# EDGAR Filing Document

**Accession Number:** 0001872555
**File Stem:** 0002048251-26-005323
**Filing Date:** 2026-6
**Character Count:** 701578
**Document Hash:** f4b9c171a8a46814f08cf120c1e8c901
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-005323.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002048251-26-005323

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Catholic Responsible Investments Funds
- **CENTRAL INDEX KEY:** 0001872555

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23718
- **FILM NUMBER:** 261121374

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610-676-1000

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

## Series and Classes Contracts Data

### CATHOLIC RESPONSIBLE INVESTMENTS BOND FUND (Series ID: S000073781)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000230946 | Investor Shares      | CRBVX           |
| C000230947 | Institutional Shares | CRBSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Catholic Responsible Investments Funds

- **b. Investment Company Act file number:** 811-23718

- **c. CIK number of Registrant:** 0001872555

- **d. LEI of Registrant:** 549300NTV87BU611VE10

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 6106761000

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

- **a. Name of Series:** Catholic Responsible Investments Bond Fund

- **b. EDGAR series identifier (if any):** S000073781

- **c. LEI of Series:** 5493000Q8BNKWRYPCW50

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2566626871.84

**Total Liabilities:** $5696649.88

**Net Assets:** $2560930221.96

**Cash Not Reported:** $200.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3850.57970031 | **1-Year:** -79248.54854653 | **5-Year:** -221081.59363137 | **10-Year:** -249196.93575236 | **30-Year:** -113909.24916817

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

- **3-Month:** -1996.68360527 | **1-Year:** -29719.90664397 | **5-Year:** -76319.65378143 | **10-Year:** -61711.01377060 | **30-Year:** -13933.84422155

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000230947 | 0.19%                | -1.73%               | 1.57%                |
| Class ID C000230946 | 0.18%                | -1.74%               | 1.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-201789.72              | $-3830304.08                               |
| Month 2  | $374603.56               | $-53272039.10                              |
| Month 3  | $-165419.09              | $30888525.46                               |

**Designated Index Information**

- **Index Name:** Bloomberg Aggregate Bond Index

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                                                                       | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GE VERNOVA INC.                                                                            | GE VERNOVA INC 5.500000% 02/04/2056                                               | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    760000 | PA      | $729074.03    | 0.03%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OBERLIN COLLEGE                                                                            | OBERLIN COLLEGE 2.874000% 10/01/2051                                              | CUSIP: 674241AB0<br>LEI: PEENSVLBKCCBLAO0OM26 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $615157.21    | 0.02%             | 2051-10-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| WLB Asset VI Pte. Ltd.                                                                     | WLB ASSET VI PTE LTD 144A 7.250000% 12/21/2027                                    | CUSIP: ZG6473158<br>LEI: 254900M29A8RHZTF4J92 | Long             | DBT              | NUSS              | MU        |   1481832 | PA      | $1532755.70   | 0.06%             | 2027-12-21      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2013-128 CF                                                 | CUSIP: 3136AHPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    188378 | PA      | $186997.49    | 0.01%             | 2043-12-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL3163                                                        | CUSIP: 31427QQR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1706434 | PA      | $1695510.13   | 0.07%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QTS FAYETTEVILLE I DC1-2, LLC                                                              | QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILL 5.700000% 04/15/2036           | CUSIP: 74751AAA1<br>LEI: 2549006U199OTLBS8M46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972720.67    | 0.04%             | 2036-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0287                                                         | CUSIP: 31419AJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1931 | PA      | $1931.21      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 4.182000% 01/23/2030                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1283533.16   | 0.05%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                                         | SBL HOLDINGS INC 144A 5.900000% 09/26/2028                                        | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167474.39    | 0.01%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| KBC GROEP NV                                                                               | KBC GROUP NV 144A 4.454000% 09/23/2031                                            | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | NUSS              | BE        |    634000 | PA      | $623955.40    | 0.02%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3821                                               | CUSIP: 31326JG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7948 | PA      | $8234.26      | 0.00%             | 2045-02-01      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2084 ZC                                                    | CUSIP: 3133TG5U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8956 | PA      | $9089.20      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING LLC HERTZ 2022-2A A                                       | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1235000 | PA      | $1210918.74   | 0.05%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                      | DOMINION ENERGY INC 2.250000% 08/15/2031                                          | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4115786.80   | 0.16%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                            | CSAIL 2019-C16 COMMERCIAL MORTGAGE TRUST CSAIL 2019-C16 C                         | CUSIP: 12596WAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1900000 | PA      | $1792808.27   | 0.07%             | 2052-06-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 08/15/2031                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2695000 | PA      | $2336122.86   | 0.09%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC A                                        | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1390000 | PA      | $1353278.70   | 0.05%             | 2039-01-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                             | CHARLES SCHWAB CORP/THE 4.000000% MATURITY: PERPETUAL                             | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4910000 | PA      | $4901960.27   | 0.19%             | 2174-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                            | CAIXABANK SA MTN 4.818000% 04/22/2032                                             | CUSIP: 12803RAN4<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    883000 | PA      | $877587.27    | 0.03%             | 2032-04-22      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                               | FIDELITY NATIONAL INFORMATION SERVICES INC 4.800000% 03/10/2031                   | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    640000 | PA      | $636676.70    | 0.02%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q0044                                               | CUSIP: 3128S4BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4628 | PA      | $4737.28      | 0.00%             | 2036-04-01      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 7.000000% 01/15/2027                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    487000 | PA      | $493402.69    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                               | ALCOA NEDERLAND HOLDING BV 144A 7.125000% 03/15/2031                              | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | NUSS              | US        |   1030000 | PA      | $1064500.88   | 0.04%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-3 WLAKE 2025-3A A3                     | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $430413.83    | 0.02%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-136 BA                                                 | CUSIP: 31398SSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82066 | PA      | $80708.99     | 0.00%             | 2030-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 EART 2026-1A D                         | CUSIP: 30168HAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2045000 | PA      | $2024728.73   | 0.08%             | 2032-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                             | ELEMENT FLEET MANAGEMENT CORP 144A 5.037000% 03/25/2030                           | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |    177000 | PA      | $178903.41    | 0.01%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 2A2                                          | CUSIP: 31393XGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6241 | PA      | $6432.84      | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL1900                                                         | CUSIP: 3138EJDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       261 | PA      | $260.59       | 0.00%             | 2026-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                      | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3385000 | PA      | $3133191.20   | 0.12%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM5704                                                         | CUSIP: 3140JAKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115193 | PA      | $115756.28    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                             | EPR PROPERTIES 4.750000% 11/15/2030                                               | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    959000 | PA      | $942392.00    | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-1 VERUS 2025-1 A3                                 | CUSIP: 92540TAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1512342 | PA      | $1519038.99   | 0.06%             | 2070-01-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735503                                                         | CUSIP: 31402RDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23484 | PA      | $24302.31     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 5.380000% 01/07/2030                                   | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    810000 | PA      | $813677.38    | 0.03%             | 2030-01-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09203                                                   | CUSIP: 3128UNGL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2610 | PA      | $2688.10      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY MD LTD OBLIG                                                               | MONTGOMERY CNTY MD LIMITED OBL COUNTY OF MONTGOMERY MD                            | CUSIP: 613357DV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2433393.50   | 0.10%             | 2038-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PORT LIONS ALASKA REV                                                                      | PORT LIONS AK REVENUE CITY OF PORT LIONS AK                                       | CUSIP: 734707AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3130793.02   | 0.12%             | 2052-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2025-1 OCTL 2025-1A A2                                   | CUSIP: 67580EAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    930000 | PA      | $929634.05    | 0.04%             | 2031-02-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 5.303000% 09/06/2029                                     | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1126736.81   | 0.04%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8147                                                      | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1188271 | PA      | $1020123.97   | 0.04%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7655                                                        | CUSIP: 3133KPQG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7649617 | PA      | $7029197.31   | 0.27%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2024-P0 FHMR 2024-P016 A2              | CUSIP: 3137HDJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2500000 | PA      | $2505274.00   | 0.10%             | 2033-09-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                         | HEWLETT PACKARD ENTERPRISE CO 5.250000% 04/01/2033                                | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1203456.95   | 0.05%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                                                | AGL CLO 11 LTD AGL 2021-11A CR                                                    | CUSIP: 00851TAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2753979.25   | 0.11%             | 2038-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RQ0013                                                        | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1101984 | PA      | $1108780.76   | 0.04%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1276419.88   | 0.05%             | 2051-09-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                            | SANTANDER UK GROUP HOLDINGS PLC 5.136000% 09/22/2036                              | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    570000 | PA      | $552074.89    | 0.02%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07504                                                   | CUSIP: 3128M9U59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13777 | PA      | $13690.81     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0424                                                      | CUSIP: 3618N5PJ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10593405 | PA      | $10678042.03  | 0.42%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.850000% 09/03/2041                                   | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1759327.48   | 0.07%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 02/15/2031                                              | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2385000 | PA      | $2087527.15   | 0.08%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-4 GSAR 2025-4A A2                   | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283187 | PA      | $282599.61    | 0.01%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                  | TORONTO-DOMINION BANK/THE 4.568000% 12/17/2026                                    | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   9100000 | PA      | $9127737.98   | 0.36%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0485                                                      | CUSIP: 3618N5RF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11509672 | PA      | $11613012.77  | 0.45%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2022-HC MORTGAGE TRUST COMM 2022-HC C                                        | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1570000 | PA      | $1500633.32   | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VOLOFIN FINANCE (IRELAND) DESIGNATED ACTIVITY COMPANY                                      | VOLOFIN FINANCE DESIGNATED ACTIVITY CO VFIN 2024-1A A                             | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | IE        |    307040 | PA      | $310617.06    | 0.01%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.650000% 06/01/2051                                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2034984.57   | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WKJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $798917.72    | 0.03%             | 2054-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250847.99    | 0.01%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20G 1                       | CUSIP: 83162CQK2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       206 | PA      | $205.72       | 0.00%             | 2026-07-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2025-ARIA BX 2025-ARIA C                                                 | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5265000 | PA      | $5281078.78   | 0.21%             | 2042-12-13      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 6.700000% 02/04/2056                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    925000 | PA      | $852716.25    | 0.03%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.875000% 05/17/2030                                     | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3095856.51   | 0.12%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                    | BANK OF NEW YORK MELLON CORP/THE 4.540000% 04/23/2032                             | CUSIP: 06406RCL9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    768000 | PA      | $765003.85    | 0.03%             | 2032-04-23      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY, INC.                                                                         | PUGET ENERGY INC 144A 7.250000% 09/15/2056                                        | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1554520.29   | 0.06%             | 2056-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                                 | UNUM GROUP 6.750000% 12/15/2028                                                   | CUSIP: 903192AA0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    465000 | PA      | $486386.06    | 0.02%             | 2028-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                      | TARGA RESOURCES CORP 6.050000% 05/15/2056                                         | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    302000 | PA      | $293225.65    | 0.01%             | 2056-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                           | SALESFORCE INC 6.550000% 03/15/2056                                               | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2120005.96   | 0.08%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 2.950000% 08/15/2051                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1568017.70   | 0.06%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S.A.                                                                | TYCO ELECTRONICS GROUP SA 4.625000% 02/01/2030                                    | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | NUSS              | CH        |   1025000 | PA      | $1034952.62   | 0.04%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POLARIS INC.                                                                               | POLARIS INC 5.600000% 03/01/2031                                                  | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418993.07    | 0.02%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60480                                                   | CUSIP: 31335AQ92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    123511 | PA      | $121860.02    | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 CAS 2022-R02 2B1                     | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3170000 | PA      | $3242307.70   | 0.13%             | 2042-01-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                         | CANADIAN IMPERIAL BANK OF COMMERCE 4.857000% 03/30/2029                           | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   1475000 | PA      | $1485643.10   | 0.06%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.875000% 05/15/2043                                              | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5705000 | PA      | $4345382.63   | 0.17%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                | ONEOK INC 6.250000% 10/15/2055                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    615000 | PA      | $605359.92    | 0.02%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SMB 2018-A A2A                            | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    133631 | PA      | $133174.28    | 0.01%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                                   | NATURE CONSERVANCY/THE 3.957000% 03/01/2052                                       | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $1929157.09   | 0.08%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H09 FG                          | CUSIP: 38380LUC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    247019 | PA      | $250449.88    | 0.01%             | 2069-05-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M2                        | CUSIP: 35564KH77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3120000 | PA      | $3317433.60   | 0.13%             | 2042-09-25      | Floating      | 9.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                   | STATE STREET CORP 4.558000% 04/23/2032                                            | CUSIP: 857477DF7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1066809.98   | 0.04%             | 2032-04-23      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                          | LSEG US FIN CORP 144A 5.250000% 03/23/2036                                        | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | GB        |    508000 | PA      | $505946.94    | 0.02%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2025-DELC BX 2025-DELC A                                                 | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $375351.56    | 0.01%             | 2042-12-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1855000 | PA      | $1695539.43   | 0.07%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7368                                                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    960191 | PA      | $855896.48    | 0.03%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60701                                                   | CUSIP: 31335AX60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     61159 | PA      | $60285.01     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H24 FQ                          | CUSIP: 38375U3B4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    449845 | PA      | $452171.29    | 0.02%             | 2067-11-20      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 4.350000% 06/15/2045                                                     | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $2460829.31   | 0.10%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-20 IC                           | CUSIP: 38381RAQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1487776 | PA      | $310350.74    | 0.01%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                               | WORLD OMNI SELECT AUTO TRUST 2024-A WOSAT 2024-A A3                               | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    356197 | PA      | $357327.70    | 0.01%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BT1891                                                      | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1286156 | PA      | $1083853.12   | 0.04%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                            | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                            | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    255000 | PA      | $255604.02    | 0.01%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN ZERO COUPON 03/31/2027         | CUSIP: 45906M3A7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2408927.72   | 0.09%             | 2027-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3580                                                        | CUSIP: 3133KJ6R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1017948 | PA      | $830877.72    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 144A 3.875000% MATURITY: PERPETUAL                                   | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   2970000 | PA      | $2969992.87   | 0.12%             | 2174-12-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 5.125000% 01/15/2031                            | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322008.07    | 0.01%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD7528                                                        | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1105936 | PA      | $906130.58    | 0.04%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                               | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SHN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1790215.40   | 0.07%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER, LLC                                                                 | PANTHER ESCROW ISSUER LLC 144A 7.125000% 06/01/2031                               | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $784372.68    | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2022-NQM1 TRUST OBX 2022-NQM1 M1                                              | CUSIP: 67114VAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1010000 | PA      | $748920.35    | 0.03%             | 2061-11-25      | Floating      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1495741.96   | 0.06%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T1 FNGT 2001-T1 A1                                  | CUSIP: 31358S4W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86247 | PA      | $86594.16     | 0.00%             | 2040-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT C                                     | CUSIP: 12654YAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $449382.20    | 0.02%             | 2039-11-13      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.643000% 05/07/2028                                                | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2088736.88   | 0.08%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 10/31/2029                                              | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4590000 | PA      | $4615280.85   | 0.18%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2024-V7 MORTGAGE TRUST BMARK 2024-V7 A3                                 | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400000 | PA      | $416378.48    | 0.02%             | 2056-05-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| TOLEDO LUCAS CNTY OHIO PORT AUTH DEV REV                                                   | TOLEDO-LUCAS CNTY OH PORT AUTH TOLEDO-LUCAS COUNTY PORT AUTHORITY                 | CUSIP: 889251JM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1328981.69   | 0.05%             | 2044-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    675000 | PA      | $773671.84    | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING, INC.                                                              | CARLYLE SECURED LENDING INC 5.750000% 02/15/2031                                  | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    510000 | PA      | $493976.86    | 0.02%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                                               | WILLIAMS COS INC/THE 5.950000% 03/15/2056                                         | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    726000 | PA      | $713228.37    | 0.03%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9781                                                         | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     46566 | PA      | $46058.28     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                        | BLOCK FINANCIAL LLC 5.375000% 09/15/2032                                          | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $800259.25    | 0.03%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                        | HOTWIRE FUNDING LLC HWIRE 2024-1A A2                                              | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1820000 | PA      | $1842068.23   | 0.07%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Union Pacific Railroad Company 2005-1 Pass Through Trust                                   | UNION PACIFIC RAILROAD CO 2005 PASS THROUGH TRUST 5.082000% 01/02/2029            | CUSIP: 90783VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8314 | PA      | $8391.89      | 0.00%             | 2029-01-02      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 M1                                 | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2910000 | PA      | $2425311.56   | 0.09%             | 2066-02-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7367                                                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    662309 | PA      | $567925.98    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BR2619                                                         | CUSIP: 3140L04D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    985335 | PA      | $803628.78    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST                                                               | DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC C                                 | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1030000 | PA      | $1040659.26   | 0.04%             | 2040-09-12      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A D                      | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1925000 | PA      | $1954907.38   | 0.08%             | 2028-11-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 5.150000% 03/27/2030                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    985000 | PA      | $995662.52    | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5749                                                         | CUSIP: 3138ENL72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    139486 | PA      | $138444.56    | 0.01%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2024-1 RECEIVABLES FUNDING LLC SRFC 2024-1A C                    | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    595492 | PA      | $600517.20    | 0.02%             | 2043-01-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                        | VIRGINIA ELECTRIC AND POWER CO 4.950000% 03/15/2036                               | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    683000 | PA      | $666440.21    | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 M1                               | CUSIP: 92538EAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2745000 | PA      | $2530085.44   | 0.10%             | 2064-04-25      | Floating      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                  | TORONTO-DOMINION BANK/THE 5.146000% 09/10/2034                                    | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   4125000 | PA      | $4147101.75   | 0.16%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 3.217000% 04/22/2042                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1220523.61   | 0.05%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                                       | ONEMAIN FINANCE CORP 6.625000% 05/15/2029                                         | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $294812.84    | 0.01%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 4.456000% 02/06/2032                                         | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2207369.43   | 0.09%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545874                                                         | CUSIP: 31385JMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3101 | PA      | $3215.04      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8099                                                         | CUSIP: 3140QF7M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    423083 | PA      | $346313.32    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1340000 | PA      | $1352357.53   | 0.05%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735415                                                         | CUSIP: 31402RAQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4564 | PA      | $4745.08      | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                            | BRAVO RESIDENTIAL FUNDING TRUST 2026-NQM4 BRAVO 2026-NQM4 A3                      | CUSIP: 10570XAG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2481582 | PA      | $2482658.29   | 0.10%             | 2066-03-25      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1825415 | PA      | $1502518.47   | 0.06%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                                      | COUSINS PROPERTIES LP 4.875000% 03/01/2033                                        | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    390000 | PA      | $377415.18    | 0.01%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 6.100000% 01/15/2029                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    646000 | PA      | $667629.02    | 0.03%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                  | APOLLO DEBT SOLUTIONS BDC 144A 5.700000% 01/23/2031                               | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280276.11    | 0.01%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                             | APOLLO GLOBAL MANAGEMENT INC 5.700000% 03/30/2036                                 | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1063960.48   | 0.04%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2023-C7 MORTGAGE TRUST BMO 2023-C7 C                                          | CUSIP: 05593FAK4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2250000 | PA      | $2313065.70   | 0.09%             | 2056-12-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                              | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   1345000 | PA      | $1302592.70   | 0.05%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                | CONTINENTAL RESOURCES INC/OK 144A 2.875000% 04/01/2032                            | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1189122.88   | 0.05%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK, NATIONAL ASSOCIATION                                                     | FIFTH THIRD BANK NA 4.967000% 01/28/2028                                          | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431268.61    | 0.02%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 D                      | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3200000 | PA      | $3268310.08   | 0.13%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 5.150000% 05/22/2045                                  | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2028784.57   | 0.08%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD, L.P.                                                                    | CANTOR FITZGERALD LP 144A 7.200000% 12/12/2028                                    | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    750000 | PA      | $781654.30    | 0.03%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                                | FEDERATION DES CAISSES DESJARDINS DU QUEBEC 144A 4.565000% 08/26/2030             | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | NUSS              | CA        |    760000 | PA      | $758295.56    | 0.03%             | 2030-08-26      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6540000 | PA      | $6159096.08   | 0.24%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 02/15/2056                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3175000 | PA      | $3056929.69   | 0.12%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-41 2A                     | CUSIP: 31392MEM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15100 | PA      | $14142.79     | 0.00%             | 2032-07-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                           | BANK OF MONTREAL 5.004000% 01/27/2029                                             | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    575000 | PA      | $579858.15    | 0.02%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A D                         | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1121623.80   | 0.04%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| STWD MORTGAGE TRUST                                                                        | STWD 2021-LIH MORTGAGE TRUST STWD 2021-LIH AS                                     | CUSIP: 78486EAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $998299.40    | 0.04%             | 2036-11-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI HC FINANCE AMERICA LLC                                                          | MITSUBISHI HC FINANCE AMERICA LLC 144A 5.150000% 10/24/2029                       | CUSIP: 606790AC7<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | JP        |   1105000 | PA      | $1120604.82   | 0.04%             | 2029-10-24      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD3875                                                        | CUSIP: 3132E0JU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2174727 | PA      | $1991105.51   | 0.08%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                        | SOCIETE GENERALE SA 144A 5.512000% 05/22/2031                                     | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    617000 | PA      | $630041.77    | 0.02%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G14759                                                   | CUSIP: 3128MDQL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         2 | PA      | $2.26         | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 5.385000% 01/16/2036                                            | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2042645.75   | 0.08%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    850000 | PA      | $850000.00    | 0.03%             | 2033-07-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M1G A2                                                   | CUSIP: 3136BFRV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1925000 | PA      | $1705058.93   | 0.07%             | 2030-11-25      | Floating      | 1.52%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                             | ZF NORTH AMERICA CAPITAL INC 144A 7.125000% 04/14/2030                            | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    320000 | PA      | $320758.40    | 0.01%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                     | SOUTHWEST AIRLINES CO 4.375000% 11/15/2028                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    483000 | PA      | $479465.76    | 0.02%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 7.050000% 12/05/2028                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84343.45     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2024-C WOART 2024-C A3                          | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    499670 | PA      | $500885.15    | 0.02%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    615000 | PA      | $443929.10    | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ5417                                                         | CUSIP: 3138AXAT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18896 | PA      | $18739.17     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3605                                                         | CUSIP: 3140QPAF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    982214 | PA      | $902559.59    | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VEROS AUTO RECEIVABLES TRUST                                                               | VEROS AUTO RECEIVABLES TRUST 2026-1 VEROS 2026-1 A                                | CUSIP: 92511CAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    169368 | PA      | $169401.00    | 0.01%             | 2028-08-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 GCAR 2025-2A C                           | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $312018.22    | 0.01%             | 2031-01-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8647                                                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    503430 | PA      | $501959.51    | 0.02%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2026-DNA2 STACR 2026-DNA2 M2                        | CUSIP: 35564UDR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2120000 | PA      | $2125868.58   | 0.08%             | 2046-03-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SHOPS COMMERCIAL MORTGAGE TRUST                                                            | SHOPS COMMERCIAL MORTGAGE TRUST 2026-CSTL SHOPS 2026-CSTL A                       | CUSIP: 82510YAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1000000.00   | 0.04%             | 2039-05-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8857                                                         | CUSIP: 3140XCZX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1624216 | PA      | $1328626.75   | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 4.477000% 04/23/2030                                         | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2235526.99   | 0.09%             | 2030-04-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8259435 | PA      | $7776172.61   | 0.30%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 5.350000% 11/15/2045                                                 | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2813528.67   | 0.11%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2022-C62 WFCM 2022-C62 A4                   | CUSIP: 95003MBS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $400038.70    | 0.02%             | 2055-04-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1305000 | PA      | $895964.06    | 0.03%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2017-K69 MORTGAGE TRUST FREMF 2017-K69 C                                    | CUSIP: 30305KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2788000 | PA      | $2727794.81   | 0.11%             | 2049-10-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4283 EW                                                    | CUSIP: 3137B6GQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     83226 | PA      | $82488.88     | 0.00%             | 2043-12-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-48 1A                     | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133351 | PA      | $128394.82    | 0.01%             | 2033-07-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| NW RE-REMIC TRUST                                                                          | NW RE-REMIC TRUST 2021-FRR1 NW 2021-FRR1 AK88                                     | CUSIP: 62955LAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2260193.75   | 0.09%             | 2051-12-18      | Floating      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3901553 | PA      | $3796273.59   | 0.15%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA7127                                                        | CUSIP: 3133KN4L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8003688 | PA      | $7341813.09   | 0.29%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT E                                     | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1693328.60   | 0.07%             | 2039-11-13      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 4.032000% 07/24/2048                                          | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    830000 | PA      | $654939.40    | 0.03%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-2 C                  | CUSIP: 024938AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    525000 | PA      | $528190.32    | 0.02%             | 2031-04-14      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889241                                                         | CUSIP: 31410G5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2575 | PA      | $2728.97      | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-D CPS 2025-D D                        | CUSIP: 223936AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2745000 | PA      | $2764755.77   | 0.11%             | 2032-02-17      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE OPERATING PARTNERS, LP                                                 | XPLR INFRASTRUCTURE OPERATING PARTNERS LP 144A 7.750000% 04/15/2034               | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    570000 | PA      | $597408.70    | 0.02%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                | HOST HOTELS & RESORTS LP 4.250000% 12/15/2028                                     | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252525.80    | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 5.268000% 05/10/2033                                   | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1323426.11   | 0.05%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE I LLC                                                              | CORE SCIENTIFIC FINANCE I LLC 144A 7.750000% 05/15/2031                           | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1012608.18   | 0.04%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A1                                    | CUSIP: 31392DF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3614 | PA      | $3607.32      | 0.00%             | 2042-06-25      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 5.529000% 06/01/2049                                    | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470717.43   | 0.10%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07775                                                   | CUSIP: 3128M96L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84056 | PA      | $82854.67     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 B104                                 | CUSIP: 255928AY9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1770000 | PA      | $1530434.22   | 0.06%             | 2052-12-27      | Floating      | 1.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2295 BD                                                    | CUSIP: 3133TRQM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4428 | PA      | $4536.05      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                        | ALLY FINANCIAL INC 5.548000% 07/31/2033                                           | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1264150.88   | 0.05%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3090000 | PA      | $2790199.55   | 0.11%             | 2033-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                     | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-BA A3               | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    930000 | PA      | $930441.38    | 0.04%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60034                                                   | CUSIP: 31335ABB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    474173 | PA      | $463148.43    | 0.02%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8900                                                         | CUSIP: 3138AN3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21554 | PA      | $21559.45     | 0.00%             | 2031-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09117                                                   | CUSIP: 3128UNDW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1005 | PA      | $1006.73      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                    | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 144A 4.250000% 03/10/2029                 | CUSIP: 58769JBP1<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | DE        |   1608000 | PA      | $1596935.05   | 0.06%             | 2029-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849536                                               | CUSIP: 31300MSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     19105 | PA      | $19810.19     | 0.00%             | 2044-11-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-3 OCTL 2024-3A D                                    | CUSIP: 67571GAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950000 | PA      | $1969547.78   | 0.08%             | 2031-10-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.283000% 11/19/2030                                          | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    675000 | PA      | $686696.09    | 0.03%             | 2030-11-19      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-C66 WFCM 2026-C66 C                    | CUSIP: 95005CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $764571.37    | 0.03%             | 2059-04-15      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | INT DEVELOPMENT FIN CORP 1.790000% 10/15/2029                                     | CUSIP: 90376PAD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    217705 | PA      | $207460.79    | 0.01%             | 2029-10-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SB0464                                                        | CUSIP: 3132CWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    672453 | PA      | $637456.63    | 0.02%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $629730.46    | 0.02%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3143 BC                                                    | CUSIP: 31396NG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     77003 | PA      | $78966.42     | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREMF MORTGAGE TRUST                                                                       | FREMF 2018-K83 MORTGAGE TRUST FREMF 2018-K83 C                                    | CUSIP: 302958AQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2890000 | PA      | $2838432.29   | 0.11%             | 2051-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026- ACAR 2026-1 D                  | CUSIP: 02531FAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2465000 | PA      | $2449008.81   | 0.10%             | 2033-01-12      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3020000 | PA      | $2903564.84   | 0.11%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/31/2031                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6435000 | PA      | $6392267.61   | 0.25%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6872                                                         | CUSIP: 3138EPT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142723 | PA      | $147571.79    | 0.01%             | 2045-05-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7534                                                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1275567 | PA      | $1093145.94   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                      | BANCO SANTANDER SA 5.437000% 04/15/2036                                           | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | NUSS              | ES        |    800000 | PA      | $795090.35    | 0.03%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1556                                                        | CUSIP: 3132DNWR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4136544 | PA      | $3324379.56   | 0.13%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 5.750000% MATURITY: PERPETUAL                            | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $4887018.50   | 0.19%             | 2174-08-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 CAS 2023-R03 2M2                     | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1358847.88   | 0.05%             | 2043-04-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20H 1                       | CUSIP: 83162CQL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       139 | PA      | $139.20       | 0.00%             | 2026-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                  | FLEX LTD 5.375000% 11/13/2035                                                     | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |   2410000 | PA      | $2395645.44   | 0.09%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                          | INTEL CORP 6.125000% 05/15/2056                                                   | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1295875.96   | 0.05%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 09/30/2031                                              | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13155000 | PA      | $12869289.84  | 0.50%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.500000% 01/16/2030                          | CUSIP: 639832AJ3<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   1000000 | PA      | $1014863.98   | 0.04%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                      | MACQUARIE AIRFINANCE HOLDINGS LTD 144A 5.200000% 03/27/2028                       | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | NUSS              | GB        |    600000 | PA      | $602529.81    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8196                                                        | CUSIP: 3132DWC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    412217 | PA      | $377655.56    | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745942                                                         | CUSIP: 31403DWB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6931 | PA      | $7120.78      | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                                   | NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4.150000% 12/15/2032            | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6534370.95   | 0.26%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 05/15/2053                                              | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    165000 | PA      | $130601.37    | 0.01%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                 | PACIFICORP 4.250000% 03/15/2029                                                   | CUSIP: 695114DH8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    825000 | PA      | $817349.40    | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2025-4 CARMX 2025-4 A3                                    | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    455000 | PA      | $452291.39    | 0.02%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QX9585                                                        | CUSIP: 31426GUK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1238033 | PA      | $1265197.43   | 0.05%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                                      | TD SYNNEX CORP 4.300000% 01/17/2029                                               | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    625000 | PA      | $618314.29    | 0.02%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD3937                                                        | CUSIP: 3132E0LS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2212300 | PA      | $1883106.59   | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4422                                                         | CUSIP: 3140X74G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1480864 | PA      | $1266049.25   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1416490.79   | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 3.100000% 03/15/2032                       | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4140433.71   | 0.16%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                                      | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2026-1A A2                            | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1445000 | PA      | $1434171.60   | 0.06%             | 2031-02-15      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-2 OCTL 2023-2A C                                    | CUSIP: 67571QAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3580000 | PA      | $3616374.23   | 0.14%             | 2031-06-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  35647000 | PA      | $34599869.38  | 1.35%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.600000% 02/15/2054                                          | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218136.82    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3345000 | PA      | $3332194.94   | 0.13%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING VII LLC VSLR 2020-1A A                                     | CUSIP: 92855HAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1112988 | PA      | $1033354.26   | 0.04%             | 2051-07-31      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                      | ATLAS WAREHOUSE LENDING CO LP 144A 6.250000% 01/15/2030                           | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    445000 | PA      | $457475.82    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7255                                                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2318092 | PA      | $1986577.97   | 0.08%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2069661.96   | 0.08%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     88364 | PA      | $87573.82     | 0.00%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849207                                               | CUSIP: 31300MGQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2054 | PA      | $2143.01      | 0.00%             | 2042-08-01      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                        | PENFED AUTO RECEIVABLES OWNER TRUST PNFED 2024-A A3                               | CUSIP: 70687FAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    273344 | PA      | $274073.76    | 0.01%             | 2029-06-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7989                                                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3531508 | PA      | $3217866.70   | 0.13%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849506                                               | CUSIP: 31300MR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    176109 | PA      | $182611.11    | 0.01%             | 2044-11-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2001-W3 FNW 2001-W3 A                                      | CUSIP: 3139216F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45234 | PA      | $45385.06     | 0.00%             | 2041-09-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 6.377000% 06/08/2034                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1178659.23   | 0.05%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KEB Hana Bank                                                                              | KEB HANA BANK MTN VARIABLE RATE 10/21/2028                                        | CUSIP: 482466AH2<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | NUSS              | KR        |   1425000 | PA      | $1429429.85   | 0.06%             | 2028-10-21      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5281                                                         | CUSIP: 3138EM2P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35946 | PA      | $37200.09     | 0.00%             | 2044-05-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1683531.40   | 0.07%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $4118898.46   | 0.16%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                   | TRINITY RAIL LEASING 2025 LLC TRL 2026-1A A                                       | CUSIP: 89657MAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1200000 | PA      | $1197038.88   | 0.05%             | 2056-04-19      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07943                                                   | CUSIP: 3128MAEQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    320089 | PA      | $315514.42    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                    | BANK OF NOVA SCOTIA/THE 4.338000% 09/15/2031                                      | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |   1248000 | PA      | $1231105.20   | 0.05%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-4 EART 2025-4A A3                        | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145000 | PA      | $145263.36    | 0.01%             | 2029-09-17      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7545                                                         | CUSIP: 3138EQL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40057 | PA      | $39757.75     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 6.375000% 10/06/2030                                    | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    390000 | PA      | $413420.23    | 0.02%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                      | FREEPORT-MCMORAN INC 5.250000% 09/01/2029                                         | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1532000 | PA      | $1544476.10   | 0.06%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                                         | SBL HOLDINGS INC 144A 7.200000% 10/30/2034                                        | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    835000 | PA      | $772071.93    | 0.03%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST                                                                   | FOUNDATION FINANCE TRUST 2025-3 FFIN 2025-3A D                                    | CUSIP: 35042TAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2280000 | PA      | $2258981.59   | 0.09%             | 2052-08-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 2A                     | CUSIP: 31392W7D6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     38010 | PA      | $37572.18     | 0.00%             | 2042-08-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 5.850000% 09/15/2054                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    975000 | PA      | $977463.39    | 0.04%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T10 FNGT 2001-T10 A1                                | CUSIP: 3139216A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53228 | PA      | $53534.31     | 0.00%             | 2041-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3576                                                         | CUSIP: 3140QN6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820812 | PA      | $729158.97    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 5.300000% MATURITY: PERPETUAL                                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1853902.92   | 0.07%             | 2175-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7987                                                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2063641 | PA      | $1770030.17   | 0.07%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                  | OBX 2021-NQM4 TRUST OBX 2021-NQM4 M1                                              | CUSIP: 67115DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1246528.50   | 0.05%             | 2061-10-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST                                                            | REPUBLIC FINANCE ISSUANCE TRUST 2024-A REPS 2024-A A                              | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    405000 | PA      | $406683.18    | 0.02%             | 2032-08-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4714                                                         | CUSIP: 3140X8GY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4881245 | PA      | $4176946.12   | 0.16%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.939000% 10/21/2036                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1580080.06   | 0.06%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 5.094000% 04/20/2034                                  | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1232067.06   | 0.05%             | 2034-04-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                       | MITSUBISHI UFJ FINANCIAL GROUP INC 4.847000% 04/21/2032                           | CUSIP: 606822DW1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    689000 | PA      | $688203.11    | 0.03%             | 2032-04-21      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA 144A 6.100000% 09/21/2028                                 | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1037584.40   | 0.04%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WLB ASSET II D PTE. LTD.                                                                   | WLB ASSET II D PTE LTD 144A 6.500000% 12/21/2026                                  | CUSIP: ZN8384739<br>LEI: 549300RHQSFI6RYM6N43 | Long             | DBT              | NUSS              | SG        |   2446306 | PA      | $2376457.98   | 0.09%             | 2026-12-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE-ACES FNA 2021-M3G A2                                                   | CUSIP: 3136BG3C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1754863.60   | 0.07%             | 2031-01-25      | Floating      | 1.29%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                                                      | COCA-COLA CO/THE 1.450000% 06/01/2027                                             | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24342.16     | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                           | DEUTSCHE BANK AG/NEW YORK NY 4.950000% 08/04/2031                                 | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    665000 | PA      | $662832.70    | 0.03%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                               | DNB BANK ASA 144A 4.832000% 03/30/2032                                            | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | NUSS              | NO        |   2000000 | PA      | $1997034.42   | 0.08%             | 2032-03-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-8 VERUS 2025-8 A1                                 | CUSIP: 924930AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    851528 | PA      | $848707.78    | 0.03%             | 2070-09-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 4.450000% 09/29/2027                                                | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1920707.29   | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | TSY INFL IX N/B 2.375000% 02/15/2056                                              | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  25680000 | PA      | $24037225.80  | 0.94%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AW4314                                                         | CUSIP: 3138XTYL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77178 | PA      | $79882.32     | 0.00%             | 2044-04-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G03771                                                   | CUSIP: 3128M5QY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       540 | PA      | $573.76       | 0.00%             | 2038-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Family Forest Impact Foundation, LLC                                                       | FAMILY FOREST IMPACT FOUNDATION LLC 5.500000% 07/01/2032                          | CUSIP: 30701VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1229936.18   | 0.05%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.420000% 07/24/2028                                                  | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248847.21   | 0.05%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-SVEN WFCM 2024-SVEN A                  | CUSIP: 949937AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1800000 | PA      | $1834383.96   | 0.07%             | 2037-06-10      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MSCR TRUST MN6 MSCR 2023-MN6 B1                                       | CUSIP: 355920AB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3290000 | PA      | $3780426.81   | 0.15%             | 2043-05-25      | Floating      | 12.90%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2962                                                         | CUSIP: 31418CJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    240550 | PA      | $231640.34    | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG 5.125000% MATURITY: PERPETUAL                                        | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | NUSS              | CH        |   4090000 | PA      | $4091623.73   | 0.16%             | 2174-07-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                 | ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 5.750000% 03/31/2034            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    956000 | PA      | $930601.66    | 0.04%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                     | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793567.39    | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.083000% 03/20/2051                                     | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1702000 | PA      | $1327250.71   | 0.05%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $940007.88    | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST                                                            | WHARF COMMERCIAL MORTGAGE TRUST 2025-DC WHARF 2025-DC D                           | CUSIP: 92987LAJ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1036900.40   | 0.04%             | 2040-07-15      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 11/15/2051                                              | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3200000 | PA      | $1735124.99   | 0.07%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVESTMENT CORPORATION                                                      | INTER-AMERICAN INVESTMENT CORP 4.125000% 02/15/2028                               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2504838.15   | 0.10%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                               | LINCOLN NATIONAL CORP 5.350000% 11/15/2035                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1215410.53   | 0.05%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6720                                                         | CUSIP: 3138EPPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370086 | PA      | $364353.80    | 0.01%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GPS BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                             | GPS BLUE FINANCING DAC 144A 5.645000% 11/09/2041                                  | CUSIP: 38403FAA7<br>LEI: 635400J1S8CE6RWLCE97 | Long             | DBT              | NUSS              | EC        |   2500000 | PA      | $2454000.00   | 0.10%             | 2041-11-09      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                                   | USAA CAPITAL CORP 144A 2.125000% 05/01/2030                                       | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4573810.45   | 0.18%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 WLAKE 2024-2A D                      | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1023741.94   | 0.04%             | 2030-04-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9242                                                      | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3258881 | PA      | $3344552.18   | 0.13%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4600                                                         | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2515047 | PA      | $2294120.17   | 0.09%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8348                                                         | CUSIP: 3140XCH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    860311 | PA      | $738400.42    | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06570                                                   | CUSIP: 3128M8T38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9630 | PA      | $10108.03     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                     | GENERAL MOTORS FINANCIAL CO INC 4.750000% 04/06/2029                              | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1077238.75   | 0.04%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                                      | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2024-B A                              | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    610000 | PA      | $611349.81    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9489                                                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7658790 | PA      | $7861273.99   | 0.31%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2024-10 PAID 2024-10 D                               | CUSIP: 69544MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1841470 | PA      | $1850359.57   | 0.07%             | 2032-06-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                           | NIAGARA MOHAWK POWER CORP 144A 1.960000% 06/27/2030                               | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3149832.91   | 0.12%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0873                                                      | CUSIP: 3618N56K0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12390182 | PA      | $12661308.32  | 0.49%             | 2056-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTH PLATTE NEB COMBINED UTILS REV                                                        | NORTH PLATTE NE COMB UTILITIES CITY OF NORTH PLATTE NE COMBINED UTILITIES REVENUE | CUSIP: 66161PBD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1526217.71   | 0.06%             | 2042-12-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CBAM LTD                                                                                   | CBAMR 2019-11R LTD CBAMR 2019-11RA CR                                             | CUSIP: 14988AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3410000 | PA      | $3405669.30   | 0.13%             | 2038-03-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| WSP GLOBAL INC.                                                                            | WSP GLOBAL INC 144A 5.714000% 09/18/2036                                          | CUSIP: 92938WAH6<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | NUSS              | CA        |   1399000 | PA      | $1390475.73   | 0.05%             | 2036-09-18      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                      | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A3                                      | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113089 | PA      | $113257.63    | 0.00%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 2.550000% 12/01/2033                                                     | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126817.73    | 0.00%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3790000 | PA      | $3743217.19   | 0.15%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2 EART 2026-2A D                         | CUSIP: 30166WAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4400000 | PA      | $4429094.56   | 0.17%             | 2032-08-16      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2016-10HY MORTGAGE TRUST HY 2016-10HY A                              | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1740097.10   | 0.07%             | 2038-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  20370000 | PA      | $20191762.50  | 0.79%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 4.850000% 07/06/2027                                               | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    500000 | PA      | $500722.15    | 0.02%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.875000% 08/15/2045                                              | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1886000 | PA      | $1863898.44   | 0.07%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849096                                               | CUSIP: 31300MC92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3423 | PA      | $3551.46      | 0.00%             | 2041-10-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2026-1 GSAR 2026-1A A2                   | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265000 | PA      | $264074.41    | 0.01%             | 2032-02-17      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 GCAR 2024-3A B                           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $366233.26    | 0.01%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA MTN 4.375000% 05/12/2026                                           | CUSIP: 05565AAR4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |    250000 | PA      | $249997.14    | 0.01%             | 2026-05-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 CAS 2022-R05 2B1                     | CUSIP: 20754DAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2960000 | PA      | $3055282.40   | 0.12%             | 2042-04-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES, INC.                                                                       | ANALOG DEVICES INC 4.250000% 06/15/2028                                           | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1154707.35   | 0.05%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2024-3 VERUS 2024-3 A2                                 | CUSIP: 92540MAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1534126 | PA      | $1547650.16   | 0.06%             | 2069-04-25      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5407                                                         | CUSIP: 3138ENAH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26807 | PA      | $27763.42     | 0.00%             | 2044-06-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 1.125000% 01/13/2031                          | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2190816.55   | 0.09%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH, INC.                                                                      | CARDINAL HEALTH INC 5.000000% 11/15/2029                                          | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1572538.09   | 0.06%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 4.250000% 07/15/2049                                        | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1648563.79   | 0.06%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                        | ANTARES HOLDINGS LP 144A 6.350000% 10/23/2029                                     | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    720000 | PA      | $717544.79    | 0.03%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-2 A3                | CUSIP: 10807HAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    820000 | PA      | $822130.03    | 0.03%             | 2028-12-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   4325640 | PA      | $4325639.73   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 5.800000% 03/08/2032                                            | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1266518.36   | 0.05%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4002                                                         | CUSIP: 3138ELNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2166 | PA      | $2240.47      | 0.00%             | 2043-08-01      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 2.625000% 09/10/2030                              | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    500000 | PA      | $458179.91    | 0.02%             | 2030-09-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                         | NLG GLOBAL FUNDING 144A 4.350000% 09/15/2030                                      | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1207856.67   | 0.05%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889072                                                         | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9776 | PA      | $10387.37     | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                                     | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 GSKY 2024-2 A4                      | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56217 | PA      | $56405.24     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8648                                                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1356646 | PA      | $1375103.96   | 0.05%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745869                                                         | CUSIP: 31403DT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       100 | PA      | $102.15       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 3.328000% 04/22/2052                                          | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1413111.15   | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                | ALLY AUTO RECEIVABLES TRUST 2025-1 ALLYA 2025-1 A3                                | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355000 | PA      | $354402.25    | 0.01%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022-C17 C                                    | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2069233.76   | 0.08%             | 2055-09-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 1.675000% 06/30/2027                                          | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   2950000 | PA      | $2936144.23   | 0.11%             | 2027-06-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.690000% 03/12/2030                                                 | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1240000 | PA      | $1272469.28   | 0.05%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2025-5 AOMT 2025-5 A1                                    | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1510443 | PA      | $1518566.42   | 0.06%             | 2070-04-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                                                | TRUIST BANK 4.632000% 09/17/2029                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2716374.19   | 0.11%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 5.893000% 04/04/2054                                    | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   2270000 | PA      | $2236255.16   | 0.09%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| UNICREDIT, SOCIETA PER AZIONI                                                              | UNICREDIT SPA MTN 7.296000% 04/02/2034                                            | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | NUSS              | IT        |   2400000 | PA      | $2531886.00   | 0.10%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A2                                          | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $971674.60    | 0.04%             | 2035-08-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES, LLC                                                                   | KODIAK GAS SERVICES LLC 144A 5.875000% 04/01/2031                                 | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    755000 | PA      | $760482.06    | 0.03%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2020-61 NI                                                  | CUSIP: 3136BBF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2533707 | PA      | $408783.69    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                   | LLOYDS BANKING GROUP PLC 4.241000% 02/10/2030                                     | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    859000 | PA      | $850691.31    | 0.03%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 1.800000% 10/01/2030                                  | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    650000 | PA      | $566533.66    | 0.02%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                     | FEDERAL HOME LOAN MTGE CORP MU FREDDIE MAC MULTIFAMILY ML CERTIFICATES            | CUSIP: 3137H9MG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    673193 | PA      | $632622.31    | 0.02%             | 2038-08-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                  | SOUTH DAKOTA ST HSG DEV AUTH SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY           | CUSIP: 83756CY90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $223309.42    | 0.01%             | 2053-05-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7768                                                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4466362 | PA      | $3984523.64   | 0.16%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK MTN 3.500000% 04/12/2033                          | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2388844.68   | 0.09%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7205                                                         | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69476 | PA      | $68772.98     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                           | SALESFORCE INC 2.900000% 07/15/2051                                               | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1237393.73   | 0.05%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-29 AE                           | CUSIP: 38381KAJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2859176 | PA      | $2731756.65   | 0.11%             | 2064-05-16      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889984                                                         | CUSIP: 31410KXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8697 | PA      | $9240.97      | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 5.250000% 10/15/2028                             | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    720000 | PA      | $716557.97    | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1208851.13   | 0.05%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9363                                                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2736965 | PA      | $2807672.48   | 0.11%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                             | BLACKSTONE PRIVATE CREDIT FUND 2.625000% 12/15/2026                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2803576.34   | 0.11%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HAWAII ST DEPT BUSINESS ECONOMIC DEV & TOURISM GREEN ENERGY MKT SECURITIZATION             | HAWAII ST DEPT BUSINESS ECON D STATE OF HAWAII DEPARTMENT OF BUSINESS ECONOMIC DE | CUSIP: 41980UAB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    562108 | PA      | $554088.54    | 0.02%             | 2031-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 M1                                            | CUSIP: 22946DAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $844305.74    | 0.03%             | 2066-05-25      | Floating      | 2.17%                 | Yes           |                  2 | On Loan: No      |
| W.K. Kellogg Foundation Trust                                                              | WK KELLOGG FOUNDATION TRUST 144A 2.443000% 10/01/2050                             | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1454593.75   | 0.06%             | 2050-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1008                                               | CUSIP: 3128S5DM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       948 | PA      | $976.87       | 0.00%             | 2040-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 11/15/2054                                              | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2960000 | PA      | $2733259.38   | 0.11%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1313                                               | CUSIP: 3128S5N67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1475 | PA      | $1517.95      | 0.00%             | 2037-09-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                  | ARES CAPITAL CORP 2.875000% 06/15/2028                                            | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1259865.90   | 0.05%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A A2                                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4455000 | PA      | $4490271.57   | 0.18%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BF0171                                                         | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4932504 | PA      | $4642453.67   | 0.18%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                   | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB GSMS 2013-PEMB A                      | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    110000 | PA      | $87451.10     | 0.00%             | 2033-03-05      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 5.375000% 06/30/2035                                  | CUSIP: 83416WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    907711 | PA      | $907475.64    | 0.04%             | 2035-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A2                                 | CUSIP: 92538KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1644907 | PA      | $1426288.91   | 0.06%             | 2066-09-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Prosus N.V.                                                                                | PROSUS NV 144A 3.680000% 01/21/2030                                               | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $192225.90    | 0.01%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3549                                                         | CUSIP: 3140XJ5K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3835603 | PA      | $3227861.42   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                        | CITIZENS BANK NA/PROVIDENCE RI 4.575000% 08/09/2028                               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    940000 | PA      | $941406.42    | 0.04%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                             | ELEMENT FLEET MANAGEMENT CORP 144A 4.641000% 11/24/2030                           | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | NUSS              | CA        |   1135000 | PA      | $1126491.84   | 0.04%             | 2030-11-24      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159442 | PA      | $158190.36    | 0.01%             | 2044-02-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                          | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205HW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2237351.18   | 0.09%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4980                                                         | CUSIP: 3138EMRA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9576 | PA      | $9930.68      | 0.00%             | 2044-02-01      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3894                                                         | CUSIP: 31418DKG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68784 | PA      | $68111.14     | 0.00%             | 2031-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-3 LLC EFF 2025-3 A3                               | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $867382.12    | 0.03%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| JBS N.V.                                                                                   | JBS NV/USA FOODS/FOOD CO 6.250000% 03/01/2056                                     | CUSIP: 472140AH5<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | NUSS              | US        |    924000 | PA      | $893548.93    | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026- ACAR 2026-1 C                  | CUSIP: 02531FAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1490000 | PA      | $1482093.76   | 0.06%             | 2033-01-12      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 6.250000% 04/15/2035                                            | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1121176.20   | 0.04%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG V83115                                                   | CUSIP: 3132L8N86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106776 | PA      | $104979.33    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CROCKETT PARTNERS EQUIPMENT COMPANY IIA LLC                                                | CROCKETT PARTNERS EQUIPMENT CO IIA LLC EQS 2024-1C A                              | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    450979 | PA      | $455701.48    | 0.02%             | 2031-01-20      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.148000% 04/23/2037                                          | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    803000 | PA      | $798918.26    | 0.03%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST                                                  | ENFIN RESIDENTIAL SOLAR RECEIVABLES TRUST 2024-2 ENFIN 2024-2A A                  | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         0 | PA      | $0.06         | 0.00%             | 2055-09-20      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5441                                                         | CUSIP: 3138ENBK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9464 | PA      | $9323.04      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QE0359                                                        | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1438529 | PA      | $1318718.31   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A4                               | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    840000 | PA      | $850745.03    | 0.03%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.745000% 07/31/2033           | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2560738.49   | 0.10%             | 2033-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CDP FINANCIAL INC.                                                                         | CDP FINANCIAL INC MTN 1.000000% 05/26/2026                                        | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   2500000 | PA      | $2495053.15   | 0.10%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 05/15/2043                                              | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1845867.20   | 0.07%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                    | GA GLOBAL FUNDING TRUST 144A 5.500000% 04/01/2032                                 | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    608000 | PA      | $605469.74    | 0.02%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555531                                                         | CUSIP: 31385XEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18728 | PA      | $19201.52     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                  | PVH CORP 5.500000% 06/13/2030                                                     | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    902000 | PA      | $914997.43    | 0.04%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4119                                                        | CUSIP: 3133KKSG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1897775 | PA      | $1556347.99   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3320000 | PA      | $2984887.50   | 0.12%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                        | SYNCHRONY FINANCIAL 4.947000% 02/25/2032                                          | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    230000 | PA      | $224707.28    | 0.01%             | 2032-02-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                     | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC USRE 2021-1 A1                           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $915600.00    | 0.04%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST                                                               | DC COMMERCIAL MORTGAGE TRUST 2023-DC DC 2023-DC A                                 | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    820000 | PA      | $837397.78    | 0.03%             | 2040-09-12      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2025-3A A1                                  | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    535000 | PA      | $532492.08    | 0.02%             | 2040-09-18      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3899                                                         | CUSIP: 3140J8KM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350958 | PA      | $336985.75    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                             | COMMONWEALTH BANK OF AUSTRALIA/NEW YORK NY 4.423000% 03/14/2028                   | CUSIP: 20271RAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    585000 | PA      | $587965.85    | 0.02%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                      | TARGA RESOURCES CORP 6.125000% 05/15/2055                                         | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    664000 | PA      | $652665.25    | 0.03%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT B                                     | CUSIP: 12654YAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    733000 | PA      | $669589.93    | 0.03%             | 2039-11-13      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2021-5 GOOD 2021-5CS B                  | CUSIP: 38237HAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1988544 | PA      | $1103044.85   | 0.04%             | 2048-10-20      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BZ4054                                                      | CUSIP: 3617QYQF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1327313 | PA      | $1081631.11   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                      | ELEVANCE HEALTH INC 4.000000% 09/15/2028                                          | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1358466.39   | 0.05%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7937                                                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    311567 | PA      | $277713.97    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                               | TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A4                                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    900000 | PA      | $910689.48    | 0.04%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 11/15/2043                                              | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5420000 | PA      | $5306942.16   | 0.21%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                      | WELLS FARGO & CO 5.375000% 11/02/2043                                             | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1475390.99   | 0.06%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                 | CNH INDUSTRIAL CAPITAL LLC 4.750000% 03/21/2028                                   | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    505000 | PA      | $507541.50    | 0.02%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2022-MN5 B1                   | CUSIP: 35563LAA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3290000 | PA      | $3786050.08   | 0.15%             | 2042-11-25      | Floating      | 13.15%                | Yes           |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE MTN VARIABLE RATE 08/16/2027             | CUSIP: Y0311ACX0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $1004514.33   | 0.04%             | 2027-08-16      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                             | FED REPUBLIC OF BRAZIL 5.500000% 02/04/2033                                       | CUSIP: 105756CP3<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1000000 | PA      | $985000.00    | 0.04%             | 2033-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST 7.000000% 10/15/2030           | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994795.40    | 0.04%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3040                                                         | CUSIP: 3140QNLW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1694475 | PA      | $1362997.69   | 0.05%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.956000% 05/13/2031                                          | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    975000 | PA      | $909898.50    | 0.04%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 06/30/2031                                              | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  17325000 | PA      | $17486745.16  | 0.68%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                            | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A3                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $291886.10    | 0.01%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-6 PAID 2025-6 D                                 | CUSIP: 69549BAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3499677 | PA      | $3476814.76   | 0.14%             | 2033-04-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     88544 | PA      | $83460.17     | 0.00%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2427923 | PA      | $2175178.46   | 0.08%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2009-11 MP                                                  | CUSIP: 31397NNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3716 | PA      | $3986.47      | 0.00%             | 2049-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AT7040                                                         | CUSIP: 3138WUZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       972 | PA      | $1006.74      | 0.00%             | 2044-09-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                        | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   2020000 | PA      | $2055477.99   | 0.08%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                        | AFFIRM MASTER TRUST AFRMT 2025-2A A                                               | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1120000 | PA      | $1123385.42   | 0.04%             | 2033-07-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-1 PAID 2025-1 D                                 | CUSIP: 69544NAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1454046 | PA      | $1457973.46   | 0.06%             | 2032-07-15      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                                     | SEMPRA 6.550000% 04/01/2055                                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2076113.07   | 0.08%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CLOUDHQ DATA CENTERS                                                                       | ISKANDAR ENTERPRISE LLC CLDHQ 2026-1A A21                                         | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1710000 | PA      | $1706638.14   | 0.07%             | 2056-04-17      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2025-P3 CRVNA 2025-P3 A3                           | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    580000 | PA      | $577717.87    | 0.02%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725019                                                         | CUSIP: 31402CPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1990 | PA      | $2031.46      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 786100                                                      | CUSIP: 3622ABUZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1380979 | PA      | $1184051.12   | 0.05%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.017000% 10/31/2038                                  | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2020932.05   | 0.08%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A3                                | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    970000 | PA      | $969869.73    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AJ7670                                                         | CUSIP: 3138E0QY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21805 | PA      | $21615.61     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2010-49 ZJ                                                  | CUSIP: 31398P5L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30353 | PA      | $30190.89     | 0.00%             | 2040-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                        | SOCIETE GENERALE SA MTN 5.250000% 02/19/2027                                      | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $201446.06    | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BH9347                                                         | CUSIP: 3140GYL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     27076 | PA      | $27897.28     | 0.00%             | 2047-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0482                                                         | CUSIP: 31418MRC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5982 | PA      | $6163.60      | 0.00%             | 2039-12-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING LP                                                                   | PK ALIFT LOAN FUNDING 7 LP PKAIR 2025-2 A                                         | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    237875 | PA      | $235309.17    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    625000 | PA      | $715089.88    | 0.03%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 0.750000% 08/26/2030           | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2178879.20   | 0.09%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | ING GROEP NV 5.420000% 03/23/2037                                                 | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |   1440000 | PA      | $1437987.46   | 0.06%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL2733                                                         | CUSIP: 3138EKBB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25514 | PA      | $26484.32     | 0.00%             | 2041-07-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                           | FIRST INVESTORS AUTO OWNER TRUST 2025-1 FIAOT 2025-1A C                           | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $724528.24    | 0.03%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                        | GS MORTGAGE-BACKED SECURITIES TRUST 2020-NQM1 GSMBS 2020-NQM1 B1                  | CUSIP: 36259WAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1120000 | PA      | $1079389.25   | 0.04%             | 2060-09-27      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 5.428000% 05/02/2029                                        | CUSIP: N/A<br>LEI: 213800A54KIUYH5YD185       | Long             | DBT              | NUSS              | XX        |   2750000 | PA      | $2815703.94   | 0.11%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5861                                                         | CUSIP: 3138ENQP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3359 | PA      | $3349.72      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SDART 2025-4 D                      | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1044942.57   | 0.04%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2024-VLT4 BX 2024-VLT4 A                                                 | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    657258 | PA      | $655203.57    | 0.03%             | 2041-06-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                         | AMERICAN HONDA FINANCE CORP 4.450000% 01/08/2031                                  | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    353000 | PA      | $347278.43    | 0.01%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91925                                                   | CUSIP: 3128P8D65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    272816 | PA      | $264645.33    | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0601                                                         | CUSIP: 31419AU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36939 | PA      | $37499.07     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01371                                                   | CUSIP: 31292HQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     27328 | PA      | $28856.47     | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                        | COMCAST CORP 4.650000% 02/15/2033                                                 | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470334.13   | 0.10%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                    | MOLINA HEALTHCARE INC 144A 6.500000% 02/15/2031                                   | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1117771.60   | 0.04%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    225000 | PA      | $216805.75    | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1415993 | PA      | $1248517.74   | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                                                    | PUBLIC SERVICE CO OF NEW HAMPSHIRE 4.400000% 07/01/2028                           | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    580000 | PA      | $581083.79    | 0.02%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SDART 2023-1 C                      | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3038014 | PA      | $3055295.08   | 0.12%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                               | HASBRO INC 4.650000% 03/12/2031                                                   | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    435000 | PA      | $431515.40    | 0.02%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1675458.02   | 0.07%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.375000% 11/27/2029                   | CUSIP: 45939E2C3<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   2125000 | PA      | $2150098.16   | 0.08%             | 2029-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07568                                                   | CUSIP: 3128M9W57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    102318 | PA      | $101678.01    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                                      | STARBUCKS CORP 4.450000% 08/15/2049                                               | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2039544.23   | 0.08%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB1842                                                         | CUSIP: 3140QMBL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1085215 | PA      | $975785.90    | 0.04%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD9791                                                        | CUSIP: 3133B72Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1603763 | PA      | $1285839.06   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2025-1A A2                                | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $246527.01    | 0.01%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| VIVINT SOLAR FINANCING V LLC                                                               | VIVINT SOLAR FINANCING V LLC VSLR 2018-1A B                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    219392 | PA      | $215707.36    | 0.01%             | 2048-04-30      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2025-2A A2                                | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4920000 | PA      | $4958953.12   | 0.19%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UEQ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    710000 | PA      | $723236.67    | 0.03%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORPORATION                                                           | KOREA ELECTRIC POWER CORP 144A VARIABLE RATE 11/12/2028                           | CUSIP: 500631BG0<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $1001730.00   | 0.04%             | 2028-11-12      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA I ISSUER LLC SNVA 2023-GRID1 1A                                    | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1004453 | PA      | $977679.46    | 0.04%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-98 BM                           | CUSIP: 38375GD24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    124201 | PA      | $126071.44    | 0.00%             | 2042-08-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 CM4722                                                      | CUSIP: 3617YQG72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2244058 | PA      | $2025076.15   | 0.08%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2002-W6 FNW 2002-W6 2A                                     | CUSIP: 31392DH70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3614 | PA      | $3626.57      | 0.00%             | 2042-06-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2025-8 AOMT 2025-8 A1                                    | CUSIP: 03466UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2676061 | PA      | $2690158.89   | 0.11%             | 2070-07-25      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0587                                                         | CUSIP: 31417YUM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     97745 | PA      | $96866.58     | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                           | ZAYO ISSUER LLC ZAYO 2025-2A A2                                                   | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1305000 | PA      | $1325451.96   | 0.05%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 CO8601                                                      | CUSIP: 3617FLRW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1075128 | PA      | $1016083.21   | 0.04%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                                 | ARES STRATEGIC INCOME FUND 5.700000% 03/15/2028                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    570000 | PA      | $570453.20    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 5.650000% 02/15/2056                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2285327.45   | 0.09%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 GCAR 2023-2A D                           | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2341000 | PA      | $2381253.50   | 0.09%             | 2029-03-15      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES DEPARTMENT OF VETERANS AFFAIRS                                               | VENDEE MORTGAGE TRUST 2011-2 VENDE 2011-2 DZ                                      | CUSIP: 92262BAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1106985 | PA      | $1032981.86   | 0.04%             | 2041-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 4.330000% 03/15/2050                                     | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1166272.72   | 0.05%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                                             | SOFI CONSUMER LOAN PROGRAM 2025-2 TRUST SCLP 2025-2 A                             | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    156734 | PA      | $157218.34    | 0.01%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995487                                                         | CUSIP: 31416B2U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16444 | PA      | $17075.50     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                         | HUNTINGTON BANCSHARES INC/OH 5.272000% 01/15/2031                                 | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    285000 | PA      | $289679.93    | 0.01%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2003-W2 FNW 2003-W2 1A3                                          | CUSIP: 31392JAD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5166 | PA      | $5391.97      | 0.00%             | 2042-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735765                                                         | CUSIP: 31402RMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5633 | PA      | $5769.89      | 0.00%             | 2034-08-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                                          | AFFIRM ASSET SECURITIZATION TRUST 2025-X1 AFFRM 2025-X1 D                         | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3200000 | PA      | $3220686.40   | 0.13%             | 2030-04-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2141                                                         | CUSIP: 31418BLX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    671000 | PA      | $659407.23    | 0.03%             | 2035-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 05/15/2054                                              | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2420000 | PA      | $2280660.95   | 0.09%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                            | MAREX GROUP PLC 6.404000% 11/04/2029                                              | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    542000 | PA      | $558574.99    | 0.02%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                | ILLINOIS ST STATE OF ILLINOIS                                                     | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1614216 | PA      | $1639568.88   | 0.06%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01767                                                   | CUSIP: 31283H6C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     37558 | PA      | $39077.08     | 0.00%             | 2032-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 5.778000% 07/06/2029                                   | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1026858.95   | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3728                                               | CUSIP: 31326JD98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26678 | PA      | $27561.42     | 0.00%             | 2044-12-01      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 12/31/2032                                              | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4670000 | PA      | $4585173.84   | 0.18%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C WOART 2025-C A3                          | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1060000 | PA      | $1056657.93   | 0.04%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| COLUMBUS-FRANKLIN CNTY OHIO FIN AUTH MULTIFAMILY HSG REV                                   | COLUMBUS-FRANKLIN CNTY OH FIN COLUMBUS-FRANKLIN COUNTY FINANCE AUTHORITY          | CUSIP: 19910XAV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $698284.93    | 0.03%             | 2030-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ9262                                                         | CUSIP: 3140HBJG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    215568 | PA      | $211557.86    | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 976853                                                         | CUSIP: 31414UWN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1686 | PA      | $1695.63      | 0.00%             | 2029-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SDART 2025-4 A3                     | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    595000 | PA      | $594690.24    | 0.02%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 3.500000% 04/19/2032                                          | CUSIP: C68012AF7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $4757872.35   | 0.19%             | 2032-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD2282                                                        | CUSIP: 3132DPRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1103536 | PA      | $1014725.99   | 0.04%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |      3441 | PA      | $3440.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRIPS FHS 299 F1                                                     | CUSIP: 3132HTKA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106208 | PA      | $104943.85    | 0.00%             | 2043-01-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                          | MORGAN STANLEY PRIVATE BANK NA 4.465000% 11/19/2031                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1637279.38   | 0.06%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS4140                                                         | CUSIP: 3140XKS68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2526916 | PA      | $2247093.36   | 0.09%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4514                                                         | CUSIP: 31418EAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1659032 | PA      | $1520586.28   | 0.06%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LIMITED PARTNERSHIP                                                          | ERP OPERATING LP 4.150000% 12/01/2028                                             | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3652670.00   | 0.14%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2044                                              | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7900000 | PA      | $7107222.68   | 0.28%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 1.500000% 09/18/2030                                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2202072.40   | 0.09%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2025-C39 BBCMS 2025-C39 C                                    | CUSIP: 05556YAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1825000 | PA      | $1788720.28   | 0.07%             | 2058-12-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2026-1 GCAR 2026-1A D                           | CUSIP: 36274AAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4800000 | PA      | $4770380.16   | 0.19%             | 2031-12-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                       | JACKSON NATIONAL LIFE GLOBAL FUNDING 144A 4.700000% 06/05/2028                    | CUSIP: 46849CJP7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    946000 | PA      | $944853.74    | 0.04%             | 2028-06-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9063                                                         | CUSIP: 3138ERB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223124 | PA      | $220302.38    | 0.01%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC S.A.                                                                      | INVERSIONES CMPC SA 144A 6.125000% 06/23/2033                                     | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | NUSS              | CL        |   1060000 | PA      | $1069675.68   | 0.04%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7829                                                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1218115 | PA      | $1111780.46   | 0.04%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                                              | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM TCO 2024-DPM A                             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    510000 | PA      | $510000.00    | 0.02%             | 2039-12-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 4.375000% 02/28/2034                              | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2513923.28   | 0.10%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $1855096.32   | 0.07%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8140                                                        | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2990324 | PA      | $2412967.60   | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE, INC.                                                       | BAIN CAPITAL SPECIALTY FINANCE INC 5.950000% 03/01/2031                           | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    548000 | PA      | $530988.29    | 0.02%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                         | NLG GLOBAL FUNDING 144A 5.400000% 01/23/2030                                      | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316578.86    | 0.01%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NXPA RE-REMIC TRUST                                                                        | NXPA RE-REMIC TRUST 2026-FRR1 NXPA 2026-FRR1 A                                    | CUSIP: 62957WAA0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4170000 | PA      | $3999776.43   | 0.16%             | 2049-12-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL9128                                                         | CUSIP: 3138EREA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43111 | PA      | $42824.79     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1805000 | PA      | $1165141.60   | 0.05%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                     | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2025-BMS A               | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    840000 | PA      | $838950.00    | 0.03%             | 2042-01-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM1769                                                         | CUSIP: 3140X46F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64300 | PA      | $63611.89     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8108                                                        | CUSIP: 3132DWAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1450750 | PA      | $1281592.84   | 0.05%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE WESTERN UNION COMPANY                                                                  | WESTERN UNION CO/THE 4.750000% 06/15/2029                                         | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    645000 | PA      | $640757.30    | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE GROUP PLC                                             | CALIFORNIA BUYER LTD / ATLANTICA SUSTAINABLE INFRA 6.375000% 02/15/2032           | CUSIP: 13005HAA8<br>LEI: 254900V5SMQ1UP1CLC26 | Long             | DBT              | NUSS              | GB        |   1675000 | PA      | $1664694.73   | 0.07%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0634                                                         | CUSIP: 31417YV46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3659 | PA      | $3658.99      | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR WA2804                                                        | CUSIP: 3132WWKS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    819944 | PA      | $794177.50    | 0.03%             | 2042-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                                                  | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-1 GOOD 2023-1GS A                  | CUSIP: 38237VAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1395422 | PA      | $1294736.42   | 0.05%             | 2055-02-22      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST                                                 | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1 ESART 2025-1 A3                 | CUSIP: 30185AAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210000 | PA      | $210914.21    | 0.01%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC/IHOP FUNDING LLC                                                    | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC DIN 2025-1A A2                          | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1895000 | PA      | $1899000.35   | 0.07%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND, L.P.                                                | PROLOGIS TARGETED US LOGISTICS FUND LP 144A 4.625000% 03/15/2033                  | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1341765.89   | 0.05%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 938012                                                         | CUSIP: 31412XR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15215 | PA      | $15915.06     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                         | LPL HOLDINGS INC 5.150000% 06/15/2030                                             | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588992.07    | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                                                      | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1363208.86   | 0.05%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3019                                                        | CUSIP: 3133KJK84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    721578 | PA      | $616902.78    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4184                                                         | CUSIP: 3140X7UJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1154370 | PA      | $990511.06    | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1626                                                         | CUSIP: 3140XGYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3938785 | PA      | $3357985.91   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4440 ZD                                                    | CUSIP: 3137BGGC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2875661 | PA      | $2565373.01   | 0.10%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 787155                                                      | CUSIP: 3622ACZU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1641101 | PA      | $1704438.09   | 0.07%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8267                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1712538 | PA      | $1615884.60   | 0.06%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1141332.95   | 0.04%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 04/30/2032                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2080000 | PA      | $2065781.24   | 0.08%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $1560618.04   | 0.06%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS INC.                                                                | METHANEX US OPERATIONS INC 144A 6.250000% 03/15/2032                              | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $658542.72    | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0160                                                         | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    706481 | PA      | $699875.81    | 0.03%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP.                                                          | BLUE OWL TECHNOLOGY FINANCE CORP 6.750000% 04/04/2029                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    585000 | PA      | $586361.93    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M2                        | CUSIP: 35564KP94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4740000 | PA      | $5065875.00   | 0.20%             | 2043-03-25      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KSJ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2499449.00   | 0.10%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5145                                                         | CUSIP: 3138EMWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30476 | PA      | $29898.65     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                          | MARYLAND ST ECON DEV CORP MARYLAND ECONOMIC DEVELOPMENT CORP                      | CUSIP: 574205JJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $478859.05    | 0.02%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                                 | HPS CORPORATE LENDING FUND 5.450000% 01/14/2028                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    857000 | PA      | $854531.43    | 0.03%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91769                                                   | CUSIP: 3128P76E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     38378 | PA      | $37816.15     | 0.00%             | 2034-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN VARIABLE RATE 03/31/2028       | CUSIP: 459058KR3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $983168.00    | 0.04%             | 2028-03-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                                          | CONTOURGLOBAL POWER HOLDINGS SA 144A 6.750000% 02/28/2030                         | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | NUSS              | GB        |    500000 | PA      | $507500.00    | 0.02%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                             | JEFFERIES FINANCIAL GROUP INC 5.500000% 02/15/2036                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    465000 | PA      | $447520.10    | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3381                                                         | CUSIP: 3140XJXK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1100579 | PA      | $928151.54    | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                   | ROPER TECHNOLOGIES INC 4.250000% 09/15/2028                                       | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322616.12    | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 840286                                               | CUSIP: 31347AJ70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10052 | PA      | $10409.72     | 0.00%             | 2046-05-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2026-1 VERUS 2026-1 A3                                 | CUSIP: 92541JAM3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3174953 | PA      | $3162626.42   | 0.12%             | 2071-01-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025- ACAR 2025-4 D                  | CUSIP: 024948AG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3980000 | PA      | $3974918.34   | 0.16%             | 2031-09-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-2 ZK                                                   | CUSIP: 31358S6H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15126 | PA      | $15496.61     | 0.00%             | 2031-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OWN EQUIPMENT FUND                                                                         | OWN EQUIPMENT FUND I LLC EQS 2024-2M A                                            | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    682531 | PA      | $685411.63    | 0.03%             | 2032-12-20      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                      | GENUINE PARTS CO 4.950000% 08/15/2029                                             | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    830000 | PA      | $828914.43    | 0.03%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING III LLC HERTZ 2023-2A A                                   | CUSIP: 42806MBW8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $2038524.00   | 0.08%             | 2029-09-25      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                    | GA GLOBAL FUNDING TRUST 144A 4.400000% 09/23/2027                                 | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556881.48    | 0.02%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 SDART 2024-4 A3                     | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2036 | PA      | $2039.70      | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                               | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1422237.59   | 0.06%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                               | MID-AMERICA APARTMENTS LP 4.650000% 01/15/2033                                    | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1164244.24   | 0.05%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB0469                                                         | CUSIP: 3140QKQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    717533 | PA      | $644657.79    | 0.03%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC 3.935000% 12/07/2049                                     | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $788342.76    | 0.03%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 2.750000% 02/01/2032                                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2224491.93   | 0.09%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                          | SYSCO CORP 2.400000% 02/15/2030                                                   | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2303031.43   | 0.09%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                         | HAT HOLDINGS I LLC / HAT HOLDINGS II LLC 144A 3.750000% 09/15/2030                | CUSIP: 418751AD5<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $925362.13    | 0.04%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA1814                                                         | CUSIP: 31418BAQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    146745 | PA      | $144539.17    | 0.01%             | 2034-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORPORATION                                                              | SUMISHO AIR LEASE CORP 144A 4.500000% 03/24/2029                                  | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1919409.52   | 0.07%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUEPEAK FIBER                                                                             | BLUEPEAK ABS ISSUER LLC BPEAK 2025-1A A2                                          | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1575000 | PA      | $1592665.83   | 0.06%             | 2055-12-20      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                       | BACARDI-MARTINI BV 144A 5.550000% 02/01/2030                                      | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | NUSS              | BM        |   1080000 | PA      | $1101372.71   | 0.04%             | 2030-02-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BV3091                                                         | CUSIP: 3140MGNH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1385035 | PA      | $1179218.30   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CONSUMER PORTFOLIO SERVICES AUTO TRUST 2025-B CPS 2025-B D                        | CUSIP: 12630SAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2505000 | PA      | $2528754.41   | 0.10%             | 2031-07-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.148000% 01/21/2029                                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $2093126.51   | 0.08%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 3.950000% 08/01/2047                                        | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1940898.78   | 0.08%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7665000 | PA      | $7229053.13   | 0.28%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY, INCORPORATED                                                          | MCCORMICK & CO INC/MD 4.150000% 02/15/2029                                        | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    395000 | PA      | $391247.91    | 0.02%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02385                                                   | CUSIP: 3128LXUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17004 | PA      | $17849.14     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   9061908 | PA      | $9061908.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7420                                                      | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1192354 | PA      | $1091033.76   | 0.04%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REACH ABS TRUST                                                                            | REACH ABS TRUST 2026-1 REACH 2026-1A A                                            | CUSIP: 75526XAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    339371 | PA      | $339260.65    | 0.01%             | 2033-02-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0366                                                      | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8219524 | PA      | $8292924.09   | 0.32%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-142 KI                          | CUSIP: 38379QWD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1591461 | PA      | $254588.02    | 0.01%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024- ACAR 2024-1 D                  | CUSIP: 02531AAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4560000 | PA      | $4609079.28   | 0.18%             | 2030-05-13      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                             | HYUNDAI AUTO RECEIVABLES TRUST 2025-B HART 2025-B A3                              | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    360000 | PA      | $361274.62    | 0.01%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09070                                                   | CUSIP: 3128UNCF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       941 | PA      | $978.06       | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 02/15/2029                          | CUSIP: 4581X0EC8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2501500.00   | 0.10%             | 2029-02-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2026-4 VERUS 2026-4 A3                                 | CUSIP: 924936AL1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4205000 | PA      | $4194952.15   | 0.16%             | 2071-04-25      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-21 MT                                                  | CUSIP: 31396P3S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2333 | PA      | $2382.97      | 0.00%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                                      | TOPAZ SOLAR FARMS LLC 144A 5.750000% 09/30/2039                                   | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4916854 | PA      | $4906921.95   | 0.19%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 2.150000% 10/01/2031                      | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3266034.29   | 0.13%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                   | EASTMAN CHEMICAL CO 4.500000% 02/20/2031                                          | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1483568.64   | 0.06%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2025-2A A                          | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550000 | PA      | $557529.23    | 0.02%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                            | HERTZ VEHICLE FINANCING III LLC HERTZ 2024-1A A                                   | CUSIP: 42806MCK3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1115000 | PA      | $1129037.85   | 0.04%             | 2029-01-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                   | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                    | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680000 | PA      | $677504.94    | 0.03%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                           | NRG ENERGY INC 144A 7.000000% 03/15/2033                                          | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3407892.35   | 0.13%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3088                                                         | CUSIP: 3140XJNE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1392478 | PA      | $1256885.61   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2 EART 2026-2A A3                        | CUSIP: 30166WAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    560000 | PA      | $561587.71    | 0.02%             | 2030-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AO4105                                                         | CUSIP: 3138LUR31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4392 | PA      | $4526.03      | 0.00%             | 2042-06-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                            | CAIXABANK SA 144A 4.885000% 07/03/2031                                            | CUSIP: 12803RAL8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | NUSS              | ES        |    845000 | PA      | $846166.52    | 0.03%             | 2031-07-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                               | SANTANDER HOLDINGS USA INC 5.353000% 09/06/2030                                   | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2147433.26   | 0.08%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                                        | OMERS FINANCE TRUST 144A 4.000000% 04/19/2052                                     | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |   3345000 | PA      | $2616145.47   | 0.10%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7828                                                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2576655 | PA      | $2297830.20   | 0.09%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.500000% 02/15/2044                                              | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13528000 | PA      | $12827291.81  | 0.50%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                     | KYNDRYL HOLDINGS INC 6.350000% 02/20/2034                                         | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1456637.76   | 0.06%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1571                                                         | CUSIP: 3140XGW96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1185257 | PA      | $953702.46    | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Development Association                                                      | INTERNATIONAL DEVELOPMENT ASSOCIATION 144A 4.500000% 02/12/2035                   | CUSIP: 45939E2D1<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | NUSS              | XX        |   1425000 | PA      | $1436154.93   | 0.06%             | 2035-02-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.050000% 08/15/2035                      | CUSIP: 649840CX1<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1381456.45   | 0.05%             | 2035-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                                     | ROCKET COS INC 144A 6.500000% 08/01/2029                                          | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $451279.23    | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY                                                            | SAN FRANCISCO CA CITY & CNTY CITY & COUNTY OF SAN FRANCISCO CA                    | CUSIP: 79773KPV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1539143.40   | 0.06%             | 2045-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 3.875000% 03/16/2029                              | CUSIP: 034863BB5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    420000 | PA      | $412505.44    | 0.02%             | 2029-03-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                | PROTECTIVE LIFE CORP 144A 4.700000% 01/15/2031                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $614541.54    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS, INC.                                                           | OMEGA HEALTHCARE INVESTORS INC 5.200000% 07/01/2030                               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906796.61    | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD9135                                                         | CUSIP: 31418XEH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      9724 | PA      | $9851.44      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H22 FH                          | CUSIP: 38375UY20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    344052 | PA      | $345691.15    | 0.01%             | 2067-11-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G04710                                                   | CUSIP: 3128M6R75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6725 | PA      | $7041.53      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                              | ALIMENTATION COUCHE-TARD INC 144A 3.625000% 05/13/2051                            | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $3492221.30   | 0.14%             | 2051-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                   | SVENSKA HANDELSBANKEN AB 144A 4.375000% 05/23/2028                                | CUSIP: 86959LAS2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | NUSS              | SE        |   1075000 | PA      | $1077641.78   | 0.04%             | 2028-05-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY LTD                                                                 | FORTESCUE TREASURY PTY LTD 144A 6.125000% 04/15/2032                              | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | NUSS              | AU        |   2500000 | PA      | $2583510.73   | 0.10%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91746                                                   | CUSIP: 3128P75F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11311 | PA      | $11331.95     | 0.00%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8044                                                        | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4633908 | PA      | $4098753.87   | 0.16%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB3332                                                         | CUSIP: 3140QNV25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5881104 | PA      | $5419322.73   | 0.21%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-3 A3                | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $370987.49    | 0.01%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                               | NORFOLK SOUTHERN CORP 2.300000% 05/15/2031                                        | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3148998.93   | 0.12%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.808000% 09/13/2029                                            | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   3355000 | PA      | $3447923.23   | 0.13%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT LEASING 2025-1 LLC SCFET 2025-1A A3                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    615000 | PA      | $622816.47    | 0.02%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT FUND                                                              | OAKTREE STRATEGIC CREDIT FUND 8.400000% 11/14/2028                                | CUSIP: 67403AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1554804.63   | 0.06%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.625000% 10/31/2030                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  49880000 | PA      | $49106470.44  | 1.92%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FRETE TRUST                                                                                | FRETE 2021-ML12 TRUST FREDDIE MAC MULTIFAMILY ML CERTIFICATES                     | CUSIP: 35833TAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9630044 | PA      | $837117.54    | 0.03%             | 2041-07-25      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.250000% 05/15/2050                                              | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17155000 | PA      | $8044086.72   | 0.31%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G60153                                                   | CUSIP: 31335AE20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     18339 | PA      | $18041.61     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                    | DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A 4.650000% 10/12/2030                 | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | DE        |    905000 | PA      | $900277.87    | 0.04%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 5.150000% 06/01/2029                                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    795000 | PA      | $804391.41    | 0.03%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 WLAKE 2023-2A D                      | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2340000 | PA      | $2370843.77   | 0.09%             | 2028-11-15      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351RH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2406802.00   | 0.09%             | 2042-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                          | BLACKSTONE REG FINANCE CO LLC 4.950000% 02/15/2036                                | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728889.44    | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2006-20F 1                       | CUSIP: 83162CQH9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |        80 | PA      | $80.45        | 0.00%             | 2026-06-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9726                                                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4367367 | PA      | $4475765.50   | 0.17%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                    | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A3                                    | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $286074.25    | 0.01%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 1.000000% 05/28/2030                          | CUSIP: 63983TBU8<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |   2500000 | PA      | $2214025.75   | 0.09%             | 2030-05-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T3 FNGT 2001-T3 A1                                  | CUSIP: 31358S7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5161 | PA      | $5190.60      | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01437                                                   | CUSIP: 31292HS21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3315 | PA      | $3500.40      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 05/15/2044                                              | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19110000 | PA      | $18382924.12  | 0.72%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVANGRID, INC.                                                                             | AVANGRID INC 3.800000% 06/01/2029                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2438444.30   | 0.10%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4157                                                         | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1566730 | PA      | $1206484.85   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT TRUST 2025-4 PAID 2025-4 D                                         | CUSIP: 69547DAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2894897 | PA      | $2909445.14   | 0.11%             | 2033-01-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                | EXTENDED STAY AMERICA TRUST 2025-ESH ESA 2025-ESH A                               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    216705 | PA      | $216974.80    | 0.01%             | 2042-10-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7650                                                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1485542 | PA      | $1324175.34   | 0.05%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 6.250000% 04/16/2054                                      | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2005352.88   | 0.08%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H01774                                                   | CUSIP: 3128MT6K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5915 | PA      | $6099.44      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                        | KINETIK HOLDINGS LP 144A 6.625000% 12/15/2028                                     | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $622215.86    | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC.                                                                         | OMNICOM GROUP INC 5.000000% 06/02/2033                                            | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    630000 | PA      | $618073.82    | 0.02%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS, INC.                                                                    | ARROW ELECTRONICS INC 5.150000% 08/21/2029                                        | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    845000 | PA      | $854009.79    | 0.03%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMETLERI ANONIM SIRKETI                                                | TURKCELL ILETISIM HIZMETLERI AS 144A 7.650000% 01/24/2032                         | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | NUSS              | TR        |   1025000 | PA      | $1070434.15   | 0.04%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: —       |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2023-B SMB 2023-B A1A                            | CUSIP: 78449HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1070279 | PA      | $1068973.55   | 0.04%             | 2056-10-16      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                           | NEDERLANDSE WATERSCHAPSBANK NV 144A 4.375000% 02/28/2029                          | CUSIP: 63983TEJ0<br>LEI: JLP5FSPH9WPSHY3NIM24 | Long             | DBT              | NUSS              | NL        |    500000 | PA      | $504890.00    | 0.02%             | 2029-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                         | CREDIT AGRICOLE SA 144A 4.656000% 01/12/2032                                      | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   1955000 | PA      | $1930342.97   | 0.08%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A D                                  | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2155000 | PA      | $2190560.09   | 0.09%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745329                                                         | CUSIP: 31403DA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2754 | PA      | $2859.49      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.750000% 01/31/2031                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3536000 | PA      | $3495667.50   | 0.14%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 2.875000% 10/15/2049                                                  | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3223318.40   | 0.13%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE, INC.                                                       | BAIN CAPITAL SPECIALTY FINANCE INC 5.950000% 03/15/2030                           | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343085.08    | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 5.294000% 07/22/2035                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1218334.33   | 0.05%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8199                                                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2591105 | PA      | $2362898.02   | 0.09%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                  | SCF EQUIPMENT LEASING 2025-2 LLC SCFET 2025-2A A3                                 | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    920000 | PA      | $913959.83    | 0.04%             | 2036-06-20      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0093                                                      | CUSIP: 3618N5C72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5091130 | PA      | $5206706.90   | 0.20%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 3.550000% MATURITY: PERPETUAL                                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    675000 | PA      | $668616.12    | 0.03%             | 2174-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-4 GCAR 2025-4A A3                          | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280000 | PA      | $279989.89    | 0.01%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UCY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1740000 | PA      | $1813875.88   | 0.07%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.625000% 07/15/2027                          | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100346.12    | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORPORATION                                                             | MANULIFE FINANCIAL CORP 4.986000% 12/11/2035                                      | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | NUSS              | CA        |    835000 | PA      | $821540.64    | 0.03%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                              | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD C                           | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    870000 | PA      | $876133.15    | 0.03%             | 2042-10-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                    | MPLX LP 5.500000% 02/15/2049                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2131944.89   | 0.08%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                                             | PROLOGIS LP 4.900000% 06/15/2036                                                  | CUSIP: 74340XCV1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    840000 | PA      | $820698.28    | 0.03%             | 2036-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM7080                                                         | CUSIP: 3140JB2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2706986 | PA      | $2655693.89   | 0.10%             | 2052-10-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 08/15/2034                                              | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  80830000 | PA      | $78436673.81  | 3.06%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| THE MOSAIC COMPANY                                                                         | MOSAIC CO/THE 4.350000% 01/15/2029                                                | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    381000 | PA      | $378851.68    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01976                                                   | CUSIP: 3128LXFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5883 | PA      | $6064.83      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3465000 | PA      | $2146405.06   | 0.08%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7455000 | PA      | $6456437.71   | 0.25%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 M1                                 | CUSIP: 92538HAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1003141.02   | 0.04%             | 2066-07-25      | Floating      | 2.19%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                 | VMED O2 UK FINANCING I PLC 144A 6.750000% 01/15/2033                              | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |   1960000 | PA      | $1791611.89   | 0.07%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 745603                                                         | CUSIP: 31403DKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15409 | PA      | $15863.70     | 0.00%             | 2035-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3382                                                         | CUSIP: 3140XJXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1516038 | PA      | $1223867.22   | 0.05%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                       | SOMPO HOLDINGS INC 144A 5.411000% 04/22/2037                                      | CUSIP: 83540JAA9<br>LEI: 353800CWW4SRGEYEB512 | Long             | DBT              | NUSS              | JP        |    885000 | PA      | $870921.15    | 0.03%             | 2037-04-22      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EBAY INC.                                                                                  | EBAY INC 4.250000% 03/06/2029                                                     | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    725000 | PA      | $721821.07    | 0.03%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 CAALT 2024-3A A                          | CUSIP: 22535LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2275000 | PA      | $2278967.83   | 0.09%             | 2034-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                    | KEYCORP MTN 2.250000% 04/06/2027                                                  | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4778157.32   | 0.19%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2023-C19 BBCMS 2023-C19 C                                    | CUSIP: 05553RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    540000 | PA      | $505451.56    | 0.02%             | 2056-04-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SHENTEL ISSUER, LLC                                                                        | SHENTEL ISSUER LLC SHENTL 2025-1A A2                                              | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1140000 | PA      | $1152427.48   | 0.05%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                             | BNP PARIBAS SA 144A 5.176000% 01/09/2030                                          | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1465000 | PA      | $1486011.15   | 0.06%             | 2030-01-09      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                  | REALTY INCOME CORP 4.750000% 04/15/2033                                           | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    730000 | PA      | $721055.40    | 0.03%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.927000% 05/10/2028                                   | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677945.66    | 0.03%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 5.125000% 09/18/2035                                      | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   1075000 | PA      | $1047038.23   | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-3 VERUS 2025-3 A1                                 | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    989435 | PA      | $996871.20    | 0.04%             | 2070-05-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20D 1                       | CUSIP: 83162CQY2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       756 | PA      | $758.77       | 0.00%             | 2027-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2051                                              | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $178242.19    | 0.01%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AB1763                                                         | CUSIP: 31416W5Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71577 | PA      | $70918.71     | 0.00%             | 2030-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 WLAKE 2025-2A A3                     | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $285885.52    | 0.01%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL WIND, LLC                                                                      | CONTINENTAL WIND LLC 144A 6.000000% 02/28/2033                                    | CUSIP: 212168AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1997466 | PA      | $2027441.15   | 0.08%             | 2033-02-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6417                                                         | CUSIP: 3140QEDX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    887010 | PA      | $790170.58    | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORPORATION                                                                         | HEXCEL CORP 4.900000% 05/15/2031                                                  | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390231.34    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 3.500000% 09/18/2029                                     | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   1000000 | PA      | $984639.77    | 0.04%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.950000% 01/15/2028                             | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    709000 | PA      | $711549.37    | 0.03%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UGL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1185438.00   | 0.05%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                       | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    745000 | PA      | $684848.71    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOW INCOME INVESTMENT FUND                                                                 | LOW INCOME INVESTMENT FUND 3.711000% 07/01/2029                                   | CUSIP: 54750AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2430615.40   | 0.09%             | 2029-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                 | ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034                              | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   1765000 | PA      | $1820994.31   | 0.07%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SAN JOSE CALIF FING AUTH LEASE REV                                                         | SAN JOSE CA FING AUTH LEASE RE SAN JOSE FINANCING AUTHORITY                       | CUSIP: 798153QF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $482699.30    | 0.02%             | 2037-05-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2026-1A A22                               | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1170000 | PA      | $1163101.10   | 0.05%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Citibank National Association                                                              | CITIBANK NA 4.876000% 11/19/2027                                                  | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4013567.76   | 0.16%             | 2027-11-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RB5145                                                        | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1410748 | PA      | $1219780.87   | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2021-OVA SLG 2021-OVA C                                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2500000 | PA      | $2212460.75   | 0.09%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 01/31/2028                                          | CUSIP: 91282CPX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  34590000 | PA      | $34592492.90  | 1.35%             | 2028-01-31      | Floating      | 3.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4877                                                         | CUSIP: 3140X8M38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4350654 | PA      | $3730128.65   | 0.15%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 6.700000% 02/04/2056                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1207299.12   | 0.05%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07598                                                   | CUSIP: 3128M9X31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6715 | PA      | $6673.18      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                               | FORD CREDIT AUTO OWNER TRUST 2024-B FORDO 2024-B A3                               | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    974186 | PA      | $981492.50    | 0.04%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                             | SOFTBANK CORP 144A 4.699000% 07/09/2030                                           | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | NUSS              | JP        |    612000 | PA      | $608351.18    | 0.02%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BF0045                                                         | CUSIP: 3140FXBP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    276938 | PA      | $267501.70    | 0.01%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY UNLIMITED COMPANY                                                   | SMURFIT KAPPA TREASURY ULC 5.438000% 04/03/2034                                   | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | NUSS              | IE        |   2250000 | PA      | $2287981.58   | 0.09%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BRCK TRUST                                                                                 | BRCK TRUST 2025-830B BRCK 2025-830B B                                             | CUSIP: 10635AAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2970000 | PA      | $2962370.07   | 0.12%             | 2042-12-10      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                | INTERNATIONAL BUSINESS MACHINES CORP 5.800000% 02/03/2056                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2483455.69   | 0.10%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2000-T6 FNGT 2000-T6 A1                                  | CUSIP: 31358SR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10063 | PA      | $10055.43     | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4831                                                         | CUSIP: 3138EMLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6448 | PA      | $6676.51      | 0.00%             | 2044-02-01      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545996                                                         | CUSIP: 31385JRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31653 | PA      | $33390.10     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 5.748000% 07/06/2034                                   | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |   1650000 | PA      | $1717902.45   | 0.07%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 5.000000% 06/04/2028                                  | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317806.18    | 0.01%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE ROCKEFELLER FOUNDATION                                                                 | ROCKEFELLER FOUNDATION/THE 2.492000% 10/01/2050                                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1203367.90   | 0.05%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 03/31/2031                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    676000 | PA      | $671510.94    | 0.03%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7938                                                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1586222 | PA      | $1447014.04   | 0.06%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2025-1 LADAR 2025-1A A3                                | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    910000 | PA      | $912817.63    | 0.04%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2024-9 VERUS 2024-9 M1                                 | CUSIP: 92540RAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1820000 | PA      | $1824764.40   | 0.07%             | 2069-11-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01376                                                   | CUSIP: 31292HQ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1396 | PA      | $1473.79      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5705000 | PA      | $5585551.56   | 0.22%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                                                     | STELLANTIS FINANCIAL SERVICES US CORP 144A 4.950000% 09/15/2028                   | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1255492.63   | 0.05%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849526                                               | CUSIP: 31300MSP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    182630 | PA      | $189184.06    | 0.01%             | 2044-08-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| SOLAR STAR FUNDING, LLC                                                                    | SOLAR STAR FUNDING LLC 144A 3.950000% 06/30/2035                                  | CUSIP: 83416WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788659 | PA      | $746666.63    | 0.03%             | 2035-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 STACR 2023-DNA2 M1A                       | CUSIP: 35564KT58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1131882 | PA      | $1145974.49   | 0.04%             | 2043-04-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1425014 | PA      | $1147442.68   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2957 VZ                                                    | CUSIP: 31395TLJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     25482 | PA      | $25736.27     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                    | MSD INVESTMENT CORP 6.250000% 05/31/2030                                          | CUSIP: 55354LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $267152.00    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    565000 | PA      | $526075.46    | 0.02%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2026-1 GCAR 2026-1A A3                          | CUSIP: 36274AAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $333666.53    | 0.01%             | 2029-11-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP 5.518000% 10/25/2035                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2070258.89   | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| The Norinchukin Bank                                                                       | NORINCHUKIN BANK/THE 144A 5.356000% 03/10/2036                                    | CUSIP: 656029AS4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | NUSS              | JP        |    776000 | PA      | $771179.50    | 0.03%             | 2036-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB2545                                                         | CUSIP: 3140QMZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2452022 | PA      | $2148572.40   | 0.08%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.230000% 01/15/2031                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $864091.18    | 0.03%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AI8716                                                         | CUSIP: 3138ANVJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11159 | PA      | $11052.14     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                            | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7 BRAVO 2024-NQM7 M1                      | CUSIP: 105698AF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3060000 | PA      | $3090296.14   | 0.12%             | 2064-10-27      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 7.625000% 10/15/2026                                          | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76179.41     | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.550000% 03/22/2051                                   | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    895000 | PA      | $623551.19    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8489                                                         | CUSIP: 3138ETNF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16025 | PA      | $16651.26     | 0.00%             | 2046-05-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Banque africaine de developpement                                                          | AFRICAN DEVELOPMENT BANK 4.125000% 02/25/2027                                     | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2503702.10   | 0.10%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 4.493000% 01/16/2032                                               | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    947000 | PA      | $931720.53    | 0.04%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $118281.86    | 0.00%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QA7075                                                        | CUSIP: 3133A12G6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1252302 | PA      | $1118412.28   | 0.04%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-57 1A2                    | CUSIP: 31394JD95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15764 | PA      | $16534.23     | 0.00%             | 2043-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                   | ANGEL OAK MORTGAGE TRUST 2025-7 AOMT 2025-7 A1                                    | CUSIP: 03466TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6058352 | PA      | $6087583.92   | 0.24%             | 2070-06-25      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01768                                                   | CUSIP: 31283H6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       919 | PA      | $953.83       | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUST                                        | UNION PACIFIC RAILROAD CO 2007-3 PASS THROUGH TRUS 6.176000% 01/02/2031           | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5608 | PA      | $5828.94      | 0.00%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849625                                               | CUSIP: 31300MVS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9465 | PA      | $9814.92      | 0.00%             | 2045-01-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank                                                       | ASIAN INFRASTRUCTURE INVESTMENT BANK/THE 4.500000% 01/16/2030                     | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   1200000 | PA      | $1221221.71   | 0.05%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 2.250000% 10/01/2030                            | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89700.88     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                 | JP MORGAN MORTGAGE TRUST SERIES 2026-ACES1 JPMMT 2026-ACES1 A2                    | CUSIP: 46664MAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1610000 | PA      | $1591219.67   | 0.06%             | 2066-04-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8617                                                         | CUSIP: 3140XCSF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1372840 | PA      | $1120302.34   | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8268                                                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    844592 | PA      | $820835.40    | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1919                                                        | CUSIP: 3132DPDY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1063547 | PA      | $946034.21    | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2025-3 GSAR 2025-3A A2                          | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    298909 | PA      | $299047.47    | 0.01%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0250                                                         | CUSIP: 31418MH47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85328 | PA      | $87518.87     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                           | AMERICAN NATIONAL GLOBAL FUNDING MTN 5.250000% 06/03/2030                         | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    575000 | PA      | $575565.81    | 0.02%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H02 FB                          | CUSIP: 38380LT78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    450747 | PA      | $449482.19    | 0.02%             | 2070-01-20      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                                     | GENERAL MOTORS CO 5.625000% 04/15/2030                                            | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    597000 | PA      | $614648.17    | 0.02%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BK7907                                                         | CUSIP: 3140HMYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    149210 | PA      | $154680.71    | 0.01%             | 2048-11-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                   | COX COMMUNICATIONS INC 144A 5.950000% 09/01/2054                                  | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1197304.45   | 0.05%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                   | MINNESOTA ST HSG FIN AGY MINNESOTA HOUSING FINANCE AGENCY                         | CUSIP: 60416UGK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1391413.80   | 0.05%             | 2049-08-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09069                                                   | CUSIP: 3128UNCE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3147 | PA      | $3236.36      | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-HQA2 STACR 2022-HQA2 M2                        | CUSIP: 35564KB65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2090000 | PA      | $2208134.95   | 0.09%             | 2042-07-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2026-1A A                          | CUSIP: 05377RLL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    425000 | PA      | $420707.84    | 0.02%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                   | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.350000% 04/01/2051                      | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1774288.36   | 0.07%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G02033                                                   | CUSIP: 3128LXHJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    104495 | PA      | $110341.27    | 0.00%             | 2032-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PTCM RE-REMIC TRUST                                                                        | PTCM RE-REMIC TRUST 2026-FRR1 PTCM 2026-FRR1 A169                                 | CUSIP: 69384CAS3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $706166.15    | 0.03%             | 2062-03-25      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7648                                                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1430458 | PA      | $1177425.19   | 0.05%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2558                                               | CUSIP: 31326GZX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       679 | PA      | $699.20       | 0.00%             | 2044-05-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8191                                                        | CUSIP: 3132DWC43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1299283 | PA      | $1187462.24   | 0.05%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC 5.125000% 03/01/2052                                     | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3167565.70   | 0.12%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                            | WESTERN-SOUTHERN GLOBAL FUNDING 144A 4.700000% 12/10/2032                         | CUSIP: 95954A2C6<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1411083.78   | 0.06%             | 2032-12-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 08/15/2053                                              | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7457000 | PA      | $6465452.03   | 0.25%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER II LLC CMPDC 2024-2A A1                                | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    290000 | PA      | $289687.64    | 0.01%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                                             | INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA INT 2025-PLAZA A                         | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $799195.04    | 0.03%             | 2037-11-05      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 11/15/2031                                              | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13895000 | PA      | $12029487.73  | 0.47%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 1Q1467                                               | CUSIP: 3128S5TY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     36404 | PA      | $37621.63     | 0.00%             | 2039-11-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.000000% 08/15/2052                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4522000 | PA      | $3176528.37   | 0.12%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6625000 | PA      | $6567031.25   | 0.26%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139X83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $1057212.10   | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888956                                                         | CUSIP: 31410GTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3312 | PA      | $3390.36      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                           | AUTONATION INC 4.450000% 01/15/2029                                               | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    637000 | PA      | $631955.06    | 0.02%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.375000% 07/01/2034                    | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2560767.48   | 0.10%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY, INC.                                                        | FEDEX FREIGHT HOLDING CO INC 144A 4.650000% 03/15/2031                            | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    940000 | PA      | $927043.96    | 0.04%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849631                                               | CUSIP: 31300MVY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39446 | PA      | $40836.69     | 0.00%             | 2045-02-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                      | ATLAS WAREHOUSE LENDING CO LP 144A 4.950000% 11/15/2030                           | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614532.62    | 0.02%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                       | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2369065.63   | 0.09%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                              | NYC COMMERCIAL MORTGAGE TRUST 2025-11X NYC 2025-11X D                             | CUSIP: 67122NAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1003125.00   | 0.04%             | 2040-10-15      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX0875                                                         | CUSIP: 3138Y16M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8926 | PA      | $9276.26      | 0.00%             | 2044-11-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                        | RWE FINANCE US LLC 144A 5.875000% 04/16/2034                                      | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1034803.67   | 0.04%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BGC GROUP, INC.                                                                            | BGC GROUP INC 6.150000% 04/02/2030                                                | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312356.44    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                                      | GEORGIA POWER CO 3.250000% 03/15/2051                                             | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $2261150.95   | 0.09%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                              | CLEARWAY ENERGY OPERATING LLC 144A 5.750000% 01/15/2034                           | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000220.00   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                    | BMW VEHICLE LEASE TRUST BMWLT 2024-2 A3                                           | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    512432 | PA      | $512740.89    | 0.02%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Exportation et developpement Canada                                                        | EXPORT DEVELOPMNT CANADA 4.750000% 06/05/2034                                     | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   5000000 | PA      | $5143066.00   | 0.20%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0217                                                         | CUSIP: 31418MG30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     29816 | PA      | $30995.16     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-DNA5 STACR 2022-DNA5 M1B                       | CUSIP: 35564KYP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1310000 | PA      | $1359531.10   | 0.05%             | 2042-06-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 4A                                     | CUSIP: 31393AQ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15309 | PA      | $15543.90     | 0.00%             | 2042-10-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2025-P2 CRVNA 2025-P2 A4                           | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1005000 | PA      | $1011398.03   | 0.04%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6208                                                         | CUSIP: 3138EN3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48550 | PA      | $50690.33     | 0.00%             | 2044-04-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                               | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966SHM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $904153.40    | 0.04%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61606                                                   | CUSIP: 31335BYB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500074 | PA      | $490575.62    | 0.02%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                      | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.200000% 03/15/2028           | CUSIP: 161175BK9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    630000 | PA      | $623454.56    | 0.02%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 D                                    | CUSIP: 07337AAT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2725000 | PA      | $2199281.83   | 0.09%             | 2062-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 865213                                                         | CUSIP: 31409AGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13152 | PA      | $13873.55     | 0.00%             | 2029-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.250000% 02/15/2052                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5235000 | PA      | $3114007.03   | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                          | RELX CAPITAL INC 3.000000% 05/22/2030                                             | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $47188.36     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                 | LAD AUTO RECEIVABLES TRUST 2024-3 LADAR 2024-3A A3                                | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    288654 | PA      | $289226.17    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                             | GOLUB CAPITAL PARTNERS CLO 78M GOCAP 2025-78A C                                   | CUSIP: 381934AJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3115000 | PA      | $3082504.32   | 0.12%             | 2039-04-21      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7884                                                      | CUSIP: 36179WXM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1283635 | PA      | $1210923.20   | 0.05%             | 2052-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM7737                                                         | CUSIP: 3140XBS35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1539491 | PA      | $1316142.73   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12530000 | PA      | $6053066.83   | 0.24%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                       | DTE ELECTRIC CO 3.650000% 03/01/2052                                              | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $904503.46    | 0.04%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INCOME FUND LLC                                                        | NORTH HAVEN PRIVATE INCOME FUND LLC 144A 5.125000% 09/25/2028                     | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    335000 | PA      | $326533.58    | 0.01%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                                   | JPN BANK FOR INT'L COOP 4.375000% 10/05/2027                                      | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   1000000 | PA      | $1004423.66   | 0.04%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                        | BMW US CAPITAL LLC 144A 5.000000% 03/19/2033                                      | CUSIP: 05565EDJ1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   1460000 | PA      | $1453518.39   | 0.06%             | 2033-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                                 | ROGERS COMMUNICATIONS INC 3.800000% 03/15/2032                                    | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | NUSS              | CA        |   1705000 | PA      | $1593158.62   | 0.06%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4879                                                         | CUSIP: 3140X8M53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    468425 | PA      | $400160.47    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2025-VLT7 BX 2025-VLT7 A                                                 | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1540000 | PA      | $1538075.00   | 0.06%             | 2044-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849885                                               | CUSIP: 31300M6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67072 | PA      | $69392.19     | 0.00%             | 2045-12-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                  | ESSENTIAL UTILITIES INC 4.800000% 08/15/2027                                      | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    570000 | PA      | $572070.79    | 0.02%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 A120                                 | CUSIP: 255928BY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1770000 | PA      | $1534736.20   | 0.06%             | 2053-09-27      | Floating      | 2.61%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2627712.19   | 0.10%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRESERVATION OF AFFORDABLE HOUSING, INC.                                                   | PRESERVATION OF AFFORDABLE HOUSING INC 5.435000% 06/01/2036                       | CUSIP: 74082LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $968665.48    | 0.04%             | 2036-06-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST                                                                | EXTENDED STAY AMERICA TRUST 2026-ESH2 ESA 2026-ESH2 A                             | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    771029 | PA      | $771751.87    | 0.03%             | 2043-02-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1 SFAST 2025-1A A3                 | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $286618.23    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS EDL FAC REV                                                            | PUBLIC FIN AUTH WI EDUCTNL FAC PUBLIC FINANCE AUTHORITY                           | CUSIP: 74443DMA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    223432 | PA      | $224912.21    | 0.01%             | 2031-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 4.950000% 08/15/2028                                  | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013393.02   | 0.04%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    169860 | PA      | $174111.65    | 0.01%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                       | ERAC USA FINANCE LLC 144A 5.250000% 04/30/2036                                    | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1228490.49   | 0.05%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 4.675000% 03/10/2032                                            | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1638000 | PA      | $1619080.56   | 0.06%             | 2032-03-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A3                 | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $1002516.20   | 0.04%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2045                                              | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14955000 | PA      | $10386714.84  | 0.41%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C2 JPMBB 2015-C28 C               | CUSIP: 46644FAK7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    767816 | PA      | $757849.27    | 0.03%             | 2048-10-15      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| QTS FAYETTEVILLE I DC1-2, LLC                                                              | QTS FAYETTEVILLE I DC1-2 LLC / QTS TRS FAYETTEVILL 5.700000% 04/15/2036           | CUSIP: 74751AAA1<br>LEI: 2549006U199OTLBS8M46 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3462452.05   | 0.14%             | 2036-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM8595                                                         | CUSIP: 3140XCRR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1778612 | PA      | $1521494.67   | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                     | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-CA A3               | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1645000 | PA      | $1638373.94   | 0.06%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                            | CARMAX SELECT RECEIVABLES TRUST 2025-A CMXS 2025-A A3                             | CUSIP: 14319UAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    745000 | PA      | $750014.89    | 0.03%             | 2029-09-17      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                                   | FORTITUDE GLOBAL FUNDING 144A 4.625000% 10/06/2028                                | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    640000 | PA      | $633788.91    | 0.02%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                      | ATHENE GLOBAL FUNDING 144A 4.830000% 05/09/2028                                   | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299249.95    | 0.01%             | 2028-05-09      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 5.778000% 03/01/2035                                            | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   1910000 | PA      | $1980589.07   | 0.08%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                          | HSBC HOLDINGS PLC 5.130000% 11/19/2028                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    505000 | PA      | $509261.44    | 0.02%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1604577 | PA      | $1629109.99   | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T7 FNGT 2001-T7 A1                                  | CUSIP: 31359S6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1243 | PA      | $1272.92      | 0.00%             | 2041-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CORP ANDINA DE FOMENTO MTN 4.251000% 02/03/2031                                   | CUSIP: P31341AC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | XX        |   2400000 | PA      | $2338219.58   | 0.09%             | 2031-02-03      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07480                                                   | CUSIP: 3128M9UD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     24452 | PA      | $25669.64     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN DF3697                                                         | CUSIP: 3140BUDB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    994080 | PA      | $1003230.86   | 0.04%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $937571.80    | 0.04%             | 2041-12-10      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781120                                                       | CUSIP: 36225BG51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       289 | PA      | $296.73       | 0.00%             | 2029-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc.                                                                          | MARKEL GROUP INC 6.000000% 05/16/2054                                             | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1055745.06   | 0.04%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED NATIONS DEV CORP N Y REV                                                            | UNITED NATIONS DEV CORP NY UNITED NATIONS DEVELOPMENT CORP                        | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $420004.08    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                 | MIDAMERICAN ENERGY CO 5.300000% 02/01/2055                                        | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $974780.99    | 0.04%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC, INC.                                                                          | BARINGS BDC INC 5.200000% 09/15/2028                                              | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    630000 | PA      | $617821.73    | 0.02%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                      | BANCO BILBAO VIZCAYA ARGENTARIA SA 4.150000% 03/03/2029                           | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | NUSS              | ES        |   1200000 | PA      | $1185528.68   | 0.05%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-4 D                  | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1185496.97   | 0.05%             | 2030-09-12      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| MATHER                                                                                     | MATHER FOUNDATION 2.675000% 10/01/2031                                            | CUSIP: 576722AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2250951.48   | 0.09%             | 2031-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                                               | HESS MIDSTREAM OPERATIONS LP 144A 5.875000% 03/01/2028                            | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1706669.70   | 0.07%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                      | FOUNDRY JV HOLDCO LLC 144A 6.200000% 01/25/2037                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2501279.87   | 0.10%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA4245                                                        | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1144690 | PA      | $934327.50    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3218                                                         | CUSIP: 3140XJSG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1402054 | PA      | $1201805.98   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H08 FE                          | CUSIP: 38382YST1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1889449 | PA      | $1894626.90   | 0.07%             | 2072-03-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H04 FK                          | CUSIP: 38380VPG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    695057 | PA      | $697249.17    | 0.03%             | 2068-03-20      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING, LLC                                                             | TERRAFORM POWER OPERATING, LLC 5/21/2029                                          | CUSIP: 88103NAL4<br>LEI: N/A                  | Long             | LON              |  | US        |   1487123 | PA      | $1474571.81   | 0.06%             | 2029-05-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8749                                                         | CUSIP: 3138ETWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14722 | PA      | $15253.46     | 0.00%             | 2045-01-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                            | DANSKE BANK A/S MTN 4.999000% 03/27/2032                                          | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | NUSS              | DK        |   1615000 | PA      | $1620193.32   | 0.06%             | 2032-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 4.250000% 04/30/2029                              | CUSIP: 05369AAV3<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259308.23    | 0.01%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                           | FIRST INVESTORS AUTO OWNER TRUST 2026-1 FIAOT 2026-1A A3                          | CUSIP: 32059JAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $864512.49    | 0.03%             | 2031-05-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| THE CONSERVATION FUND, A NONPROFIT CORPORATION                                             | CONSERVATION FUND A NONPROFIT CORP/THE 3.474000% 12/15/2029                       | CUSIP: 20848FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2116000 | PA      | $2019321.38   | 0.08%             | 2029-12-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 4319 MA                                                    | CUSIP: 3137B8LR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68077 | PA      | $67468.27     | 0.00%             | 2044-03-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 EART 2025-2A A3                        | CUSIP: 30168JAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    904493 | PA      | $905844.91    | 0.04%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-H16 CF                          | CUSIP: 38380LF65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    270556 | PA      | $270679.23    | 0.01%             | 2069-10-20      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8387                                                         | CUSIP: 3138ETJ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2767096 | PA      | $2649796.28   | 0.10%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA ELECTRIC POWER CORPORATION                                                           | KOREA ELECTRIC POWER CORP 144A 4.125000% 11/12/2030                               | CUSIP: 500631BJ4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   1000000 | PA      | $987950.00    | 0.04%             | 2030-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                   | AMERICAN EXPRESS CO 4.456000% 02/10/2032                                          | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1776367.22   | 0.07%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 02/15/2046                                              | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $594148.83    | 0.02%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-H01 FV                          | CUSIP: 38380LY72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3252495 | PA      | $3263317.71   | 0.13%             | 2070-01-20      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                   | STATE STREET INSTITUTIONAL INV TST US GVT INSTL                                   | CUSIP: 857492573<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | STIV             |  | US        |   9337655 | PA      | $9337655.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8473                                                         | CUSIP: 3140QGMX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2376636 | PA      | $1945361.99   | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A D                      | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3570000 | PA      | $3614822.78   | 0.14%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                                                     | HERCULES CAPITAL INC 5.350000% 02/10/2029                                         | CUSIP: 42711MAA1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    569000 | PA      | $561253.41    | 0.02%             | 2029-02-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST                                                     | GREENSKY HOME IMPROVEMENT TRUST 2024-1 GSKY 2024-1 A3                             | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $370578.62    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                         | EXELON CORP 4.950000% 03/15/2036                                                  | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1135090.32   | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of California                                                                        | CALIFORNIA ST STATE OF CALIFORNIA                                                 | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     40000 | PA      | $47396.34     | 0.00%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20E 1                       | CUSIP: 83162CRA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       472 | PA      | $471.92       | 0.00%             | 2027-05-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                             | JEFFERIES FINANCIAL GROUP INC 5.125000% 04/28/2031                                | CUSIP: 47233WMK2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1074857.06   | 0.04%             | 2031-04-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA8440                                                         | CUSIP: 3140QGLW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    233511 | PA      | $191138.79    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4657                                                         | CUSIP: 3138EME72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5516 | PA      | $5633.15      | 0.00%             | 2044-01-01      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA6994                                                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2852090 | PA      | $2347585.43   | 0.09%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H11 EF                          | CUSIP: 38382YTX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2260542 | PA      | $2282772.73   | 0.09%             | 2072-05-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2026-OMA SLG 2026-OMA C                                          | CUSIP: 78451FAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4870000 | PA      | $4889438.12   | 0.19%             | 2041-04-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-84 IB                           | CUSIP: 38379XFT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1611619 | PA      | $305389.68    | 0.01%             | 2045-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA5248                                                         | CUSIP: 31418EZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    756261 | PA      | $784162.86    | 0.03%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8220                                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2789359 | PA      | $2451227.22   | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                     | SOUTHWEST AIRLINES CO 5.250000% 11/15/2035                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2456184.15   | 0.10%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 0.625000% 10/21/2027                                     | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   5000000 | PA      | $4767576.85   | 0.19%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST                                                                         | GAM RE-REMIC TRUST 2021-FRR2 GAM 2021-FRR2 AK74                                   | CUSIP: 36459TBL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2400000 | PA      | $2174608.08   | 0.08%             | 2051-09-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 03/15/2029                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18870000 | PA      | $18662135.25  | 0.73%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1931                                                         | CUSIP: 3140XHED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2337203 | PA      | $1997877.71   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                                                       | WESTLAKE CORP 6.375000% 11/15/2055                                                | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    850000 | PA      | $840540.95    | 0.03%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                                 | JABIL INC 4.200000% 02/01/2029                                                    | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    498000 | PA      | $492131.30    | 0.02%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA3617                                                         | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145911 | PA      | $146098.47    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4465                                                         | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2790045 | PA      | $2244459.24   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WMR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1120000 | PA      | $1120565.26   | 0.04%             | 2045-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G61030                                                   | CUSIP: 31335BEB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236109 | PA      | $232733.88    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                         | F&G GLOBAL FUNDING 144A 4.650000% 09/08/2028                                      | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207307.08    | 0.01%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM6708                                                         | CUSIP: 3140XAN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1014742 | PA      | $869012.48    | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3330 GZ                                                    | CUSIP: 31397JFK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2192 | PA      | $2261.11      | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 7.750000% 01/15/2029                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2751471.42   | 0.11%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   5256709 | PA      | $5256708.72   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T8 FNGT 2001-T8 A1                                  | CUSIP: 313920UK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3002 | PA      | $3077.62      | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                     | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 144A 4.950000% 06/12/2030                  | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1372863.20   | 0.05%             | 2030-06-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2026-2 CARMX 2026-2 A3                                    | CUSIP: 142935AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395000 | PA      | $394949.80    | 0.02%             | 2031-06-16      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2007-20F 1                       | CUSIP: 83162CRB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1015 | PA      | $1020.77      | 0.00%             | 2027-06-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.000000% 11/15/2035                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3310000 | PA      | $3212251.56   | 0.13%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 841485                                               | CUSIP: 31288QUJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    698439 | PA      | $690981.99    | 0.03%             | 2052-09-01      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 3185 GT                                                    | CUSIP: 31396UBX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       438 | PA      | $436.04       | 0.00%             | 2026-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07612                                                   | CUSIP: 3128M9YH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     59743 | PA      | $58772.29     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725484                                                         | CUSIP: 31402C6V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     34318 | PA      | $36200.82     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.207000% 02/24/2037                                                 | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    542000 | PA      | $526762.73    | 0.02%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FRETE TRUST                                                                                | FREDDIE MAC MULTIFAMILY ML CERTIFICATES FRETE 2021-ML08 AUS                       | CUSIP: 30318LAB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1576499 | PA      | $1276763.43   | 0.05%             | 2037-07-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A C                                    | CUSIP: 67571BAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    895000 | PA      | $903542.15    | 0.04%             | 2029-09-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H INDL DEV REV                                                         | NATIONAL FIN AUTH NH INDL DEVR NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63609FAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $5500000.00   | 0.21%             | 2029-02-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                    | NATIONAL BANK OF CANADA 4.500000% 10/10/2029                                      | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    935000 | PA      | $934569.66    | 0.04%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 5.674000% 03/12/2028                                                 | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1790000 | PA      | $1806507.45   | 0.07%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07857                                                   | CUSIP: 3128MAB24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39299 | PA      | $39053.61     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                         | CNO GLOBAL FUNDING MTN 4.375000% 09/08/2028                                       | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    658000 | PA      | $652130.80    | 0.03%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                                   | BHG SECURITIZATION TRUST 2026-1CON BHG 2026-1CON C                                | CUSIP: 05494TAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2655000 | PA      | $2646661.00   | 0.10%             | 2036-06-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                            | SEB FUNDING LLC SEB4P 2026-1A A2                                                  | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1380000 | PA      | $1368399.58   | 0.05%             | 2056-01-30      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR ZI8701                                                        | CUSIP: 3131WMU20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     13065 | PA      | $13556.58     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                              | FORD MOTOR CREDIT CO LLC 7.350000% 11/04/2027                                     | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    525000 | PA      | $541041.44    | 0.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2956566 | PA      | $2695293.88   | 0.11%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $482114.11    | 0.02%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                               | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2026- ACAR 2026-2 C                  | CUSIP: 02528FAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $763413.39    | 0.03%             | 2032-05-10      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NEXTGEAR FLOORPLAN MASTER OWNER TRUST                                                      | NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2025-2A A2                            | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $497159.35    | 0.02%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                       | NHP FOUNDATION/THE 6.000000% 12/01/2033                                           | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058038.04   | 0.04%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-110W CHI 2025-110W A                           | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6900000 | PA      | $6861564.93   | 0.27%             | 2040-12-13      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                             | ENTERPRISE FLEET FINANCING 2025-1 LLC EFF 2025-1 A3                               | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    335000 | PA      | $337635.81    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7830                                                      | CUSIP: 36179WVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    972233 | PA      | $917211.83    | 0.04%             | 2052-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 E                                | CUSIP: 08162VAX6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $797832.88    | 0.03%             | 2062-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 SFAST 2024-3A A3                 | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250570 | PA      | $251399.95    | 0.01%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST                                                                   | BHG SECURITIZATION TRUST 2025-2CON BHG 2025-2CON A                                | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395390 | PA      | $395376.51    | 0.02%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY, INC.                                                                           | CVR ENERGY INC 144A 7.500000% 02/15/2031                                          | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    650000 | PA      | $658268.50    | 0.03%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07805                                                   | CUSIP: 3128MAAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31984 | PA      | $31252.82     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                     | NSTAR ELECTRIC CO 4.850000% 03/01/2030                                            | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    370000 | PA      | $374594.57    | 0.01%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                | BANK OF AMERICA CORP MTN 2.676000% 06/19/2041                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1939986.21   | 0.08%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6271                                                         | CUSIP: 3140QD6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4384301 | PA      | $3748307.03   | 0.15%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OWS CRE FDG I LLC                                                                          | OWS REAL ESTATE FINANCE LLC OWSCRE 2025-MARG2 A                                   | CUSIP: 67121XAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4540000 | PA      | $4541430.10   | 0.18%             | 2034-08-15      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1615050.28   | 0.06%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5 EART 2025-5A D                         | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2685000 | PA      | $2692580.56   | 0.11%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DLIC RE-REMIC TRUST                                                                        | DLIC RE-REMIC TRUST 2025-FRR1 DLIC 2025-FRR1 A111                                 | CUSIP: 255928BL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1770000 | PA      | $1534900.81   | 0.06%             | 2053-04-27      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AREIT LTD.                                                                                 | AREIT 2025-CRE11 AREIT 2025-CRE11 A                                               | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1830000 | PA      | $1832922.51   | 0.07%             | 2043-07-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    915000 | PA      | $797797.65    | 0.03%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                 | PRUDENTIAL FINANCIAL INC MTN 4.350000% 02/25/2050                                 | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1573000 | PA      | $1263117.14   | 0.05%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BB BLUE FINANCING DESIGNATED ACTIVITY COMPANY                                              | BB BLUE FINANCING DAC 4.395000% 09/20/2037                                        | CUSIP: BZ1196758<br>LEI: 635400ZEZBP91CFF7965 | Long             | DBT              | NUSS              | IE        |   2395833 | PA      | $2316877.66   | 0.09%             | 2037-09-20      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849505                                               | CUSIP: 31300MR21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     24120 | PA      | $25002.52     | 0.00%             | 2044-10-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                           | AMAZON.COM INC 5.650000% 03/13/2046                                               | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1597642.28   | 0.06%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                         | ENERGY TRANSFER LP 6.500000% 02/01/2042                                           | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    835000 | PA      | $871729.62    | 0.03%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                                      | CAMDEN PROPERTY TRUST 4.900000% 02/28/2036                                        | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    635000 | PA      | $617215.61    | 0.02%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                            | CIGNA GROUP/THE 7.875000% 05/15/2027                                              | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    651000 | PA      | $673183.68    | 0.03%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                        | COMM 2024-CBM MORTGAGE TRUST COMM 2024-CBM A2                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    180000 | PA      | $180168.52    | 0.01%             | 2041-12-10      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY 4.809000% 04/16/2032                                               | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1172126.33   | 0.05%             | 2032-04-16      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 SDART 2026-1 D                      | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1575000 | PA      | $1551682.44   | 0.06%             | 2032-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                        | KREDITANSTALT FUER WIEDERAUFBAU 1.750000% 09/14/2029                              | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |   2500000 | PA      | $2329587.00   | 0.09%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP.                                                               | AMERICAN WATER CAPITAL CORP 5.200000% 04/01/2036                                  | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1778347.75   | 0.07%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 05/15/2031                                              | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8150000 | PA      | $7257001.97   | 0.28%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  1 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-609M WFCM 2025-609M A                  | CUSIP: 95004NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500000.00    | 0.02%             | 2042-08-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-H13 FJ                          | CUSIP: 38382Y7H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1164521 | PA      | $1193084.19   | 0.05%             | 2073-02-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS AND CHEMICALS, INC.                                                           | AIR PRODUCTS AND CHEMICALS INC 4.800000% 03/03/2033                               | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1513342.94   | 0.06%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                             | MORGAN STANLEY MTN 4.431000% 01/23/2030                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $472694.96    | 0.02%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 6.200000% 10/30/2056                                                     | CUSIP: 00206RNP3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1635859.87   | 0.06%             | 2056-10-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 2.410000% 11/02/2040           | CUSIP: N/A<br>LEI: ZTMSNXROF84AHWJNKQ93       | Long             | DBT              | NUSS              | XX        |   4000000 | PA      | $3957038.41   | 0.15%             | 2040-11-02      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                              | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    965000 | PA      | $824649.87    | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-1 GCAR 2023-1A D                           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1327839 | PA      | $1346120.84   | 0.05%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RQ0028                                                        | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1137240 | PA      | $1161505.90   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9015000 | PA      | $8824839.84   | 0.34%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A D                         | CUSIP: 30167PAF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4215000 | PA      | $4268723.97   | 0.17%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 725228                                                         | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100223 | PA      | $103175.72    | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                                   | EUROPEAN INVESTMENT BANK 3.750000% 02/14/2033                                     | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   2500000 | PA      | $2432449.35   | 0.09%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-51 1A                     | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    101356 | PA      | $103383.82    | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2024-2 DRIVE 2024-2 B                                | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $766419.15    | 0.03%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4778                                                         | CUSIP: 3138EMJY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23710 | PA      | $23419.75     | 0.00%             | 2032-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2944 OH                                                    | CUSIP: 31395PCL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106079 | PA      | $110076.61    | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                | ALLY AUTO RECEIVABLES TRUST 2026-1 ALLYA 2026-1 A3                                | CUSIP: 02008PAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $303018.11    | 0.01%             | 2030-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                        | TOYOTA AUTO RECEIVABLES 2026-B OWNER TRUST TAOT 2026-B A2A                        | CUSIP: 89240QAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    510000 | PA      | $509932.68    | 0.02%             | 2029-02-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2572                                                         | CUSIP: 3140XH2E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3003985 | PA      | $2428300.96   | 0.09%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2455                                                         | CUSIP: 31418BWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40217 | PA      | $39471.42     | 0.00%             | 2035-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025 BLAST 2025-2 D                 | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7915000 | PA      | $8011758.50   | 0.31%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT GREEN BK CONN                                                                  | CONNECTICUT ST GREEN BANK CONNECTICUT GREEN BANK                                  | CUSIP: 207580AL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2201080.25   | 0.09%             | 2035-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL MET WTR RECLAMATION DIST GTR CHICAGO                                           | CHICAGO IL MET WTR RECLAMATION METROPOLITAN WATER RECLAMATION DISTRICT OF GREATER | CUSIP: 167560PL9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1205557.38   | 0.05%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                       | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1444009.47   | 0.06%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-3 GCAR 2025-3A D                           | CUSIP: 37989YAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2020000 | PA      | $2021274.42   | 0.08%             | 2031-06-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                   | CALIFORNIA STWD CMNTYS DEV AUT CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SZY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $384440.25    | 0.02%             | 2039-02-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8816                                                         | CUSIP: 3138ETYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35900 | PA      | $35344.00     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.300000% 08/15/2034                      | CUSIP: 649840CW3<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010731.54   | 0.04%             | 2034-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Opt Co, LLC                                                                    | Vistra Zero Opt Co, LLC 3/20/2031                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    995000 | PA      | $991268.75    | 0.04%             | 2031-03-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                                | CRESCENT ENERGY FINANCE LLC 144A 7.625000% 04/01/2032                             | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411870.80    | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889466                                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20563 | PA      | $21564.37     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $123843.75    | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8428                                                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3317449 | PA      | $3310695.29   | 0.13%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 786266                                                      | CUSIP: 3622ABZ70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1241853 | PA      | $1065614.21   | 0.04%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE RECEIVABLES FUNDING LLC                                                   | SIERRA TIMESHARE 2024-2 RECEIVABLES FUNDING LLC SRFC 2024-2A A                    | CUSIP: 82650DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513038 | PA      | $515483.18    | 0.02%             | 2041-06-20      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9906                                                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2963101 | PA      | $2993353.38   | 0.12%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                              | SIXTH STREET LENDING PARTNERS 6.500000% 03/11/2029                                | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    765000 | PA      | $782559.92    | 0.03%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TPK AUTH TPK REV                                                             | NEW JERSEY ST TURNPIKE AUTH TU NEW JERSEY TURNPIKE AUTHORITY                      | CUSIP: 646139W35<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $322012.98    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                             | CARVANA AUTO RECEIVABLES TRUST 2024-P4 CRVNA 2024-P4 A3                           | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210608 | PA      | $211332.18    | 0.01%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL0778                                                         | CUSIP: 3138EG2L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4352 | PA      | $4548.51      | 0.00%             | 2049-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.875000% 12/15/2052                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    765000 | PA      | $776479.59    | 0.03%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    965000 | PA      | $854515.04    | 0.03%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WB COMMERCIAL MORTGAGE TRUST                                                               | WB COMMERCIAL MORTGAGE TRUST 2024-HQ WB 2024-HQ A                                 | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $500613.30    | 0.02%             | 2040-03-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.750000% 05/31/2030                                              | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1235000 | PA      | $1224145.51   | 0.05%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                | HOST HOTELS & RESORTS LP 5.700000% 07/01/2034                                     | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1556382.53   | 0.06%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PENN COMMERCIAL MORTGAGE TRUST                                                             | PENN COMMERCIAL MORTGAGE TRUST 2025-P11 P11 2025-P11 A                            | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2200000 | PA      | $2234652.64   | 0.09%             | 2042-08-10      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 02/15/2056                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    821000 | PA      | $790982.19    | 0.03%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-2 CAALT 2025-2A B                          | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $375832.46    | 0.01%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                          | MICROCHIP TECHNOLOGY INC 5.050000% 02/15/2030                                     | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    610000 | PA      | $616193.41    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                       | FS KKR CAPITAL CORP 6.125000% 01/15/2030                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    565000 | PA      | $547488.58    | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310098                                                         | CUSIP: 31374CNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14722 | PA      | $14612.25     | 0.00%             | 2036-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                          | SMALL BUSINESS ADMINISTRATION SBAP 2007-20C 1                                     | CUSIP: 83162CQX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       237 | PA      | $233.05       | 0.00%             | 2027-03-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP REV                                                         | NEW YORK CITY NY HSG DEV CORP NEW YORK CITY HOUSING DEVELOPMENT CORP              | CUSIP: 64966WLY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1232007.88   | 0.05%             | 2055-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                          | GOLUB CAPITAL PRIVATE CREDIT FUND 144A 5.450000% 08/15/2028                       | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193354.13    | 0.01%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OREGON ST                                                                                  | OREGON ST STATE OF OREGON                                                         | CUSIP: 68609UNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1032763.80   | 0.04%             | 2045-05-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 EART 2024-2A D                         | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2850000 | PA      | $2894906.88   | 0.11%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018-TALL A                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1840000 | PA      | $1738800.00   | 0.07%             | 2037-03-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                      | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810000 | PA      | $810589.68    | 0.03%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                   | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2081703.19   | 0.08%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 5.231000% 06/01/2042                                    | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999104.46    | 0.04%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 5.508000% 04/01/2036                                    | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   1585000 | PA      | $1597181.28   | 0.06%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                           | CIFC FUNDING 2019-III LTD CIFC 2019-3A CR2                                        | CUSIP: 12554VBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2285000 | PA      | $2283491.90   | 0.09%             | 2038-01-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 4.387000% 06/15/2027                                  | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499678.98   | 0.10%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                       | ROYAL BANK OF CANADA MTN 4.498000% 08/06/2029                                     | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |   2070000 | PA      | $2071666.33   | 0.08%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-4 GCAR 2025-4A D                           | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4600000 | PA      | $4591764.62   | 0.18%             | 2031-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1233062.50   | 0.05%             | 2045-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 GSAR 2024-4A A2                          | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194964 | PA      | $195300.66    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-2A A1                                  | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    295912 | PA      | $297879.04    | 0.01%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C01416                                                   | CUSIP: 31292HSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6350 | PA      | $6705.50      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1357                                                         | CUSIP: 3140J5QK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    378612 | PA      | $374725.86    | 0.01%             | 2043-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.375000% 01/31/2032                                              | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18555000 | PA      | $18805057.57  | 0.73%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS6136                                                         | CUSIP: 3140XMZA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1485763 | PA      | $1331209.07   | 0.05%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C4 MORTGAGE TRUST BMO 2024-5C4 C                                        | CUSIP: 09660SAZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1900000 | PA      | $1940450.81   | 0.08%             | 2057-05-15      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2025-1A A3                                | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $462864.56    | 0.02%             | 2050-02-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                  | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $797256.07    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE ELECTRIC & GAS CORPORATION                                                  | NEW YORK STATE ELECTRIC & GAS CORP 144A 5.850000% 08/15/2033                      | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2614077.48   | 0.10%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                  | ARTHUR J GALLAGHER & CO 6.500000% 02/15/2034                                      | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1628436.87   | 0.06%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4468                                                         | CUSIP: 31418D6E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    974201 | PA      | $893678.01    | 0.03%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2001-79 BA                                                  | CUSIP: 31392BMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5442 | PA      | $5474.15      | 0.00%             | 2045-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                           | NIAGARA MOHAWK POWER CORP 144A 5.783000% 09/16/2052                               | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $3469897.51   | 0.14%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8090                                                        | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9502180 | PA      | $7691272.34   | 0.30%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                     | EXTRA SPACE STORAGE LP 5.700000% 04/01/2028                                       | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255074.68    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2026-B CPS 2026-B D                                    | CUSIP: 12676XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4430000 | PA      | $4416716.65   | 0.17%             | 2032-07-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 310048                                                         | CUSIP: 31374CL53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2502 | PA      | $2627.92      | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK TRANSN DEV CORP REV                                                               | NEW YORK TRANSPRTN DEV CORP RE NEW YORK TRANSPORTATION DEVELOPMENT CORP           | CUSIP: 65012EAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2493379.75   | 0.10%             | 2051-06-30      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| SUNRUN JULIUS ISSUER                                                                       | SUNRUN JULIUS ISSUER 2023-2 LLC SUNRN 2023-2A A1                                  | CUSIP: 86772JAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1204419 | PA      | $1209979.26   | 0.05%             | 2059-01-30      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                    | MSD INVESTMENT CORP 144A 6.125000% 02/05/2031                                     | CUSIP: 55354LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $188274.60    | 0.01%             | 2031-02-05      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9361                                                      | CUSIP: 36179YMJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7715672 | PA      | $7671657.18   | 0.30%             | 2053-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                             | WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2024-3A A1                                  | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    529251 | PA      | $532390.24    | 0.02%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4745000 | PA      | $2730413.88   | 0.11%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                     | CAMPBELL'S COMPANY/THE 4.550000% 03/21/2031                                       | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    986000 | PA      | $957219.67    | 0.04%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 01/15/2029                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  43565000 | PA      | $43112332.64  | 1.68%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T12 FNGT 2001-T12 A1                                | CUSIP: 31392A5L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1839 | PA      | $1853.62      | 0.00%             | 2041-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9915000 | PA      | $9346824.00   | 0.36%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                   | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A3                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    370000 | PA      | $371542.79    | 0.01%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735897                                                         | CUSIP: 31402RRS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30572 | PA      | $31393.46     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $829131.23    | 0.03%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                              | NYC COMMERCIAL MORTGAGE TRUST 2025-300P NYC 2025-300P A                           | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2550000 | PA      | $2536538.81   | 0.10%             | 2042-07-13      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-2 DRIVE 2025-2 D                                | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3905000 | PA      | $3886378.23   | 0.15%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 WLAKE 2025-1A A3                     | CUSIP: 96043VAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1310000 | PA      | $1314742.33   | 0.05%             | 2028-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4480000 | PA      | $4310600.00   | 0.17%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX8474                                                         | CUSIP: 3138YAMY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16102 | PA      | $16705.43     | 0.00%             | 2044-12-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8454                                                        | CUSIP: 3132DWMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2924309 | PA      | $2986699.99   | 0.12%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10530995 | PA      | $10767959.10  | 0.42%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5362                                                         | CUSIP: 3138EM5Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25893 | PA      | $25991.29     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | BROWN BROTHERS HARRIMAN SWEEP INTEREST                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  12478063 | PA      | $12478063.23  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4379                                                         | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2315139 | PA      | $1953440.79   | 0.08%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH MULTI FAMILY REV                                                             | IOWA ST FIN AUTH MF REVENUE IOWA FINANCE AUTHORITY                                | CUSIP: 46246JNP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $417931.23    | 0.02%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2024-5YR10 BANK5 2024-5YR10 D                                               | CUSIP: 06604AAY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $1846957.14   | 0.07%             | 2057-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                          | NATWEST GROUP PLC 1.642000% 06/14/2027                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1743900.81   | 0.07%             | 2027-06-14      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                             | US BANK NA/CINCINNATI OH 4.507000% 10/22/2027                                     | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1156138.90   | 0.05%             | 2027-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026 BLAST 2026-1 A3                | CUSIP: 107927AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    305000 | PA      | $304393.17    | 0.01%             | 2029-12-17      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G06447                                                   | CUSIP: 3128M8P81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28507 | PA      | $28328.36     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                               | BLUE OWL CREDIT INCOME CORP 6.600000% 09/15/2029                                  | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    555000 | PA      | $556678.12    | 0.02%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2026-A HALST 2026-A A3                    | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    840000 | PA      | $837083.94    | 0.03%             | 2028-12-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| CGI INC.                                                                                   | CGI INC 4.950000% 03/14/2030                                                      | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | NUSS              | CA        |   1270000 | PA      | $1273034.12   | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA6686                                                        | CUSIP: 3133KNNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    840949 | PA      | $795524.30    | 0.03%             | 2052-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BSPDF ISSUER LTD                                                                           | BSPDF 2026-FL3 ISSUER LLC BSPDF 2026-FL3 A                                        | CUSIP: 05594VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1899992.40   | 0.07%             | 2043-09-18      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0130                                                         | CUSIP: 31418MEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11509 | PA      | $12230.02     | 0.00%             | 2039-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                         | JACKSON PARK TRUST 2019-LIC JAX 2019-LIC A                                        | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $916921.00    | 0.04%             | 2039-10-14      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 773521                                                         | CUSIP: 31404NLA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       323 | PA      | $330.40       | 0.00%             | 2034-09-01      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 08/15/2035                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3834800 | PA      | $3801844.69   | 0.15%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                         | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    495000 | PA      | $356939.99    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                             | PMT LOAN TRUST 2025-INV11 PMTLT 2025-INV11 A36                                    | CUSIP: 729916BK1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5087653 | PA      | $5110119.39   | 0.20%             | 2056-11-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                                     | JAPAN INT'L COOP AGENCY 4.250000% 05/22/2030                                      | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    470000 | PA      | $470662.94    | 0.02%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9907                                                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     54878 | PA      | $56150.58     | 0.00%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3427                                                         | CUSIP: 3140XJYZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2122922 | PA      | $2003039.39   | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                               | FORD CREDIT AUTO LEASE TRUST 2025-A FORDL 2025-A A3                               | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $421733.05    | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 555798                                                         | CUSIP: 31385XNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1217 | PA      | $1261.65      | 0.00%             | 2033-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GINNIE MAE I POOL GN 781029                                                       | CUSIP: 36225BEA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       391 | PA      | $399.88       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                           | SLG OFFICE TRUST 2026-OMA SLG 2026-OMA A                                          | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6060000 | PA      | $6081894.17   | 0.24%             | 2041-04-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA4565                                                         | CUSIP: 31418ECB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1472463 | PA      | $1345727.40   | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                                                        | FORD FOUNDATION/THE 2.415000% 06/01/2050                                          | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1470574.35   | 0.06%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2046                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $965023.44    | 0.04%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                      | NEXTERA ENERGY CAPITAL HOLDINGS INC 4.685000% 09/01/2027                          | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    720000 | PA      | $723167.81    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0328                                                         | CUSIP: 3140XFLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1167253 | PA      | $1095334.18   | 0.04%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                                               | HUT 8 DC LLC 144A 6.192000% 11/15/2042                                            | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |    437000 | PA      | $441072.88    | 0.02%             | 2042-11-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.375000% 08/15/2042                                              | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6970000 | PA      | $5784283.19   | 0.23%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                   | AUTONATION FINANCE TRUST 2026-1 DRVPNK 2026-1A A3                                 | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    285000 | PA      | $283983.38    | 0.01%             | 2030-08-12      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                               | DRIVE AUTO RECEIVABLES TRUST 2025-S1 DRIVE 2025-S1 R2                             | CUSIP: 26210HAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4311969 | PA      | $4338382.23   | 0.17%             | 2029-06-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    529000 | PA      | $499243.75    | 0.02%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FM4334                                                         | CUSIP: 3140X7Y86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1331628 | PA      | $1187230.23   | 0.05%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-H04 FG                          | CUSIP: 38382YMF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    585507 | PA      | $585566.07    | 0.02%             | 2067-02-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.200000% 04/15/2029                             | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    451000 | PA      | $442822.30    | 0.02%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS9797                                                         | CUSIP: 3140XR3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1835160 | PA      | $1827389.48   | 0.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889886                                                         | CUSIP: 31410KUK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       147 | PA      | $154.82       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024 BLAST 2024-3 B                 | CUSIP: 10805NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    579281 | PA      | $580615.54    | 0.02%             | 2028-10-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                     | UNION ELECTRIC CO 3.900000% 04/01/2052                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1640738.97   | 0.06%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2001-T4 FNGT 2001-T4 A1                                  | CUSIP: 31359SR69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26894 | PA      | $27322.44     | 0.00%             | 2041-07-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS3298                                                         | CUSIP: 3140XJUY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1888180 | PA      | $1583277.97   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3167                                                        | CUSIP: 3133KJQU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3635789 | PA      | $2984536.48   | 0.12%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-3 CARMX 2024-3 A3                                    | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    784080 | PA      | $789046.32    | 0.03%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                               | BARCLAYS PLC 2.894000% 11/24/2032                                                 | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $895004.78    | 0.03%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WIS REV                                                                    | PUBLIC FIN AUTH WI REVENUE PUBLIC FINANCE AUTHORITY                               | CUSIP: 74442PG25<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $551525.76    | 0.02%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 4.722000% 01/30/2032                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    918000 | PA      | $907096.44    | 0.04%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2165636.03   | 0.08%             | 2030-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                         | LYB INTERNATIONAL FINANCE III LLC 3.375000% 10/01/2040                            | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $922467.49    | 0.04%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2014-1 KF                                                   | CUSIP: 3136AJAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113887 | PA      | $112993.11    | 0.00%             | 2044-02-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FINANCE GP1                                                              | LIBERTY UTILITIES FINANCE GP 1 144A 2.050000% 09/15/2030                          | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2246275.35   | 0.09%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                            | SEB FUNDING LLC SEB4P 2024-1A A2                                                  | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     30000 | PA      | $30447.01     | 0.00%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08707                                                   | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    541584 | PA      | $518218.42    | 0.02%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORPORATION                                      | MASSACHUSETTS HIGHER EDUCATION ASSISTANCE CORP 2.673000% 07/01/2031               | CUSIP: 575674AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $439304.64    | 0.02%             | 2031-07-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 BS3713                                                      | CUSIP: 3617MEDS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    739023 | PA      | $679203.04    | 0.03%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888560                                                         | CUSIP: 31410GE90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6608 | PA      | $6803.49      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                      | BANK5 2024-5YR12 BANK5 2024-5YR12 D                                               | CUSIP: 06644XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1160000 | PA      | $1016470.18   | 0.04%             | 2057-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BT7339                                                         | CUSIP: 3140LWEM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.06         | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 6.700000% 04/01/2053                                  | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5205092.05   | 0.20%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                           | ZAYO ISSUER LLC ZAYO 2025-2A B                                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3510000 | PA      | $3583983.43   | 0.14%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                  | NATIONAL FIN AUTH NH REVENUE NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY             | CUSIP: 63607YCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1573128.75   | 0.06%             | 2035-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                  | NATIONAL FIN AUTH NH REVENUE NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY             | CUSIP: 63607YCG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976525.80    | 0.04%             | 2045-11-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                              | GOLDMAN SACHS GROUP INC/THE 5.049000% 07/23/2030                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    682000 | PA      | $689861.79    | 0.03%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY MULTI-FAMILY REV                                           | NEW JERSEY ST HSG & MTGE FIN A NEW JERSEY HOUSING & MORTGAGE FINANCE AGENCY       | CUSIP: 646108Q37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2455575.72   | 0.10%             | 2040-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                                 | EQUINIX EUROPE 2 FINANCING CORP LLC 4.600000% 11/15/2030                          | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    266000 | PA      | $264462.60    | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                         | RGA GLOBAL FUNDING 144A 4.600000% 11/25/2030                                      | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1011537.32   | 0.04%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 6.000000% 07/15/2029                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    810000 | PA      | $812250.05    | 0.03%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                        | SYNCHRONY FINANCIAL 5.450000% 03/06/2031                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360925.33    | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A64639                                                   | CUSIP: 3128KVEL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1811 | PA      | $1902.71      | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Variable Rate Certificates                                         | FREDDIE MAC MULTIFAMILY VARIABLE RATE CERTIFICATE FMMV M069 A                     | CUSIP: 3137H92A6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1190000 | PA      | $1163507.27   | 0.05%             | 2037-04-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction and Development                                      | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMEN 1.123000% 03/31/2032           | CUSIP: 459058MA8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   3500000 | PA      | $3444102.14   | 0.13%             | 2032-03-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                        | PECO ENERGY CO 3.000000% 09/15/2049                                               | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1167190.57   | 0.05%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-H04 FC                          | CUSIP: 38382YS46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1890902 | PA      | $1901052.95   | 0.07%             | 2073-01-20      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 02/15/2046                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4083000 | PA      | $3901178.91   | 0.15%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3644                                               | CUSIP: 31326JBM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72110 | PA      | $74342.38     | 0.00%             | 2045-01-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A A                          | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $929828.78    | 0.04%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3202                                                        | CUSIP: 3133KJRX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3223733 | PA      | $2758585.30   | 0.11%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5460000 | PA      | $5319234.38   | 0.21%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                     | STANDARD CHARTERED PLC MTN 4.529000% 06/05/2032                                   | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |   2270000 | PA      | $2221862.72   | 0.09%             | 2032-06-05      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                            | APA CORP 6.750000% 02/15/2055                                                     | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    860000 | PA      | $878905.41    | 0.03%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                           | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SMB 2024-A A1A                            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         0 | PA      | $0.06         | 0.00%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                       | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A3                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    145000 | PA      | $145457.11    | 0.01%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA CMNTY CHOICE FING AUTH CLEAN ENERGY PROJ REV                                    | CALIFORNIA CMNTY CHOICE FING A CALIFORNIA COMMUNITY CHOICE FINANCING AUTHORITY    | CUSIP: 13013JDE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1553858.10   | 0.06%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                         | F&G GLOBAL FUNDING 144A 4.500000% 01/09/2029                                      | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1353230.55   | 0.05%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995575                                                         | CUSIP: 31416B6L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5610 | PA      | $5699.28      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    819826 | PA      | $671066.19    | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PTCM RE-REMIC TRUST                                                                        | PTCM RE-REMIC TRUST 2026-FRR1 PTCM 2026-FRR1 A157                                 | CUSIP: 69384CAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1505000 | PA      | $1320599.88   | 0.05%             | 2060-07-25      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                                             | UNITED AIRLINES HOLDINGS INC 4.875000% 03/01/2029                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1437489.10   | 0.06%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE GRANTOR TRUST 2004-T1 FNGT 2004-T1 1A2                                 | CUSIP: 31393XFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       740 | PA      | $756.34       | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                 | CNH INDUSTRIAL CAPITAL LLC 4.500000% 10/16/2030                                   | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    524000 | PA      | $517961.87    | 0.02%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republika Srbija                                                                           | SERBIA INTERNATIONAL BOND 144A 6.000000% 06/12/2034                               | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |    850000 | PA      | $873657.57    | 0.03%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 821697                                                         | CUSIP: 31406V3E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1904 | PA      | $1949.14      | 0.00%             | 2035-06-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.750000% 01/31/2031                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11890000 | PA      | $11754379.69  | 0.46%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                       | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    505000 | PA      | $513109.57    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-1 WLAKE 2024-1A D                      | CUSIP: 96043RAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2010000 | PA      | $2048580.14   | 0.08%             | 2029-10-15      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMIC TRUST 2003-W4 FNW 2003-W4 3A                                     | CUSIP: 31393AP92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42636 | PA      | $42919.71     | 0.00%             | 2042-10-25      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888673                                                         | CUSIP: 31410GJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5089 | PA      | $5223.57      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                         | AMCOR FLEXIBLES NORTH AMERICA INC 5.125000% 03/12/2036                            | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    575000 | PA      | $561157.59    | 0.02%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.250000% 03/31/2033                                              | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2925000 | PA      | $2933226.56   | 0.11%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B1332                                               | CUSIP: 31326FPR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     24100 | PA      | $24821.61     | 0.00%             | 2043-04-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                           | CANADIAN PACIFIC RAILWAY CO 4.000000% 03/15/2029                                  | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | NUSS              | CA        |    495000 | PA      | $489453.26    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                        | SYNCHRONY FINANCIAL 5.935000% 08/02/2030                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    540000 | PA      | $550874.03    | 0.02%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                             | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2024-1A A                          | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1495000 | PA      | $1525058.02   | 0.06%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4981000 | PA      | $4700818.75   | 0.18%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                       | BANK 2019-BNK19 BANK 2019-BN19 A3                                                 | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $877523.08    | 0.03%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                 | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM4 JPMMT 2025-NQM4 A1F                     | CUSIP: 46660HAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2740948 | PA      | $2738342.06   | 0.11%             | 2066-03-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.750000% 11/15/2053                                              | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1475000 | PA      | $1416345.71   | 0.06%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECEIVABLES TRUST 2024-2 OCTL 2024-2A D                                    | CUSIP: 67578YAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1560000 | PA      | $1588495.27   | 0.06%             | 2032-07-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8201                                                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6060623 | PA      | $5898875.07   | 0.23%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12565000 | PA      | $6475883.14   | 0.25%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 FE                          | CUSIP: 38380LAY9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    198145 | PA      | $198613.08    | 0.01%             | 2068-02-20      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 7.250000% 04/01/2029                             | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    750000 | PA      | $777187.10    | 0.03%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRUST                                                      | MISSION LANE CREDIT CARD MASTER TRUST MLANE 2026-A A                              | CUSIP: 60510MCG1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    575000 | PA      | $574820.31    | 0.02%             | 2032-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                       | GLOBAL PAYMENTS INC 4.875000% 11/15/2030                                          | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1540405.68   | 0.06%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF                                                                          | LOS ANGELES CA CITY OF LOS ANGELES CA                                             | CUSIP: 544351RY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1951906.20   | 0.08%             | 2038-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91377                                                   | CUSIP: 3128P7Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8925 | PA      | $8939.47      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.625000% 11/15/2044                                              | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6230000 | PA      | $5977636.34   | 0.23%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-2 VERUS 2025-2 A3                                 | CUSIP: 92540VAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2505374 | PA      | $2510355.50   | 0.10%             | 2070-03-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9606                                                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9031066 | PA      | $9297597.04   | 0.36%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                                                       | DOMINION ENERGY SOUTH CAROLINA INC 6.250000% 10/15/2053                           | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1229379.42   | 0.05%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7883                                                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1151267 | PA      | $1051118.36   | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.875000% 07/31/2030                                              | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    450000 | PA      | $447943.36    | 0.02%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                              | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026 BLAST 2026-2 D                 | CUSIP: 10807VAF2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2860000 | PA      | $2857886.17   | 0.11%             | 2032-02-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GARTNER, INC.                                                                              | GARTNER INC 5.600000% 11/20/2035                                                  | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1465210.09   | 0.06%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 09/30/2029                                              | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4595000 | PA      | $4530023.85   | 0.18%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                                           | LINCOLN FINANCIAL GLOBAL FUNDING 144A 4.625000% 05/28/2028                        | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    825000 | PA      | $825808.53    | 0.03%             | 2028-05-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                          | CAPITAL ONE FINANCIAL CORP 7.624000% 10/30/2031                                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    775000 | PA      | $855327.79    | 0.03%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL2854                                                        | CUSIP: 31427QE40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    860050 | PA      | $891927.39    | 0.03%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                       | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UVM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1865000 | PA      | $1657271.08   | 0.06%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8720                                                      | CUSIP: 36179XVM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3229547 | PA      | $2769020.01   | 0.11%             | 2053-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6662                                                         | CUSIP: 3140QEML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610981 | PA      | $500116.51    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL2686                                                        | CUSIP: 31427P6Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    965753 | PA      | $812822.68    | 0.03%             | 2053-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                    | HELMERICH & PAYNE INC 5.500000% 12/01/2034                                        | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $612381.57    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PTCM RE-REMIC TRUST                                                                        | PTCM RE-REMIC TRUST 2026-FRR1 PTCM 2026-FRR1 A162                                 | CUSIP: 69384CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1759800 | PA      | $1534703.98   | 0.06%             | 2061-02-25      | Floating      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849244                                               | CUSIP: 31300MHV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17410 | PA      | $18011.15     | 0.00%             | 2044-01-01      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| HANWHA FUTUREPROOF CORP.                                                                   | HANWHA FUTUREPROOF CORP 144A 4.750000% 04/30/2028                                 | CUSIP: 41090AAA0<br>LEI: 9884007L4WD2KH9RM154 | Long             | DBT              | CORP              | KR        |   1000000 | PA      | $1007382.28   | 0.04%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST                                                               | PAGAYA AI DEBT GRANTOR TRUST 2025-R3 PAID 2025-R3 D                               | CUSIP: 69549EAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5605405 | PA      | $5587718.72   | 0.22%             | 2033-01-18      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                                               | BLUE OWL CAPITAL CORP 2.875000% 06/11/2028                                        | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1116307.31   | 0.04%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                                            | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A B                 | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1290000 | PA      | $1311891.43   | 0.05%             | 2055-05-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                        | NISSAN MOTOR ACCEPTANCE CO LLC MTN 5.625000% 09/29/2028                           | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    917000 | PA      | $911575.39    | 0.04%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 3.500000% 02/28/2031                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6519000 | PA      | $6373850.42   | 0.25%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MB0148                                                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7522899 | PA      | $7696705.61   | 0.30%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP MTN 4.833000% 01/16/2029                                            | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509788.05   | 0.10%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                             | BLACKSTONE PRIVATE CREDIT FUND 5.950000% 05/15/2031                               | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    340000 | PA      | $334347.59    | 0.01%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8199                                                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8576192 | PA      | $7822449.05   | 0.31%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                                                   | OCTANE RECIEVABLES TRUST 2024-RPT1 OCTL 2024-RPT1 R1                              | CUSIP: 67578QAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1824000 | PA      | $1824000.00   | 0.07%             | 2030-02-22      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                   | BX TRUST 2022-CLS BX 2022-CLS B                                                   | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2093915.25   | 0.08%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                                                      | ENTERGY ARKANSAS LLC 5.750000% 01/15/2056                                         | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    490000 | PA      | $478133.63    | 0.02%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                              | PEPSICO INC 3.900000% 07/18/2032                                                  | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2913277.53   | 0.11%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 GCAR 2024-1A D                           | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1210000 | PA      | $1230839.47   | 0.05%             | 2029-12-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC, INC.                                                                    | GOLUB CAPITAL BDC INC 2.500000% 08/24/2026                                        | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3498010.68   | 0.14%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                 | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    665000 | PA      | $619200.52    | 0.02%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL S.A.                                                                | TELECOM ITALIA CAPITAL SA 7.200000% 07/18/2036                                    | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | NUSS              | IT        |    175000 | PA      | $190912.75    | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                           | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1922715.15   | 0.08%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                | BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C4 BBCMS 2019-C4 C                        | CUSIP: 07335CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1300000 | PA      | $1073783.36   | 0.04%             | 2052-08-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                  | TORONTO-DOMINION BANK/THE 4.866000% 04/22/2033                                    | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |   1275000 | PA      | $1267814.88   | 0.05%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS4269                                                         | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1175639 | PA      | $961412.65    | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                                          | SM ENERGY CO 144A 6.625000% 04/15/2034                                            | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    880000 | PA      | $892144.88    | 0.03%             | 2034-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0493                                                         | CUSIP: 31419ARP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25738 | PA      | $27244.59     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL6292                                                         | CUSIP: 3138EN7E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18970 | PA      | $18675.89     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 847912                                               | CUSIP: 3128JRYH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55760 | PA      | $57740.61     | 0.00%             | 2038-04-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| The Bush Foundation                                                                        | BUSH FOUNDATION 2.754000% 10/01/2050                                              | CUSIP: 12316UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $610750.19    | 0.02%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XI ISSUER LLC SNVA 2023-A A                                        | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    848335 | PA      | $797689.99    | 0.03%             | 2050-05-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QD5507                                                        | CUSIP: 3133B3DL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1184092 | PA      | $961863.96    | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONOLULU HAWAII CITY & CNTY                                                                | HONOLULU CITY & CNTY HI CITY & COUNTY OF HONOLULU HI                              | CUSIP: 438687D77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $858477.14    | 0.03%             | 2035-07-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B3797                                               | CUSIP: 31326JGE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     93513 | PA      | $96765.55     | 0.00%             | 2045-02-01      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMERICA CAPITAL, INC.                                                             | ZF NORTH AMERICA CAPITAL INC 144A 7.500000% 03/24/2031                            | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | DE        |    985000 | PA      | $987144.40    | 0.04%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD1470                                                        | CUSIP: 3132DNT37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3946681 | PA      | $3214741.71   | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG A20196                                                   | CUSIP: 31296WGD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3359 | PA      | $3380.28      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0901                                                         | CUSIP: 3138WAAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    245718 | PA      | $242274.84    | 0.01%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FA3923                                                         | CUSIP: 3140W4LD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    446237 | PA      | $463508.95    | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN WTR & SWR                                 | MET GOVT NASHVILLE & DAVIDSON METROPOLITAN GOVERNMENT OF NASHVILLE & DAVIDSON CO  | CUSIP: 592098Z42<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $374800.15    | 0.01%             | 2043-07-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD8329                                                        | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4049345 | PA      | $4012551.67   | 0.16%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                              | STARWOOD PROPERTY TRUST INC 144A 6.500000% 10/15/2030                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    263000 | PA      | $270504.97    | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                               | AMERICAN NATIONAL GROUP INC 6.000000% 07/15/2035                                  | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    485000 | PA      | $475604.36    | 0.02%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTER ISSUER III LLC                                                          | COMPASS DATACENTERS ISSUER III LLC CMDC 2026-1A A21                               | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2120000 | PA      | $2100065.00   | 0.08%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FINANCE OF AMERICA STRUCTURED SECURITIES TRUST                                             | FINANCE OF AMER 22-S4 A2A 144A SERIES S1  CLASS A2                                | CUSIP: 31737KAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2686840 | PA      | $2767629.53   | 0.11%             | 2057-01-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                              | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 STACR 2022-DNA6 M1B                       | CUSIP: 35564KH44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4670000 | PA      | $4826865.30   | 0.19%             | 2042-09-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 EART 2022-5A D                         | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2827667 | PA      | $2866725.05   | 0.11%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                    | CARMAX AUTO OWNER TRUST 2024-4 CARMX 2024-4 A3                                    | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1475000 | PA      | $1482460.85   | 0.06%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                        | NISSAN MOTOR ACCEPTANCE CO LLC MTN 5.550000% 09/13/2029                           | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    665000 | PA      | $651048.30    | 0.03%             | 2029-09-13      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888891                                                         | CUSIP: 31410GRL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       618 | PA      | $648.17       | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEVELOPMENT BANK                                                            | INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 04/12/2027                          | CUSIP: 4581X0ED6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1500881.30   | 0.06%             | 2027-04-12      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                                        | NATWEST MARKETS PLC MTN 4.893000% 03/27/2031                                      | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | NUSS              | GB        |   2215000 | PA      | $2227473.88   | 0.09%             | 2031-03-27      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                | NATIONWIDE BUILDING SOCIETY 144A 5.127000% 07/29/2029                             | CUSIP: 63861VAK3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |   1075000 | PA      | $1093782.39   | 0.04%             | 2029-07-29      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK MSCR 2022-MN4 B1                   | CUSIP: 35563HAC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3290000 | PA      | $3899170.15   | 0.15%             | 2052-05-25      | Floating      | 13.15%                | Yes           |                  2 | On Loan: No      |
| NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA                                               | NATIONAL COMMUNITY RENAISSANCE OF CALIFORNIA 3.270000% 12/01/2032                 | CUSIP: 63548MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877684.90    | 0.03%             | 2032-12-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS                                                                    | CAPITAL IMPACT PARTNERS 5.999000% 08/01/2035                                      | CUSIP: 140192AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2569462.60   | 0.10%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM3900                                                         | CUSIP: 3140J8KN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    940652 | PA      | $894252.61    | 0.03%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                                    | MOSAIC SOLAR LOAN TRUST 2022-1 MSAIC 2022-1A B                                    | CUSIP: 61946QAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    917693 | PA      | $615302.07    | 0.02%             | 2053-01-20      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                         | BMO 2024-5C5 MORTGAGE TRUST BMO 2024-5C5 D                                        | CUSIP: 05593RAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1778355.80   | 0.07%             | 2057-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8149                                                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1499953 | PA      | $1367894.67   | 0.05%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                           | ZAYO ISSUER LLC ZAYO 2025-1A B                                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1320000 | PA      | $1330611.22   | 0.05%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                                         | METRONET INFRASTRUCTURE ISSUER LLC MNET 2026-1A A2                                | CUSIP: 59170JBK3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1090000 | PA      | $1092897.44   | 0.04%             | 2056-04-20      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735417                                                         | CUSIP: 31402RAS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100261 | PA      | $103994.59    | 0.00%             | 2035-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CPTS MORTGAGE TRUST                                                                        | CENTURY PLAZA TOWERS 2019-CPT CPTS 2019-CPT A                                     | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $624927.29    | 0.02%             | 2039-11-13      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9530000 | PA      | $6325909.74   | 0.25%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                     | TESLA AUTO LEASE TRUST 2024-A TESLA 2024-A A3                                     | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248868 | PA      | $249268.70    | 0.01%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA0776                                                         | CUSIP: 31417Y2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5939 | PA      | $5929.39      | 0.00%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD5641                                                        | CUSIP: 3132DTHS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1397363 | PA      | $1418727.15   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F BFLD 2025-660F A                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    725000 | PA      | $725453.13    | 0.03%             | 2042-11-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                               | MIZUHO FINANCIAL GROUP INC 4.711000% 07/08/2031                                   | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | NUSS              | JP        |   1450000 | PA      | $1448991.76   | 0.06%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6329                                                         | CUSIP: 3140QEA77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    430190 | PA      | $368118.10    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                 | FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 D                                   | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1730004 | PA      | $1720344.83   | 0.07%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                           | AMAZON.COM INC 5.800000% 03/13/2056                                               | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1663121.49   | 0.06%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G08568                                                   | CUSIP: 3128MJT26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74267 | PA      | $73205.65     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 WLAKE 2024-3A A3                     | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $480774.62    | 0.02%             | 2028-04-17      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WLB Asset VII Pte. Ltd.                                                                    | WLB ASSET VII PTE LTD 144A 5.880000% 07/30/2029                                   | CUSIP: YM4883695<br>LEI: 254900606PGU4UDQPS56 | Long             | DBT              | NUSS              | MU        |    462500 | PA      | $461206.22    | 0.02%             | 2029-07-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Trustees of Dartmouth College                                                              | TRUSTEES OF DARTMOUTH COLLEGE 4.273000% 06/01/2030                                | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997855.56    | 0.04%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SDART 2024-2 D                      | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3730000 | PA      | $3832166.19   | 0.15%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                                                | CRESCENT ENERGY FINANCE LLC 144A 8.375000% 01/15/2034                             | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    760000 | PA      | $803122.40    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1172 | NC      | $126383718.80 | 4.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 888254                                                         | CUSIP: 31410FZT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4123 | PA      | $4209.44      | 0.00%             | 2036-11-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                    | AS MILEAGE PLAN IP LTD 144A 5.021000% 10/20/2029                                  | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |   1871000 | PA      | $1851625.68   | 0.07%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TESLA SUSTAINABLE ENERGY TRUST                                                             | TESLA SUSTAINABLE ENERGY TRUST 2024-1 TSET 2024-1A A3                             | CUSIP: 88164AAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1335000 | PA      | $1329571.49   | 0.05%             | 2050-06-20      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                 | CPS AUTO RECEIVABLES TRUST 2024-B CPS 2024-B D                                    | CUSIP: 12627SAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2965000 | PA      | $3026170.92   | 0.12%             | 2030-07-15      | Fixed         | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AD0218                                                         | CUSIP: 31418MG48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31614 | PA      | $32689.95     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-H17 FQ                          | CUSIP: 38375UK66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    575527 | PA      | $579992.58    | 0.02%             | 2067-09-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 545819                                                         | CUSIP: 31385JK80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8288 | PA      | $8592.66      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                  | ALA TRUST 2025-OANA ALA 2025-OANA A                                               | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310000 | PA      | $311162.50    | 0.01%             | 2040-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2019-B10 MORTGAGE TRUST BMARK 2019-B10 C                                | CUSIP: 08162VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $1029825.59   | 0.04%             | 2062-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                            | AVOLON HOLDINGS FUNDING LTD 144A 4.950000% 10/15/2032                             | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    837000 | PA      | $815936.89    | 0.03%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL0664                                                        | CUSIP: 31427MW23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3495277 | PA      | $3517458.35   | 0.14%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV CALIF REGTS MED CTR POOLED REV                                                        | UNIV OF CALIFORNIA CA RGTS MED REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CE | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $506093.46    | 0.02%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                                                        | FORD FOUNDATION/THE 2.815000% 06/01/2070                                          | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |   8285000 | PA      | $4617501.17   | 0.18%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6755000 | PA      | $3797312.71   | 0.15%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS2847                                                         | CUSIP: 3140XJEV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1017702 | PA      | $959162.71    | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1395                                                         | CUSIP: 3140XGRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1294863 | PA      | $1226620.90   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL4165                                                         | CUSIP: 3138ELTX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40683 | PA      | $40563.39     | 0.00%             | 2031-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                              | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT CHI 2025-SFT A                             | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    155000 | PA      | $157190.74    | 0.01%             | 2042-04-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3246                                                         | CUSIP: 3138Y4TC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68370 | PA      | $70790.55     | 0.00%             | 2044-12-01      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2025-1 VERUS 2025-1 A2                                 | CUSIP: 92540TAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1698068 | PA      | $1704459.46   | 0.07%             | 2070-01-25      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| NORTH PLATTE NEB COMBINED UTILS REV                                                        | NORTH PLATTE NE COMB UTILITIES CITY OF NORTH PLATTE NE COMBINED UTILITIES REVENUE | CUSIP: 66161PCY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $989212.80    | 0.04%             | 2046-12-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2026-1 CAALT 2026-1A A                          | CUSIP: 22535XAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445000 | PA      | $444273.09    | 0.02%             | 2036-04-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.125000% 02/28/2029           | CUSIP: 00774MBT1<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1250000 | PA      | $1234474.00   | 0.05%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                 | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4647000 | PA      | $4066179.37   | 0.16%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7473                                                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2079372 | PA      | $1854589.74   | 0.07%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                        | CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 CAS 2022-R02 2M2                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2158744 | PA      | $2185616.14   | 0.09%             | 2042-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                             | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    785000 | PA      | $982390.64    | 0.04%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889721                                                         | CUSIP: 31410KPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2862 | PA      | $2975.76      | 0.00%             | 2038-06-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS1077                                                         | CUSIP: 3140XGFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1768253 | PA      | $1564766.45   | 0.06%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 5.875000% 11/30/2055                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1169368.35   | 0.05%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM1106                                                         | CUSIP: 3140J5GQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    348005 | PA      | $345406.81    | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                          | WISCONSIN POWER AND LIGHT CO 3.950000% 09/01/2032                                 | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2386117.80   | 0.09%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BM4873                                                         | CUSIP: 3140J9MX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73640 | PA      | $76370.87     | 0.00%             | 2048-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 735649                                                         | CUSIP: 31402RH28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2171 | PA      | $2227.30      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                                 | HPS CORPORATE LENDING FUND 5.450000% 11/15/2030                                   | CUSIP: 40440VBD6<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58083.93     | 0.00%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                        | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    370000 | PA      | $350938.90    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE TRUST 2004-W2 FNW 2004-W2 5A                                           | CUSIP: 31393XGU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1996 | PA      | $2057.02      | 0.00%             | 2044-03-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BINOM MORTGAGE LOAN TRUST                                                                  | BINOM MORTGAGE LOAN TRUST 2026-NQM1 BINOM 2026-NQM1 A3                            | CUSIP: 09055CAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1620000 | PA      | $1613843.12   | 0.06%             | 2066-02-25      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                                 | AVIATION CAPITAL GROUP LLC 144A 5.125000% 04/10/2030                              | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    620000 | PA      | $624092.35    | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY FRN VARIABLE RATE 10/31/2027                                          | CUSIP: 91282CPG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  34550000 | PA      | $34603159.32  | 1.35%             | 2027-10-31      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                         | SOUTHERN CALIFORNIA EDISON CO 3.450000% 02/01/2052                                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $1641594.78   | 0.06%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN MA2880                                                         | CUSIP: 31418CFW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    228383 | PA      | $223898.67    | 0.01%             | 2037-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                        | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4 EART 2024-4A C                         | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    700000 | PA      | $706706.63    | 0.03%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9306                                                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3255988 | PA      | $3356865.52   | 0.13%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2007-104 ZE                                                 | CUSIP: 31396XN26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10772 | PA      | $11139.72     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                            | BP CAPITAL MARKETS AMERICA INC 3.060000% 06/17/2041                               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1696321.06   | 0.07%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG H09204                                                   | CUSIP: 3128UNGM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       294 | PA      | $298.47       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-54 3A                     | CUSIP: 31393LFM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124095 | PA      | $127200.76    | 0.00%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 7.125000% 11/15/2056                    | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    875000 | PA      | $883337.30    | 0.03%             | 2056-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                           | DEUTSCHE BANK AG/NEW YORK NY 5.060000% 04/14/2032                                 | CUSIP: 25160PAS6<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    404000 | PA      | $403563.41    | 0.02%             | 2032-04-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                           | SALESFORCE INC 5.550000% 03/15/2036                                               | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1126000 | PA      | $1123343.53   | 0.04%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 07/31/2031                                              | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5825000 | PA      | $5844340.81   | 0.23%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA7224                                                         | CUSIP: 3140QFA25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1461091 | PA      | $1184120.10   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC REMICS FHR 2676 PZ                                                    | CUSIP: 31394JPJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     22976 | PA      | $23703.66     | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA7939                                                      | CUSIP: 36179WZC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     89879 | PA      | $84755.32     | 0.00%             | 2052-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2026-VLT9 BX 2026-VLT9 A                             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1830000 | PA      | $1826568.75   | 0.07%             | 2045-03-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AX3052                                                         | CUSIP: 3138Y4MA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44247 | PA      | $43471.19     | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5975                                                         | CUSIP: 3138ENT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76010 | PA      | $78868.33     | 0.00%             | 2044-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                        | ONCOR ELECTRIC DELIVERY CO LLC 4.150000% 06/01/2032                               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2428960.70   | 0.09%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                   | UNITED MEXICAN STATES 5.375000% 03/22/2033                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    860000 | PA      | $843316.00    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                            | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST CSAIL 2021-C20 AS                        | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1180000 | PA      | $1046976.00   | 0.04%             | 2054-03-15      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                          | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 GSAR 2025-1A A2                          | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    274917 | PA      | $275847.72    | 0.01%             | 2030-04-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210000 | PA      | $142857.42    | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                             | APOLLO GLOBAL MANAGEMENT INC 5.150000% 08/12/2035                                 | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399102.73    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G01749                                                   | CUSIP: 31283H5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     47221 | PA      | $48259.98     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN CA6401                                                         | CUSIP: 3140QEDF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1770555 | PA      | $1514492.86   | 0.06%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-H05 CF                          | CUSIP: 38380LAE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    800227 | PA      | $803171.33    | 0.03%             | 2068-03-20      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                           | CAMERON LNG LLC 144A 3.701000% 01/15/2039                                         | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1690539.26   | 0.07%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                                                         | GOLDMAN SACHS PRIVATE CREDIT CORP 144A 6.150000% 06/16/2031                       | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    432000 | PA      | $428391.75    | 0.02%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                                 | VMWARE LLC 1.400000% 08/15/2026                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    525000 | PA      | $520969.22    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL3598                                                         | CUSIP: 3138EK7L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37636 | PA      | $38847.49     | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE                                                 | CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE MTN 2.125000% 01/26/2032               | CUSIP: 12802D2H8<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   2500000 | PA      | $2213054.08   | 0.09%             | 2032-01-26      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN BJ0420                                                         | CUSIP: 3140H1PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78707 | PA      | $81451.72     | 0.00%             | 2047-09-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD.                                                                           | SIRIUSPOINT LTD 7.000000% 04/05/2029                                              | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | NUSS              | US        |    569000 | PA      | $595981.64    | 0.02%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL8830                                                         | CUSIP: 3138ETY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231930 | PA      | $229288.10    | 0.01%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA8489                                                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1829215 | PA      | $1778954.21   | 0.07%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2025-114 AE                                                 | CUSIP: 3136BYGK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    961493 | PA      | $949570.46    | 0.04%             | 2056-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS, INC.                                                                     | KYNDRYL HOLDINGS INC 3.150000% 10/15/2031                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1463905.45   | 0.06%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                                                    | PRICOA GLOBAL FUNDING I 144A 4.750000% 08/26/2032                                 | CUSIP: 74153WCY3<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    638000 | PA      | $632807.74    | 0.02%             | 2032-08-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 4.400000% 11/01/2034                                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $2977259.60   | 0.12%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AE0104                                                         | CUSIP: 31419ADJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28549 | PA      | $28983.56     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                  | APOLLO DEBT SOLUTIONS BDC 5.875000% 08/30/2030                                    | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    349000 | PA      | $345963.45    | 0.01%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                      | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C52 WFCM 2019-C52 C                    | CUSIP: 95002MBC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $936800.37    | 0.04%             | 2052-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY, INC.                                                                 | PATTERSON-UTI ENERGY INC 7.150000% 10/01/2033                                     | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1652535.29   | 0.06%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CALIF DEPT ARPTS CUSTOMER FAC CHARGE REV                                       | LOS ANGELES CA DEPT OF ARPTS C CITY OF LOS ANGELES DEPARTMENT OF AIRPORTS CUSTOME | CUSIP: 54445CAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $969927.10    | 0.04%             | 2029-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                             | PACIFIC LIFE GLOBAL FUNDING II 144A 4.850000% 02/10/2030                          | CUSIP: 6944PL3F4<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1213956.46   | 0.05%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SL2512                                                        | CUSIP: 31427PYJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8504504 | PA      | $7165562.21   | 0.28%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 995051                                                         | CUSIP: 31416BL89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6498 | PA      | $6814.00      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 WLAKE 2026-1A A3                     | CUSIP: 96043BAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $623608.31    | 0.02%             | 2029-07-16      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| THE SALVATION ARMY                                                                         | SALVATION ARMY/THE UNITED STATES 4.528000% 09/01/2048                             | CUSIP: 79585TAS2<br>LEI: 5493005FGG4Y2YFTNM14 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1278092.52   | 0.05%             | 2048-09-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 889855                                                         | CUSIP: 31410KTL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3350 | PA      | $3402.24      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                       | CARNIVAL CORP 144A 5.750000% 03/15/2030                                           | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | NUSS              | US        |   1571000 | PA      | $1593382.04   | 0.06%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                | VERIZON COMMUNICATIONS INC 3.875000% 03/01/2052                                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2554542.73   | 0.10%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2012-132 IK                                                 | CUSIP: 3136AAPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1123100 | PA      | $70920.94     | 0.00%             | 2032-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG C91402                                                   | CUSIP: 3128P7RX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20111 | PA      | $19927.02     | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9669                                                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5001167 | PA      | $5118548.21   | 0.20%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                                  | PG&E RECOVERY FUNDING LLC 5.536000% 07/15/2047                                    | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249729.99   | 0.05%             | 2047-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA REDEV AUTH REV                                                             | PHILADELPHIA PA REDEV AUTH REDEVELOPMENT AUTHORITY OF THE CITY OF PHILADELPHI     | CUSIP: 717868KC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $606257.71    | 0.02%             | 2040-09-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 2B2791                                               | CUSIP: 31326HC44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     16022 | PA      | $16490.46     | 0.00%             | 2044-07-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE REMICS FNR 2002-33 A1                                                  | CUSIP: 31392DGS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44258 | PA      | $44720.66     | 0.00%             | 2032-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL7049                                                         | CUSIP: 3138EPZP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    155109 | PA      | $152704.39    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR QE4038                                                        | CUSIP: 3133BDPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    926510 | PA      | $814317.83    | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                         | WENDY'S FUNDING LLC WEN 2025-1A A2I                                               | CUSIP: 95058XAR9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2244375 | PA      | $2212492.31   | 0.09%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                          | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 4.500000% 05/01/2032                 | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $856117.11    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL, INC.                                                                 | COREBRIDGE FINANCIAL INC 6.375000% 09/15/2054                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2033446.98   | 0.08%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC, SENIOR SECURED RECOVERY BONDS                                    | SCE RECOVERY FUNDING LLC 5.112000% 12/15/2047                                     | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $737024.34    | 0.03%             | 2047-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                            | CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2025-1A A2                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $678170.27    | 0.03%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                           | SAN DIEGO GAS & ELECTRIC CO 5.950000% 03/15/2056                                  | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418335.88    | 0.02%             | 2056-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                    | BANK OF NEW YORK MELLON CORP/THE MTN 4.942000% 02/11/2031                         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486617.13    | 0.02%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica, S.A.B. de C.V                                                        | SITIOS LATINOAMERICA SAB DE CV 144A 6.000000% 11/25/2029                          | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | NUSS              | BR        |    655000 | PA      | $669108.70    | 0.03%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                                                        | CHEVRON USA INC 4.687000% 04/15/2030                                              | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    870000 | PA      | $880412.43    | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC REV                                                              | AMERICAN MUNI PWR-OHIO INC OH AMERICAN MUNICIPAL POWER INC                        | CUSIP: 02765UDV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2280000 | PA      | $2607583.33   | 0.10%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                      | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 WLAKE 2026-1A D                      | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3100000 | PA      | $3072325.99   | 0.12%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                      | DIST OF COLUMBIA REVENUE DISTRICT OF COLUMBIA                                     | CUSIP: 25483VXJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1367182.81   | 0.05%             | 2033-04-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESH & DEV AUTH RESIDENTIAL CLEAN ENERGY & ENERGY EFFICIENCY FING GREEN | NEW YORK ST ENERGY RESEARCH & NEW YORK STATE ENERGY RESEARCH & DEVELOPMENT AUTHO  | CUSIP: 64985VAH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1447000 | PA      | $1342878.94   | 0.05%             | 2037-04-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                               | BX COMMERCIAL MORTGAGE TRUST 2022-AHP BX 2022-AHP AS                              | CUSIP: 05610FAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2459790 | PA      | $2459021.49   | 0.10%             | 2039-01-17      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS GROUP AG MTN 4.844000% 11/06/2033                                             | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1892000 | PA      | $1863977.30   | 0.07%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| THE COMMUNITY PRESERVATION CORPORATION                                                     | COMMUNITY PRESERVATION CORP/THE 2.867000% 02/01/2030                              | CUSIP: 20402CAA3<br>LEI: 254900CWS66ZXCS6P481 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2232639.36   | 0.09%             | 2030-02-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A3                      | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    570000 | PA      | $572517.06    | 0.02%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 1.875000% 02/15/2041                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    935000 | PA      | $643104.69    | 0.03%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN 190344                                                         | CUSIP: 31368HLZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1764 | PA      | $1813.83      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                           | DEUTSCHE BANK AG/NEW YORK NY 5.297000% 05/09/2031                                 | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   1270000 | PA      | $1283890.69   | 0.05%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-1 GCAR 2025-1A D                           | CUSIP: 36271KAL5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6100000 | PA      | $6196937.54   | 0.24%             | 2030-11-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC.                                                                                 | APPLE INC 3.000000% 06/20/2027                                                    | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1732022.29   | 0.07%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                   | NXP BV / NXP FUNDING LLC / NXP USA INC 4.300000% 08/19/2028                       | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | NUSS              | NL        |    625000 | PA      | $623310.71    | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC NON GOLD POOL FH 849254                                               | CUSIP: 31300MH71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     22998 | PA      | $23984.53     | 0.00%             | 2042-01-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                            | MAREX GROUP PLC 5.829000% 05/08/2028                                              | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | NUSS              | GB        |    374000 | PA      | $377546.38    | 0.01%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sweihan PV Power Company PJSC                                                              | SWEIHAN PV POWER CO PJSC 144A 3.625000% 01/31/2049                                | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | NUSS              | AE        |   2235325 | PA      | $1827753.72   | 0.07%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC GOLD POOL FG G07686                                                   | CUSIP: 3128M92T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8183 | PA      | $8065.56      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                 | GINNIE MAE II POOL G2 MA9780                                                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10536820 | PA      | $10779020.54  | 0.42%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                            | MAIN STREET CAPITAL CORP 6.500000% 06/04/2027                                     | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    815000 | PA      | $824281.30    | 0.03%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                                 | SIMON PROPERTY GROUP LP 4.300000% 01/15/2031                                      | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    963000 | PA      | $950045.32    | 0.04%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I ISSUER LLC                                                                | SUNNOVA HESTIA II ISSUER LLC SNVA 2024-GRID1 1A                                   | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1013083 | PA      | $975464.96    | 0.04%             | 2051-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| The Arab Energy Fund                                                                       | ARAB ENERGY FUND /THE 144A 5.428000% 05/02/2029                                   | CUSIP: 03845EAD4<br>LEI: 213800A54KIUYH5YD185 | Long             | DBT              | NUSS              | XX        |   1500000 | PA      | $1535838.51   | 0.06%             | 2029-05-02      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA MTN 4.570000% 08/25/2030           | CUSIP: 22534W5E4<br>LEI: N/A                  | Long             | DBT              | NUSS              | FR        |   1500000 | PA      | $1480353.98   | 0.06%             | 2030-08-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A3                     | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    690000 | PA      | $692254.16    | 0.03%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                   | US TREASURY N/B 4.125000% 11/30/2031                                              | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8020000 | PA      | $8033471.11   | 0.31%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS ISSUER LLC                                                                  | SUNNOVA HELIOS XII ISSUER LLC SNVA 2023-B A                                       | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    827261 | PA      | $755067.78    | 0.03%             | 2050-08-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                                       | JACKSON NATIONAL LIFE GLOBAL FUNDING 144A 4.550000% 09/09/2030                    | CUSIP: 46849LVH1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    925000 | PA      | $909030.27    | 0.04%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON CONSERVATION DESIGNATED ACTIVITY COMPANY                                            | AMAZON CONSERVATION DAC 144A 6.034000% 01/16/2042                                 | CUSIP: 02315JAA2<br>LEI: 635400VMJ6EGNYN3YK31 | Long             | DBT              | NUSS              | EC        |   2000000 | PA      | $2024600.00   | 0.08%             | 2042-01-16      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                         | INTERSTATE POWER AND LIGHT CO 4.100000% 09/26/2028                                | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    790000 | PA      | $784524.41    | 0.03%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                       | M&T BANK CORP 5.179000% 07/08/2031                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    590000 | PA      | $597128.16    | 0.02%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                       | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    725000 | PA      | $670517.58    | 0.03%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                              | ALPHABET INC 1.100000% 08/15/2030                                                 | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4395941.40   | 0.17%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                    | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 4.650000% 03/15/2033                       | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2579033.43   | 0.10%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                | FREDDIE MAC POOL FR SD4880                                                        | CUSIP: 3132DSM58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3387358 | PA      | $3277284.31   | 0.13%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST                                                                         | RFM REREMIC TRUST 2024-FRR2 RFM 2024-FRR2 A123                                    | CUSIP: 74983PAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2800000 | PA      | $2342648.00   | 0.09%             | 2054-02-27      | Floating      | 2.01%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED                                                                    | MASTERCARD INC 1.900000% 03/15/2031                                               | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2230077.50   | 0.09%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                    | HYUNDAI CAPITAL AMERICA MTN 5.000000% 04/07/2031                                  | CUSIP: 44891AEL7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    692000 | PA      | $693839.69    | 0.03%             | 2031-04-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN FS0980                                                         | CUSIP: 3140XGCS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1295961 | PA      | $1151252.07   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AL5525                                                         | CUSIP: 3138END71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67732 | PA      | $70327.59     | 0.00%             | 2044-07-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                   | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 D                                | CUSIP: 08163RAS5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3265000 | PA      | $1940118.18   | 0.08%             | 2055-05-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RENEW FINANCIAL GROUP LLC                                                                  | RENEW 2024-2 RENEW 2024-2A A                                                      | CUSIP: 75975DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | KY        |    906511 | PA      | $872957.68    | 0.03%             | 2060-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                 | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A3                                 | CUSIP: 92538KAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1632723 | PA      | $1419285.12   | 0.06%             | 2066-09-25      | Floating      | 1.37%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 GCAR 2024-4A A3                          | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192352 | PA      | $192544.47    | 0.01%             | 2028-07-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                   | DOW CHEMICAL CO/THE 5.150000% 02/15/2034                                          | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3942393.24   | 0.15%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SAN FRANCISCO CALIF CITY & CNTY CMNTY FACS DIST NO 2014-1 SPL TAX                          | SAN FRANCISCO CITY & CNTY CA C CITY & COUNTY OF SAN FRANCISCO CA COMMUNITY FACILI | CUSIP: 79772EEB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1764534.25   | 0.07%             | 2050-09-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FANNIE MAE POOL FN AS0564                                                         | CUSIP: 3138W9TW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5690 | PA      | $5602.01      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                            | MVW 2024-1 LLC MVWOT 2024-1A C                                                    | CUSIP: 62847RAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    479032 | PA      | $486293.11    | 0.02%             | 2043-02-20      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Catholic Responsible Investments Funds

**Signature:** Eileen Whitemiller

**Name of Signer:** Eileen Whitemiller

**Title:** Director