICAN TRANSMISSION SY                                        | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2236000 | PA      | $1968808.46   | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3274000 | PA      | $3354683.67   | 0.03%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                      | Kenvue Inc                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    2506000 | PA      | $2537528.41   | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                       | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1198317.12   | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7RH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6305094 | PA      | $6095923.42   | 0.06%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7191092 | PA      | $6793532.90   | 0.07%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $980100.00    | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     673601 | PA      | $666128.97    | 0.01%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                                  | Laurel Road Prime Student Loan Trust 2020-A                                      | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2881258 | PA      | $2676659.93   | 0.03%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    2534500 | PA      | $2768088.90   | 0.03%             | 2042-09-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10817284 | PA      | $51669.84     | 0.00%             | 2047-06-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2020-2                                                    | CUSIP: 81748KEE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1758953 | PA      | $1567767.90   | 0.02%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1762000 | PA      | $1893167.37   | 0.02%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)            | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)                             | CUSIP: 22536WKA3<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | DBT              | CORP              | US        |     800000 | PA      | $800134.80    | 0.01%             | 2025-08-22      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5371000 | PA      | $5003356.93   | 0.05%             | 2047-02-12      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                          | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -25469500 | NC      | $-176508.10   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                          | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3185848.32   | 0.03%             | 2041-11-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3628000 | PA      | $3651189.85   | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                         | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1533000 | PA      | $1574571.05   | 0.02%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                           | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4988863.75   | 0.05%             | 2042-08-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132FCAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     150772 | PA      | $157173.35    | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13017300 | PA      | $13067640.37  | 0.14%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     914424 | PA      | $757962.84    | 0.01%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KLR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92246 | PA      | $77537.46     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1424628.22   | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3000000 | PA      | $2862000.00   | 0.03%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC D 07/24/2025                                       | BROADCOM INC D 07/24/2025                                                        | CUSIP: 11135MUQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16250000 | PA      | $16199642.88  | 0.17%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2130288.82   | 0.02%             | 2057-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                              | Roche Holdings Inc                                                               | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    5686000 | PA      | $6013497.79   | 0.06%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4168000 | PA      | $2862939.81   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    3619383 | PA      | $3634475.60   | 0.04%             | 2041-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     609346 | PA      | $625181.45    | 0.01%             | 2039-07-25      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KK4B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75124 | PA      | $62946.51     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                       | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1788518.60   | 0.02%             | 2039-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1687183 | PA      | $1734887.09   | 0.02%             | 2054-09-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                        | Madison Park Funding XXI Ltd                                                     | CUSIP: 55820JBE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6250000 | PA      | $6255687.50   | 0.06%             | 2032-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226367 | PA      | $208910.44    | 0.00%             | 2037-09-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2369202.20   | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                       | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4226000 | PA      | $4217943.30   | 0.04%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2933284 | PA      | $2923147.70   | 0.03%             | 2054-08-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                            | PARKER-HANNIFI 08/22/2025                                                        | CUSIP: 70109LVN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9931905.00   | 0.10%             | 2025-08-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5501.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                           | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1114294.31   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-2                            | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4659169 | PA      | $5007786.20   | 0.05%             | 2054-03-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                         | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1745711.19   | 0.02%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3233000 | PA      | $3326705.14   | 0.03%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5452000 | PA      | $5079976.67   | 0.05%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2853000 | PA      | $2512478.62   | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1654748.01   | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                                      | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3605075.22   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | CUSIP: 46645UAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   73542150 | PA      | $387486.23    | 0.00%             | 2049-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4LE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10346880 | PA      | $10000406.67  | 0.10%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2699000 | PA      | $1720296.20   | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1308294.87   | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)            | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)                             | CUSIP: 13606DKU5<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4853266.01   | 0.05%             | 2025-11-12      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                          | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    3351000 | PA      | $3352375.65   | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5843437 | PA      | $4714614.44   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4451000 | PA      | $4275984.90   | 0.04%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1414144.67   | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7418600 | PA      | $8011008.59   | 0.08%             | 2043-06-25      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4648380.12   | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5829116.00   | 0.06%             | 2038-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3299000 | PA      | $3347016.62   | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                          | Anglo American Capital PLC                                                       | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1748000 | PA      | $1778974.56   | 0.02%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ADSF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94143 | PA      | $92363.83     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2190621 | PA      | $2078551.23   | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1811206 | PA      | $1660112.33   | 0.02%             | 2048-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                        | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1717602.76   | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1438427 | PA      | $1432573.91   | 0.01%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                      | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4514000 | PA      | $4485413.20   | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON NATIONAL BANK                                        | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    3464000 | PA      | $3486915.57   | 0.04%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1660413 | PA      | $1516205.87   | 0.02%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| RTX CORP DISC 07/01/2025                                        | RTX CORP DISC 07/01/2025                                                         | CUSIP: 78109FU18<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4999360.50   | 0.05%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                               | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9160000 | PA      | $9167117.32   | 0.09%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QN6Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40993656 | PA      | $35832106.53  | 0.37%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41716282 | PA      | $7025218.02   | 0.07%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7129000 | PA      | $6674172.08   | 0.07%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC Series 2008-2R                                                              | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     565888 | PA      | $489765.92    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-J2                                                                | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2570161 | PA      | $2332988.74   | 0.02%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394FAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     259682 | PA      | $11523.16     | 0.00%             | 2035-08-25      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                          | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2402000 | PA      | $2404051.07   | 0.02%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1670043.07   | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2019-EXP1 Trust                                                              | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |      33469 | PA      | $33040.00     | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1061422.65   | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3106835.08   | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2319768 | PA      | $2073435.20   | 0.02%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                        | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    2670000 | PA      | $2697396.87   | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XQ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     176532 | PA      | $129643.74    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     820000 | PA      | $874505.38    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7720000 | PA      | $7135367.57   | 0.07%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2305117.00   | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FISERV INC 0%, due 0                                            | FISERV INC 0%, due 0                                                             | CUSIP: 33774KUB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $998587.70    | 0.01%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2023-10                                                 | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1371919 | PA      | $1357527.34   | 0.01%             | 2054-05-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ARKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1872312 | PA      | $149866.78    | 0.00%             | 2041-12-15      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                        | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2753295 | PA      | $2603510.01   | 0.03%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25925246 | PA      | $20602488.32  | 0.21%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO XXXV                                                                  | CUSIP: 03768UAC3<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10017250.00  | 0.10%             | 2034-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5SC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1023313 | PA      | $987469.04    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5015291.50   | 0.05%             | 2041-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                          | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2540000 | PA      | $2521615.58   | 0.03%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3021555 | PA      | $2820187.54   | 0.03%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                  | Palmer Square Loan Funding 2025-1 Ltd                                            | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7410000 | PA      | $7354499.10   | 0.08%             | 2033-02-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    7458000 | PA      | $5239245.00   | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Reference Remic                                     | Freddie Mac Reference REMIC                                                      | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1728978 | PA      | $1808377.63   | 0.02%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                        | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5339000 | PA      | $5350185.21   | 0.06%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                       | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39186000 | PA      | $39823912.42  | 0.41%             | 2055-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-IRON                                           | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3762845 | PA      | $3627462.19   | 0.04%             | 2038-02-15      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617LUR91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2521883 | PA      | $2270490.11   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     670000 | PA      | $726376.99    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390RMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        875 | PA      | $904.67       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7725649 | PA      | $6972768.01   | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                             | Gilead Sciences Inc                                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6004000 | PA      | $6083373.30   | 0.06%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO                                                     | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $3214645.56   | 0.03%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3257 | NC      | $5895454.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3570257.96   | 0.04%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAL0<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   14200000 | PA      | $14220149.80  | 0.15%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK9                                                                   | CUSIP: 06540RAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $2444790.60   | 0.03%             | 2054-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DCR              | CORP              | GB        |  -94301000 | NC      | $-256825.49   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WET82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     389492 | PA      | $377442.77    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration