# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001004726-26-004474
**Filing Date:** 2026-6
**Character Count:** 685382
**Document Hash:** 0e529eea212848fa8e6aaa525f3340c1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004474.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0001004726-26-004474

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 261049314

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2885120807.78

**Total Liabilities:** $405575048.39

**Net Assets:** $2479545759.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4511.52434141 | **1-Year:** -97186.43892918 | **5-Year:** -268374.81990125 | **10-Year:** -330795.64666508 | **30-Year:** -142743.34239012

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

- **3-Month:** -79.26884149 | **1-Year:** -613.52992849 | **5-Year:** -173.99696398 | **10-Year:** -592.36332987 | **30-Year:** -257.28545152

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075764 | 0.20%                | 1.63%                | -1.91%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2330724.55              | $-4705787.97                               |
| Month 2  | $634958.61               | $31795741.76                               |
| Month 3  | $-5224584.33             | $-45822994.57                              |

**Designated Index Information**

- **Index Name:** BBG US Agg

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                   | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| L3HARRIS TECHNOLOGIES, INC.                                            | HARRIS CORPORATION                                 | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1354623.31   | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BEIGNET INVESTOR LLC                                                   | BEIGNET INVESTOR LLC                               | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9135000 | PA      | $9359821.49   | 0.38%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691277 | PA      | $595731.79    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1516719 | PA      | $1251412.76   | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022648<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -11306000 | PA      | $-9717860.31  | -0.39%            | 2056-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $243833.00    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24388 | PA      | $24866.49     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121843 | PA      | $120275.11    | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15483 | PA      | $14780.22     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | 10 YEAR US TREASURY NOTE FUTURE JUN26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -170 | NC      | $-148994.80   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200927 | PA      | $189998.71    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                                | NTT FINANCE CORP                                   | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2110000 | PA      | $2121370.79   | 0.09%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    138000 | PA      | $130021.53    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| TACO BELL FUNDING, LLC                                                 | TACO BELL FUNDING LLC                              | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006000 | PA      | $991292.49    | 0.04%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           | 2                  | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                 | FS RIALTO                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130188 | PA      | $129577.15    | 0.01%             | 2026-04-16      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5961 | PA      | $5674.20      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144922 | PA      | $148011.82    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REGATTA FUNDING LTD                                                    | REGATTA XVIII FUNDING LTD                          | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440967 | PA      | $439076.95    | 0.02%             | 2038-04-15      | Floating      | 4.83%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3835 | PA      | $3752.95      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CK Hutchison International (23) Limited                                | CK HUTCHISON INTERNATIONAL 23 LTD                  | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    344000 | PA      | $346573.12    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PT Freeport Indonesia                                                  | FREEPORT INDONESIA PT                              | CUSIP: Y7141BAA1<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    625000 | PA      | $623063.75    | 0.03%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16811 | PA      | $16405.52     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    562000 | PA      | $555458.32    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22800000 | PA      | $22704703.07  | 0.92%             | 2028-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573556 | PA      | $493564.15    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9126000 | PA      | $9190493.44   | 0.37%             | 2029-01-24      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805000 | PA      | $2787556.49   | 0.11%             | 2029-07-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8323 | PA      | $8205.88      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                  | CHENIERE CORPUS CHRISTI HOLDINGS LLC               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5461000 | PA      | $5284828.14   | 0.21%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2261846.24   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BBFC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656540 | PA      | $629637.28    | 0.03%             | 2044-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST 2023 NQM6          | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1647009 | PA      | $1677294.01   | 0.07%             | 2063-09-25      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                              | CORP FINANCIERA DE DESARROLLO SA                   | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    402000 | PA      | $414814.96    | 0.02%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46160 | PA      | $42686.18     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    366000 | PA      | $338656.14    | 0.01%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856232 | PA      | $1593980.48   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5841466 | PA      | $4911971.71   | 0.20%             | 2041-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    632000 | PA      | $376694.75    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                        | BENEFIT STREET PARTNERS CLO LTD                    | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1746500.04   | 0.07%             | 2038-04-20      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                   | MERCEDES BENZ AUTO RECEIVABLES TRUST               | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13415 | PA      | $13430.67     | 0.00%             | 2027-08-16      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| CSMC TRUST                                                             | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1199193 | PA      | $1097811.39   | 0.04%             | 2066-10-25      | Variable      | 2.84%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | 5 YEAR US TREASURY NOTE FUTURE JUN26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1439 | NC      | $-2000627.77  | -0.08%            |  |  |  | No            | 1                  | On Loan: No      |
| BIRCH GROVE CLO LTD                                                    | BIRCH GROVE CLO 16 LTD                             | CUSIP: 090971AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $640000.00    | 0.03%             | 2039-04-23      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2969000 | PA      | $1942690.93   | 0.08%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239072 | PA      | $195056.32    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15712 | PA      | $15252.73     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET CLO LTD                                                   | SIXTH STREET CLO XXII LTD                          | CUSIP: 83011LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2575000 | PA      | $2560848.41   | 0.10%             | 2038-04-21      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29105 | PA      | $28285.63     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6987 | PA      | $6692.47      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    752000 | PA      | $457553.65    | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| F.N.B. CORPORATION                                                     | FNB CORP PA                                        | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56913.65     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORPORATION                                                  | MICROSOFT CORP                                     | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $1554445.75   | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2024 2                    | CUSIP: 034942AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3726418 | PA      | $3747148.36   | 0.15%             | 2069-01-25      | Fixed         | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11531 | PA      | $11154.52     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    455924 | PA      | $436953.66    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1646470 | PA      | $1661321.43   | 0.07%             | 2055-02-25      | Floating      | 5.11%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2606000 | PA      | $2618289.90   | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4494000 | PA      | $4568402.66   | 0.18%             | 2030-08-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FLORIDA TIMBER FINANCE, LLC                                  | NORTHWEST FLORIDA TIMBER                           | CUSIP: 667469AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $906223.32    | 0.04%             | 2029-03-04      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16907 | PA      | $17560.33     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2023 1                    | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926388 | PA      | $931825.50    | 0.04%             | 2067-09-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273000 | PA      | $1271528.42   | 0.05%             | 2035-06-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                          | SG RESIDENTIAL MORTGAGE TRUST 2026 2               | CUSIP: 78438NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1735000 | PA      | $1733402.16   | 0.07%             | 2066-04-25      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY, INC.                                                  | CHENIERE ENERGY INC                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6786000 | PA      | $6979570.65   | 0.28%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618BDHV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    181668 | PA      | $186274.88    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    369000 | PA      | $357837.38    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151968 | PA      | $130213.92    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36002 | PA      | $35546.27     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414BWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6796 | PA      | $6953.94      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133LPTQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407211 | PA      | $385504.19    | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2603187 | PA      | $2725140.84   | 0.11%             | 2053-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2613658 | PA      | $2655932.84   | 0.11%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3676000 | PA      | $3528463.74   | 0.14%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1186212.77   | 0.05%             | 2031-10-21      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93699 | PA      | $92344.87     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1031046 | PA      | $1051666.77   | 0.04%             | 2055-05-25      | Floating      | 5.26%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47638 | PA      | $45814.06     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65056 | PA      | $62222.56     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                              | CORP FINANCIERA DE DESAR                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    200000 | PA      | $203149.60    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1451112 | PA      | $1243601.25   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                       | FLATIRON CLO LTD                                   | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1118556.68   | 0.05%             | 2036-04-17      | Floating      | 4.91%                 | Yes           | 2                  | On Loan: No      |
| BBCMS TRUST                                                            | BBCMS MORTGAGE TRUST 2025 C35                      | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563000 | PA      | $438701.67    | 0.02%             | 2058-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2795000 | PA      | $1932917.19   | 0.08%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93928 | PA      | $91425.70     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Emirate of Abu Dhabi                                                   | ABU DHABI GOVT INTL                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              |  | AE        |    434000 | PA      | $323681.54    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7904000 | PA      | $7790380.00   | 0.31%             | 2032-12-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    518000 | PA      | $526045.58    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                              | UNIVERSITY OF MICHIGAN                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    801000 | PA      | $594259.88    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1173776.18   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146813 | PA      | $143471.55    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $2851057.59   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14025000 | PA      | $14508752.96  | 0.59%             | 2037-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1289789 | PA      | $1183221.32   | 0.05%             | 2044-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| QTS ISSUER ABS II LLC                                                  | QTS ISSUER ABS II LLC                              | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2374000 | PA      | $2373810.08   | 0.10%             | 2056-03-05      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    324000 | PA      | $323386.34    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Magyarorszag                                                           | REPUBLIC OF HUNGARY                                | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    134000 | PA      | $151320.97    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| PRODIGY FINANCE LTD                                                    | PRODIGY FINANCE CM2021 1 DESIGNATED ACTIVITY CO    | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134139 | PA      | $133811.16    | 0.01%             | 2051-07-25      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26754 | PA      | $26160.39     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| QatarEnergy                                                            | QATAR PETROLEUM                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              |  | QA        |    495000 | PA      | $434474.87    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    353000 | PA      | $338737.04    | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Magyarorszag                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $202226.20    | 0.01%             | 2035-09-26      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40204 | PA      | $40422.46     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republic of Kazakhstan                                                 | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND           | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    449000 | PA      | $478385.25    | 0.02%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST 2025 VLT6                                 | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1519670.71   | 0.06%             | 2030-03-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    430000 | PA      | $376542.83    | 0.02%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| UPX HIL ISSUER TRUST                                                   | UPX HIL 2025 1 ISSUER TRUST                        | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075121 | PA      | $1058308.93   | 0.04%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                     | BOEING CO THE                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1876983.76   | 0.08%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1006000 | PA      | $820158.60    | 0.03%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732328 | PA      | $601170.56    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    256000 | PA      | $258275.84    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1137401 | PA      | $974859.60    | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388000 | PA      | $1403208.48   | 0.06%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300183 | PA      | $309049.56    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9966 | PA      | $9880.12      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186011.32    | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47819 | PA      | $46890.41     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9753000 | PA      | $9762021.53   | 0.39%             | 2030-10-22      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181676 | PA      | $164484.65    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871637 | PA      | $885578.13    | 0.04%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| OBX TRUST                                                              | OBX 2025 NQM4 TRUST                                | CUSIP: 67120QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1985907 | PA      | $1981700.50   | 0.08%             | 2055-02-25      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21765 | PA      | $22421.16     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                 | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $222201.43    | 0.01%             | 2039-01-05      | Variable      | 3.56%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53307 | PA      | $51549.20     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398STJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1829533 | PA      | $1784737.20   | 0.07%             | 2040-12-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197022.21    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33814 | PA      | $32318.88     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALA TRUST                                                              | ALA TRUST                                          | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1454000 | PA      | $1457476.41   | 0.06%             | 2030-06-15      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                          | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2895318.36   | 0.12%             | 2039-12-15      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS 2023 A LLC               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1096372 | PA      | $1108203.21   | 0.04%             | 2055-05-25      | Fixed         | 5.33%                 | Yes           | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AEC81<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4080000 | PA      | $3900839.04   | 0.16%             | 2033-05-16      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102371 | PA      | $100983.26    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X82Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3594022 | PA      | $3235867.08   | 0.13%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1141630.51   | 0.05%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77560 | PA      | $76065.74     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46162 | PA      | $43526.47     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    161838 | PA      | $131586.22    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26696500 | PA      | $26041601.48  | 1.05%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST                                         | ARES COMMERCIAL MORTGAGE TRUST 2026 AZURE          | CUSIP: 03990QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713000 | PA      | $713637.70    | 0.03%             | 2038-03-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Republica de Chile                                                     | CHILE GOVERNMENT INTERNATIONAL BOND                | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    825733 | PA      | $815996.78    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| TIKEHAU US CLO LTD                                                     | TIKEHAU US CLO IV LTD                              | CUSIP: 88675CAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $424975.29    | 0.02%             | 2038-03-15      | Floating      | 5.97%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO COMPANY                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    208000 | PA      | $162871.28    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                              | MEXICO CITY AIRPORT TRUST                          | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    393000 | PA      | $326960.28    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                               | COLT 2025 INV2 MORTGAGE LOAN TRUST                 | CUSIP: 12673UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1231837 | PA      | $1233453.13   | 0.05%             | 2070-02-25      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7131 | PA      | $7073.08      | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2637000 | PA      | $2614338.28   | 0.11%             | 2030-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154870 | PA      | $140491.60    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    832915 | PA      | $773591.47    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025 1   | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317000 | PA      | $318638.49    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    706000 | PA      | $699899.45    | 0.03%             | 2029-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H042646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10170000 | PA      | $9814050.00   | 0.40%             | 2056-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65841 | PA      | $60978.79     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                     | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671000 | PA      | $674286.04    | 0.03%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1052000 | PA      | $844353.28    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| NCMF TRUST                                                             | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2876000 | PA      | $2867220.26   | 0.12%             | 2033-06-10      | Variable      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41871 | PA      | $41247.89     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H050649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17484000 | PA      | $17298232.50  | 0.70%             | 2056-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC                                    | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    269000 | PA      | $279460.07    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y1DK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14922 | PA      | $14774.04     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL5Z3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1430000 | PA      | $1131027.04   | 0.05%             | 2036-02-26      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |    383000 | PA      | $346437.29    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2431940.00   | 0.10%             | 2029-04-20      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441221 | PA      | $379663.16    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| UNION PACIFIC RAILROAD COMPANY                                         | UNION PACIFIC RAILROAD CO                          | CUSIP: 907825AA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | DBT              | CORP              | US        |    313909 | PA      | $313622.24    | 0.01%             | 2026-05-14      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12483 | PA      | $12151.70     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7950 | PA      | $7882.62      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44240000 | PA      | $43878821.99  | 1.77%             | 2028-12-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12637 | PA      | $13156.39     | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITY OF HOPE                                                           | CITY OF HOPE THE                                   | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $590290.29    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance B.V.                                       | EMBRAER NETHERLANDS FINA                           | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $102937.60    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23523 | PA      | $23442.25     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J74X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160789 | PA      | $158011.81    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1879720 | PA      | $1616566.31   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80413 | PA      | $78879.72     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    779978 | PA      | $693754.75    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4447858 | PA      | $3827691.88   | 0.15%             | 2051-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184511 | PA      | $170448.17    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1577 | PA      | $1535.70      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1360000 | PA      | $1208540.62   | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    871224 | PA      | $804607.44    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1570989 | PA      | $1271861.40   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $2749416.16   | 0.11%             | 2051-02-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77697 | PA      | $77445.66     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17227 | PA      | $16769.52     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                           | KEYBANK NA CLEVELAND OH                            | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2156888.22   | 0.09%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8665000 | PA      | $8704601.74   | 0.35%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    153000 | PA      | $152093.48    | 0.01%             | 2035-08-06      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3239000 | PA      | $3251146.25   | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159086 | PA      | $148036.59    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152619 | PA      | $141959.94    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST                                                     | A D MORTGAGE TRUST 2026 NQM1                       | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1219179 | PA      | $1208490.27   | 0.05%             | 2071-02-25      | Fixed         | 4.91%                 | Yes           | 2                  | On Loan: No      |
| PT Pertamina (Persero)                                                 | PERTAMINA PERSERO PT                               | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    204000 | PA      | $205075.69    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JLL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57551 | PA      | $57605.25     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    744257 | PA      | $752704.25    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ma'aden Sukuk Limited                                                  | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    329000 | PA      | $331804.40    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020 I        | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508421 | PA      | $505602.56    | 0.02%             | 2069-04-15      | Floating      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| MLTI TRUST                                                             | MLTI TRUST 2026 SF75                               | CUSIP: 55318JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1974000 | PA      | $1964515.31   | 0.08%             | 2031-03-15      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| The State of Qatar                                                     | STATE OF QATAR                                     | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $193596.20    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72029 | PA      | $69454.61     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382HX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1422058 | PA      | $1152352.62   | 0.05%             | 2050-06-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335131 | PA      | $319400.11    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                               | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $2952595.53   | 0.12%             | 2052-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3V4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    920000 | PA      | $719118.92    | 0.03%             | 2036-02-08      | Fixed         | 1.87%                 | No            | 2                  | On Loan: No      |
| CIM TRUST                                                              | CIM TRUST                                          | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490203 | PA      | $484015.61    | 0.02%             | 2049-08-25      | Floating      | 4.73%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3087000 | PA      | $3068188.59   | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| State of Kuwait                                                        | KUWAIT INTERNATIONAL GOVERNMENT BOND               | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    486000 | PA      | $478081.60    | 0.02%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           | 2                  | On Loan: No      |
| INV MORTGAGE TRUST                                                     | INV 2024 IND MORTGAGE TRUST                        | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1144707.23   | 0.05%             | 2041-11-15      | Floating      | 5.89%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18867 | PA      | $18692.00     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298341 | PA      | $278383.55    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97728 | PA      | $93152.83     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617BFTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156735 | PA      | $151602.24    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ET2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143837 | PA      | $146263.25    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206201.40    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36182XAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6762 | PA      | $6546.77      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC                            | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    196000 | PA      | $171018.62    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984164 | PA      | $812470.69    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AHS HOSPITAL CORP.                                                     | AHS HOSPITAL CORP                                  | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $167955.98    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304325 | PA      | $275438.24    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012445<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1781000 | PA      | $-1600673.75  | -0.06%            | 2041-04-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96241 | PA      | $89136.88     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302665 | PA      | $279032.47    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18777 | PA      | $18369.66     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36198QTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12034 | PA      | $11650.91     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    241692 | PA      | $223461.22    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NY COMMERCIAL MORTGAGE TRUST 2025 299P             | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $358173.67    | 0.01%             | 2035-02-10      | Variable      | 5.85%                 | Yes           | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE MORTGAGE FINANCE                             | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179367 | PA      | $175422.59    | 0.01%             | 2049-07-25      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    111304 | PA      | $108442.57    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2975929.80   | 0.12%             | 2032-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1608362 | PA      | $1436896.38   | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                          | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    285000 | PA      | $292402.02    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| TSMC ARIZONA CORPORATION                                               | TSMC ARIZONA CORP                                  | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    494000 | PA      | $489495.71    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37119 | PA      | $37077.92     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2938.24      | 0.00%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2111575 | PA      | $1726895.13   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1108020.92   | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5996000 | PA      | $5694712.99   | 0.23%             | 2029-06-14      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35802FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249452 | PA      | $238931.36    | 0.01%             | 2034-08-25      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2252000 | PA      | $1805470.63   | 0.07%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    443000 | PA      | $286912.49    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4529 | PA      | $4396.82      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                              | ANCHORAGE CAPITAL CLO LTD                          | CUSIP: 03328TBS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4895000 | PA      | $4902718.02   | 0.20%             | 2037-04-28      | Floating      | 5.23%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51360 | PA      | $52435.92     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114197 | PA      | $107987.22    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1710297.69   | 0.07%             | 2031-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    674925 | PA      | $639247.72    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $992836.71    | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26790 | PA      | $26421.36     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298708 | PA      | $271647.09    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2024 HYB1                   | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2262303 | PA      | $2265159.68   | 0.09%             | 2063-11-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| U S DOLLAR                                                             | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    139930 | OU      | $2151.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    749182 | PA      | $753233.23    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2438984.59   | 0.10%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27194 | PA      | $27859.94     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALA TRUST                                                              | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2308000 | PA      | $2313542.78   | 0.09%             | 2030-06-15      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14075 | PA      | $14494.24     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5979000 | PA      | $5713448.34   | 0.23%             | 2055-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST                                         | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141363 | PA      | $2141493.74   | 0.09%             | 2026-08-15      | Floating      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10336000 | PA      | $10212856.28  | 0.41%             | 2029-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                          | ALPHABET INC                                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3763692.89   | 0.15%             | 2075-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13328 | PA      | $13117.88     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2891637 | PA      | $2497893.92   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2865 | PA      | $2787.17      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Magyarorszag                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $425203.58    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222407 | PA      | $211704.54    | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30793 | PA      | $31760.42     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9SF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102031 | PA      | $102737.75    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ma'aden Sukuk Limited                                                  | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $266003.56    | 0.01%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Bank Gospodarstwa Krajowego                                            | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    731000 | PA      | $751457.77    | 0.03%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       199 | PA      | $198.42       | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                                    | EXPEDIA GROUP INC                                  | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1644489.91   | 0.07%             | 2027-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    840228 | PA      | $693657.43    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Colbun S.A.                                                            | COLBUN SA                                          | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    506000 | PA      | $448969.75    | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2540034.08   | 0.10%             | 2029-10-18      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31803 | PA      | $31687.42     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $726284.96    | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3510 | PA      | $3407.55      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PRM5 TRUST                                                             | PRM5 TRUST 2025 PRM5                               | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1108165.49   | 0.04%             | 2028-02-10      | Variable      | 4.62%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                                 | DUKE ENERGY OHIO INC                               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    959000 | PA      | $913347.76    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP VICI NOTE CO INC                | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1678695.05   | 0.07%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    778888 | PA      | $727533.40    | 0.03%             | 2046-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $2842878.33   | 0.11%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3115582.56   | 0.13%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137BR4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257601 | PA      | $255429.10    | 0.01%             | 2046-08-15      | Floating      | 4.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291299 | PA      | $297512.88    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    163000 | PA      | $149097.24    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8T31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772941 | PA      | $699109.01    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1185217.37   | 0.05%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    958000 | PA      | $573266.24    | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173881 | PA      | $161091.05    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155984 | PA      | $150774.19    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4BK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5692 | PA      | $5628.69      | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $958716.99    | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6845000 | PA      | $6975027.62   | 0.28%             | 2029-07-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491442 | PA      | $458579.54    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7910000 | PA      | $8007948.03   | 0.32%             | 2031-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9985 | PA      | $9753.25      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MercadoLibre, Inc.                                                     | MERCADOLIBRE INC                                   | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    318000 | PA      | $307029.00    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QS5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    569674 | PA      | $596732.20    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018 B        | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       628 | PA      | $626.64       | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209033 | PA      | $199795.13    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18635000 | PA      | $12141867.19  | 0.49%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MARICOPA CNTY ARIZ INDL DEV AUTH ED REV                                | MARICOPA COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY   | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1099380.64   | 0.04%             | 2029-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26388 | PA      | $25715.27     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ACEN MORTGAGE TRUST                                                    | ALEN 2021 ACEN MORTGAGE TRUST                      | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2655612.42   | 0.11%             | 2038-04-15      | Floating      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| ROCKFORD TOWER CLO                                                     | ROCKFORD TOWER CLO 2024 1 LTD                      | CUSIP: 77342BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535000 | PA      | $1538006.84   | 0.06%             | 2037-04-20      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1785956 | PA      | $1551791.86   | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -16758000 | PA      | $-13464005.63 | -0.54%            | 2056-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $2110021.88   | 0.09%             | 2031-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36189MS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5763 | PA      | $5537.72      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                    | SUZANO AUSTRIA GMBH                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    381000 | PA      | $352286.70    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SUMMIT ISSUER, LLC                                                     | SUMMIT ISSUER LLC                                  | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1849000 | PA      | $1848062.23   | 0.07%             | 2055-11-20      | Fixed         | 5.21%                 | Yes           | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2026 VLT9             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3015000 | PA      | $2992481.48   | 0.12%             | 2045-03-15      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    776164 | PA      | $769331.62    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $2579040.16   | 0.10%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1304397 | PA      | $1060200.24   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493255 | PA      | $453880.10    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                         | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1660037.74   | 0.07%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FRJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5492 | PA      | $5353.97      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    296358 | PA      | $297124.57    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14104 | PA      | $14756.34     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4788 | PA      | $4975.39      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7400000 | PA      | $7336406.25   | 0.30%             | 2029-02-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8799 | PA      | $8549.02      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6014000 | PA      | $5657652.46   | 0.23%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | 2 YEAR US TREASURY NOTE FUTURE JUN26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      2779 | NC      | $-1033378.61  | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3801 | PA      | $3795.01      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52576 | PA      | $45059.31     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION LLC                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1640796.71   | 0.07%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BATTALION CLO LTD                                                      | BATTALION CLO IX LTD                               | CUSIP: 07132EAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482343 | PA      | $1482375.87   | 0.06%             | 2031-07-15      | Floating      | 4.63%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $2433174.20   | 0.10%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    611970 | PA      | $502412.34    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3119 | PA      | $3114.02      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18144807 | PA      | $16224811.57  | 0.65%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $197327.40    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27081 | PA      | $26670.34     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26860000 | PA      | $26891476.43  | 1.08%             | 2027-03-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3150909 | PA      | $3196276.05   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6631167.95   | 0.27%             | 2028-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $3051.21      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4034000 | PA      | $4044875.66   | 0.16%             | 2028-05-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| GARNET CLO LIMITED                                                     | GARNET CLO 2 LTD                                   | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1601882.13   | 0.06%             | 2038-10-20      | Floating      | 5.28%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $4903841.33   | 0.20%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1830479 | PA      | $1850139.61   | 0.07%             | 2054-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    145865 | PA      | $152442.07    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $2836045.44   | 0.11%             | 2049-09-06      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240320 | PA      | $232462.90    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130APR31<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4545000 | PA      | $3373039.94   | 0.14%             | 2041-11-05      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205037.80    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1471389 | PA      | $1268040.38   | 0.05%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611777 | PA      | $583753.35    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28174 | PA      | $27613.68     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $287859.42    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    239000 | PA      | $251259.98    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                 | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    627000 | PA      | $627531.07    | 0.03%             | 2035-06-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROG                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264642 | PA      | $248610.13    | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2101222.58   | 0.08%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1056115 | PA      | $1079567.18   | 0.04%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1008537 | PA      | $1017513.70   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $88842.77     | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1386995 | PA      | $1320034.97   | 0.05%             | 2051-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2326200 | PA      | $2001271.51   | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP                                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    334000 | PA      | $164000.35    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12471000 | PA      | $12311215.31  | 0.50%             | 2030-10-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39690 | PA      | $38829.10     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    634142 | PA      | $566493.86    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32861 | PA      | $32891.48     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9835000 | PA      | $9713599.22   | 0.39%             | 2030-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | US 10 YEAR US TREASURY NOTE FUTURES JUN26          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -166 | NC      | $224351.22    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| PT Freeport Indonesia                                                  | FREEPORT INDONESIA PT                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    213000 | PA      | $212260.25    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149512.86    | 0.01%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Latvijas Republika                                                     | LATVIA GOVERNMENT INTERNATIONAL BOND               | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    500000 | PA      | $500719.00    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3528416 | PA      | $3559643.29   | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8097384 | PA      | $7894562.66   | 0.32%             | 2052-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21801 | PA      | $21338.12     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6722 | PA      | $6621.01      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES VICI NOTE                          | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128044.50    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12295000 | PA      | $8516208.59   | 0.34%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    300532 | PA      | $272093.61    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2466523 | PA      | $2449397.60   | 0.10%             | 2062-04-20      | Floating      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11428335 | PA      | $9609811.87   | 0.39%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1504522 | PA      | $1223260.28   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                        | CSAIL 2019 C15 COMMERCIAL MORTGAGE TRUST           | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $461289.50    | 0.02%             | 2052-03-15      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2045475 | PA      | $1766686.31   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2482257.34   | 0.10%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republica del Peru                                                     | REPUBLIC OF PERU                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    502000 | PA      | $459259.72    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2026 HYB1                   | CUSIP: 81750GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2555000 | PA      | $2510812.47   | 0.10%             | 2056-04-25      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2025 5MW            | CUSIP: 088921AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2636000 | PA      | $2631880.51   | 0.11%             | 2042-10-10      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    621904 | PA      | $582450.11    | 0.02%             | 2035-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                          | BECTON DICKINSON CO                                | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    397000 | PA      | $400468.19    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| THE SOUTHERN COMPANY                                                   | SOUTHERN CO                                        | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2137417.66   | 0.09%             | 2036-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |   2870000 | PA      | $2940249.01   | 0.12%             | 2034-12-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4898000 | PA      | $4904181.28   | 0.20%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D1CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254704 | PA      | $260653.34    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1653936 | PA      | $1692935.57   | 0.07%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                | SG COMMERCIAL MORTGAGE SECURITIES TRUST            | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123905.31    | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                               | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    725000 | PA      | $730437.50    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1405605.05   | 0.06%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8367 | PA      | $8134.53      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3160695 | PA      | $2232241.13   | 0.09%             | 2050-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XRZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52701 | PA      | $51984.93     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    463000 | PA      | $407714.10    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3277 | PA      | $3206.72      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2128078 | PA      | $1974794.67   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208656 | PA      | $191337.37    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                      | AFFIRM ASSET SECURITIZATION TRUST 2025 X2          | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375690 | PA      | $2376980.47   | 0.10%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79256 | PA      | $75193.78     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 E   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3162227 | PA      | $2827890.53   | 0.11%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   5765000 | PA      | $5260101.30   | 0.21%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1518559.86   | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58188 | PA      | $52102.72     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1892616 | PA      | $1627470.42   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2104455 | PA      | $2030618.44   | 0.08%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP                                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    736000 | PA      | $388591.07    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586989 | PA      | $559049.42    | 0.02%             | 2038-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                     | PIEDMONT NATURAL GAS CO                            | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    301000 | PA      | $292126.82    | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                     | EFMT 2025 NQM4                                     | CUSIP: 26846RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037539 | PA      | $1028955.43   | 0.04%             | 2070-09-25      | Variable      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4129672 | PA      | $3748570.67   | 0.15%             | 2036-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS                              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    164000 | PA      | $125420.31    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $935991.22    | 0.04%             | 2041-02-15      | Floating      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    169000 | PA      | $171521.14    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST                                        | TEXAS COMMERCIAL MORTGAGE TRUST 2025 TWR           | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537000 | PA      | $2522701.70   | 0.10%             | 2042-04-15      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31058 | PA      | $30370.97     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                 | CVS HEALTH CORP                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2624414.48   | 0.11%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NYC COMMERCIAL MORTGAGE TRUST 2025 3BP             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881000 | PA      | $1872139.38   | 0.08%             | 2042-02-15      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    882000 | PA      | $884825.15    | 0.04%             | 2030-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1495934.39   | 0.06%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    820000 | PA      | $826546.06    | 0.03%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                             | EQUINIX EUROPE 2 FINANCING CORP LLC                | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1097498.57   | 0.04%             | 2034-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2022 1                      | CUSIP: 81749CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451282 | PA      | $375164.04    | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    681605 | PA      | $559593.47    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -12957000 | PA      | $-12189702.66 | -0.49%            | 2041-05-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A24Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184316 | PA      | $168048.96    | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2838632.10   | 0.11%             | 2055-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ECTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    859067 | PA      | $807785.11    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1796043 | PA      | $1545180.42   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5209 | PA      | $5100.85      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383360 | PA      | $364150.67    | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9991074 | PA      | $8243431.47   | 0.33%             | 2051-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                          | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $201682.00    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23988 | PA      | $23276.52     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1591435 | PA      | $1307917.55   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343807 | PA      | $333959.96    | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3825000 | PA      | $3792875.97   | 0.15%             | 2031-01-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14664981 | PA      | $12620608.09  | 0.51%             | 2052-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INTOWN MORTGAGE TRUST                                                  | INTOWN 2025 STAY MORTGAGE TRUST                    | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2299000 | PA      | $2296412.38   | 0.09%             | 2042-03-15      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5607000 | PA      | $4902833.69   | 0.20%             | 2038-07-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| RCKT MORTGAGE TRUST                                                    | RCKT MORTGAGE TRUST 2024 CES2                      | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060442 | PA      | $1060414.09   | 0.04%             | 2044-04-25      | Variable      | 6.14%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5624 | PA      | $5626.95      | 0.00%             | 2050-06-25      | Floating      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1329250.75   | 0.05%             | 2030-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                             | MADISON PARK FUNDING LX LTD                        | CUSIP: 557910AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $514747.82    | 0.02%             | 2037-10-25      | Floating      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XX7B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2348500 | PA      | $2179373.23   | 0.09%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16108 | PA      | $15523.15     | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356254 | PA      | $330794.10    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                          | QAZAQGAZ NC JSC                                    | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $198416.00    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                          | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2980.61      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1812997 | PA      | $1754901.26   | 0.07%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7022457 | PA      | $259136.93    | 0.01%             | 2030-10-25      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                                             | AMGEN INC                                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    701000 | PA      | $539936.84    | 0.02%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24445 | PA      | $24176.12     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRESTLES CLO LTD                                                       | TRESTLES CLO LTD                                   | CUSIP: 89531FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $3205296.20   | 0.13%             | 2037-07-25      | Floating      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3721 | PA      | $3957.83      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                          | NIPPON LIFE INSURANCE CO                           | CUSIP: J54675BG7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $751704.00    | 0.03%             | 2031-04-02      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       478 | PA      | $444.56       | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8859000 | PA      | $-7447096.88  | -0.30%            | 2056-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17372 | PA      | $16880.41     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16180 | PA      | $15475.33     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2048951.81   | 0.08%             | 2046-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307604 | PA      | $294695.61    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY MINN                                                        | UNIVERSITY OF MINNESOTA                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    406000 | PA      | $328422.18    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133W7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135943 | PA      | $139143.10    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1473663 | PA      | $1197987.72   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25778 | PA      | $25749.99     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44216 | PA      | $40622.12     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    154000 | PA      | $158816.81    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5553 | PA      | $5810.63      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410634 | PA      | $381459.43    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12175 | PA      | $11680.19     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H0G51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    857772 | PA      | $134099.38    | 0.01%             | 2051-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538485 | PA      | $1534190.03   | 0.06%             | 2041-10-15      | Floating      | 6.55%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    445000 | PA      | $403681.06    | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3960000 | PA      | $3906478.11   | 0.16%             | 2030-12-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343484 | PA      | $352785.50    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank Gospodarstwa Krajowego                                            | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    200000 | PA      | $209456.00    | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    179761 | PA      | $154050.69    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1854012.72   | 0.07%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1109495 | PA      | $877145.86    | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83391 | PA      | $80654.34     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    706554 | PA      | $606683.86    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9781 | PA      | $9512.40      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1273990 | PA      | $1215857.95   | 0.05%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1891585 | PA      | $1549381.50   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3G7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1720000 | PA      | $1345609.32   | 0.05%             | 2036-02-08      | Fixed         | 1.87%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                         | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1515047.13   | 0.06%             | 2049-11-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229777 | PA      | $205109.55    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nexa Resources S.A.                                                    | NEXA RESOURCES SA                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    319000 | PA      | $332206.92    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: —       |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2641888 | PA      | $2634544.90   | 0.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23031 | PA      | $22012.42     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                                  | TARGA RESOURCES CORP                               | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368810.60    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| EBAY INC.                                                              | EBAY INC                                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $92402.01     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2141485 | PA      | $1987213.68   | 0.08%             | 2048-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12052 | PA      | $11664.55     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4084172 | PA      | $3814845.49   | 0.15%             | 2046-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    366000 | PA      | $360605.16    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9161 | PA      | $8751.32      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2208922.04   | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1055638.86   | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660128 | PA      | $627555.85    | 0.03%             | 2050-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2182099 | PA      | $1883155.87   | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republica del Peru                                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    135000 | PA      | $115510.59    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $575588.87    | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22667 | PA      | $21664.73     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617B9SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9586 | PA      | $9164.33      | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zartkoruen Mukodo Reszvenytarsasag         | MFB MAGYAR FEJLESZTESI BANK ZRT                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              |  | HU        |    316000 | PA      | $324295.00    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3174938.28   | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    481497 | PA      | $394413.82    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                              | MSCI INC                                           | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    510000 | PA      | $493933.98    | 0.02%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SALESFORCE, INC.                                                       | SALESFORCE INC                                     | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3216000 | PA      | $3203833.87   | 0.13%             | 2033-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10906 | PA      | $10834.49     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98261 | PA      | $97679.91     | 0.00%             | 2037-09-15      | Floating      | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4198743 | PA      | $3613430.29   | 0.15%             | 2052-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343334 | PA      | $331444.61    | 0.01%             | 2031-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    783000 | PA      | $781404.25    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4254 | PA      | $4144.41      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9174000 | PA      | $4785889.48   | 0.19%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBRZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204616 | PA      | $195149.91    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1628306 | PA      | $1637689.54   | 0.07%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    262292 | PA      | $244940.45    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST                                             | VERUS SECURITIZATION TRUST 2025 9                  | CUSIP: 92490EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1949833 | PA      | $1940034.22   | 0.08%             | 2070-10-27      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617ALXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50468 | PA      | $49496.40     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    389190 | PA      | $378503.65    | 0.02%             | 2044-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    659404 | PA      | $670146.32    | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2022 D            | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3450854 | PA      | $3511259.41   | 0.14%             | 2058-10-15      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105136 | PA      | $105080.07    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    636474 | PA      | $602521.60    | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042442<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5627000 | PA      | $5583039.06   | 0.23%             | 2041-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1720 | PA      | $1677.69      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    377190 | PA      | $324563.48    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94129 | PA      | $84655.49     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    900129 | PA      | $879700.17    | 0.04%             | 2033-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1080255.74   | 0.04%             | 2035-11-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| GENERATE CLO LTD                                                       | KENNEDY LEWIS CLO 6 LTD                            | CUSIP: 37148JAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $314841.12    | 0.01%             | 2037-10-22      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1414003 | PA      | $1311486.33   | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133LPTN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2614513 | PA      | $2477565.77   | 0.10%             | 2031-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fondo MIVIVIENDA S.A.                                                  | FONDO MIVIVIENDA SA                                | CUSIP: 344593AG3<br>LEI: 549300X41PNOK11PZ670 | Long             | DBT              |  | PE        |    195000 | PA      | $194925.90    | 0.01%             | 2031-03-31      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6632000 | PA      | $6714122.80   | 0.27%             | 2029-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2326008 | PA      | $2007322.79   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16409 | PA      | $15958.62     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: 80413TAQ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    212000 | PA      | $188527.36    | 0.01%             | 2032-02-03      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300537 | PA      | $299858.93    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182348 | PA      | $176375.81    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3131Y0ZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198926 | PA      | $190132.76    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37637 | PA      | $35825.87     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                       | NRG ENERGY INC                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    609000 | PA      | $600205.43    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602502 | PA      | $572353.08    | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NE Property B.V.                                                       | NE PROPERTY BV                                     | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |    140000 | PA      | $155521.78    | 0.01%             | 2033-09-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                     | BALTIMORE GAS ELECTRIC CO                          | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    461000 | PA      | $302244.51    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3494989 | PA      | $2984306.88   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13897 | PA      | $13013.00     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2025 INV2 TRUST                               | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2228698 | PA      | $2264217.57   | 0.09%             | 2055-05-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2027295 | PA      | $1807357.59   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $518894.90    | 0.02%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    494141 | PA      | $461094.24    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                            | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1164990 | NS      | $1164989.83   | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216346 | PA      | $178041.00    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PRET LLC                                                               | PRET 2025 RPL2 TRUST                               | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    599112 | PA      | $580396.33    | 0.02%             | 2064-08-25      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIV OF CALIFORNIA CA REVENUES                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $40871.81     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8427 | PA      | $8176.95      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    675000 | PA      | $440849.25    | 0.02%             | 2049-09-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134229 | PA      | $121597.55    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6131 | PA      | $5964.99      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C5BR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8591 | PA      | $8530.79      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6918000 | PA      | $6909470.11   | 0.28%             | 2031-03-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44535000 | PA      | $33502149.39  | 1.35%             | 2048-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    678000 | PA      | $465026.64    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1242937 | PA      | $1184670.34   | 0.05%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2854383.99   | 0.12%             | 2062-09-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3664476.57   | 0.15%             | 2045-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3302253 | PA      | $3353672.54   | 0.14%             | 2053-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1742143.18   | 0.07%             | 2054-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    482399 | PA      | $467178.02    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1808219.73   | 0.07%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO COMPANY                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4048000 | PA      | $4108355.68   | 0.17%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    957000 | PA      | $636149.48    | 0.03%             | 2049-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                       | AMAZON COM INC                                     | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3495380.96   | 0.14%             | 2066-03-13      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1983000 | PA      | $1954804.22   | 0.08%             | 2056-04-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8206000 | PA      | $8464831.11   | 0.34%             | 2031-06-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $513918.30    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2452847.80   | 0.10%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1827775.44   | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33406 | PA      | $32305.22     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    741000 | PA      | $545401.94    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348795 | PA      | $322669.09    | 0.01%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6516690 | PA      | $5373544.93   | 0.22%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85540 | PA      | $82977.47     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4856000 | PA      | $5278000.97   | 0.21%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    597253 | PA      | $481367.87    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450659 | PA      | $438200.06    | 0.02%             | 2041-02-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | 30 YEAR US TREASURY BOND FUTURE JUN26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -17 | NC      | $49912.63     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63469 | PA      | $62398.14     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102617 | PA      | $101111.80    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2544717 | PA      | $2506566.14   | 0.10%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| OAKTREE CLO LTD                                                        | OAKTREE CLO 2021 2 LTD                             | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260000 | PA      | $1258835.94   | 0.05%             | 2035-01-15      | Floating      | 4.64%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $1971008.07   | 0.08%             | 2046-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025 11   | CUSIP: 16162QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3389858 | PA      | $3402124.04   | 0.14%             | 2056-02-25      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1536589 | PA      | $1609575.68   | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107456 | PA      | $105237.66    | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1023593 | PA      | $831862.39    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2021 C            | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596414 | PA      | $548052.95    | 0.02%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175603 | PA      | $165001.25    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2659 | PA      | $2656.09      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    930125 | PA      | $930631.35    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                    | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94760.90     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175677 | PA      | $151202.42    | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96390 | PA      | $86851.51     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQQ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3332734 | PA      | $3460160.87   | 0.14%             | 2054-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162514 | PA      | $139272.13    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22483 | PA      | $22568.42     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163314 | PA      | $158835.85    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                      | COMPASS DATACENTERS ISSUER III LLC                 | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1652000 | PA      | $1632335.98   | 0.07%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23643 | PA      | $22952.76     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14766 | PA      | $15047.33     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                     | PIEDMONT NATURAL GAS CO INC                        | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    208000 | PA      | $187257.62    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    854000 | PA      | $890243.76    | 0.04%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1098000.00   | 0.04%             | 2055-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53179 | PA      | $51388.30     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ELMWOOD CLO                                                            | ELMWOOD CLO VI LTD                                 | CUSIP: 29001VAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645000 | PA      | $644616.63    | 0.03%             | 2037-07-18      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1169644.10   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116797 | PA      | $114503.72    | 0.00%             | 2050-02-25      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| APA CORPORATION                                                        | APA CORP                                           | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182305.67    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29435 | PA      | $28466.68     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5823652 | PA      | $5003469.68   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4049 | PA      | $4009.61      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032443<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -421000 | PA      | $-404752.03   | -0.02%            | 2041-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VOYA CLO                                                               | VOYA CLO 2017 3 LTD                                | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $279597.53    | 0.01%             | 2034-04-20      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| SABIC Capital II B.V.                                                  | SABIC CAPITAL II BV                                | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    761000 | PA      | $750041.60    | 0.03%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2237 | PA      | $2193.46      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17127 | PA      | $16946.12     | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645803 | PA      | $578352.94    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196882 | PA      | $182604.08    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                              | MSCI INC                                           | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    646000 | PA      | $609338.21    | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643571 | PA      | $625892.57    | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10294000 | PA      | $10093347.40  | 0.41%             | 2031-02-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    118974 | PA      | $109302.10    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220163 | PA      | $2222258.06   | 0.09%             | 2039-08-15      | Floating      | 5.81%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1060753.05   | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175278 | PA      | $135339.86    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31391TWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27222 | PA      | $27919.15     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6296000 | PA      | $5767726.25   | 0.23%             | 2056-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030447<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -38000 | PA      | $-36272.19    | -0.00%            | 2041-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2231018 | PA      | $1925351.46   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    493000 | PA      | $506131.06    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    167448 | PA      | $173014.97    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20688 | PA      | $21113.57     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1365967.73   | 0.06%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6866 | PA      | $6627.46      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QES60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184429 | PA      | $170981.00    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1374612 | PA      | $1232611.78   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1084822.60   | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                 | CALIFORNIA STATE UNIVERSITY                        | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $586720.57    | 0.02%             | 2052-11-01      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENJ92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    625000 | PA      | $600531.88    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3049000 | PA      | $3021266.24   | 0.12%             | 2047-06-13      | Variable      | 6.08%                 | Yes           | 2                  | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                              | TOWD POINT MORTGAGE TRUST                          | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758115 | PA      | $765064.70    | 0.03%             | 2063-10-25      | Variable      | 7.29%                 | Yes           | 2                  | On Loan: No      |
| SALESFORCE, INC.                                                       | SALESFORCE INC                                     | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1598523.92   | 0.06%             | 2036-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16348 | PA      | $15561.00     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SK hynix Inc.                                                          | SK HYNIX INC                                       | CUSIP: Y8085FBL3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $218032.60    | 0.01%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175010 | PA      | $1094169.27   | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12914 | PA      | $12362.27     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AKPP5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1435000 | PA      | $1120650.34   | 0.05%             | 2036-01-25      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6095000 | PA      | $4744262.67   | 0.19%             | 2035-09-17      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2588144 | PA      | $2568786.04   | 0.10%             | 2057-03-15      | Floating      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61906 | PA      | $61963.97     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130202 | PA      | $129627.85    | 0.01%             | 2041-05-15      | Floating      | 4.24%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4830976 | PA      | $4965996.81   | 0.20%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267771 | PA      | $265085.00    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                            | EIG PEARL HOLDINGS SARL                            | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    915000 | PA      | $722850.00    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    419802 | PA      | $362644.05    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY P.J.S.C.                       | ABU DHABI DEVELOPMENTAL                            | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              |  | AE        |    272000 | PA      | $275673.90    | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $125084.40    | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309861 | PA      | $307475.27    | 0.01%             | 2050-02-25      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171589 | PA      | $173946.78    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837097 | PA      | $749733.63    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6845 | PA      | $7280.29      | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16087 | PA      | $16708.27     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    152000 | PA      | $128986.90    | 0.01%             | 2043-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    401244 | PA      | $330962.90    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INC                                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    964000 | PA      | $970806.80    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24999 | PA      | $24723.88     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17018 | PA      | $15241.41     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    444968 | PA      | $447740.20    | 0.02%             | 2054-08-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                    | HOAG MEMORIAL HOSPITAL PRESBYTERIAN                | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $149263.16    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1073588.31   | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $801192.67    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $2223209.90   | 0.09%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $428596.60    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    844000 | PA      | $643991.41    | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $920276.76    | 0.04%             | 2030-09-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1706533 | PA      | $1605069.04   | 0.06%             | 2054-11-16      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453332 | PA      | $420869.75    | 0.02%             | 2036-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3001232 | PA      | $3124669.13   | 0.13%             | 2054-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295K3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2588 | PA      | $2752.67      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H040640<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1960000 | PA      | $1835356.25   | 0.07%             | 2056-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    478000 | PA      | $321698.78    | 0.01%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56304 | PA      | $54102.68     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ARI FLEET LEASE TRUST                                                  | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628662 | PA      | $631609.92    | 0.03%             | 2032-11-15      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Prosus N.V.                                                            | PROSUS NV                                          | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    228000 | PA      | $215402.54    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24417 | PA      | $23664.56     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BHARTI AIRTEL LIMITED                                                  | BHARTI AIRTEL LTD                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    280000 | PA      | $262628.52    | 0.01%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3685 | PA      | $3606.48      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFA 2023 INV2 TRUST                                | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946130 | PA      | $951738.77    | 0.04%             | 2066-09-25      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5602463 | PA      | $4799798.23   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    660871 | PA      | $594682.74    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    938766 | PA      | $841169.01    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MF1 LTD                                                                | MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST        | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $627247.79    | 0.03%             | 2034-12-15      | Floating      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6739 | PA      | $6663.22      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                              | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1882739.80   | 0.08%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TEXAS ST                                                               | STATE OF TEXAS                                     | CUSIP: 882724YC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $318530.58    | 0.01%             | 2041-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339191.58    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865318 | PA      | $774035.54    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20288 | PA      | $19888.82     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1468623.07   | 0.06%             | 2027-10-21      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3080 | PA      | $2931.95      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1251435.14   | 0.05%             | 2029-04-06      | Fixed         | 4.97%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                                                 | PERTAMINA PERSERO PT                               | CUSIP: 69370PAF8<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    470000 | PA      | $436512.50    | 0.02%             | 2030-01-21      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126670 | PA      | $123487.54    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58583 | PA      | $54891.50     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PRPM LLC                                                               | PRPM 2025 NQM1 TRUST                               | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1560659 | PA      | $1567128.70   | 0.06%             | 2069-11-25      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4432 | PA      | $4300.23      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BJRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12258 | PA      | $11728.05     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023 A   | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3116235 | PA      | $3158664.52   | 0.13%             | 2071-10-15      | Fixed         | 5.51%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    373000 | PA      | $372544.57    | 0.02%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198068.33    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18859 | PA      | $19771.37     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27663 | PA      | $28147.46     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6972787 | PA      | $6945534.28   | 0.28%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1479 | PA      | $1452.19      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3124991 | PA      | $2689831.78   | 0.11%             | 2053-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                     | CALIFORNIA INSTITUTE OF TECHNOLOGY                 | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123591.77    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75135 | PA      | $73754.47     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GACI First Investment Company                                          | GACI FIRST INVESTMENT                              | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    322000 | PA      | $270013.80    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162186 | PA      | $155800.05    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1264 | PA      | $1227.40      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5015 | PA      | $5010.62      | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3267703 | PA      | $3017638.19   | 0.12%             | 2036-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200219 | PA      | $192335.37    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    493179 | PA      | $497816.26    | 0.02%             | 2054-12-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                                             | AMGEN INC                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    665000 | PA      | $425945.80    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: —       |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6855000 | PA      | $5009237.71   | 0.20%             | 2046-11-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| MIRA TRUST                                                             | RMBS MIRAVET                                       | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1144765.14   | 0.05%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     98844 | PA      | $89933.77     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    599190 | PA      | $599921.64    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022444<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    829000 | PA      | $782757.34    | 0.03%             | 2041-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    181000 | PA      | $135271.07    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFRA TRUST                                         | CUSIP: 55287JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4410916 | PA      | $4408364.14   | 0.18%             | 2070-03-25      | Fixed         | 5.44%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENN30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1045000 | PA      | $1025808.58   | 0.04%             | 2032-09-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103775 | PA      | $88931.58     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178095 | PA      | $1114322.58   | 0.04%             | 2031-07-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2927325.38   | 0.12%             | 2031-01-24      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | J P MORGAN MORTGAGE TRUST 2021 14                  | CUSIP: 46653QBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1285413 | PA      | $1262918.64   | 0.05%             | 2052-05-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                          | SG RESIDENTIAL MORTGAGE TRUST 2021 1               | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578956 | PA      | $494317.10    | 0.02%             | 2061-07-25      | Fixed         | 1.16%                 | Yes           | 2                  | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2021 NQM7 TRUST                               | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1659917 | PA      | $1537412.03   | 0.06%             | 2066-08-25      | Variable      | 1.92%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    465000 | PA      | $448882.64    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                            | OCP CLO 2025 40 LTD                                | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1172177.94   | 0.05%             | 2038-04-16      | Floating      | 4.81%                 | Yes           | 2                  | On Loan: No      |
| BPR TRUST                                                              | BPR COMMERCIAL MORTGAGE TRUST 2025 STAR            | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2360000 | PA      | $2341674.32   | 0.09%             | 2042-11-05      | Variable      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3262362 | PA      | $3101553.37   | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                    | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321796.65    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1041285 | PA      | $1042556.78   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAP83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    676402 | PA      | $504580.38    | 0.02%             | 2050-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301079 | PA      | $280941.97    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14469 | PA      | $14071.49     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53476 | PA      | $45825.04     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1924938 | PA      | $1570901.91   | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                               | GS MORTGAGE SECURITIES CORP TRUST 2024 RVR         | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1016410.33   | 0.04%             | 2029-08-10      | Variable      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655420 | PA      | $669171.07    | 0.03%             | 2055-03-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39014 | PA      | $37011.06     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM                                             | ELFI GRADUATE LOAN PROGRAM 2023 A LLC              | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2385669 | PA      | $2468017.36   | 0.10%             | 2048-02-04      | Fixed         | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115235 | PA      | $111533.65    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                       | NRG ENERGY INC                                     | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5907000 | PA      | $6371449.69   | 0.26%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3105000 | PA      | $2188661.13   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ATJ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301110 | PA      | $308143.13    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6018 | PA      | $5749.32      | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    818200 | PA      | $770450.36    | 0.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331428 | PA      | $271343.42    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3958510 | PA      | $3716723.04   | 0.15%             | 2052-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5138000 | PA      | $5249438.08   | 0.21%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1281650.30   | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29302 | PA      | $29182.86     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                                    | EXPEDIA GROUP INC                                  | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $137429.02    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6652000 | PA      | $6168519.34   | 0.25%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614031 | PA      | $624914.75    | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                   | GLENCORE FUNDING LLC                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    567000 | PA      | $570120.20    | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022 2                     | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120097 | PA      | $111707.47    | 0.00%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING 2026 1 LLC              | CUSIP: 29376JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1892000 | PA      | $1884853.17   | 0.08%             | 2030-03-20      | Fixed         | 4.12%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5684000 | PA      | $4381664.87   | 0.18%             | 2062-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10908000 | PA      | $10407765.88  | 0.42%             | 2055-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158829 | PA      | $161077.38    | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                          | EQUINIX INC                                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6302000 | PA      | $5992987.73   | 0.24%             | 2028-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                        | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5093981.25   | 0.21%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    660000 | PA      | $589162.86    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    608000 | PA      | $617280.51    | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                          | ALPHABET INC                                       | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $2875877.58   | 0.12%             | 2030-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    708000 | PA      | $640733.63    | 0.03%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                       | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    563000 | PA      | $565049.32    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| State of California                                                    | CALIFORNIA ST                                      | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              |  | US        |    435000 | PA      | $500443.88    | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44494 | PA      | $44861.94     | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1487369 | PA      | $1145121.89   | 0.05%             | 2050-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| TACO BELL FUNDING, LLC                                                 | TACO BELL FUNDING LLC                              | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1694000 | PA      | $1682835.29   | 0.07%             | 2055-08-25      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137361 | PA      | $135274.13    | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1098531.13   | 0.04%             | 2033-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    526544 | PA      | $486209.39    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PRPM LLC                                                               | PRP ADVISORS LLC                                   | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597146 | PA      | $601772.23    | 0.02%             | 2069-06-25      | Fixed         | 6.33%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2019499 | PA      | $1665906.90   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    249832 | PA      | $230939.55    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5768000 | PA      | $5877952.50   | 0.24%             | 2056-04-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5979562.40   | 0.24%             | 2030-02-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930000 | PA      | $4980161.43   | 0.20%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| POINT BROADBAND FUNDING                                                | POINT BROADBAND FUNDING LLC                        | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $809040.45    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -7701000 | PA      | $-6762440.63  | -0.27%            | 2056-04-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $5036774.05   | 0.20%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| ELMWOOD CLO                                                            | ELMWOOD CLO 23 LTD                                 | CUSIP: 29003YAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $924086.53    | 0.04%             | 2036-04-16      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| CROSS MORTGAGE TRUST                                                   | CROSS 2023 H2 MORTGAGE TRUST                       | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498100 | PA      | $503581.71    | 0.02%             | 2068-11-25      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297G4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35795 | PA      | $36585.71     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA DEV FIN AUTH REV                                              | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY             | CUSIP: 6789084G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $244441.22    | 0.01%             | 2044-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4477 | PA      | $4314.97      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47566 | PA      | $48684.12     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3436936.42   | 0.14%             | 2038-04-24      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    805521 | PA      | $759051.32    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVENUE STUDENT LOANS LLC                   | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77859 | PA      | $78243.31     | 0.00%             | 2051-07-25      | Floating      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                             | GRUPO BIMBO SAB DE CV                              | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    897000 | PA      | $680384.37    | 0.03%             | 2049-09-06      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2602108.47   | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    320000 | PA      | $303544.96    | 0.01%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H062644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4219000 | PA      | $4383804.69   | 0.18%             | 2056-04-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    236000 | PA      | $206000.15    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7168 | PA      | $6670.55      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1484863.28   | 0.06%             | 2029-03-04      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1625085 | PA      | $1255445.83   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1749347.97   | 0.07%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLQN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  28800560 | PA      | $29507097.94  | 1.19%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    298000 | PA      | $301398.69    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8396 | PA      | $7992.04      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10214 | PA      | $10053.21     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7798 | PA      | $7704.93      | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8434 | PA      | $8418.35      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| WIRELESS PROPCO FUNDING LLC                                            | WIRELESS PROPCO FUNDING LLC                        | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    493000 | PA      | $472462.73    | 0.02%             | 2055-06-25      | Variable      | 3.82%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716572 | PA      | $615352.61    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67531 | PA      | $65265.58     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    188000 | PA      | $147418.51    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1483908.19   | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88103 | PA      | $87110.31     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17107 | PA      | $16657.13     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FED FUND 30DAY MAR26                                                   | FED FUND 30DAY MAR26                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -124 | NC      | $5717.99      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1952272.85   | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1320273 | PA      | $1140438.12   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1635366.60   | 0.07%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| SAIF SECURITIZATION TRUST                                              | SAIF SECURITIZATION TRUST 2026 CES1                | CUSIP: 78710HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1298586.77   | 0.05%             | 2056-02-25      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| SALESFORCE, INC.                                                       | SALESFORCE INC                                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1657490.99   | 0.07%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1827951 | PA      | $1584513.90   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    453000 | PA      | $413577.68    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET CLO LTD                                                   | SIXTH STREET CLO 32 LTD                            | CUSIP: 83012YAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $704853.36    | 0.03%             | 2039-04-21      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                     | NEUBERGER BERMAN LOAN ADVISERS CLO 40 LTD          | CUSIP: 64134JAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $599103.70    | 0.02%             | 2037-10-16      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254026 | PA      | $242256.74    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2330937 | PA      | $2403170.41   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44347 | PA      | $43556.18     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99382 | PA      | $85164.65     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 30325WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2218417 | PA      | $1959791.95   | 0.08%             | 2031-10-25      | Variable      | 1.81%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32451 | PA      | $31857.73     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1228309.42   | 0.05%             | 2028-03-20      | Fixed         | 5.92%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    995033 | PA      | $955189.47    | 0.04%             | 2047-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1618778.91   | 0.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| APIDOS CLO                                                             | APIDOS CLO LIII                                    | CUSIP: 03771EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $640599.63    | 0.03%             | 2038-07-20      | Floating      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1069681.36   | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261455 | PA      | $242388.52    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7185000 | PA      | $7596172.83   | 0.31%             | 2037-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307464 | PA      | $301196.24    | 0.01%             | 2033-05-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                          | EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA        | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              |  | CL        |    577000 | PA      | $482797.25    | 0.02%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2643000 | PA      | $2583532.50   | 0.10%             | 2033-02-28      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324065 | PA      | $298496.62    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1689576 | PA      | $1622401.39   | 0.07%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    271068 | PA      | $275622.50    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121303 | PA      | $115719.38    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82161 | PA      | $82364.56     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                      | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC  | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350007 | PA      | $1333180.08   | 0.05%             | 2036-08-01      | Fixed         | 4.26%                 | Yes           | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                               | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1933000 | PA      | $1972931.91   | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1022253 | PA      | $914893.13    | 0.04%             | 2050-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2081269 | PA      | $2063564.43   | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4712500 | PA      | $4024769.53   | 0.16%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: X7360WCN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $153011.55    | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Intercorp Peru Ltd.                                                    | INTERCORP PERU LTD                                 | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    348000 | PA      | $333772.02    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: —       |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMVU3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2569000 | PA      | $2127643.23   | 0.09%             | 2036-04-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057748 | PA      | $961870.85    | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                          | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2458098 | PA      | $2547675.88   | 0.10%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    219000 | PA      | $139169.90    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9928000 | PA      | $9851600.96   | 0.40%             | 2028-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NCMF TRUST                                                             | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1761818.18   | 0.07%             | 2033-06-10      | Variable      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6020000 | PA      | $6122998.41   | 0.25%             | 2029-12-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                | DRYDEN 37 SENIOR LOAN FUND                         | CUSIP: 26249MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229550 | PA      | $229681.96    | 0.01%             | 2031-01-15      | Floating      | 5.03%                 | Yes           | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    190000 | PA      | $202947.84    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6072000 | PA      | $5912610.00   | 0.24%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| REGATTA FUNDING LTD                                                    | REGATTA 36 FUNDING LTD                             | CUSIP: 75904PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250000.00    | 0.01%             | 2039-04-15      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    320000 | PA      | $310031.68    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8513 | PA      | $8103.58      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    958000 | PA      | $875355.26    | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11950 | PA      | $10914.47     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INCREF LLC                                                             | INCREF 2025 FL1 LLC                                | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3246933.44   | 0.13%             | 2042-10-19      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164510 | PA      | $154943.27    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                 | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1711748.70   | 0.07%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| UWM MORTGAGE TRUST                                                     | UWM MORTGAGE TRUST 2021 INV5                       | CUSIP: 90355DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2507917 | PA      | $2457759.00   | 0.10%             | 2052-01-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H060648<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9959000 | PA      | $10123945.94  | 0.41%             | 2056-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AT&T REIGN II MULTI-PPTY LEASE BACKED PASSTHROUGH TRUST                | AT T REIGN II LB PTT                               | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2947019 | PA      | $2929466.76   | 0.12%             | 2044-12-15      | Fixed         | 6.09%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4380000 | PA      | $4240387.50   | 0.17%             | 2044-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                    | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM4      | CUSIP: 36272UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138794 | PA      | $1133330.52   | 0.05%             | 2065-10-25      | Fixed         | 5.01%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    398000 | PA      | $394570.83    | 0.02%             | 2027-07-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27511 | PA      | $26295.50     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                      | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |     -8000 | NS      | $-5518.38     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3642425.25   | 0.15%             | 2028-04-13      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $426589.71    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77359 | PA      | $71599.42     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1146304 | PA      | $1063177.06   | 0.04%             | 2036-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HALSEYPOINT CLO                                                        | HALSEYPOINT CLO 7 LTD                              | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502117.48   | 0.06%             | 2038-07-20      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    310430 | PA      | $305527.35    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WGJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    515258 | PA      | $467443.59    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United Airlines 2019-1 Pass Through Trusts                             | UNITED AIRLINES 2019 1 AA PTT                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    256760 | PA      | $249805.09    | 0.01%             | 2033-02-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3063101 | PA      | $3134771.01   | 0.13%             | 2054-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412HGD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $273076.03    | 0.01%             | 2050-05-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| PRPM LLC                                                               | PRESTON RIDGE PARTNER MORTGA                       | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    554143 | PA      | $546425.45    | 0.02%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X42N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152144 | PA      | $146735.39    | 0.01%             | 2033-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $64723.60     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    987000 | PA      | $652665.59    | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346274 | PA      | $341027.61    | 0.01%             | 2049-10-25      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1751698 | PA      | $1776922.88   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396953 | PA      | $399893.94    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $2016.33      | 0.00%             | 2029-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2747 | PA      | $2710.74      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2364651.79   | 0.10%             | 2031-12-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1846735 | PA      | $1500792.28   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3946 | PA      | $3892.44      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2636940 | PA      | $2275877.14   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128867 | PA      | $133055.82    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LYRA MUSIC ASSETS LP                                                   | LYRA MUSIC ASSETS DELAWARE LP                      | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723965 | PA      | $728772.14    | 0.03%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40070 | PA      | $36310.82     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16830 | PA      | $16954.80     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2329994 | PA      | $2010820.54   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1008.32      | 0.00%             | 2029-11-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36230UEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61965 | PA      | $59224.01     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3963 | PA      | $3865.72      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMA44<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2875000 | PA      | $2373600.00   | 0.10%             | 2036-05-19      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                         | CSMC                                               | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135000 | PA      | $2123885.47   | 0.09%             | 2038-11-15      | Floating      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $2005.55      | 0.00%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3935000 | PA      | $2872857.40   | 0.12%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND DOLLAR                                                     | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NZ        |       177 | NS      | $101.46       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| PRPM LLC                                                               | PRPM 2026 NQM1 TRUST                               | CUSIP: 74391DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2341570 | PA      | $2342588.35   | 0.09%             | 2071-02-25      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29294 | PA      | $27783.53     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                      | AFFIRM ASSET SECURITIZATION TRUST 2025 X1          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299367 | PA      | $299532.46    | 0.01%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST                          | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2193911 | PA      | $2199375.10   | 0.09%             | 2055-05-17      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                       | AMAZON COM INC                                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $1719551.09   | 0.07%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                               | ONE NEW YORK PLAZA TRUST 2020 1NYP                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425302 | PA      | $1371865.30   | 0.06%             | 2036-01-15      | Floating      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2962.73      | 0.00%             | 2031-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2025 NQM6 TRUST                               | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1394835 | PA      | $1385716.01   | 0.06%             | 2070-10-25      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $129952.24    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454415 | PA      | $433672.06    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71532 | PA      | $71493.76     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1246334 | PA      | $1023026.17   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53166 | PA      | $52393.63     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COREWELL HEALTH                                                        | BHSH SYSTEM OBLIGATED GROUP                        | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    965000 | PA      | $681921.11    | 0.03%             | 2049-07-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22014 | PA      | $21591.89     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1683895 | PA      | $1300912.55   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19285 | PA      | $18731.56     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    628786 | PA      | $562810.49    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1924014 | PA      | $1523596.01   | 0.06%             | 2050-07-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1585887 | PA      | $1541475.64   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10694 | PA      | $10490.25     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $851245.12    | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14046 | PA      | $13152.65     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL, INC.                                                     | BERRY GLOBAL INC                                   | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132131.25    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38688 | PA      | $35057.30     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33617 | PA      | $32674.37     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14033 | PA      | $13404.89     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68352 | PA      | $63205.66     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    907076 | PA      | $878450.00    | 0.04%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4080544.26   | 0.16%             | 2031-01-28      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232636 | PA      | $223474.64    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NYC COMMERCIAL MORTGAGE TRUST 2025 11X             | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1631001.81   | 0.07%             | 2037-10-15      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $402890.25    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37659 | PA      | $36484.46     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NXP B.V.                                                               | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    617000 | PA      | $610386.38    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128648.39    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15197 | PA      | $14843.98     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC                               | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104062.75    | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2025 10                     | CUSIP: 81750CBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3464347 | PA      | $3442802.02   | 0.14%             | 2055-11-25      | Floating      | 4.92%                 | Yes           | 2                  | On Loan: No      |
| MEGlobal B.V.                                                          | EQUATE PETROCHEMICAL BV                            | CUSIP: 29441WAC9<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $850385.20    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| SCG TRUST                                                              | SCG COMMERCIAL MORTGAGE TRUST 2025 DLFN            | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732000 | PA      | $730130.15    | 0.03%             | 2035-03-15      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                  | DOMINION ENERGY INC                                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1366927.69   | 0.06%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $3210837.34   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    416490 | PA      | $426677.53    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77023 | PA      | $78322.34     | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    761000 | PA      | $792298.41    | 0.03%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1917826 | PA      | $1994774.20   | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12653 | PA      | $12169.23     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    710031 | PA      | $642177.65    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     96290 | PA      | $92603.73     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4827 | PA      | $4751.59      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                          | ALPHABET INC                                       | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1514637.63   | 0.06%             | 2056-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST                                             | VERUS SECURITIZATION TRUST 2022 2                  | CUSIP: 92538XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400580 | PA      | $1321558.00   | 0.05%             | 2067-02-25      | Fixed         | 4.26%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2118533 | PA      | $1635861.46   | 0.07%             | 2051-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST 2025 1                   | CUSIP: 64035EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3594280 | PA      | $3594280.03   | 0.14%             | 2033-10-25      | Floating      | 4.42%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    219236 | PA      | $180608.14    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3426000 | PA      | $3396378.80   | 0.14%             | 2028-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $947152.23    | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2021 12                   | CUSIP: 46592WBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797683 | PA      | $783723.28    | 0.03%             | 2052-02-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                            | L3HARRIS TECH INC                                  | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    147000 | PA      | $142593.82    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| M&T EQUIPTMENT LLC                                                     | M T EQUIPMENT NOTE                                 | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529766 | PA      | $531592.42    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| BAY MORTGAGE TRUST                                                     | BAY 2025 LIVN MORTGAGE TRUST                       | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2729155.74   | 0.11%             | 2035-05-15      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $821351.03    | 0.03%             | 2029-07-29      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER COMPANY                                 | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    178000 | PA      | $136981.86    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Pemerintah Republik Indonesia                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    236000 | PA      | $279265.88    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35076 | PA      | $34252.14     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386878 | PA      | $376189.00    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34004 | PA      | $32882.24     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                          | EQUINIX INC                                        | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4447936.83   | 0.18%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410958 | PA      | $2413302.15   | 0.10%             | 2039-08-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10046 | PA      | $9888.34      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                            | PHILIPPINE GOVERNMENT INTERNATIONAL BOND           | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    910000 | PA      | $779077.39    | 0.03%             | 2031-06-10      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FE26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1285523.97   | 0.05%             | 2031-03-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298589 | PA      | $297233.41    | 0.01%             | 2046-08-25      | Floating      | 4.18%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9513 | PA      | $9123.29      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6994558 | PA      | $6675405.69   | 0.27%             | 2051-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1469637 | PA      | $1135352.36   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                | SOCIEDAD QUIMICA Y MINERA DE CHILE SA              | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    515000 | PA      | $387233.65    | 0.02%             | 2050-01-22      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2813934 | PA      | $2295888.81   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M32L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98782 | PA      | $99075.33     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128392.81    | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    417170 | PA      | $403831.87    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L8CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    586160 | PA      | $526583.79    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HOMES TRUST                                                            | HOMES TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2220833 | PA      | $2219042.08   | 0.09%             | 2070-02-25      | Fixed         | 5.42%                 | Yes           | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156054 | PA      | $152371.30    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46654AAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808733 | PA      | $727026.17    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2024 A            | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966768 | PA      | $975780.26    | 0.04%             | 2056-03-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10705 | PA      | $10682.53     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Romania                                                                | ROMANIA                                            | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    130000 | PA      | $135807.10    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $3634900.45   | 0.15%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1872297 | PA      | $1916083.65   | 0.08%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    559000 | PA      | $537134.16    | 0.02%             | 2032-04-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EURO                                                                   | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    289539 | NS      | $334618.91    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65360 | PA      | $65431.56     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1054000 | PA      | $635199.69    | 0.03%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19589 | PA      | $18342.60     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4442158 | PA      | $3601375.93   | 0.15%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72506 | PA      | $69731.29     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5128831.83   | 0.21%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST 2021 A                   | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292668 | PA      | $1231710.64   | 0.05%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19770000 | PA      | $17890305.37  | 0.72%             | 2042-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H030641<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1303000 | PA      | $1162978.40   | 0.05%             | 2056-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST                                                     | A D MORTGAGE TRUST 2025 NQM2                       | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2640755 | PA      | $2649460.10   | 0.11%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6557107.74   | 0.26%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  17366000 | PA      | $17260067.40  | 0.70%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394864 | PA      | $401864.76    | 0.02%             | 2063-10-25      | Fixed         | 7.16%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4555000 | PA      | $2849543.96   | 0.11%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1359501.79   | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5507898 | PA      | $5654361.62   | 0.23%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| The State of Qatar                                                     | QATAR GOVERNMENT INTERNATIONAL BOND                | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $183590.00    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1453158 | PA      | $1410197.53   | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18222000 | PA      | $18327345.94  | 0.74%             | 2056-04-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1807 | PA      | $1806.50      | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST                    | CUSIP: 10570QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260259 | PA      | $2263700.11   | 0.09%             | 2065-05-25      | Variable      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4371 | PA      | $4203.61      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7589382 | PA      | $7660409.79   | 0.31%             | 2055-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4918000 | PA      | $4341325.16   | 0.18%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1148604 | PA      | $1061180.44   | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33529 | PA      | $31915.49     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14141 | PA      | $13973.05     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                        | BP CAP MARKETS AMERICA                             | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $701728.99    | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3727758 | PA      | $3206939.24   | 0.13%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                 | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $1849282.55   | 0.07%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9426000 | PA      | $6091429.96   | 0.25%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST 2025 NQM2          | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2016301 | PA      | $2020892.09   | 0.08%             | 2064-11-25      | Variable      | 5.68%                 | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    839000 | PA      | $839575.55    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $560218.38    | 0.02%             | 2029-11-15      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  81462000 | PA      | $81818396.25  | 3.30%             | 2056-04-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136563 | PA      | $129435.58    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    451231 | PA      | $404289.51    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5442307 | PA      | $5550326.24   | 0.22%             | 2055-05-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Kallpa Generacion S.A.                                                 | KALLPA GENERACION SA                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    340000 | PA      | $349262.62    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16675 | PA      | $17088.21     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308592 | PA      | $285196.59    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2003887 | PA      | $1623547.40   | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                           | NORTHROP GRUMMAN CORP                              | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1496856.66   | 0.06%             | 2053-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| NEW MOUNTAIN CLO LTD                                                   | NEW MOUNTAIN CLO 6 LTD                             | CUSIP: 647908AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $529978.52    | 0.02%             | 2037-10-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| PLUSPETROL CAMISEA S.A.                                                | PLUSPETROL CAM PLUS LOTE                           | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $155478.75    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           | 2                  | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                         | BSTN COMMERCIAL MORTGAGE TRUST 2025 1C             | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426000 | PA      | $1452026.03   | 0.06%             | 2044-06-15      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1140150 | PA      | $1166859.16   | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    923000 | PA      | $935492.81    | 0.04%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4110 | PA      | $4017.02      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LBA TRUST                                                              | LBA TRUST                                          | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252118 | PA      | $252138.37    | 0.01%             | 2041-10-15      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1868682 | PA      | $1524625.61   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12124 | PA      | $11802.09     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25387 | PA      | $24699.16     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CEDR COMMERCIAL MORTGAGE TRUST                                         | CEDR TRUST                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1939532.83   | 0.08%             | 2039-02-15      | Floating      | 4.66%                 | Yes           | 2                  | On Loan: No      |
| Duke University Health System, Inc                                     | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $971848.76    | 0.04%             | 2047-06-01      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66012 | PA      | $62352.41     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328521 | PA      | $333964.15    | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4731 | PA      | $4424.17      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    488618 | PA      | $478723.89    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    841293 | PA      | $689362.50    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FOUNDATION FINANCE TRUST                                               | FOUNDATION FINANCE TRUST 2024 1                    | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1731367 | PA      | $1755908.95   | 0.07%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1782173.37   | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24261 | PA      | $23808.98     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36176DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31097 | PA      | $29720.96     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| M&T BANK RV TRUST                                                      | M T BANK RV TRUST 2026 1                           | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1473926 | PA      | $1457434.26   | 0.06%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS 2021 C LLC               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    594696 | PA      | $534153.63    | 0.02%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24972443 | PA      | $20264684.88  | 0.82%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321205 | PA      | $261574.15    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    882130 | PA      | $115464.98    | 0.00%             | 2051-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                               | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    407000 | PA      | $407062.27    | 0.02%             | 2031-04-02      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13462 | PA      | $13653.82     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1697000 | PA      | $1735381.37   | 0.07%             | 2029-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52540 | PA      | $47342.07     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7960 | PA      | $7789.28      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1594241 | PA      | $1371572.20   | 0.06%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                  | CHENIERE CORP CHRISTI HD                           | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5136000 | PA      | $5163189.98   | 0.21%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| DAE FUNDING LLC                                                        | DAE FUNDING LLC                                    | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    342000 | PA      | $328778.28    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5054000 | PA      | $3593867.81   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $5927343.72   | 0.24%             | 2043-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1301118.30   | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36890 | PA      | $35516.99     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1014960 | PA      | $1038667.47   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020448<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -10015000 | PA      | $-9195021.88  | -0.37%            | 2041-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   6753000 | PA      | $6239252.02   | 0.25%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8445000 | PA      | $8312717.01   | 0.34%             | 2036-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2560419.40   | 0.10%             | 2032-11-03      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2025 2                    | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455163 | PA      | $1460848.68   | 0.06%             | 2070-02-25      | Variable      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16162UBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2283405 | PA      | $2287371.32   | 0.09%             | 2056-06-25      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     86879 | PA      | $86239.31     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION LLC                       | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $2057520.86   | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM, INC.                | FRANCISCAN MISSIONARIES OF OUR LADY                | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $218977.32    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    895260 | PA      | $801382.38    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10745000 | PA      | $10706385.16  | 0.43%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    925000 | PA      | $948707.75    | 0.04%             | 2030-04-18      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                                  | TARGA RESOURCES CORP                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1582705.64   | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1779684 | PA      | $1769623.89   | 0.07%             | 2070-09-25      | Fixed         | 4.96%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140A84Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226345 | PA      | $231630.83    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7633 | PA      | $8111.39      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2768539.67   | 0.11%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15908000 | PA      | $16198818.13  | 0.65%             | 2056-05-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294997 | PA      | $254251.79    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4750 | PA      | $4617.72      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                   | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2024151.98   | 0.08%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11480 | PA      | $11407.56     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3050987 | PA      | $2499204.24   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591LBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    262513 | PA      | $260478.51    | 0.01%             | 2050-05-25      | Floating      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3804000 | PA      | $3693444.35   | 0.15%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234184 | PA      | $221303.25    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4730000 | PA      | $3778877.41   | 0.15%             | 2036-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    424903 | PA      | $444059.91    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299888 | PA      | $279734.27    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST 2021 C                   | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1535190 | PA      | $1519946.06   | 0.06%             | 2062-04-20      | Floating      | 4.53%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2783313 | PA      | $2393518.04   | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67833 | PA      | $60665.23     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     72125 | PA      | $67271.31     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST                                        | WHARF COMMERCIAL MORTGAGE TRUST 2025 DC            | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $318903.02    | 0.01%             | 2040-07-15      | Variable      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417VQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1617436 | PA      | $1615783.27   | 0.07%             | 2040-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3119 | PA      | $3110.64      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1141711 | PA      | $1158095.07   | 0.05%             | 2055-06-25      | Floating      | 5.21%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                               | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1428374.37   | 0.06%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST 2025 FPM                                | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185000 | PA      | $1190023.12   | 0.05%             | 2030-10-10      | Variable      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13247 | PA      | $13147.59     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CSTL COMMERCIAL MORTGAGE TRUST                                         | CSTL COMMERCIAL MORTGAGE TRUST 2026 GATE3          | CUSIP: 228920AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $823086.88    | 0.03%             | 2043-02-10      | Variable      | 5.10%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180DSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104774 | PA      | $99429.51     | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    807906 | PA      | $666587.83    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    202077 | PA      | $197468.36    | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5241000 | PA      | $3462760.15   | 0.14%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| ARES LOAN FUNDING                                                      | ARES LOAN FUNDING I LTD                            | CUSIP: 04018XAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1740000 | PA      | $1735268.99   | 0.07%             | 2039-04-15      | Floating      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207478 | PA      | $193472.88    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27883 | PA      | $27151.81     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3232 | PA      | $3137.61      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501685.50    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     74971 | PA      | $72488.12     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                        | NEW JERSEY STATE TRANSPORTATION AUTH               | CUSIP: 646136XR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $630655.74    | 0.03%             | 2040-12-15      | Fixed         | 6.56%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    103301 | PA      | $100643.55    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025 2    | CUSIP: 16159VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2164671 | PA      | $2161670.90   | 0.09%             | 2055-12-25      | Floating      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2024 2                    | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564630 | PA      | $571334.85    | 0.02%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1416317 | PA      | $1288052.27   | 0.05%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65907 | PA      | $65055.85     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE                                         | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1950715 | PA      | $1888877.15   | 0.08%             | 2041-02-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7880000 | PA      | $7059679.71   | 0.28%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Gerdau Trade Inc.                                                      | GERDAU TRADE INC                                   | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    312000 | PA      | $319020.00    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366253 | PA      | $337931.80    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                           | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    655000 | PA      | $642775.74    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION                        | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 1 LLC    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219088 | PA      | $203054.71    | 0.01%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1287144 | PA      | $1189318.26   | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                  | VALE OVERSEAS LTD                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $140376.74    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    710000 | PA      | $701019.21    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1419974.98   | 0.06%             | 2051-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5778935 | PA      | $4660210.39   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |    623000 | PA      | $385694.32    | 0.02%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18107 | PA      | $17709.39     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOFI PERSONAL LOAN TRUST                                               | JP MORGAN SECURITIES LLC                           | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426791 | PA      | $428776.02    | 0.02%             | 2031-02-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    602091 | PA      | $591456.51    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2020 B            | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658302 | PA      | $628007.86    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9005000 | PA      | $8847412.50   | 0.36%             | 2045-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MCR TRUST                                                              | MCR 2024 HF1 MORTGAGE TRUST                        | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271623 | PA      | $271645.49    | 0.01%             | 2041-12-15      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                         | BSTN COMMERCIAL MORTGAGE TRUST 2025 HUB            | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $804700.45    | 0.03%             | 2041-04-13      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| TEXTRON INC.                                                           | TEXTRON INC                                        | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    182000 | PA      | $163303.69    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2024 1                    | CUSIP: 03465XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3123461 | PA      | $3170775.73   | 0.13%             | 2068-08-25      | Fixed         | 5.21%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34529 | PA      | $34332.13     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BQDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1668902 | PA      | $1157417.45   | 0.05%             | 2050-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1011517 | PA      | $934495.31    | 0.04%             | 2052-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2198707.75   | 0.09%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47357 | PA      | $44066.45     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119899 | PA      | $114128.68    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXKG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     55919 | PA      | $53906.56     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210197 | PA      | $190310.86    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $874345.84    | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4053573 | PA      | $4035489.71   | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $605282.11    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36183AF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8165 | PA      | $7905.66      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9362865 | PA      | $7610255.66   | 0.31%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256462 | PA      | $236989.35    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341230 | PA      | $316490.62    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIVERSITY OF CALIFORNIA REVENUES                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    347000 | PA      | $281670.25    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FD92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $966025.28    | 0.04%             | 2030-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21727 | PA      | $20680.77     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24101 | PA      | $24166.60     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  51604000 | PA      | $49749481.25  | 2.01%             | 2041-04-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB MULTIFAMILY MORTGAGE PASS THROUGH            | CUSIP: 30308GAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828532 | PA      | $798342.65    | 0.03%             | 2039-01-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                               | BANCO NACIONAL DE PANAMA                           | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              |  | PA        |    200000 | PA      | $176500.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    600264 | PA      | $608894.52    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12119 | PA      | $11759.54     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57126 | PA      | $55297.10     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CONE TRUST                                                             | CART LTD                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1452334.64   | 0.06%             | 2026-08-15      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    891000 | PA      | $821326.47    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    314000 | PA      | $315839.73    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A86Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1159737 | PA      | $1125304.32   | 0.05%             | 2033-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332047 | PA      | $316975.13    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15266 | PA      | $15977.68     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14385 | PA      | $14214.23     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3946000 | PA      | $4048657.64   | 0.16%             | 2035-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5310694 | PA      | $5412947.69   | 0.22%             | 2055-08-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435949 | PA      | $436356.82    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1224338 | PA      | $1243345.90   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160731 | PA      | $153751.86    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11498000 | PA      | $7974940.94   | 0.32%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PARK BLUE CLO LTD                                                      | PARK BLUE CLO LTD                                  | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $725998.58    | 0.03%             | 2037-04-20      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700152 | PA      | $633144.19    | 0.03%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257173 | PA      | $260179.93    | 0.01%             | 2054-12-25      | Floating      | 5.06%                 | No            | 2                  | On Loan: No      |
| DK TRUST                                                               | DK TRUST 2025 LXP                                  | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664000 | PA      | $664075.48    | 0.03%             | 2037-08-15      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| ELM TRUST                                                              | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5440307.82   | 0.22%             | 2027-06-10      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| CF MORTGAGE TRUST                                                      | CANTOR COMMERCIAL REAL ESTATE LENDING              | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510613 | PA      | $471943.01    | 0.02%             | 2052-11-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391967 | PA      | $365058.01    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    193000 | PA      | $158630.37    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2980231 | PA      | $3018074.20   | 0.12%             | 2054-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CF6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    349000 | PA      | $375839.50    | 0.02%             | 2033-02-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| CROSS MORTGAGE TRUST                                                   | CROSS 2025 H2 MORTGAGE TRUST                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2118311 | PA      | $2119167.07   | 0.09%             | 2070-03-25      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4134000 | PA      | $4102187.59   | 0.17%             | 2029-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TEXTRON INC.                                                           | TEXTRON INC                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    238000 | PA      | $222816.08    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    209120 | PA      | $203743.99    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2080906 | PA      | $2024595.47   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442227 | PA      | $376582.47    | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2145607.68   | 0.09%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325875 | PA      | $323844.43    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14709 | PA      | $14496.26     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4491000 | PA      | $4252381.13   | 0.17%             | 2033-06-25      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223741 | PA      | $208114.77    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1874026.05   | 0.08%             | 2065-11-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    172834 | PA      | $172667.23    | 0.01%             | 2044-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14382453 | PA      | $11866678.60  | 0.48%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                                   | DOMINION ENERGY SOUTH CAROLINA INC                 | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    203000 | PA      | $212365.61    | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 1   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309595 | PA      | $264370.19    | 0.01%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7311695 | PA      | $7301532.59   | 0.29%             | 2070-05-25      | Fixed         | 5.53%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2415000 | PA      | $2407358.80   | 0.10%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702082 | PA      | $717946.65    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3937674 | PA      | $3759155.35   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    940000 | PA      | $881171.04    | 0.04%             | 2033-03-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7710 | PA      | $7338.87      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFA 2023 NQM3 TRUST                                | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1999788 | PA      | $2015924.43   | 0.08%             | 2068-07-25      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    877375 | PA      | $723735.07    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC                                        | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    790427 | PA      | $767988.52    | 0.03%             | 2044-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST 2025 FPM                                | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1493000 | PA      | $1502134.26   | 0.06%             | 2030-10-10      | Variable      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $835763.67    | 0.03%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    384027 | PA      | $365603.10    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1675517 | PA      | $1441803.91   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                  | AES PANAMA GENERATION HOLDINGS SRL                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    252047 | PA      | $233143.90    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PRKCM TRUST                                                            | PRKCM 2021 AFC2 TRUST                              | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685718 | PA      | $1495187.75   | 0.06%             | 2056-11-25      | Variable      | 2.07%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4583 | PA      | $4464.64      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94010 | PA      | $89481.07     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10598000 | PA      | $10619941.15  | 0.43%             | 2031-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8964000 | PA      | $9077869.69   | 0.37%             | 2028-04-22      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67052 | PA      | $68369.59     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3460519 | PA      | $2840641.82   | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    598000 | PA      | $582769.69    | 0.02%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2485758.00   | 0.10%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65958 | PA      | $65398.15     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS                         | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350729.40    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1003.52      | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244239 | PA      | $227133.58    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQLA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    811195 | PA      | $842287.57    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6005 | PA      | $5898.10      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                           | GS MORTGAGE SECURITIES CORP TRUST 2023 FUN         | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1509748.23   | 0.06%             | 2028-03-15      | Floating      | 6.46%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418RPY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12333 | PA      | $12263.78     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                           | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   3600000 | PA      | $3655717.20   | 0.15%             | 2034-06-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    105210 | PA      | $102357.71    | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republica Oriental del Uruguay                                         | URUGUAY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    683214 | PA      | $713449.64    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27625 | PA      | $28769.49     | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19799 | PA      | $19363.58     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284926 | PA      | $265030.79    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5649 | PA      | $5497.61      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768983 | PA      | $711788.06    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1983860 | PA      | $1527954.75   | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BMO MORTGAGE TRUST                                                     | BMO 2024 5C8 MORTGAGE TRUST                        | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1304434.82   | 0.05%             | 2057-12-15      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87183 | PA      | $81097.90     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587966 | PA      | $540097.18    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60135 | PA      | $58957.51     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102786 | PA      | $99482.49     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOUND POINT CLO                                                        | SOUND POINT CLO XIX LTD                            | CUSIP: 83610JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $465012.72    | 0.02%             | 2031-04-15      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC                                    | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $650061.10    | 0.03%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2426362 | PA      | $2461269.91   | 0.10%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10075000 | PA      | $7339401.34   | 0.30%             | 2041-05-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                   | GALAXY PIPELINE ASSETS BIDCO LTD                   | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    710432 | PA      | $574107.59    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10543 | PA      | $10298.54     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2821205.23   | 0.11%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62284 | PA      | $60125.90     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     31908 | PA      | $31226.30     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                         | SOFI CONSUMER LOAN PROGRAM 2026 B TRUST            | CUSIP: 83407MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6216000 | PA      | $6215887.49   | 0.25%             | 2036-02-25      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135981 | PA      | $133290.81    | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    611926 | PA      | $585270.93    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1388 | PA      | $1359.90      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CROSS MORTGAGE TRUST                                                   | CROSS 2025 H6 MORTGAGE TRUST                       | CUSIP: 22758TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1334684 | PA      | $1330406.17   | 0.05%             | 2070-07-25      | Fixed         | 5.18%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JMGP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81175 | PA      | $77113.88     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4060165.36   | 0.16%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9109 | PA      | $9011.27      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    538000 | PA      | $544880.48    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     64821 | PA      | $62766.52     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                     | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874000 | PA      | $1816790.00   | 0.07%             | 2033-08-15      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    888000 | PA      | $890836.27    | 0.04%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    872585 | PA      | $713657.85    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3273759.34   | 0.13%             | 2028-08-23      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261672 | PA      | $248417.16    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republica Oriental del Uruguay                                         | ORIENTAL REPUBLIC OF URUGUAY                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    281632 | PA      | $254356.79    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215724 | PA      | $214490.89    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Republica del Peru                                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    232000 | PA      | $191250.59    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3118901.58   | 0.13%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC.                                                         | AEP TEXAS INC                                      | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    127000 | PA      | $136982.58    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452311 | PA      | $437075.97    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226922 | PA      | $235159.55    | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2024449.22   | 0.08%             | 2046-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584886 | PA      | $586306.14    | 0.02%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477581 | PA      | $475295.83    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    910000 | PA      | $848525.86    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647441 | PA      | $600536.17    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883897 | PA      | $884180.72    | 0.04%             | 2039-02-15      | Floating      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408668 | PA      | $1300953.70   | 0.05%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200761 | PA      | $195247.44    | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    928852 | PA      | $887437.78    | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $132701.31    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33984 | PA      | $30436.31     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    288394 | PA      | $251785.19    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    169000 | PA      | $167564.51    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |    604000 | PA      | $358275.89    | 0.01%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| BBCMS TRUST                                                            | BARCLAYS COMMERCIAL MORTGAGE SECURITIES            | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4229000 | PA      | $4007459.86   | 0.16%             | 2037-03-15      | Floating      | 4.59%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $599975.25    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    966167 | PA      | $793375.54    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947436 | PA      | $947207.35    | 0.04%             | 2039-02-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2275312.52   | 0.09%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6184 | PA      | $6132.65      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITED NATIONS DEV CORP N Y REV                                        | UNITED NATIONS DEVELOPMENT CORP                    | CUSIP: 911157ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $175850.38    | 0.01%             | 2040-08-01      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41461 | PA      | $37569.96     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19355000 | PA      | $9460512.26   | 0.38%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2758000 | PA      | $2727783.35   | 0.11%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    527000 | PA      | $391132.02    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6513000 | PA      | $6459163.54   | 0.26%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4991662 | PA      | $4463978.76   | 0.18%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ICG US CLO                                                             | ICG US CLO 2025 2 LTD                              | CUSIP: 44936BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $509598.88    | 0.02%             | 2039-01-18      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| Rzeczpospolita Polska                                                  | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    481000 | PA      | $441855.74    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $149675.26    | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST                                         | ARES COMMERCIAL MORTGAGE TRUST 2026 AZURE          | CUSIP: 03990QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $290180.76    | 0.01%             | 2038-03-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    933000 | PA      | $598036.21    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204492 | PA      | $190710.95    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1021506 | PA      | $944412.44    | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    851498 | PA      | $865130.10    | 0.03%             | 2055-05-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49028 | PA      | $47120.99     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    407074 | PA      | $351289.45    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2944358 | PA      | $2986756.38   | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST 2025 NQM3          | CUSIP: 105927AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1320930 | PA      | $1317843.46   | 0.05%             | 2065-03-25      | Fixed         | 5.57%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                    | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM5      | CUSIP: 36273GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110158 | PA      | $1104365.98   | 0.04%             | 2065-07-25      | Fixed         | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85359 | PA      | $81465.80     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                            | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1945303.68   | 0.08%             | 2040-01-13      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137355 | PA      | $133173.86    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5713119.13   | 0.23%             | 2029-08-31      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    314555 | PA      | $303862.70    | 0.01%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84180 | PA      | $81585.02     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CIM TRUST                                                              | CIM TRUST                                          | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82849 | PA      | $75740.01     | 0.00%             | 2061-07-25      | Variable      | 1.43%                 | Yes           | 2                  | On Loan: No      |
| SUTTER HEALTH                                                          | SUTTER HEALTH                                      | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2566851.01   | 0.10%             | 2035-08-15      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2318764 | PA      | $1878532.70   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393986 | PA      | $362571.25    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6832885 | PA      | $6297776.32   | 0.25%             | 2052-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040446<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881000 | PA      | $859387.97    | 0.03%             | 2041-04-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| D.R. HORTON, INC.                                                      | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    353000 | PA      | $357988.95    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                               | BENCHMARK MTG TR                                   | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $898440.24    | 0.04%             | 2072-12-15      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16085000 | PA      | $13157027.34  | 0.53%             | 2041-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORPORATION                                              | EXPAND ENERGY CORP                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   9202000 | PA      | $9312175.55   | 0.38%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    548000 | PA      | $490608.51    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                      | MVM ENERGETIKA ZRT                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              |  | HU        |    219000 | PA      | $227177.46    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    442941 | PA      | $420700.71    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                         | SOFI CONSUMER LOAN PROGRAM 2025 1 TRUST            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873141 | PA      | $875016.21    | 0.04%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225217 | PA      | $184504.89    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4981537 | PA      | $4253162.62   | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1591225 | PA      | $1358701.67   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7195327 | PA      | $17151.72     | 0.00%             | 2059-12-15      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35117 | PA      | $34461.56     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LQR TRUST                                                              | LQR TRUST 2025 CALI                                | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851000 | PA      | $850995.63    | 0.03%             | 2043-01-15      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567646 | PA      | $468247.72    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1060246 | PA      | $1065942.47   | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3768598.20   | 0.15%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS                          | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624444 | PA      | $565082.53    | 0.02%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278916 | PA      | $240372.23    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $992034.44    | 0.04%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1515567 | PA      | $1303973.67   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AFFIRM MASTER TRUST                                                    | AFFIRM MASTER TRUST SERIES 2025 3                  | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5044000 | PA      | $5023870.08   | 0.20%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1113411 | PA      | $916296.91    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    176151 | PA      | $159795.62    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6485927 | PA      | $5794234.21   | 0.23%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO LTD                                  | GOLDENTREE LOAN MANAGEMENT US CLO 17 LTD           | CUSIP: 38139FAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $334174.48    | 0.01%             | 2039-01-20      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    207938 | PA      | $207088.11    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109704 | PA      | $100896.87    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    469000 | PA      | $467842.98    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1419000 | PA      | $1401650.51   | 0.06%             | 2030-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5778 | PA      | $5499.51      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                              | MSCI INC                                           | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1061576.52   | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4744000 | PA      | $4621030.78   | 0.19%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FZ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73521 | PA      | $69683.62     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    312825 | PA      | $296761.05    | 0.01%             | 2040-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    848908 | PA      | $736000.76    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10887 | PA      | $10633.84     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    405929 | PA      | $412554.11    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                          | NIPPON LIFE INSURANCE CO                           | CUSIP: J54675BH5<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    350000 | PA      | $350685.30    | 0.01%             | 2033-04-02      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139170 | PA      | $136973.70    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LP                                               | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    760000 | PA      | $760000.00    | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                        | FREDDIE MAC SCRT                                   | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986468 | PA      | $944147.98    | 0.04%             | 2058-08-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    201432 | PA      | $191907.47    | 0.01%             | 2050-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2278 | PA      | $2276.06      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80229 | PA      | $77651.42     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25290 | PA      | $24811.17     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    588000 | PA      | $582498.08    | 0.02%             | 2026-10-04      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143486.56    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2124381.31   | 0.09%             | 2031-04-23      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92454 | PA      | $90076.33     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54457 | PA      | $52258.03     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4578 | PA      | $4685.88      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40523 | PA      | $39188.04     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449687 | PA      | $387549.49    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8855000 | PA      | $8359327.56   | 0.34%             | 2043-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2023 B            | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6467489 | PA      | $6605079.05   | 0.27%             | 2056-10-16      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    675312 | PA      | $582803.22    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    638879 | PA      | $493552.96    | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BBCMS TRUST                                                            | BARCLAYS COMMERCIAL MORTGAGE                       | CUSIP: 05554FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1513662.32   | 0.06%             | 2056-11-15      | Fixed         | 6.52%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    649262 | PA      | $659527.43    | 0.03%             | 2055-06-25      | Floating      | 5.16%                 | No            | 2                  | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    704000 | PA      | $645012.54    | 0.03%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252718 | PA      | $237473.87    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1402399 | PA      | $1458370.89   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5305000 | PA      | $4956859.38   | 0.20%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2111511 | PA      | $2160832.55   | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4362561 | PA      | $3759741.83   | 0.15%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                                    | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     91083 | NS      | $120539.76    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138345 | PA      | $131917.41    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18464 | PA      | $18195.67     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    531206 | PA      | $501811.01    | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7397 | PA      | $7307.84      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47681 | PA      | $44091.55     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares      | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 165682365 | NS      | $165682364.63 | 6.68%             |  |  |  | No            | 1                  | On Loan: No      |
| ONE MANHATTAN WEST                                                     | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545000 | PA      | $1488960.36   | 0.06%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1004324 | PA      | $1004695.76   | 0.04%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| 1345 TRUST                                                             | 1345T 2025 AOA                                     | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045000 | PA      | $2045913.05   | 0.08%             | 2030-06-15      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| CSMC TRUST                                                             | CSMC 2021 NQM4                                     | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396337 | PA      | $345022.18    | 0.01%             | 2066-05-25      | Variable      | 1.10%                 | Yes           | 2                  | On Loan: No      |
| ELMWOOD CLO                                                            | ELMWOOD CLO 26 LTD                                 | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3860000.00   | 0.16%             | 2037-04-18      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    524000 | PA      | $455056.80    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $3191143.77   | 0.13%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    306595 | PA      | $320421.17    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15305 | PA      | $14015.95     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    754348 | PA      | $703055.91    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    108144 | PA      | $111179.98    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40110 | PA      | $37655.16     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    162000 | PA      | $100200.08    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    251447 | PA      | $233306.39    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16285000 | PA      | $12384869.69  | 0.50%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                      | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5044993.14   | 0.20%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1003.95      | 0.00%             | 2032-02-29      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5645000 | PA      | $4160541.41   | 0.17%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1315901 | PA      | $1285594.50   | 0.05%             | 2050-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044082 | PA      | $930925.97    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    596569 | PA      | $605145.56    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    322000 | PA      | $262114.44    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                  | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003934.00   | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    929231 | PA      | $754446.85    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17483 | PA      | $16944.38     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4904878 | PA      | $4383357.49   | 0.18%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9903 | PA      | $9634.85      | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6439 | PA      | $6633.50      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6002000 | PA      | $6259551.82   | 0.25%             | 2029-10-24      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    234000 | PA      | $139326.17    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Minejesa Capital B.V.                                                  | MINEJESA CAPITAL BV                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    306000 | PA      | $291036.29    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ESAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624197 | PA      | $578298.84    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Sultanate of Oman                                                      | OMAN GOVERNMENT INTERNATIONAL BOND                 | CUSIP: 68205LAD5<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    305000 | PA      | $312729.01    | 0.01%             | 2027-10-28      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $260699.88    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2025 660F           | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641000 | PA      | $1636970.90   | 0.07%             | 2042-11-15      | Floating      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020642<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -7252000 | PA      | $-5978367.50  | -0.24%            | 2056-04-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -22060000 | PA      | $-21718759.38 | -0.88%            | 2056-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99963 | PA      | $96092.67     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mount Nittany Medical Center                                           | MOUNT NITTANY MEDICAL CENTER OBLIGATED GROUP       | CUSIP: 62213LAA4<br>LEI: 5493003G2U7J6XCFJF08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $299970.35    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1925617 | PA      | $1849676.82   | 0.07%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    115412 | PA      | $107952.08    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                                        | NRTH COMMERCIAL MORTGAGE TRUST 2025 PARK           | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1907892.87   | 0.08%             | 2040-10-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43966 | PA      | $41713.41     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                          | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $949478.46    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                         | GOLUB CAPITAL PARTNERS CLO 81 B LTD                | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3316741.46   | 0.13%             | 2038-07-20      | Floating      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4283000 | PA      | $4415092.00   | 0.18%             | 2028-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL CONVENTIONAL LOAN                 | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31938 | PA      | $32979.62     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151806 | PA      | $140596.79    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2654000 | PA      | $2656116.97   | 0.11%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                         | CHENIERE ENERGY PARTNERS                           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4308000 | PA      | $4508994.05   | 0.18%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2484746 | PA      | $2005462.09   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                  | ARROYO MORTGAGE TRUST 2022 2                       | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1066421 | PA      | $1062682.53   | 0.04%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                    | GS MORTGAGE BACKED SECURITIES TRUST 2025 DSC2      | CUSIP: 36275JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1596360 | PA      | $1589083.98   | 0.06%             | 2066-01-25      | Fixed         | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255734 | PA      | $232693.56    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    332069 | PA      | $273921.85    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    366000 | PA      | $381034.91    | 0.02%             | 2028-11-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2774268 | PA      | $2255579.63   | 0.09%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37129 | PA      | $38389.10     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    260377 | PA      | $256322.74    | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    774742 | PA      | $743726.21    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST                                         | ONNI COMMERICAL MORTGAGE TRUST 2024 APT            | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $709780.08    | 0.03%             | 2039-07-15      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38628 | PA      | $37359.64     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1504332 | PA      | $1299400.66   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CANYON CLO LTD                                                         | CANYON CLO 2020 1 LTD                              | CUSIP: 13876LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $738865.86    | 0.03%             | 2034-07-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297622 | PA      | $304634.43    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 83189DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4461 | PA      | $4458.49      | 0.00%             | 2035-10-15      | Floating      | 4.54%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24189 | PA      | $23432.44     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F9VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380995 | PA      | $352869.07    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257021 | PA      | $1160897.68   | 0.05%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253375 | PA      | $237870.93    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $130972.27    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4577703 | PA      | $3779481.08   | 0.15%             | 2050-08-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1058987 | PA      | $988926.77    | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100080 | PA      | $104627.45    | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                  | MASS INSTITUTE OF TECH                             | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    360000 | PA      | $292388.40    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L8JK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    503522 | PA      | $388812.25    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2023 6                    | CUSIP: 03464UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913968 | PA      | $914023.86    | 0.04%             | 2067-12-25      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                         | RESOLUTION FUNDING CORP STRIP PRINCIPAL            | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1290000 | PA      | $1095580.23   | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| U S DOLLAR                                                             | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    169020 | OU      | $2595.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58022 | PA      | $58023.83     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22980 | PA      | $21873.87     | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       721 | PA      | $698.58       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  23189000 | PA      | $23217128.26  | 0.94%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6149000 | PA      | $5678822.86   | 0.23%             | 2052-03-16      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350451 | PA      | $339980.25    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FLV47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273273 | PA      | $253092.43    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2908000 | PA      | $3161350.78   | 0.13%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2654704 | PA      | $2365411.03   | 0.10%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11279 | PA      | $10246.97     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2396 | PA      | $2322.14      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMNM0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3450000 | PA      | $2691524.40   | 0.11%             | 2036-01-25      | Fixed         | 1.84%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9YJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58248 | PA      | $60675.11     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                             | APPLE INC                                          | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $669673.38    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705300 | PA      | $705426.27    | 0.03%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41629 | PA      | $38494.26     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19470 | PA      | $18898.94     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1489616 | PA      | $1545935.58   | 0.06%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ascension Health Alliance                                              | ASCENSION HEALTH                                   | CUSIP: 04351LAC4<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1227719.68   | 0.05%             | 2028-11-15      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476133 | PA      | $435318.40    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CONSORCIO TRANSMANTARO S.A.                                            | CONSORCIO TRANSMANTARO SA                          | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    962000 | PA      | $933923.07    | 0.04%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5X87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433935 | PA      | $427199.46    | 0.02%             | 2032-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884471 | PA      | $906105.38    | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2865000 | PA      | $2739880.06   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS INC                           | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1372623.00   | 0.06%             | 2044-03-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010769 | PA      | $1033997.34   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2313563 | PA      | $1990838.62   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    286000 | PA      | $299245.23    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9539822 | PA      | $7790286.36   | 0.31%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2005128 | PA      | $1994536.66   | 0.08%             | 2070-10-25      | Fixed         | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246777 | PA      | $234661.60    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2706833.80   | 0.11%             | 2029-04-23      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138AN5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17298 | PA      | $17289.50     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43218 | PA      | $40595.07     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1096103.88   | 0.04%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1058000 | PA      | $1045060.66   | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11445000 | PA      | $5430115.96   | 0.22%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9729 | PA      | $9242.57      | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $2970253.14   | 0.12%             | 2054-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74517 | PA      | $72541.77     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     84000 | PA      | $51642.78     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2918691 | PA      | $3009266.53   | 0.12%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                               | COLT 2023 4 MORTGAGE LOAN TRUST                    | CUSIP: 12598WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422437 | PA      | $425681.10    | 0.02%             | 2068-10-25      | Fixed         | 7.16%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118995 | PA      | $1088601.03   | 0.04%             | 2060-04-15      | Floating      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $329779.18    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4403831 | PA      | $158385.49    | 0.01%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3256000 | PA      | $3367925.00   | 0.14%             | 2056-04-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1290090 | PA      | $1253990.00   | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13602 | PA      | $13237.20     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1752486.23   | 0.07%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750305.30    | 0.03%             | 2029-11-15      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| KKR CLO LTD/LLC                                                        | KKR CLO 27 LTD                                     | CUSIP: 48253YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2597468.62   | 0.10%             | 2035-01-15      | Floating      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1856596 | PA      | $1838996.34   | 0.07%             | 2053-01-15      | Floating      | 4.52%                 | Yes           | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130B6R24<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4530000 | PA      | $4532949.03   | 0.18%             | 2027-06-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96690 | PA      | $96780.22     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFRA TRUST                                         | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1407009 | PA      | $1409523.85   | 0.06%             | 2070-05-27      | Fixed         | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19278 | PA      | $19411.72     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38841 | PA      | $37821.13     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119685 | PA      | $113986.90    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4102520 | PA      | $3677711.66   | 0.15%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81475 | PA      | $73258.55     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3687 | PA      | $3622.01      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    296000 | PA      | $288822.30    | 0.01%             | 2038-02-09      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23644 | PA      | $23114.86     | 0.00%             | 2039-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2867000 | PA      | $2859496.52   | 0.12%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                            | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1907386.79   | 0.08%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELM TRUST                                                              | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5440307.82   | 0.22%             | 2027-06-10      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019 D   | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    946036 | PA      | $922184.89    | 0.04%             | 2059-12-15      | Fixed         | 3.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100854 | PA      | $95670.04     | 0.00%             | 2039-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18399746 | PA      | $15770322.85  | 0.64%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295984 | PA      | $277872.83    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    973609 | PA      | $837995.37    | 0.03%             | 2052-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| QTS ISSUER ABS II LLC                                                  | QTS ISSUER ABS II LLC                              | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2919662.35   | 0.12%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST                                                     | A D MORTGAGE TRUST                                 | CUSIP: 00249XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917341 | PA      | $924176.31    | 0.04%             | 2068-11-25      | Fixed         | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43024 | PA      | $41605.50     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51108 | PA      | $50197.39     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J73M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588474 | PA      | $576780.53    | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106162 | PA      | $106058.51    | 0.00%             | 2045-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $5048495.60   | 0.20%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18481 | PA      | $17970.33     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    156000 | PA      | $126539.24    | 0.01%             | 2045-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INC                                   | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    598000 | PA      | $600516.98    | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                  | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RTX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2127515.11   | 0.09%             | 2049-07-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15849 | PA      | $15094.68     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67982 | PA      | $65347.59     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032647<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1928000 | PA      | $-1766530.00  | -0.07%            | 2056-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568787 | PA      | $526986.84    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer