# EDGAR Filing Document

**Accession Number:** 0001091439
**File Stem:** 0001004726-26-001415
**Filing Date:** 2026-2
**Character Count:** 678111
**Document Hash:** 4bb7eb2fbc07fc20083e1b31c6c673ae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-001415.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001004726-26-001415

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09491
- **FILM NUMBER:** 26697373

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Minneapolis

  - **State:** MN

  - **Foreign country:** US

  - **Zip / Postal Code:** 55416

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2874556295.12

**Total Liabilities:** $272187666.99

**Net Assets:** $2602368628.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5429.93839540 | **1-Year:** -98665.12924128 | **5-Year:** -274790.90176679 | **10-Year:** -331148.55562397 | **30-Year:** -143132.30594316

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

- **3-Month:** -20.89329815 | **1-Year:** -693.01075436 | **5-Year:** -182.84157773 | **10-Year:** -726.07179879 | **30-Year:** -337.43016080

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075764 | 0.64%                | 0.51%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-617478.45              | $8924487.80                                |
| Month 2  | $-261984.21              | $5138499.57                                |
| Month 3  | $1114370.23              | $-14609546.08                              |

**Designated Index Information**

- **Index Name:** BBG US Agg

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                   | Title                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| L3HARRIS TECHNOLOGIES, INC.                                            | HARRIS CORPORATION                                 | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1363017.54   | 0.05%             | 2028-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| BEIGNET INVESTOR LLC                                                   | BEIGNET INVESTOR LLC                               | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9551000 | PA      | $10056563.08  | 0.39%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704644 | PA      | $610690.74    | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1547639 | PA      | $1281778.87   | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING 2024 3 LLC              | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1543000 | PA      | $1564894.49   | 0.06%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $247824.75    | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241LJB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25049 | PA      | $25622.61     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPUX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141132 | PA      | $140077.72    | 0.01%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15903 | PA      | $15379.20     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    206336 | PA      | $193573.03    | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORPORATION                                                | NTT FINANCE CORP                                   | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2110000 | PA      | $2165963.53   | 0.08%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    138000 | PA      | $133825.36    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| FS RIALTO ISSUER, LTD.                                                 | FS RIALTO                                          | CUSIP: 30319YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    208806 | PA      | $207915.21    | 0.01%             | 2026-04-16      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTFX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6073 | PA      | $5875.76      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417TM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147382 | PA      | $154222.02    | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| REGATTA FUNDING LTD                                                    | REGATTA XVIII FUNDING LTD                          | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440967 | PA      | $440120.49    | 0.02%             | 2038-04-15      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4UY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4109 | PA      | $4036.63      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CK Hutchison International (23) Limited                                | CK HUTCHISON INTERNATIONAL 23 LTD                  | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |    344000 | PA      | $349117.00    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| PT Freeport Indonesia                                                  | FREEPORT INDONESIA PT                              | CUSIP: Y7141BAA1<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    625000 | PA      | $626593.75    | 0.02%             | 2027-04-14      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3KJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17974 | PA      | $17721.88     | 0.00%             | 2033-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    562000 | PA      | $577643.27    | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7235000 | PA      | $7264862.50   | 0.28%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39200000 | PA      | $39302593.85  | 1.51%             | 2028-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585876 | PA      | $505734.20    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9126000 | PA      | $9298171.12   | 0.36%             | 2029-01-24      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805000 | PA      | $2797890.14   | 0.11%             | 2029-07-15      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                          | SG RESIDENTIAL MORTGAGE TRUST 2022 2               | CUSIP: 78434KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    637913 | PA      | $634669.40    | 0.02%             | 2067-09-25      | Variable      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HH6H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8424 | PA      | $8402.48      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                  | CHENIERE CORPUS CHRISTI HOLDINGS LLC               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5461000 | PA      | $5324174.65   | 0.20%             | 2029-11-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2409000 | PA      | $2285427.94   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137BBFC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680233 | PA      | $656566.45    | 0.03%             | 2044-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST 2023 NQM6          | CUSIP: 10569DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765178 | PA      | $1810990.26   | 0.07%             | 2063-09-25      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                              | CORP FINANCIERA DE DESARROLLO SA                   | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    402000 | PA      | $417389.77    | 0.02%             | 2029-04-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W6SU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46747 | PA      | $43545.27     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1890126 | PA      | $1635627.88   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5959191 | PA      | $5026156.60   | 0.19%             | 2041-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    632000 | PA      | $387285.18    | 0.01%             | 2051-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BENEFIT STREET PARTNERS CLO LTD                                        | BENEFIT STREET PARTNERS CLO LTD                    | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1749930.67   | 0.07%             | 2038-04-20      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                   | MERCEDES BENZ AUTO RECEIVABLES TRUST               | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27895 | PA      | $27965.21     | 0.00%             | 2027-08-16      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| CSMC TRUST                                                             | CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES        | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250186 | PA      | $1105185.64   | 0.04%             | 2066-10-25      | Variable      | 2.84%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2969000 | PA      | $2010909.64   | 0.08%             | 2051-07-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KSBC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    240948 | PA      | $197749.08    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFGY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17085 | PA      | $16640.94     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE6X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32420 | PA      | $31609.94     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NNV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8068 | PA      | $7746.82      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    752000 | PA      | $468577.97    | 0.02%             | 2050-05-28      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| F.N.B. CORPORATION                                                     | FNB CORP PA                                        | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58076.22     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| MICROSOFT CORPORATION                                                  | MICROSOFT CORP                                     | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $1588708.99   | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2024 2                    | CUSIP: 034942AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3924552 | PA      | $4097322.01   | 0.16%             | 2069-01-25      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3129414T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11685 | PA      | $11477.71     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPEZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    468859 | PA      | $451960.44    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BUXZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1767739 | PA      | $1786553.64   | 0.07%             | 2055-02-25      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2606000 | PA      | $2670813.83   | 0.10%             | 2029-12-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                             | MADISON PARK FUNDING XXXV LTD                      | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801853 | PA      | $801854.73    | 0.03%             | 2032-04-20      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4494000 | PA      | $4683979.36   | 0.18%             | 2030-08-02      | Fixed         | 5.93%                 | No            | 2                  | On Loan: No      |
| NORTHWEST FLORIDA TIMBER FINANCE, LLC                                  | NORTHWEST FLORIDA TIMBER                           | CUSIP: 667469AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    915000 | PA      | $892313.49    | 0.03%             | 2029-03-04      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17153 | PA      | $17979.08     | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2023 1                    | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947208 | PA      | $963066.52    | 0.04%             | 2067-09-26      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1273000 | PA      | $1272993.76   | 0.05%             | 2035-06-15      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY, INC.                                                  | CHENIERE ENERGY INC                                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   6786000 | PA      | $7027276.23   | 0.27%             | 2034-04-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618BDHV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    182350 | PA      | $187612.70    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    369000 | PA      | $359642.16    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L3E49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153227 | PA      | $132276.36    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBGG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42093 | PA      | $41706.38     | 0.00%             | 2028-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31414BWE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6952 | PA      | $7253.58      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133LPTQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    434375 | PA      | $412605.24    | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMEK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2754425 | PA      | $2895067.24   | 0.11%             | 2053-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                     | EFMT 2025 INV2                                     | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2702884 | PA      | $2691826.69   | 0.10%             | 2070-05-26      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2681516 | PA      | $2741886.66   | 0.11%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3676000 | PA      | $3531378.81   | 0.14%             | 2028-03-25      | Fixed         | 2.26%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1207745.06   | 0.05%             | 2031-10-21      | Fixed         | 4.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XTVX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104945 | PA      | $104092.47    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVN46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1174291 | PA      | $1188573.85   | 0.05%             | 2055-05-25      | Floating      | 5.47%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9MM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     48344 | PA      | $46921.24     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9W74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65979 | PA      | $63497.20     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Corporacion Financiera de Desarrollo S.A.                              | CORP FINANCIERA DE DESAR                           | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              |  | PE        |    200000 | PA      | $205235.20    | 0.01%             | 2030-05-06      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025 NQM5      | CUSIP: 64832GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2481397 | PA      | $2463881.83   | 0.09%             | 2065-08-25      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1479475 | PA      | $1277345.75   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FLATIRON CLO LTD                                                       | FLATIRON CLO LTD                                   | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1120336.19   | 0.04%             | 2036-04-17      | Floating      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| BBCMS TRUST                                                            | BBCMS MORTGAGE TRUST 2025 C35                      | CUSIP: 07337DAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563000 | PA      | $427705.64    | 0.02%             | 2058-07-15      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2795000 | PA      | $1953770.51   | 0.08%             | 2041-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101577 | PA      | $99004.06     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Emirate of Abu Dhabi                                                   | ABU DHABI GOVT INTL                                | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              |  | AE        |    434000 | PA      | $349416.44    | 0.01%             | 2050-04-16      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| U S DOLLAR                                                             | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    169020 | OU      | $-1236.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    518000 | PA      | $533939.90    | 0.02%             | 2028-09-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY MICH UNIV REVS                                              | UNIVERSITY OF MICHIGAN                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    801000 | PA      | $597178.95    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1193262.84   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    148614 | PA      | $148584.88    | 0.01%             | 2040-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | 5 YEAR US TREASURY NOTE FUTURE MAR26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1332 | NC      | $48087.78     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $2922132.68   | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14025000 | PA      | $14700500.94  | 0.56%             | 2037-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1328413 | PA      | $1227205.50   | 0.05%             | 2044-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    324000 | PA      | $328709.02    | 0.01%             | 2027-11-25      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BV5R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  25015820 | PA      | $25279827.11  | 0.97%             | 2055-06-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Magyarorszag                                                           | REPUBLIC OF HUNGARY                                | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    134000 | PA      | $156333.24    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| PRODIGY FINANCE LTD                                                    | PRODIGY FINANCE CM2021 1 DESIGNATED ACTIVITY CO    | CUSIP: 742855AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147146 | PA      | $146774.28    | 0.01%             | 2051-07-25      | Floating      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28668 | PA      | $28271.69     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| QatarEnergy                                                            | QATAR PETROLEUM                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              |  | QA        |    495000 | PA      | $444163.01    | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    353000 | PA      | $350319.67    | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9ZF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40904 | PA      | $41439.33     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republic of Kazakhstan                                                 | KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND           | CUSIP: 486661AH4<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    449000 | PA      | $494581.58    | 0.02%             | 2045-07-21      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 77586RAL4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    430000 | PA      | $391594.98    | 0.02%             | 2032-03-27      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| UPX HIL ISSUER TRUST                                                   | UPX HIL 2025 1 ISSUER TRUST                        | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1196183 | PA      | $1204244.76   | 0.05%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           | 2                  | On Loan: No      |
| THE BOEING COMPANY                                                     | BOEING CO THE                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1925656.17   | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BC3<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1006000 | PA      | $848766.22    | 0.03%             | 2052-03-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JR7K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742891 | PA      | $613217.92    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    256000 | PA      | $262775.30    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHBG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1159538 | PA      | $1001097.82   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388000 | PA      | $1412003.71   | 0.05%             | 2029-04-16      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETLL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308793 | PA      | $322135.16    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416YVG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10141 | PA      | $10184.10     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $192021.06    | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WCSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55592 | PA      | $54657.86     | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9753000 | PA      | $9885133.64   | 0.38%             | 2030-10-22      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189883 | PA      | $173076.98    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLLH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    994953 | PA      | $1005008.84   | 0.04%             | 2055-06-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| OBX TRUST                                                              | OBX 2025 NQM4 TRUST                                | CUSIP: 67120QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2247773 | PA      | $2243235.61   | 0.09%             | 2055-02-25      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22618 | PA      | $23574.00     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                 | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $216808.08    | 0.01%             | 2039-01-05      | Variable      | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57652 | PA      | $56135.79     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31398STJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1904775 | PA      | $1869050.02   | 0.07%             | 2040-12-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200040.36    | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QAAJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34503 | PA      | $33300.62     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALA TRUST                                                              | ALA TRUST                                          | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1454000 | PA      | $1457654.73   | 0.06%             | 2030-06-15      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| TCO COMMERCIAL MORTGAGE TRUST                                          | TCO COMMERCIAL MORTGAGE TRUST 2024 DPM             | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2900295.95   | 0.11%             | 2039-12-15      | Floating      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS 2023 A LLC               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1148028 | PA      | $1161613.82   | 0.04%             | 2055-05-25      | Fixed         | 5.33%                 | Yes           | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AEC81<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4080000 | PA      | $3945176.40   | 0.15%             | 2033-05-16      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111915 | PA      | $112320.96    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X82Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3676591 | PA      | $3337319.43   | 0.13%             | 2050-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H062628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5069000 | PA      | $5225822.19   | 0.20%             | 2056-02-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FED FUND 30DAY AUG26                                                   | FED FUND 30DAY AUG26                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1211 | NC      | $302960.27    | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1160088.53   | 0.04%             | 2031-01-24      | Fixed         | 5.24%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     78094 | PA      | $77331.70     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    376258 | PA      | $369771.82    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46682 | PA      | $43308.76     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164435 | PA      | $134499.99    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12993500 | PA      | $12822960.31  | 0.49%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republica de Chile                                                     | CHILE GOVERNMENT INTERNATIONAL BOND                | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    825733 | PA      | $831418.17    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO COMPANY                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    208000 | PA      | $168768.08    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Mexico City Airport Trust                                              | MEXICO CITY AIRPORT TRUST                          | CUSIP: 59284MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    393000 | PA      | $345431.28    | 0.01%             | 2046-10-31      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                               | COLT 2025 INV2 MORTGAGE LOAN TRUST                 | CUSIP: 12673UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1291661 | PA      | $1294598.96   | 0.05%             | 2070-02-25      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WTV37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8163 | PA      | $8112.44      | 0.00%             | 2028-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5000 | PA      | $4808.98      | 0.00%             | 2041-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2637000 | PA      | $2639678.19   | 0.10%             | 2030-12-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335AYP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157142 | PA      | $143576.50    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNE25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847338 | PA      | $794723.28    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    169000 | PA      | $170523.70    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           | 2                  | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025 1   | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317000 | PA      | $320592.92    | 0.01%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    706000 | PA      | $706706.71    | 0.03%             | 2029-10-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                       | AMAZON COM INC                                     | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $3172607.17   | 0.12%             | 2035-11-20      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNE82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66348 | PA      | $62038.80     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                     | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671000 | PA      | $676877.17    | 0.03%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1052000 | PA      | $853763.75    | 0.03%             | 2053-02-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| NCMF TRUST                                                             | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2876000 | PA      | $2885491.63   | 0.11%             | 2033-06-10      | Variable      | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERRX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43775 | PA      | $44035.73     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC                                    | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    269000 | PA      | $287877.88    | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y1DK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17767 | PA      | $17646.39     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL5Z3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1430000 | PA      | $1139868.73   | 0.04%             | 2036-02-26      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4634000 | PA      | $4815920.69   | 0.19%             | 2056-01-25      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |    383000 | PA      | $370035.83    | 0.01%             | 2064-07-17      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2463406.96   | 0.09%             | 2029-04-20      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMT61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    449019 | PA      | $387581.44    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                      | OCTAGON INVESTMENT PARTNERS XVI LTD                | CUSIP: 67590BAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141578 | PA      | $141574.23    | 0.01%             | 2030-07-17      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| UNION PACIFIC RAILROAD COMPANY                                         | UNION PACIFIC RAILROAD CO                          | CUSIP: 907825AA1<br>LEI: 549300E5Y4M86FFRWP82 | Long             | DBT              | CORP              | US        |    313909 | PA      | $312872.94    | 0.01%             | 2026-05-14      | Fixed         | 3.23%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YGYN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13858 | PA      | $13527.88     | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G5AU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9986 | PA      | $9917.58      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12930 | PA      | $13565.30     | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITY OF HOPE                                                           | CITY OF HOPE THE                                   | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    610000 | PA      | $603424.20    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Embraer Netherlands Finance B.V.                                       | EMBRAER NETHERLANDS FINA                           | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $105884.10    | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416WLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24169 | PA      | $24376.66     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J74X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193061 | PA      | $191368.83    | 0.01%             | 2031-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1928468 | PA      | $1661868.85   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86075 | PA      | $85352.75     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    792821 | PA      | $710282.26    | 0.03%             | 2051-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4544199 | PA      | $3926513.78   | 0.15%             | 2051-04-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    187984 | PA      | $172487.54    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1617 | PA      | $1588.57      | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1360000 | PA      | $1226178.12   | 0.05%             | 2043-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNEW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    896993 | PA      | $836091.73    | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XTA35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1596425 | PA      | $1300123.78   | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $2843935.37   | 0.11%             | 2051-02-04      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EJXL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80322 | PA      | $80877.04     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307MSF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19509 | PA      | $19048.13     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3221000 | PA      | $3256850.51   | 0.13%             | 2028-10-16      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                           | KEYBANK NA CLEVELAND OH                            | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2214851.58   | 0.09%             | 2033-01-26      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8665000 | PA      | $8778728.13   | 0.34%             | 2029-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154922.75    | 0.01%             | 2035-08-06      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3239000 | PA      | $3283536.25   | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166239 | PA      | $155809.04    | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H1WJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155111 | PA      | $145663.10    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                                                 | PERTAMINA PERSERO PT                               | CUSIP: 69370PAA9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    204000 | PA      | $216996.43    | 0.01%             | 2044-05-30      | Fixed         | 6.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JLL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59547 | PA      | $60300.19     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRB85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    763345 | PA      | $779579.46    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ma'aden Sukuk Limited                                                  | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    329000 | PA      | $336771.64    | 0.01%             | 2030-02-13      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2020 I        | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543627 | PA      | $540493.83    | 0.02%             | 2069-04-15      | Floating      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| The State of Qatar                                                     | STATE OF QATAR                                     | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $197996.40    | 0.01%             | 2030-04-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77514 | PA      | $76693.51     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382HX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1432754 | PA      | $1197741.28   | 0.05%             | 2050-06-20      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDYC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349068 | PA      | $334755.97    | 0.01%             | 2050-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10493000 | PA      | $10629900.81  | 0.41%             | 2030-02-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                               | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08162FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120000 | PA      | $2976305.03   | 0.11%             | 2052-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3V4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    920000 | PA      | $725225.88    | 0.03%             | 2036-02-08      | Fixed         | 1.87%                 | No            | 2                  | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                           | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4564000 | PA      | $4688843.87   | 0.18%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           | 2                  | On Loan: No      |
| CIM TRUST                                                              | CIM TRUST                                          | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509433 | PA      | $503289.47    | 0.02%             | 2049-08-25      | Floating      | 5.14%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3087000 | PA      | $3095441.00   | 0.12%             | 2030-05-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| State of Kuwait                                                        | KUWAIT INTERNATIONAL GOVERNMENT BOND               | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    486000 | PA      | $485459.57    | 0.02%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           | 2                  | On Loan: No      |
| INV MORTGAGE TRUST                                                     | INV 2024 IND MORTGAGE TRUST                        | CUSIP: 45000DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1160000 | PA      | $1151432.26   | 0.04%             | 2041-11-15      | Floating      | 5.89%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138X8XC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21870 | PA      | $21721.28     | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304626 | PA      | $286926.37    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XYBY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101036 | PA      | $97693.12     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3617BFTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    171714 | PA      | $168976.11    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ET2L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147011 | PA      | $151066.85    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209701.00    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36182XAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6837 | PA      | $6596.09      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC                            | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    196000 | PA      | $175841.20    | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XATV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    995708 | PA      | $825827.39    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| AHS HOSPITAL CORP.                                                     | AHS HOSPITAL CORP                                  | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    275000 | PA      | $171234.80    | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318921 | PA      | $290688.44    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107242 | PA      | $100797.38    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    315687 | PA      | $293109.59    | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20267 | PA      | $19993.01     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36198QTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12141 | PA      | $11713.07     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248193 | PA      | $231401.07    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NY COMMERCIAL MORTGAGE TRUST 2025 299P             | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $362076.03    | 0.01%             | 2035-02-10      | Variable      | 5.66%                 | Yes           | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE MORTGAGE FINANCE                             | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183872 | PA      | $180699.53    | 0.01%             | 2049-07-25      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    114769 | PA      | $111416.59    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3011876.34   | 0.12%             | 2032-11-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1642674 | PA      | $1480195.41   | 0.06%             | 2051-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                          | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAN2<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    285000 | PA      | $301318.53    | 0.01%             | 2033-05-10      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| TSMC ARIZONA CORPORATION                                               | TSMC ARIZONA CORP                                  | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    494000 | PA      | $493968.38    | 0.02%             | 2032-04-22      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38177 | PA      | $38550.11     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1793000 | PA      | $1774859.88   | 0.07%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2147925 | PA      | $1767061.93   | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1114811.86   | 0.04%             | 2028-12-20      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5996000 | PA      | $5712371.21   | 0.22%             | 2029-06-14      | Fixed         | 2.09%                 | No            | 2                  | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35802FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249554 | PA      | $240986.07    | 0.01%             | 2034-08-25      | Variable      | 4.41%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2252000 | PA      | $1826407.18   | 0.07%             | 2053-05-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    443000 | PA      | $295360.06    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307UV47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4919 | PA      | $4810.90      | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD                                              | ANCHORAGE CAPITAL CLO LTD                          | CUSIP: 03328TBS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4895000 | PA      | $4915652.30   | 0.19%             | 2037-04-28      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54115 | PA      | $55637.42     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    117006 | PA      | $109769.23    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1742260.97   | 0.07%             | 2031-01-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    701418 | PA      | $665245.20    | 0.03%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1008002.58   | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W9F88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31166 | PA      | $30665.88     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310050 | PA      | $283856.21    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2024 HYB1                   | CUSIP: 81749EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2363954 | PA      | $2358821.92   | 0.09%             | 2063-11-25      | Variable      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHWU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    768031 | PA      | $780316.48    | 0.03%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2527000 | PA      | $2445547.21   | 0.09%             | 2029-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27828 | PA      | $28317.76     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ALA TRUST                                                              | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2308000 | PA      | $2316632.47   | 0.09%             | 2030-06-15      | Floating      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EM3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14705 | PA      | $15123.56     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4007000 | PA      | $3870824.59   | 0.15%             | 2055-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST                                         | CUSIP: 05555HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141363 | PA      | $2142224.50   | 0.08%             | 2026-08-15      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H052611<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19222000 | PA      | $19407462.31  | 0.75%             | 2056-01-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10336000 | PA      | $10290780.00  | 0.40%             | 2029-09-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                          | ALPHABET INC                                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3881000 | PA      | $3816272.68   | 0.15%             | 2075-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13641 | PA      | $13554.66     | 0.00%             | 2049-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2959954 | PA      | $2576936.89   | 0.10%             | 2051-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUTY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2239806 | PA      | $2311750.11   | 0.09%             | 2055-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3138 | PA      | $3064.18      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Magyarorszag                                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 445545AP1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    425000 | PA      | $432707.80    | 0.02%             | 2029-06-16      | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237746 | PA      | $228095.37    | 0.01%             | 2032-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KEN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32038 | PA      | $33549.65     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9SF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102690 | PA      | $104847.81    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ma'aden Sukuk Limited                                                  | MA ADEN SUKUK LTD                                  | CUSIP: 55407NAB8<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |    265000 | PA      | $274097.72    | 0.01%             | 2035-02-13      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Bank Gospodarstwa Krajowego                                            | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    731000 | PA      | $765907.44    | 0.03%             | 2034-07-09      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       204 | PA      | $206.25       | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                                    | EXPEDIA GROUP INC                                  | CUSIP: 30212PBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1655314.01   | 0.06%             | 2027-08-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854624 | PA      | $708052.03    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Colbun S.A.                                                            | COLBUN SA                                          | CUSIP: 192714AE3<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |    506000 | PA      | $460793.96    | 0.02%             | 2032-01-19      | Fixed         | 3.15%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2564300.88   | 0.10%             | 2029-10-18      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A2AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32805 | PA      | $33657.65     | 0.00%             | 2040-10-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    955000 | PA      | $736208.01    | 0.03%             | 2045-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307UR34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3785 | PA      | $3701.42      | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6535000 | PA      | $6590904.90   | 0.25%             | 2028-07-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| PRM5 TRUST                                                             | PRM5 TRUST 2025 PRM5                               | CUSIP: 693980AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117000 | PA      | $1116626.42   | 0.04%             | 2028-02-10      | Variable      | 4.62%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY OHIO, INC.                                                 | DUKE ENERGY OHIO INC                               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    959000 | PA      | $933280.58    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP VICI NOTE CO INC                | CUSIP: 92564RAJ4<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1693729.85   | 0.07%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    797540 | PA      | $739476.71    | 0.03%             | 2046-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4655000 | PA      | $2985433.05   | 0.11%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3073000 | PA      | $3188203.70   | 0.12%             | 2034-07-21      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3137BR4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    267674 | PA      | $265176.34    | 0.01%             | 2046-08-15      | Floating      | 4.60%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGT26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310330 | PA      | $319344.46    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    163000 | PA      | $152795.71    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F8T31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    786576 | PA      | $716996.96    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1198860.71   | 0.05%             | 2031-10-24      | Fixed         | 1.92%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    958000 | PA      | $591743.19    | 0.02%             | 2051-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMKR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175355 | PA      | $164564.01    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJDN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166473 | PA      | $162257.34    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BLN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3430000 | PA      | $2933191.05   | 0.11%             | 2034-01-01      | Variable      | 2.34%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138Y4BK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6173 | PA      | $6126.90      | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $981444.62    | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6845000 | PA      | $7049268.49   | 0.27%             | 2029-07-20      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    501652 | PA      | $472515.17    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1830000 | PA      | $1189857.42   | 0.05%             | 2040-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7910000 | PA      | $8094772.62   | 0.31%             | 2031-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                           | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2091000 | PA      | $2098072.13   | 0.08%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943Q63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10815 | PA      | $10650.16     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MercadoLibre, Inc.                                                     | MERCADOLIBRE INC                                   | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    318000 | PA      | $315169.80    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QS5C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610733 | PA      | $637280.90    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018 B        | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5689 | PA      | $5650.99      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HJJS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211689 | PA      | $204315.63    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18635000 | PA      | $12281629.69  | 0.47%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MARICOPA CNTY ARIZ INDL DEV AUTH ED REV                                | MARICOPA COUNTY INDUSTRIAL DEVELOPMENT AUTHORITY   | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $1100253.61   | 0.04%             | 2029-10-01      | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE3D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28769 | PA      | $28583.00     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ACEN MORTGAGE TRUST                                                    | ALEN 2021 ACEN MORTGAGE TRUST                      | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810000 | PA      | $2669387.66   | 0.10%             | 2038-04-15      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1822485 | PA      | $1585104.05   | 0.06%             | 2041-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $2136140.63   | 0.08%             | 2031-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36189MS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5808 | PA      | $5634.78      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Suzano Austria GmbH                                                    | SUZANO AUSTRIA GMBH                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    381000 | PA      | $358301.93    | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| SUMMIT ISSUER, LLC                                                     | SUMMIT ISSUER LLC                                  | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1849000 | PA      | $1846657.57   | 0.07%             | 2055-11-20      | Fixed         | 5.21%                 | Yes           | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    296000 | PA      | $308826.86    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    794533 | PA      | $796814.90    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3127000 | PA      | $2657086.95   | 0.10%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1324427 | PA      | $1082792.66   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJDS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    496830 | PA      | $461427.16    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                         | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1614000 | PA      | $1682546.58   | 0.06%             | 2034-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FRJQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5761 | PA      | $5643.31      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312105 | PA      | $315027.11    | 0.01%             | 2039-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14930 | PA      | $15725.38     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5103 | PA      | $5261.71      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9441 | PA      | $9202.35      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   6014000 | PA      | $5803955.04   | 0.22%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3904 | PA      | $3932.39      | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LXMA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52980 | PA      | $45743.67     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION LLC                       | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1670362.39   | 0.06%             | 2035-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BATTALION CLO LTD                                                      | BATTALION CLO IX LTD                               | CUSIP: 07132EAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3388221 | PA      | $3387835.67   | 0.13%             | 2031-07-15      | Floating      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $2499007.76   | 0.10%             | 2062-06-30      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    621376 | PA      | $512958.44    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3209 | PA      | $3232.55      | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18588292 | PA      | $16741300.83  | 0.64%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $198088.40    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WC7G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29651 | PA      | $29394.38     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSAX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3277873 | PA      | $3350847.76   | 0.13%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6700000 | PA      | $6673566.42   | 0.26%             | 2028-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $3085.55      | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4034000 | PA      | $4063113.38   | 0.16%             | 2028-05-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5557000 | PA      | $4954321.12   | 0.19%             | 2030-10-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1939146 | PA      | $1977530.86   | 0.08%             | 2054-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KR6D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150391 | PA      | $157708.73    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3456000 | PA      | $2917130.11   | 0.11%             | 2049-09-06      | Fixed         | 4.76%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    262774 | PA      | $258408.74    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130APR31<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4545000 | PA      | $3375735.12   | 0.13%             | 2041-11-05      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208819.40    | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1502609 | PA      | $1302242.26   | 0.05%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGMR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    618675 | PA      | $594726.00    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H3H82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30725 | PA      | $30455.16     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                                     | ENERGY TRANSFER LP                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $291825.45    | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    239000 | PA      | $258755.74    | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                 | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    627000 | PA      | $641572.73    | 0.02%             | 2035-06-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROG                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281201 | PA      | $265172.04    | 0.01%             | 2046-02-15      | Fixed         | 1.95%                 | Yes           | 2                  | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2121712.66   | 0.08%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y66J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1190337 | PA      | $1225836.79   | 0.05%             | 2055-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1025370 | PA      | $1045909.33   | 0.04%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $89877.93     | 0.00%             | 2049-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1419693 | PA      | $1367228.05   | 0.05%             | 2051-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2374334 | PA      | $2050988.10   | 0.08%             | 2051-10-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP                                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    334000 | PA      | $168290.91    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12471000 | PA      | $12424233.75  | 0.48%             | 2030-10-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43031 | PA      | $42406.27     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    647580 | PA      | $586190.61    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34669 | PA      | $35105.29     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9835000 | PA      | $9803497.22   | 0.38%             | 2030-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| PT Freeport Indonesia                                                  | FREEPORT INDONESIA PT                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    213000 | PA      | $216014.16    | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6325000 | PA      | $6376390.63   | 0.25%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    149000 | PA      | $151973.30    | 0.01%             | 2033-07-22      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Latvijas Republika                                                     | LATVIA GOVERNMENT INTERNATIONAL BOND               | CUSIP: 518417AD2<br>LEI: 25490002QDEB2KTLNK39 | Long             | DBT              | NUSS              | LV        |    500000 | PA      | $510720.50    | 0.02%             | 2034-07-30      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QST27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3595684 | PA      | $3667564.91   | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPZK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8285874 | PA      | $8175676.96   | 0.31%             | 2052-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24057 | PA      | $23634.75     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJF68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7049 | PA      | $6977.15      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES VICI NOTE                          | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128197.10    | 0.00%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27370000 | PA      | $19147239.38  | 0.74%             | 2041-02-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKVQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313750 | PA      | $285977.64    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2697549 | PA      | $2677725.08   | 0.10%             | 2062-04-20      | Floating      | 4.63%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11686947 | PA      | $9856957.38   | 0.38%             | 2041-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1538889 | PA      | $1258516.82   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                        | CSAIL 2019 C15 COMMERCIAL MORTGAGE TRUST           | CUSIP: 22945DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $460793.35    | 0.02%             | 2052-03-15      | Variable      | 4.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFM40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2088135 | PA      | $1817956.52   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2462000 | PA      | $2507037.37   | 0.10%             | 2028-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republica del Peru                                                     | REPUBLIC OF PERU                                   | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    502000 | PA      | $464060.85    | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2025 5MW            | CUSIP: 088921AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2636000 | PA      | $2643791.01   | 0.10%             | 2042-10-10      | Floating      | 5.16%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWKK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656779 | PA      | $618948.47    | 0.02%             | 2035-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BECTON, DICKINSON AND COMPANY                                          | BECTON DICKINSON CO                                | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    397000 | PA      | $403751.38    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| THE SOUTHERN COMPANY                                                   | SOUTHERN CO                                        | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2171692.01   | 0.08%             | 2036-07-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | MUN               | US        |   2870000 | PA      | $2973170.79   | 0.11%             | 2034-12-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4898000 | PA      | $4947362.04   | 0.19%             | 2028-04-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D1CR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260602 | PA      | $268468.27    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRXY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1697263 | PA      | $1750335.36   | 0.07%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                | SG COMMERCIAL MORTGAGE SECURITIES TRUST            | CUSIP: 78419CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $123609.60    | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                              | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    725000 | PA      | $738593.75    | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1429634.12   | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8978 | PA      | $8709.44      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3224508 | PA      | $2235458.12   | 0.09%             | 2050-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XRZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57221 | PA      | $56772.73     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    463000 | PA      | $423979.29    | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YTRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3538 | PA      | $3475.80      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2165496 | PA      | $2037292.41   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    224535 | PA      | $205126.91    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                      | AFFIRM ASSET SECURITIZATION TRUST 2025 X2          | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3399352 | PA      | $3402411.84   | 0.13%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82006 | PA      | $78506.70     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021 E   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3337905 | PA      | $2995428.81   | 0.12%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BA7<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   5765000 | PA      | $5305206.66   | 0.20%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1544917.58   | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59541 | PA      | $53733.04     | 0.00%             | 2050-05-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1940024 | PA      | $1671969.84   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST                                     | DISCOVER CARD EXECUTION NOTE TRUST                 | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-MBS          | CORP              | US        |   5359000 | PA      | $5364191.44   | 0.21%             | 2028-03-15      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2163144 | PA      | $2103274.87   | 0.08%             | 2048-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORPORATION                                                    | COMCAST CORP                                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    736000 | PA      | $398169.38    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9DQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    609873 | PA      | $590230.54    | 0.02%             | 2038-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                     | PIEDMONT NATURAL GAS CO                            | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    301000 | PA      | $294269.04    | 0.01%             | 2029-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFAD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4274337 | PA      | $3905952.45   | 0.15%             | 2036-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS                              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    164000 | PA      | $130172.21    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $934825.23    | 0.04%             | 2041-02-15      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    169000 | PA      | $174339.89    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUST                                        | TEXAS COMMERCIAL MORTGAGE TRUST 2025 TWR           | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2537000 | PA      | $2533800.82   | 0.10%             | 2042-04-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34658 | PA      | $34173.23     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORPORATION                                                 | CVS HEALTH CORP                                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2645125.48   | 0.10%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NYC COMMERCIAL MORTGAGE TRUST 2025 3BP             | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881000 | PA      | $1865651.59   | 0.07%             | 2042-02-15      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    882000 | PA      | $893438.44    | 0.03%             | 2030-07-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1612000 | PA      | $1508319.38   | 0.06%             | 2031-01-22      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    820000 | PA      | $830757.58    | 0.03%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           | 2                  | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                             | EQUINIX EUROPE 2 FINANCING CORP LLC                | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1121932.29   | 0.04%             | 2034-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2022 1                      | CUSIP: 81749CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456426 | PA      | $379261.64    | 0.01%             | 2052-02-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L6U44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    692361 | PA      | $571804.60    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622A24Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    187537 | PA      | $172306.77    | 0.01%             | 2045-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2903745.53   | 0.11%             | 2055-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342743 | PA      | $344636.57    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | 30 YEAR US TREASURY BOND FUTURE MAR26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -25 | NC      | $22386.19     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ECTE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    869144 | PA      | $822453.53    | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNDA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1833850 | PA      | $1584276.66   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | 10 YEAR US TREASURY NOTE FUTURE MAR26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       512 | NC      | $-196935.21   | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YBX65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5799 | PA      | $5700.60      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    394106 | PA      | $377734.57    | 0.01%             | 2044-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10189113 | PA      | $8439050.37   | 0.32%             | 2051-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Empresa Nacional del Petroleo                                          | EMPRESA NACIONAL DEL PETROLEO                      | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $208718.00    | 0.01%             | 2034-07-30      | Fixed         | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25962 | PA      | $25292.82     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1624835 | PA      | $1350728.02   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8GB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374783 | PA      | $365516.55    | 0.01%             | 2033-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GUKJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1049107 | PA      | $1082558.87   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15007186 | PA      | $12964385.67  | 0.50%             | 2052-06-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| INTOWN MORTGAGE TRUST                                                  | INTOWN 2025 STAY MORTGAGE TRUST                    | CUSIP: 46117WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2299000 | PA      | $2301654.93   | 0.09%             | 2042-03-15      | Floating      | 5.10%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5607000 | PA      | $5014284.03   | 0.19%             | 2038-07-24      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17025 | PA      | $17056.11     | 0.00%             | 2050-06-25      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1344316.06   | 0.05%             | 2030-02-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XX7B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2407702 | PA      | $2265206.53   | 0.09%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16490 | PA      | $16024.31     | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QPYW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363679 | PA      | $341418.99    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Joint Stock Company National Company QazaqGaz                          | QAZAQGAZ NC JSC                                    | CUSIP: N/A<br>LEI: 635400YGLXBBSVHONW39       | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $198996.00    | 0.01%             | 2027-09-26      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                          | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3003.05      | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1876915 | PA      | $1827785.79   | 0.07%             | 2045-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7060108 | PA      | $276126.11    | 0.01%             | 2030-10-25      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                                             | AMGEN INC                                          | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    701000 | PA      | $547875.66    | 0.02%             | 2062-02-22      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GD3M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25701 | PA      | $25923.98     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TRESTLES CLO LTD                                                       | TRESTLES CLO LTD                                   | CUSIP: 89531FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $3211246.53   | 0.12%             | 2037-07-25      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3905 | PA      | $4130.66      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       483 | PA      | $453.96       | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18532 | PA      | $18072.45     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE2B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18559 | PA      | $17825.13     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2112307.20   | 0.08%             | 2046-11-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9FG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    319178 | PA      | $307571.19    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY MINN                                                        | UNIVERSITY OF MINNESOTA                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    406000 | PA      | $328251.64    | 0.01%             | 2052-04-01      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133W7J30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160130 | PA      | $165479.33    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFRT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1498648 | PA      | $1225497.34   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26470 | PA      | $26728.48     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46117 | PA      | $42667.50     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    154000 | PA      | $160743.35    | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5779 | PA      | $6087.08      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140MNP75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430635 | PA      | $404249.58    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13384 | PA      | $12952.25     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H0G51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    869967 | PA      | $138164.34    | 0.01%             | 2051-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05613NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538485 | PA      | $1542321.21   | 0.06%             | 2041-10-15      | Floating      | 6.63%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    445000 | PA      | $409260.94    | 0.02%             | 2044-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJTH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359563 | PA      | $372072.23    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank Gospodarstwa Krajowego                                            | BANK GOSPODARSTWA KRAJOW                           | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              |  | PL        |    200000 | PA      | $211316.00    | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183834 | PA      | $158723.18    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1854279.76   | 0.07%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1125217 | PA      | $895089.24    | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WH3T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89544 | PA      | $87190.71     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFA43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726960 | PA      | $629007.67    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEYV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10570 | PA      | $10308.28     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNHX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1306990 | PA      | $1255465.67   | 0.05%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1926075 | PA      | $1587354.66   | 0.06%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AL3G7<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1720000 | PA      | $1357064.52   | 0.05%             | 2036-02-08      | Fixed         | 1.87%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                         | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1540000 | PA      | $1506627.08   | 0.06%             | 2049-11-15      | Fixed         | 3.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235844 | PA      | $211905.42    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Nexa Resources S.A.                                                    | NEXA RESOURCES SA                                  | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |    319000 | PA      | $340253.38    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNTW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2681740 | PA      | $2698555.53   | 0.10%             | 2052-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23523 | PA      | $22703.76     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                                  | TARGA RESOURCES CORP                               | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    365000 | PA      | $371149.16    | 0.01%             | 2027-07-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| EBAY INC.                                                              | EBAY INC                                           | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $93950.27     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2174789 | PA      | $2046045.04   | 0.08%             | 2048-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| U S DOLLAR                                                             | U S DOLLAR                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |    139930 | OU      | $-1013.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12314 | PA      | $11991.08     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4175463 | PA      | $3868439.68   | 0.15%             | 2046-03-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INTERNATIONAL CORP                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    366000 | PA      | $363023.69    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M7YQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9290 | PA      | $8955.00      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2248282.59   | 0.09%             | 2035-04-02      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1054231.08   | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    674398 | PA      | $644471.95    | 0.02%             | 2050-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H030617<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2416000 | PA      | $2173645.00   | 0.08%             | 2056-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QELS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2229979 | PA      | $1930803.97   | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F012411<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -1781000 | PA      | $-1612083.28  | -0.06%            | 2041-01-25      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -5958000 | PA      | $-5270735.41  | -0.20%            | 2056-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Republica del Peru                                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    135000 | PA      | $117172.17    | 0.00%             | 2034-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $582460.94    | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23230 | PA      | $22420.54     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617B9SG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9669 | PA      | $9315.73      | 0.00%             | 2047-09-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zartkoruen Mukodo Reszvenytarsasag         | MFB MAGYAR FEJLESZTESI BANK ZRT                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              |  | HU        |    316000 | PA      | $326958.88    | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $3215646.67   | 0.12%             | 2048-11-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    491653 | PA      | $405092.80    | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132G0B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14954 | PA      | $14870.37     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78449UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111141 | PA      | $110426.61    | 0.00%             | 2037-09-15      | Floating      | 4.69%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4288617 | PA      | $3704898.76   | 0.14%             | 2052-07-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376782 | PA      | $369571.14    | 0.01%             | 2031-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    783000 | PA      | $794076.32    | 0.03%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4374 | PA      | $4245.91      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $2105.78      | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBRZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209911 | PA      | $202152.30    | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807041 | PA      | $1807068.67   | 0.07%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    268146 | PA      | $247272.76    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST                                             | VERUS SECURITIZATION TRUST 2025 9                  | CUSIP: 92490EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2009996 | PA      | $1994289.51   | 0.08%             | 2070-10-27      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617ALXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50834 | PA      | $50337.31     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                 | JOHN DEERE OWNER TRUST                             | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6682000 | PA      | $6740749.18   | 0.26%             | 2028-11-15      | Fixed         | 4.96%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    397213 | PA      | $389968.27    | 0.01%             | 2044-06-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    750799 | PA      | $758560.88    | 0.03%             | 2055-06-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2022 D            | CUSIP: 78454XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3638838 | PA      | $3704174.16   | 0.14%             | 2058-10-15      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMN27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105751 | PA      | $106769.41    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DZ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    682671 | PA      | $648450.39    | 0.02%             | 2031-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1837 | PA      | $1826.31      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7KE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392719 | PA      | $339631.75    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJUE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95131 | PA      | $86197.96     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    967401 | PA      | $949323.22    | 0.04%             | 2033-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1104844.65   | 0.04%             | 2035-11-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8GG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1472708 | PA      | $1377074.18   | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133LPTN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2804624 | PA      | $2666525.74   | 0.10%             | 2031-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6632000 | PA      | $6774484.34   | 0.26%             | 2029-06-30      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2374553 | PA      | $2055954.73   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GKD37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17709 | PA      | $17582.43     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: 80413TAQ2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    212000 | PA      | $192165.28    | 0.01%             | 2032-02-03      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BM7G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    318683 | PA      | $321750.92    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193220 | PA      | $187181.28    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3131Y0ZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210552 | PA      | $203216.99    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F5BJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40475 | PA      | $38832.05     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                       | NRG ENERGY INC                                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    609000 | PA      | $606431.85    | 0.02%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626215 | PA      | $595251.99    | 0.02%             | 2035-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NE Property B.V.                                                       | NE PROPERTY BV                                     | CUSIP: N/A<br>LEI: 7245006AG9J70KOIJH36       | Long             | DBT              | CORP              | NL        |    140000 | PA      | $163487.24    | 0.01%             | 2033-09-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                     | BALTIMORE GAS ELECTRIC CO                          | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    461000 | PA      | $312635.91    | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3574126 | PA      | $3067470.17   | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13994 | PA      | $13217.10     | 0.00%             | 2047-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2025 INV2 TRUST                               | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2392328 | PA      | $2434194.22   | 0.09%             | 2055-05-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2075773 | PA      | $1868598.41   | 0.07%             | 2051-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL                             | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $533421.75    | 0.02%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    504863 | PA      | $475540.01    | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS FEDFUND PORTFOLIO                            | BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES   | CUSIP: 09248U700<br>LEI: N/A                  | Long             | STIV             | RF                | US        |        16 | NS      | $16.05        | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133A8RR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220939 | PA      | $182896.96    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PRET LLC                                                               | PRET 2025 RPL2 TRUST                               | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612774 | PA      | $591185.24    | 0.02%             | 2064-08-25      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIV OF CALIFORNIA CA REVENUES                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $41962.93     | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMPY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10252 | PA      | $10007.94     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    675000 | PA      | $459457.65    | 0.02%             | 2049-09-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135340 | PA      | $124432.24    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YD4N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6603 | PA      | $6447.22      | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC MULTIFAMILY STRUCTURED                 | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3575000 | PA      | $3248858.36   | 0.12%             | 2032-05-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C5BR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9167 | PA      | $9188.66      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   6918000 | PA      | $7088736.24   | 0.27%             | 2031-03-06      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44535000 | PA      | $33904008.29  | 1.30%             | 2048-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    678000 | PA      | $557827.21    | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1275988 | PA      | $1227244.86   | 0.05%             | 2051-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2951916.03   | 0.11%             | 2062-09-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2700000 | PA      | $2643363.29   | 0.10%             | 2045-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KQWT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3470536 | PA      | $3547767.38   | 0.14%             | 2053-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1820490.43   | 0.07%             | 2054-04-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F0JT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544930 | PA      | $535881.11    | 0.02%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2312855 | PA      | $2272997.53   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1831421.61   | 0.07%             | 2032-05-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO COMPANY                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4048000 | PA      | $4215174.30   | 0.16%             | 2034-04-24      | Fixed         | 5.39%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    957000 | PA      | $655315.32    | 0.03%             | 2049-08-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NVJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10167000 | PA      | $10633632.77  | 0.41%             | 2031-06-01      | Fixed         | 5.81%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    525000 | PA      | $523780.43    | 0.02%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2569000 | PA      | $2539374.29   | 0.10%             | 2054-06-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1842134.59   | 0.07%             | 2030-10-15      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JNXG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35697 | PA      | $34739.90     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COAST COMMERCIAL MORTGAGE TRUST                                        | COAST COMMERCIAL MORTGAGE TRUST 2023 2HTL          | CUSIP: 19033EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1458948.70   | 0.06%             | 2036-08-15      | Floating      | 6.34%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    741000 | PA      | $556275.37    | 0.02%             | 2050-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBNR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    356553 | PA      | $333236.46    | 0.01%             | 2051-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6641939 | PA      | $5500415.43   | 0.21%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91503 | PA      | $88899.37     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4856000 | PA      | $5305150.86   | 0.20%             | 2030-06-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    604067 | PA      | $489800.28    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    456466 | PA      | $443131.10    | 0.02%             | 2041-02-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KE4Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     70140 | PA      | $69201.91     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105683 | PA      | $105530.51    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBUH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2608153 | PA      | $2600335.66   | 0.10%             | 2048-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2674000 | PA      | $2006326.27   | 0.08%             | 2046-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025 11   | CUSIP: 16162QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3748387 | PA      | $3698605.63   | 0.14%             | 2056-02-25      | Floating      | 5.17%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1686742 | PA      | $1754723.54   | 0.07%             | 2053-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121110 | PA      | $118954.89    | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1039638 | PA      | $850213.22    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2021 C            | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629864 | PA      | $578485.64    | 0.02%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179160 | PA      | $169769.91    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2792 | PA      | $2811.13      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHXB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    951085 | PA      | $960231.81    | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                    | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97258.20     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15601000 | PA      | $15558950.47  | 0.60%             | 2056-01-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    179029 | PA      | $154668.14    | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J72F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97926 | PA      | $88896.55     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2025 VIS3                 | CUSIP: 46594EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1303100 | PA      | $1294814.79   | 0.05%             | 2066-02-25      | Fixed         | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XQQ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3607848 | PA      | $3763242.33   | 0.14%             | 2054-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KA6L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169678 | PA      | $146490.12    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418U4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26554 | PA      | $26753.90     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173620 | PA      | $168784.96    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26210 | PA      | $25540.82     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36296QJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14963 | PA      | $15366.17     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                     | PIEDMONT NATURAL GAS CO INC                        | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    208000 | PA      | $189662.72    | 0.01%             | 2031-03-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    854000 | PA      | $905560.25    | 0.03%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     53556 | PA      | $52259.84     | 0.00%             | 2047-04-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1182411.07   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122997 | PA      | $121131.53    | 0.00%             | 2050-02-25      | Floating      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| APA CORPORATION                                                        | APA CORP                                           | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    186000 | PA      | $182447.96    | 0.01%             | 2030-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30255 | PA      | $29474.57     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5937716 | PA      | $5127614.10   | 0.20%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36290RYM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4399 | PA      | $4382.20      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SABIC Capital II B.V.                                                  | SABIC CAPITAL II BV                                | CUSIP: 78520LAB6<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    761000 | PA      | $768155.68    | 0.03%             | 2028-10-10      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XBKL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2582 | PA      | $2556.37      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19090 | PA      | $18970.54     | 0.00%             | 2030-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666373 | PA      | $601286.68    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDS54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203679 | PA      | $190458.10    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J57D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    693019 | PA      | $673524.43    | 0.03%             | 2032-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HRMP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120905 | PA      | $111891.29    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396660 | PA      | $2396691.41   | 0.09%             | 2039-08-15      | Floating      | 5.89%                 | Yes           | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1080705.15   | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133AULZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177421 | PA      | $137336.85    | 0.01%             | 2051-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31391TWW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29381 | PA      | $30346.34     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2273385 | PA      | $1968366.08   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    493000 | PA      | $513712.90    | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    174724 | PA      | $182706.18    | 0.01%             | 2041-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21839 | PA      | $22445.49     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA, INC.                                                     | T MOBILE USA INC                                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1365252.88   | 0.05%             | 2028-02-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KEXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7986 | PA      | $7724.53      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QES60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192669 | PA      | $180621.68    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1408278 | PA      | $1271591.74   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1111306.41   | 0.04%             | 2038-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA ST UNIV REV                                                 | CALIFORNIA STATE UNIVERSITY                        | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $595714.55    | 0.02%             | 2052-11-01      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENJ92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    625000 | PA      | $606036.25    | 0.02%             | 2032-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3049000 | PA      | $3100296.04   | 0.12%             | 2047-06-13      | Variable      | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ECKY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16569 | PA      | $16031.42     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SK hynix Inc.                                                          | SK HYNIX INC                                       | CUSIP: Y8085FBL3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $220696.60    | 0.01%             | 2033-01-17      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCUV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1230227 | PA      | $1155259.49   | 0.04%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTGM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13007 | PA      | $12549.82     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130AKPP5<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   1435000 | PA      | $1130174.43   | 0.04%             | 2036-01-25      | Fixed         | 1.85%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMAG7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6095000 | PA      | $4757848.43   | 0.18%             | 2035-09-17      | Fixed         | 1.68%                 | No            | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST                          | CUSIP: 64033XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2743199 | PA      | $2714359.93   | 0.10%             | 2057-03-15      | Floating      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C4M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     63740 | PA      | $64543.48     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137B4UR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137414 | PA      | $136511.94    | 0.01%             | 2041-05-15      | Floating      | 4.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5113983 | PA      | $5291331.08   | 0.20%             | 2053-12-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040412<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804000 | PA      | $792976.40    | 0.03%             | 2041-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J6D20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    276641 | PA      | $277781.76    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EIG Pearl Holdings S.a r.l.                                            | EIG PEARL HOLDINGS SARL                            | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    915000 | PA      | $770887.50    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8MY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427529 | PA      | $372206.99    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ABU DHABI DEVELOPMENTAL HOLDING COMPANY P.J.S.C.                       | ABU DHABI DEVELOPMENTAL                            | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              |  | AE        |    272000 | PA      | $281559.17    | 0.01%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI GOVERNMENT INTERNATIONAL BOND                | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $130782.40    | 0.01%             | 2051-11-17      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46651DAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315432 | PA      | $315137.17    | 0.01%             | 2050-02-25      | Floating      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION LLC                       | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $2089350.95   | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184808 | PA      | $189161.09    | 0.01%             | 2041-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMSG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    852422 | PA      | $768945.40    | 0.03%             | 2050-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7084 | PA      | $7491.03      | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418MT51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16333 | PA      | $17126.29     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PFIZER INC.                                                            | PFIZER INC                                         | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    152000 | PA      | $132359.78    | 0.01%             | 2043-06-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JSAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    415393 | PA      | $343334.65    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INC                                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    964000 | PA      | $977930.76    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GEB41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25373 | PA      | $25592.64     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17262 | PA      | $15576.45     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    507940 | PA      | $511224.02    | 0.02%             | 2054-08-25      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                    | HOAG MEMORIAL HOSPITAL PRESBYTERIAN                | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    197000 | PA      | $150531.05    | 0.01%             | 2052-07-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                      | PIONEER NATURAL RESOURCES CO                       | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    532000 | PA      | $531428.10    | 0.02%             | 2026-01-15      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1088879.27   | 0.04%             | 2028-11-07      | Fixed         | 6.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $840468.31    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| AUSTRALIAN DOLLAR                                                      | AUSTRALIAN DOLLAR                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | AU        |     -8000 | NS      | $-5337.60     | -0.00%            |  |  |  | No            | N/A                | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3367000 | PA      | $2277684.59   | 0.09%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING LLC                     | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423000 | PA      | $431144.44    | 0.02%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    844000 | PA      | $655412.42    | 0.03%             | 2052-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    895000 | PA      | $930450.39    | 0.04%             | 2030-09-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78450FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1803433 | PA      | $1705640.61   | 0.07%             | 2054-11-16      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBKH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    477635 | PA      | $447043.29    | 0.02%             | 2036-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT4C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3497768 | PA      | $3665348.71   | 0.14%             | 2054-02-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36295K3W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2619 | PA      | $2810.12      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8497000 | PA      | $8585798.68   | 0.33%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    678000 | PA      | $476606.88    | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132JADY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57005 | PA      | $55271.74     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ARI FLEET LEASE TRUST                                                  | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837129 | PA      | $841514.36    | 0.03%             | 2032-11-15      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Prosus N.V.                                                            | PROSUS NV                                          | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    228000 | PA      | $217542.78    | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFQ25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26796 | PA      | $26062.26     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BHARTI AIRTEL LIMITED                                                  | BHARTI AIRTEL LTD                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    280000 | PA      | $263930.80    | 0.01%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E0V36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4137 | PA      | $4063.27      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFA 2023 INV2 TRUST                                | CUSIP: 59319BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    978546 | PA      | $985549.25    | 0.04%             | 2066-09-25      | Fixed         | 6.78%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5708641 | PA      | $4928355.85   | 0.19%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVL78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    675380 | PA      | $611400.46    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    962925 | PA      | $869918.06    | 0.03%             | 2051-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| MF1 LTD                                                                | MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST        | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $628410.90    | 0.02%             | 2034-12-15      | Floating      | 4.82%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M8YB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8566 | PA      | $8474.52      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| MSCI INC.                                                              | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1745827.77   | 0.07%             | 2035-09-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TEXAS ST                                                               | STATE OF TEXAS                                     | CUSIP: 882724YC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    430000 | PA      | $326093.27    | 0.01%             | 2041-10-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    345000 | PA      | $339288.53    | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    884685 | PA      | $797181.72    | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22950 | PA      | $22662.77     | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1464188.84   | 0.06%             | 2027-10-21      | Fixed         | 1.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTR33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3176 | PA      | $3052.87      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PT Pertamina (Persero)                                                 | PERTAMINA PERSERO PT                               | CUSIP: 69370PAF8<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              |  | ID        |    470000 | PA      | $443562.50    | 0.02%             | 2030-01-21      | Fixed         | 3.10%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134987 | PA      | $132220.45    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60593 | PA      | $56401.69     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PRPM LLC                                                               | PRPM 2025 NQM1 TRUST                               | CUSIP: 74391EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1672532 | PA      | $1683277.36   | 0.06%             | 2069-11-25      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QMHE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4476 | PA      | $4369.75      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BJRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12347 | PA      | $11917.19     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2023 A   | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3290271 | PA      | $3375416.98   | 0.13%             | 2071-10-15      | Fixed         | 5.51%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    373000 | PA      | $377149.25    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                          | AEP TRANSMISSION CO LLC                            | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201193.40    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19515 | PA      | $20572.48     | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28509 | PA      | $29468.22     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRWZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7247648 | PA      | $7287718.91   | 0.28%             | 2053-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1929987.84   | 0.07%             | 2026-03-15      | Floating      | 5.84%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138MKSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1731 | PA      | $1714.69      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3196126 | PA      | $2761465.03   | 0.11%             | 2053-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CALIFORNIA INSTITUTE OF TECHNOLOGY                                     | CALIFORNIA INSTITUTE OF TECHNOLOGY                 | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    145000 | PA      | $125888.28    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WB6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83211 | PA      | $81882.53     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GACI First Investment Company                                          | GACI FIRST INVESTMENT                              | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |    322000 | PA      | $285188.96    | 0.01%             | 2053-02-14      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GRX74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164203 | PA      | $159329.44    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NXU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1341 | PA      | $1306.97      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5159 | PA      | $5194.29      | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3397170 | PA      | $3158673.19   | 0.12%             | 2036-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GNNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202059 | PA      | $196061.76    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590077 | PA      | $598418.52    | 0.02%             | 2054-12-25      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| AMGEN INC.                                                             | AMGEN INC                                          | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    665000 | PA      | $429522.17    | 0.02%             | 2052-01-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6855000 | PA      | $5069486.72   | 0.19%             | 2046-11-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| MIRA TRUST                                                             | RMBS MIRAVET                                       | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1115000 | PA      | $1158047.64   | 0.04%             | 2038-06-10      | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100213 | PA      | $91825.49     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614127 | PA      | $622385.94    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    181000 | PA      | $137168.32    | 0.01%             | 2042-08-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFRA TRUST                                         | CUSIP: 55287JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4703233 | PA      | $4699065.09   | 0.18%             | 2070-03-25      | Fixed         | 5.44%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANKS FUNDING CORP             | CUSIP: 3133ENN30<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1045000 | PA      | $1035929.40   | 0.04%             | 2032-09-20      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L73Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110458 | PA      | $95367.46     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1258220 | PA      | $1194250.19   | 0.05%             | 2031-07-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2965903.92   | 0.11%             | 2031-01-24      | Fixed         | 5.14%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | J P MORGAN MORTGAGE TRUST 2021 14                  | CUSIP: 46653QBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1309803 | PA      | $1301412.09   | 0.05%             | 2052-05-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                          | SG RESIDENTIAL MORTGAGE TRUST 2021 1               | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586700 | PA      | $498904.85    | 0.02%             | 2061-07-25      | Fixed         | 1.16%                 | Yes           | 2                  | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2021 NQM7 TRUST                               | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1753653 | PA      | $1601918.09   | 0.06%             | 2066-08-25      | Variable      | 1.92%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    465000 | PA      | $457455.84    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| OCP CLO LTD                                                            | OCP CLO 2025 40 LTD                                | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1172895.49   | 0.05%             | 2038-04-16      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| BPR TRUST                                                              | BPR COMMERCIAL MORTGAGE TRUST 2025 STAR            | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2360000 | PA      | $2374062.60   | 0.09%             | 2042-11-05      | Variable      | 5.11%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3352058 | PA      | $3209542.53   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CommonSpirit Health                                                    | COMMONSPIRIT HEALTH                                | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $325969.70    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2448000 | PA      | $2312212.50   | 0.09%             | 2056-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNNR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1066545 | PA      | $1080889.25   | 0.04%             | 2052-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAP83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    694554 | PA      | $523661.06    | 0.02%             | 2050-06-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307729 | PA      | $289853.91    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GJ5A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14705 | PA      | $14600.28     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7GE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53980 | PA      | $46603.69     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUAS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1980410 | PA      | $1634297.54   | 0.06%             | 2050-07-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36605000 | PA      | $36869528.23  | 1.42%             | 2032-04-30      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                               | GS MORTGAGE SECURITIES CORP TRUST 2024 RVR         | CUSIP: 36272JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1010000 | PA      | $1025929.10   | 0.04%             | 2029-08-10      | Variable      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724106 | PA      | $729597.80    | 0.03%             | 2055-03-25      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40169 | PA      | $38451.17     | 0.00%             | 2040-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM                                             | ELFI GRADUATE LOAN PROGRAM 2023 A LLC              | CUSIP: 28628DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2516766 | PA      | $2628538.25   | 0.10%             | 2048-02-04      | Fixed         | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJC71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123116 | PA      | $119878.26    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY, INC.                                                       | NRG ENERGY INC                                     | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5907000 | PA      | $6516147.56   | 0.25%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3105000 | PA      | $2215829.88   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140ATJ31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302710 | PA      | $311878.93    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M6SF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6187 | PA      | $5963.61      | 0.00%             | 2044-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    818200 | PA      | $772240.17    | 0.03%             | 2028-11-30      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339014 | PA      | $279180.68    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4040810 | PA      | $3826352.75   | 0.15%             | 2052-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5138000 | PA      | $5302153.96   | 0.20%             | 2028-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1284738.97   | 0.05%             | 2029-06-01      | Fixed         | 2.07%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31412PG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30187 | PA      | $30417.90     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EXPEDIA GROUP, INC.                                                    | EXPEDIA GROUP INC                                  | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $142684.20    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6652000 | PA      | $6223484.81   | 0.24%             | 2031-01-29      | Fixed         | 2.67%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWKS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702811 | PA      | $709533.10    | 0.03%             | 2055-06-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                   | GLENCORE FUNDING LLC                               | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    567000 | PA      | $575087.12    | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST                                                | MOSAIC SOLAR LOAN TRUST 2022 2                     | CUSIP: 61946UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122628 | PA      | $114234.43    | 0.00%             | 2053-01-21      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5684000 | PA      | $4596088.08   | 0.18%             | 2062-08-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10908000 | PA      | $10536872.32  | 0.40%             | 2055-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402QYX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167674 | PA      | $172540.23    | 0.01%             | 2035-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                          | EQUINIX INC                                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   6302000 | PA      | $6005988.76   | 0.23%             | 2028-05-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| WarnerMedia Holdings, Inc.                                             | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5119806.25   | 0.20%             | 2027-03-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    660000 | PA      | $612986.22    | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    608000 | PA      | $622767.71    | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC.                                                          | ALPHABET INC                                       | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $2906273.59   | 0.11%             | 2030-11-15      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    708000 | PA      | $646471.26    | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            | 2                  | On Loan: No      |
| HESS CORPORATION                                                       | HESS CORP                                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    563000 | PA      | $576088.06    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| State of California                                                    | CALIFORNIA ST                                      | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              |  | US        |    435000 | PA      | $509252.06    | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45589 | PA      | $46319.82     | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1508414 | PA      | $1167065.72   | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83404WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156993 | PA      | $154709.37    | 0.01%             | 2048-08-17      | Fixed         | 3.09%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1111141.05   | 0.04%             | 2033-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1386252.35   | 0.05%             | 2034-02-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCAT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    544902 | PA      | $507114.46    | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| PRPM LLC                                                               | PRP ADVISORS LLC                                   | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645557 | PA      | $646573.89    | 0.02%             | 2069-06-25      | Fixed         | 6.33%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2073404 | PA      | $1713873.06   | 0.07%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFZU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259284 | PA      | $241796.19    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $6073054.40   | 0.23%             | 2030-02-01      | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4930000 | PA      | $5012899.36   | 0.19%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| POINT BROADBAND FUNDING                                                | POINT BROADBAND FUNDING LLC                        | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809000 | PA      | $813832.27    | 0.03%             | 2055-07-20      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5108000 | PA      | $5080600.69   | 0.20%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| CROSS MORTGAGE TRUST                                                   | CROSS 2023 H2 MORTGAGE TRUST                       | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583373 | PA      | $595284.59    | 0.02%             | 2068-11-25      | Fixed         | 7.13%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36297G4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36579 | PA      | $37311.65     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| OKLAHOMA DEV FIN AUTH REV                                              | OKLAHOMA DEVELOPMENT FINANCE AUTHORITY             | CUSIP: 6789084G6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    255000 | PA      | $247972.28    | 0.01%             | 2044-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202E4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4672 | PA      | $4539.97      | 0.00%             | 2039-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     49133 | PA      | $50246.95     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3541273.87   | 0.14%             | 2038-04-24      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| PFS FINANCING CORP.                                                    | PFS FINANCING CORP                                 | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189000 | PA      | $189649.48    | 0.01%             | 2028-03-15      | Fixed         | 5.80%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    824694 | PA      | $774014.69    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVENUE STUDENT LOANS LLC                   | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82187 | PA      | $82602.34     | 0.00%             | 2051-07-25      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                             | GRUPO BIMBO SAB DE CV                              | CUSIP: 40052VAG9<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    897000 | PA      | $685599.53    | 0.03%             | 2049-09-06      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $2680529.15   | 0.10%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    236000 | PA      | $212951.53    | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X4WD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7263 | PA      | $6830.29      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1497227.20   | 0.06%             | 2029-03-04      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DV6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1646241 | PA      | $1272466.23   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Carolinas, LLC                                             | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1773777.05   | 0.07%             | 2033-01-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLQN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32345492 | PA      | $32684918.89  | 1.26%             | 2055-06-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO.                                                   | JPMORGAN CHASE CO                                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    298000 | PA      | $307218.63    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EEHB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8569 | PA      | $8291.27      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7X91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11821 | PA      | $11661.10     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8030 | PA      | $8109.45      | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AFPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8578 | PA      | $8660.10      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731648 | PA      | $633086.08    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36197MQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68000 | PA      | $66356.25     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    188000 | PA      | $148426.00    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1502082.61   | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J55S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90751 | PA      | $91600.94     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620C1RN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18118 | PA      | $17812.64     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5113000 | PA      | $5115004.30   | 0.20%             | 2029-01-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1345208 | PA      | $1171094.85   | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1656705.08   | 0.06%             | 2034-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMX75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1871000 | PA      | $1630099.11   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    453000 | PA      | $419988.98    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QC6E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265314 | PA      | $252702.22    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSA76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2459122 | PA      | $2547873.17   | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48563 | PA      | $47756.12     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L7FZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    100142 | PA      | $86458.37     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 30325WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2251526 | PA      | $1997398.97   | 0.08%             | 2031-10-25      | Variable      | 1.81%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M2W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34739 | PA      | $34310.34     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1239924.97   | 0.05%             | 2028-03-20      | Fixed         | 5.92%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1019996 | PA      | $985595.84    | 0.04%             | 2047-06-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1636989.84   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| APIDOS CLO                                                             | APIDOS CLO LIII                                    | CUSIP: 03771EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $641276.04    | 0.02%             | 2038-07-20      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22675000 | PA      | $22631598.69  | 0.87%             | 2027-11-30      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| HCA INC.                                                               | HCA INC                                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $1094294.70   | 0.04%             | 2035-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X9ZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270168 | PA      | $253272.75    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BONDS                                 | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7185000 | PA      | $7694685.94   | 0.30%             | 2037-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAD86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    307464 | PA      | $302773.38    | 0.01%             | 2033-05-25      | Variable      | 4.13%                 | No            | 2                  | On Loan: No      |
| Empresa de Transporte de Pasajeros Metro S.A.                          | EMPRESA DE TRANSPORTE DE PASAJEROS METRO SA        | CUSIP: 29246QAE5<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              |  | CL        |    577000 | PA      | $510419.97    | 0.02%             | 2050-05-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335005 | PA      | $311427.85    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1723016 | PA      | $1666788.86   | 0.06%             | 2049-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NBEX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313927 | PA      | $320217.96    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126316 | PA      | $121318.63    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q9YZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85999 | PA      | $87127.79     | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC                      | TEXAS ELECTRIC MARKET STABILIZATION FUNDING N LLC  | CUSIP: 88240TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1418173 | PA      | $1419161.66   | 0.05%             | 2036-08-01      | Fixed         | 4.26%                 | Yes           | 2                  | On Loan: No      |
| Kingdom of Saudi Arabia                                                | SAUDI INTERNATIONAL BOND                           | CUSIP: 80413TAJ8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $179795.60    | 0.01%             | 2049-04-17      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                               | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1933000 | PA      | $2008213.03   | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| BX TRUST                                                               | BX TRUST                                           | CUSIP: 05612FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $779964.27    | 0.03%             | 2026-03-15      | Floating      | 6.79%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1047050 | PA      | $950120.46    | 0.04%             | 2050-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QRBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2114484 | PA      | $2125790.07   | 0.08%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4712500 | PA      | $4075576.17   | 0.16%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: X7360WCN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $156225.15    | 0.01%             | 2028-02-17      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Intercorp Peru Ltd.                                                    | INTERCORP PERU LTD                                 | CUSIP: 458652AB0<br>LEI: 549300L0OFVSOE4NSY75 | Long             | DBT              | CORP              | BS        |    348000 | PA      | $337318.84    | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMVU3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2569000 | PA      | $2144377.70   | 0.08%             | 2036-04-14      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| VEGAS TRUST                                                            | VEGAS TRUST 2024 TI                                | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635000 | PA      | $1657196.83   | 0.06%             | 2039-11-10      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XBG95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1096702 | PA      | $1003971.64   | 0.04%             | 2036-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                          | SABINE PASS LIQUEFACTION                           | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2532104 | PA      | $2660861.03   | 0.10%             | 2037-09-15      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    219000 | PA      | $140976.21    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9928000 | PA      | $9919468.08   | 0.38%             | 2028-10-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NCMF TRUST                                                             | NCMF TRUST 2025 MFS                                | CUSIP: 62887TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1755000 | PA      | $1775047.56   | 0.07%             | 2033-06-10      | Variable      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6020000 | PA      | $6182257.78   | 0.24%             | 2029-12-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                | DRYDEN 37 SENIOR LOAN FUND                         | CUSIP: 26249MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384620 | PA      | $384613.67    | 0.01%             | 2031-01-15      | Floating      | 5.27%                 | Yes           | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    190000 | PA      | $210714.93    | 0.01%             | 2030-02-08      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13002000 | PA      | $12813064.69  | 0.49%             | 2055-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8822 | PA      | $8481.26      | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GARTNER, INC.                                                          | GARTNER INC                                        | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    958000 | PA      | $909466.76    | 0.03%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERA91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12502 | PA      | $11500.16     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| INCREF LLC                                                             | INCREF 2025 FL1 LLC                                | CUSIP: 45339NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3245000 | PA      | $3250771.65   | 0.12%             | 2042-10-19      | Floating      | 5.69%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170087 | PA      | $162076.00    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                 | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1748094.70   | 0.07%             | 2034-02-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                       | AMAZON COM INC                                     | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2609000 | PA      | $2527917.50   | 0.10%             | 2065-11-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| UWM MORTGAGE TRUST                                                     | UWM MORTGAGE TRUST 2021 INV5                       | CUSIP: 90355DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2551466 | PA      | $2528742.14   | 0.10%             | 2052-01-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| AT&T REIGN II MULTI-PPTY LEASE BACKED PASSTHROUGH TRUST                | AT T REIGN II LB PTT                               | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3001978.24   | 0.12%             | 2044-12-15      | Fixed         | 6.09%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4380000 | PA      | $4300612.50   | 0.17%             | 2044-11-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                    | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM4      | CUSIP: 36272UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226252 | PA      | $1224248.80   | 0.05%             | 2065-10-25      | Fixed         | 5.01%                 | Yes           | 2                  | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    398000 | PA      | $396360.24    | 0.02%             | 2027-07-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28267 | PA      | $27282.54     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3672793.71   | 0.14%             | 2028-04-13      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    415000 | PA      | $433481.61    | 0.02%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77788 | PA      | $72664.29     | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWTB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1203037 | PA      | $1124946.70   | 0.04%             | 2036-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| HALSEYPOINT CLO                                                        | HALSEYPOINT CLO 7 LTD                              | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503083.99   | 0.06%             | 2038-07-20      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    318567 | PA      | $316547.36    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WGJZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    519694 | PA      | $474846.26    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United Airlines 2019-1 Pass Through Trusts                             | UNITED AIRLINES 2019 1 AA PTT                      | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266473 | PA      | $261225.47    | 0.01%             | 2033-02-25      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3312380 | PA      | $3422700.23   | 0.13%             | 2054-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIVERSITY OF CALIFORNIA                           | CUSIP: 91412HGD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    440000 | PA      | $272846.85    | 0.01%             | 2050-05-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| PRPM LLC                                                               | PRESTON RIDGE PARTNER MORTGA                       | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587713 | PA      | $576829.85    | 0.02%             | 2054-01-25      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X42N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160831 | PA      | $156790.73    | 0.01%             | 2033-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     95000 | PA      | $65714.73     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    987000 | PA      | $680720.08    | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                                | FLAGSTAR MORTGAGE TRUST                            | CUSIP: 33852AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    352908 | PA      | $348683.11    | 0.01%             | 2049-10-25      | Floating      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSFD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1804919 | PA      | $1845114.57   | 0.07%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KRVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    413823 | PA      | $421471.37    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $2034.84      | 0.00%             | 2029-10-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2767 | PA      | $2775.55      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2429234.19   | 0.09%             | 2031-12-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1875383 | PA      | $1533642.56   | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417FL48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4667 | PA      | $4610.32      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2691260 | PA      | $2330233.52   | 0.09%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416BN61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136015 | PA      | $141812.28    | 0.01%             | 2036-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| LYRA MUSIC ASSETS LP                                                   | LYRA MUSIC ASSETS DELAWARE LP                      | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844000 | PA      | $848564.75    | 0.03%             | 2065-09-20      | Floating      | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40548 | PA      | $37019.06     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL3N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16931 | PA      | $17255.73     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEBM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2381933 | PA      | $2062403.38   | 0.08%             | 2050-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1017.50      | 0.00%             | 2029-11-30      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36230UEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     62903 | PA      | $60643.23     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4366 | PA      | $4271.78      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMA44<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2875000 | PA      | $2392457.13   | 0.09%             | 2036-05-19      | Fixed         | 2.49%                 | No            | 2                  | On Loan: No      |
| CSMC COMMERCIAL MORTGAGE TRUST                                         | CSMC                                               | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135000 | PA      | $2119624.69   | 0.08%             | 2038-11-15      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3272000 | PA      | $3317756.86   | 0.13%             | 2032-05-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3935000 | PA      | $2905905.26   | 0.11%             | 2049-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NEW ZEALAND DOLLAR                                                     | NEW ZEALAND DOLLAR                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | NZ        |       177 | NS      | $101.65       | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31329KW83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30383 | PA      | $29013.48     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST                                      | AFFIRM ASSET SECURITIZATION TRUST 2025 X1          | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998915 | PA      | $1000328.51   | 0.04%             | 2030-04-15      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST                          | CUSIP: 64032BAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2329919 | PA      | $2329907.17   | 0.09%             | 2055-05-17      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM, INC.                                                       | AMAZON COM INC                                     | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2243000 | PA      | $1751554.21   | 0.07%             | 2052-04-13      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ONE NEW YORK PLAZA TRUST                                               | ONE NEW YORK PLAZA TRUST 2020 1NYP                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1510000 | PA      | $1449857.61   | 0.06%             | 2026-01-15      | Floating      | 4.81%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2991.91      | 0.00%             | 2031-08-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| GCAT TRUST                                                             | GCAT 2025 NQM6 TRUST                               | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1523285 | PA      | $1509225.76   | 0.06%             | 2070-10-25      | Variable      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    220000 | PA      | $153537.78    | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM6P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    467376 | PA      | $450670.12    | 0.02%             | 2050-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BEQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71893 | PA      | $72584.13     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282134 | PA      | $1057767.59   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HKYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56996 | PA      | $56921.46     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| COREWELL HEALTH                                                        | BHSH SYSTEM OBLIGATED GROUP                        | CUSIP: 84765EAA6<br>LEI: 5493002M6WR7Y63L2862 | Long             | DBT              | CORP              | US        |    965000 | PA      | $696994.41    | 0.03%             | 2049-07-15      | Fixed         | 3.49%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQA51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25189 | PA      | $24809.09     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DTP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1708344 | PA      | $1320519.20   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20923 | PA      | $20405.27     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KJVE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    639356 | PA      | $576684.06    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FUN67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1980178 | PA      | $1579199.66   | 0.06%             | 2050-07-25      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPGH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1619798 | PA      | $1596909.41   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPQP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11863 | PA      | $11677.30     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    875000 | PA      | $860917.97    | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BUEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14857 | PA      | $14032.49     | 0.00%             | 2047-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BERRY GLOBAL, INC.                                                     | BERRY GLOBAL INC                                   | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131625.00    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5M21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39264 | PA      | $35844.76     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WEF61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37187 | PA      | $36274.31     | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M9GM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14235 | PA      | $13720.66     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WPHS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69340 | PA      | $64589.80     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    933869 | PA      | $905817.38    | 0.03%             | 2049-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4155711.82   | 0.16%             | 2031-01-28      | Fixed         | 5.21%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5YR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    238130 | PA      | $231061.27    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                             | NATIONAL BANK OF CANADA                            | CUSIP: 63307MB57<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   5575000 | PA      | $5553781.55   | 0.21%             |  |  |  | Yes           | 2                  | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                          | NYC COMMERCIAL MORTGAGE TRUST 2025 11X             | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1635207.10   | 0.06%             | 2037-10-15      | Floating      | 5.70%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $414874.50    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40937 | PA      | $39841.15     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| NXP B.V.                                                               | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    617000 | PA      | $617510.88    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130165.10    | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312944SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16766 | PA      | $16510.65     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FED FUND 30DAY JAN26                                                   | FED FUND 30DAY JAN26                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1216 | NC      | $-90077.67    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC                               | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    125000 | PA      | $107346.75    | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                 | SEQUOIA MORTGAGE TRUST 2025 10                     | CUSIP: 81750CBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3847803 | PA      | $3799372.93   | 0.15%             | 2055-11-25      | Floating      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| MEGlobal B.V.                                                          | EQUATE PETROCHEMICAL BV                            | CUSIP: 29441WAC9<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |    860000 | PA      | $857359.80    | 0.03%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| SCG TRUST                                                              | SCG COMMERCIAL MORTGAGE TRUST 2025 DLFN            | CUSIP: 78398EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732000 | PA      | $727781.27    | 0.03%             | 2035-03-15      | Floating      | 5.46%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy, Inc.                                                  | DOMINION ENERGY INC                                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1406362.23   | 0.05%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $3293913.85   | 0.13%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DP3F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    483471 | PA      | $498011.30    | 0.02%             | 2053-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J8F24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88337 | PA      | $90831.05     | 0.00%             | 2045-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    761000 | PA      | $805982.71    | 0.03%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2044331 | PA      | $2145865.85   | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNMK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13002 | PA      | $12619.75     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726986 | PA      | $662648.71    | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132GSSE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97788 | PA      | $94911.76     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQD25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5319 | PA      | $5271.95      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1555360.70   | 0.06%             | 2027-07-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VERUS SECURITIZATION TRUST                                             | VERUS SECURITIZATION TRUST 2022 2                  | CUSIP: 92538XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446735 | PA      | $1375770.40   | 0.05%             | 2067-02-25      | Fixed         | 4.26%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2148346 | PA      | $1661450.37   | 0.06%             | 2051-05-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                              | NELNET STUDENT LOAN TRUST 2025 1                   | CUSIP: 64035EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4285000 | PA      | $4284900.16   | 0.16%             | 2033-10-25      | Floating      | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225696 | PA      | $187028.74    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC                            | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3426000 | PA      | $3405615.30   | 0.13%             | 2028-03-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1076000 | PA      | $953507.08    | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2021 12                   | CUSIP: 46592WBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810946 | PA      | $805750.62    | 0.03%             | 2052-02-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| L3HARRIS TECHNOLOGIES, INC.                                            | L3HARRIS TECH INC                                  | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145154.56    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| M&T EQUIPTMENT LLC                                                     | M T EQUIPMENT NOTE                                 | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    589000 | PA      | $591905.75    | 0.02%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| BAY MORTGAGE TRUST                                                     | BAY 2025 LIVN MORTGAGE TRUST                       | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2720000 | PA      | $2729702.81   | 0.10%             | 2035-05-15      | Floating      | 5.76%                 | Yes           | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    825000 | PA      | $835071.60    | 0.03%             | 2029-07-29      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER COMPANY                                 | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    178000 | PA      | $140239.61    | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Pemerintah Republik Indonesia                                          | INDONESIA GOVERNMENT INTERNATIONAL BOND            | CUSIP: 455780AZ9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    236000 | PA      | $294794.68    | 0.01%             | 2038-01-17      | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J75N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40182 | PA      | $39331.76     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417AYD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400094 | PA      | $394855.90    | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BAA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34496 | PA      | $33668.60     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| EQUINIX, INC.                                                          | EQUINIX INC                                        | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4553344.20   | 0.17%             | 2032-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX COMMERCIAL MORTGAGE TRUST 2024 AIRC             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2602623 | PA      | $2606210.31   | 0.10%             | 2039-08-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AR4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10235 | PA      | $10171.24     | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Republic of the Philippines                                            | PHILIPPINE GOVERNMENT INTERNATIONAL BOND           | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    910000 | PA      | $791039.34    | 0.03%             | 2031-06-10      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FE26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $1290234.28   | 0.05%             | 2031-03-15      | Fixed         | 2.15%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    316749 | PA      | $314404.01    | 0.01%             | 2046-08-25      | Floating      | 4.39%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QTAC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9895 | PA      | $9574.35      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7158188 | PA      | $6884694.43   | 0.26%             | 2051-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490260 | PA      | $1151911.24   | 0.04%             | 2050-11-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Sociedad Quimica y Minera de Chile S.A.                                | SOCIEDAD QUIMICA Y MINERA DE CHILE SA              | CUSIP: 833636AJ2<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    515000 | PA      | $419550.93    | 0.02%             | 2050-01-22      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KMW84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2866635 | PA      | $2352168.73   | 0.09%             | 2051-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M32L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     99685 | PA      | $101149.84    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128903.84    | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429460 | PA      | $419051.73    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -5641000 | PA      | $-5504822.76  | -0.21%            | 2056-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -16378000 | PA      | $-16337694.72 | -0.63%            | 2056-01-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H020618<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -6247000 | PA      | $-5169880.52  | -0.20%            | 2056-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -11469000 | PA      | $-9270625.64  | -0.36%            | 2056-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H032613<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1261000 | PA      | $-1147510.00  | -0.04%            | 2056-01-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -8975000 | PA      | $-8310639.63  | -0.32%            | 2041-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132L8CS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    598183 | PA      | $541246.52    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HOMES TRUST                                                            | HOMES TRUST                                        | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2315915 | PA      | $2313070.35   | 0.09%             | 2070-02-25      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1612215.71   | 0.06%             | 2054-06-25      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211247 | PA      | $206799.87    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46654AAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    835133 | PA      | $742925.78    | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2024 A            | CUSIP: 831943AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1022566 | PA      | $1029004.72   | 0.04%             | 2056-03-15      | Floating      | 5.43%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312938GD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10914 | PA      | $11014.42     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Romania                                                                | ROMANIA                                            | CUSIP: 77586RAR1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    130000 | PA      | $141194.95    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $3712904.95   | 0.14%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GRVW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2069680 | PA      | $2138510.59   | 0.08%             | 2054-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | MEXICO GOVERNMENT INTERNATIONAL BOND               | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    559000 | PA      | $543751.04    | 0.02%             | 2032-04-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| EURO                                                                   | EURO                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | XX        |    284753 | NS      | $334613.39    | 0.01%             |  |  |  | No            | N/A                | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335AAT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66572 | PA      | $67423.90     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                 | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DE1<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2364903 | PA      | $2383141.60   | 0.09%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1054000 | PA      | $641128.44    | 0.02%             | 2052-02-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617BTEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19738 | PA      | $18641.17     | 0.00%             | 2048-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4510670 | PA      | $3681134.95   | 0.14%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128M9GP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74241 | PA      | $72058.43     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORPORATION                                            | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5182037.00   | 0.20%             | 2032-10-20      | Fixed         | 2.57%                 | No            | 2                  | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST 2021 A                   | CUSIP: 64035DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1418912 | PA      | $1340688.47   | 0.05%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19770000 | PA      | $18152103.47  | 0.70%             | 2042-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST                                                     | A D MORTGAGE TRUST 2025 NQM2                       | CUSIP: 00250EAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2817808 | PA      | $2835681.25   | 0.11%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6649089.16   | 0.26%             | 2031-04-17      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  17366000 | PA      | $17438103.63  | 0.67%             | 2031-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 673921AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    423179 | PA      | $432955.62    | 0.02%             | 2063-10-25      | Variable      | 7.16%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11970000 | PA      | $7559335.58   | 0.29%             | 2051-05-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1396498.75   | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QST68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5983672 | PA      | $6177409.59   | 0.24%             | 2053-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| The State of Qatar                                                     | QATAR GOVERNMENT INTERNATIONAL BOND                | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $196302.00    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1495493 | PA      | $1467961.51   | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63890BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9382 | PA      | $9372.45      | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST                    | CUSIP: 10570QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2514922 | PA      | $2535305.99   | 0.10%             | 2065-05-25      | Variable      | 5.61%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132HNDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4467 | PA      | $4336.03      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7805589 | PA      | $7954519.64   | 0.31%             | 2055-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4918000 | PA      | $4409468.96   | 0.17%             | 2032-10-20      | Fixed         | 2.51%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWXG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1205697 | PA      | $1123058.86   | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CET7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36050 | PA      | $34586.93     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14594 | PA      | $14738.87     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                        | BP CAP MARKETS AMERICA                             | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $711749.20    | 0.03%             | 2050-11-10      | Fixed         | 2.77%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3806293 | PA      | $3287837.82   | 0.13%             | 2052-05-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                 | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $1887279.73   | 0.07%             | 2032-01-12      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9426000 | PA      | $6216211.35   | 0.24%             | 2059-09-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                        | BRAVO RESIDENTIAL FUNDING TRUST 2025 NQM2          | CUSIP: 10569NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2144591 | PA      | $2152564.41   | 0.08%             | 2064-11-25      | Fixed         | 5.68%                 | Yes           | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    839000 | PA      | $849475.75    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $560038.56    | 0.02%             | 2029-11-15      | Floating      | 5.59%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141294 | PA      | $134661.31    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    460882 | PA      | $416342.02    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HMM23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6151872 | PA      | $6195154.84   | 0.24%             | 2055-05-25      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Kallpa Generacion S.A.                                                 | KALLPA GENERACION SA                               | CUSIP: 48344FAB6<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |    340000 | PA      | $354216.42    | 0.01%             | 2032-01-30      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241L6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17934 | PA      | $18467.15     | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311329 | PA      | $291193.66    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2034876 | PA      | $1658391.44   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Northrop Grumman Corporation                                           | NORTHROP GRUMMAN CORP                              | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1524026.79   | 0.06%             | 2053-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PLUSPETROL CAMISEA S.A.                                                | PLUSPETROL CAM PLUS LOTE                           | CUSIP: 72941KAA4<br>LEI: 254900VNCHIPPJ2OFY98 | Long             | DBT              | CORP              | PE        |    150000 | PA      | $158831.25    | 0.01%             | 2036-07-03      | Fixed         | 6.24%                 | Yes           | 2                  | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                         | BSTN COMMERCIAL MORTGAGE TRUST 2025 1C             | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426000 | PA      | $1464818.54   | 0.06%             | 2044-06-15      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GRMY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1221298 | PA      | $1261951.59   | 0.05%             | 2054-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                             | ANGLO AMERICAN CAPITAL PLC                         | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    923000 | PA      | $952683.68    | 0.04%             | 2033-05-02      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4381 | PA      | $4297.23      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| LBA TRUST                                                              | LBA TRUST                                          | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269158 | PA      | $269184.55    | 0.01%             | 2041-10-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMJZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1890776 | PA      | $1551500.17   | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12896 | PA      | $12721.60     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28244 | PA      | $27572.79     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CEDR COMMERCIAL MORTGAGE TRUST                                         | CEDR TRUST                                         | CUSIP: 12524AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1908556.94   | 0.07%             | 2039-02-15      | Floating      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| Duke University Health System, Inc                                     | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $998219.84    | 0.04%             | 2047-06-01      | Fixed         | 3.92%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66798 | PA      | $63685.77     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQUB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337754 | PA      | $346974.17    | 0.01%             | 2043-12-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417GTW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4787 | PA      | $4508.15      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    507801 | PA      | $492787.73    | 0.02%             | 2047-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1782862 | PA      | $1781931.56   | 0.07%             | 2040-12-09      | Floating      | 5.51%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMY58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    854285 | PA      | $704516.50    | 0.03%             | 2051-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FOUNDATION FINANCE TRUST                                               | FOUNDATION FINANCE TRUST 2024 1                    | CUSIP: 349941AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1831040 | PA      | $1871101.75   | 0.07%             | 2049-12-15      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| AT&T INC.                                                              | AT T INC                                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1828626.28   | 0.07%             | 2056-08-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFG91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26445 | PA      | $26050.97     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36176DHP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32977 | PA      | $31792.38     | 0.00%             | 2041-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS 2021 C LLC               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634662 | PA      | $581280.22    | 0.02%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25404509 | PA      | $20760776.07  | 0.80%             | 2051-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KKX33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324196 | PA      | $265354.18    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    901637 | PA      | $119129.30    | 0.00%             | 2051-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31402Q2V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14039 | PA      | $14448.98     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1697000 | PA      | $1752285.07   | 0.07%             | 2029-04-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132J7RZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53360 | PA      | $48440.55     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YXK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8897 | PA      | $8740.86      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1626347 | PA      | $1404862.68   | 0.05%             | 2051-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS, LLC                                  | CHENIERE CORP CHRISTI HD                           | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   5136000 | PA      | $5177514.29   | 0.20%             | 2027-06-30      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| DAE FUNDING LLC                                                        | DAE FUNDING LLC                                    | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    342000 | PA      | $332589.53    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5054000 | PA      | $3628416.65   | 0.14%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6011953.14   | 0.23%             | 2043-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INTL CORP                             | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1306927.58   | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQ2K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38067 | PA      | $36988.05     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GR4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1083929 | PA      | $1119876.18   | 0.04%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   6753000 | PA      | $6291270.38   | 0.24%             | 2030-03-01      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2612761.14   | 0.10%             | 2032-11-03      | Fixed         | 2.52%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2025 2                    | CUSIP: 03466QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1525318 | PA      | $1538573.52   | 0.06%             | 2070-02-25      | Variable      | 5.64%                 | Yes           | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE MORTGAGE FINANCE CORPORATION                 | CUSIP: 16162UBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2450537 | PA      | $2421529.03   | 0.09%             | 2056-06-25      | Floating      | 5.37%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89208 | PA      | $89361.67     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133BJEZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    720418 | PA      | $707292.92    | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FRANCISCAN MISSIONARIES OF OUR LADY HEALTH SYSTEM, INC.                | FRANCISCAN MISSIONARIES OF OUR LADY                | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    295000 | PA      | $224785.58    | 0.01%             | 2049-07-01      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    915162 | PA      | $825074.57    | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H042612<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10063000 | PA      | $9803956.34   | 0.38%             | 2056-01-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10745000 | PA      | $10836080.64  | 0.42%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    925000 | PA      | $961316.43    | 0.04%             | 2030-04-18      | Fixed         | 5.66%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP.                                                  | TARGA RESOURCES CORP                               | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1596336.30   | 0.06%             | 2033-02-01      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61779QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1922419 | PA      | $1903249.16   | 0.07%             | 2070-09-25      | Fixed         | 4.96%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140A84Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227235 | PA      | $234783.10    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7795 | PA      | $8144.23      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2788790.94   | 0.11%             | 2031-03-24      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300615 | PA      | $260535.65    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5098 | PA      | $4973.15      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                   | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2233000 | PA      | $2047589.54   | 0.08%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9442000 | PA      | $8712458.02   | 0.33%             | 2056-02-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 312941KX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11681 | PA      | $11794.35     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3107958 | PA      | $2561478.33   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9054000 | PA      | $9257715.00   | 0.36%             | 2030-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST                           | CUSIP: 46591LBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275459 | PA      | $274874.62    | 0.01%             | 2050-05-25      | Floating      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3804000 | PA      | $3753022.60   | 0.14%             | 2055-11-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    244621 | PA      | $233275.46    | 0.01%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4730000 | PA      | $3809253.47   | 0.15%             | 2036-02-25      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    469087 | PA      | $491929.50    | 0.02%             | 2053-08-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132ADQE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    310576 | PA      | $292661.71    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                    | NELNET STUDENT LOAN TRUST 2021 C                   | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1673905 | PA      | $1664832.89   | 0.06%             | 2062-04-20      | Floating      | 4.59%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2846686 | PA      | $2452964.62   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     69219 | PA      | $62371.46     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                | CARMAX AUTO OWNER TRUST 2023 2                     | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475574 | PA      | $477839.14    | 0.02%             | 2028-01-18      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73234 | PA      | $67863.40     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST                                        | WHARF COMMERCIAL MORTGAGE TRUST 2025 DC            | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $322156.33    | 0.01%             | 2040-07-15      | Variable      | 5.73%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417VQW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1666439 | PA      | $1670996.41   | 0.06%             | 2040-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3207 | PA      | $3237.49      | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWLP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1282153 | PA      | $1296603.73   | 0.05%             | 2055-06-25      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                               | DUKE ENERGY FLORIDA LLC                            | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1439377.70   | 0.06%             | 2030-06-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST 2025 FPM                                | CUSIP: 05556HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185000 | PA      | $1198101.73   | 0.05%             | 2030-10-10      | Variable      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138YJGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14064 | PA      | $14027.87     | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36180DSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107647 | PA      | $101490.74    | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                   | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023 1        | CUSIP: 89231WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3067000 | PA      | $3137807.30   | 0.12%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    823681 | PA      | $682207.88    | 0.03%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9B86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214516 | PA      | $211461.28    | 0.01%             | 2035-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP.                                                      | FIRSTENERGY CORP                                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5241000 | PA      | $3614890.65   | 0.14%             | 2050-03-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211401 | PA      | $199206.74    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFAD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30283 | PA      | $29583.19     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307U5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3366 | PA      | $3291.86      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503305.50    | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VXQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77402 | PA      | $75381.83     | 0.00%             | 2036-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| NEW JERSEY ST TRANSN TR FD AUTH                                        | NEW JERSEY STATE TRANSPORTATION AUTH               | CUSIP: 646136XR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    575000 | PA      | $648517.96    | 0.02%             | 2040-12-15      | Fixed         | 6.56%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106515 | PA      | $103404.21    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                      | CHASE HOME LENDING MORTGAGE TRUST SERIES 2025 2    | CUSIP: 16159VAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2296791 | PA      | $2269043.41   | 0.09%             | 2055-12-25      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                             | JP MORGAN MORTGAGE TRUST 2024 2                    | CUSIP: 46657TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668472 | PA      | $681005.56    | 0.03%             | 2054-08-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477752 | PA      | $1352961.15   | 0.05%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XCQN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82044 | PA      | $81260.39     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FANNIE MAE                                         | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1981641 | PA      | $1911228.75   | 0.07%             | 2041-02-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7880000 | PA      | $7144328.09   | 0.27%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Gerdau Trade Inc.                                                      | GERDAU TRADE INC                                   | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    312000 | PA      | $321360.00    | 0.01%             | 2035-06-09      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHPS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    380335 | PA      | $353673.91    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                           | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    655000 | PA      | $656932.25    | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION                        | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 1 LLC    | CUSIP: 28166LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236369 | PA      | $219287.57    | 0.01%             | 2045-11-25      | Fixed         | 1.80%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1338097 | PA      | $1246104.05   | 0.05%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                  | VALE OVERSEAS LTD                                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $142740.36    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                                                    | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    710000 | PA      | $706931.38    | 0.03%             | 2027-12-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $1470080.50   | 0.06%             | 2051-06-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5865111 | PA      | $4757890.89   | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |    623000 | PA      | $415375.28    | 0.02%             | 2050-11-24      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EP4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19732 | PA      | $19458.38     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| SOFI PERSONAL LOAN TRUST                                               | JP MORGAN SECURITIES LLC                           | CUSIP: 83407RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618049 | PA      | $622064.14    | 0.02%             | 2031-02-12      | None          | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BEU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    627653 | PA      | $623909.46    | 0.02%             | 2047-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2020 B            | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741253 | PA      | $706197.27    | 0.03%             | 2053-07-15      | Fixed         | 1.29%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17085000 | PA      | $17031609.38  | 0.65%             | 2045-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MCR TRUST                                                              | MCR 2024 HF1 MORTGAGE TRUST                        | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271623 | PA      | $271651.41    | 0.01%             | 2041-12-15      | Floating      | 5.54%                 | Yes           | 2                  | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                         | BSTN COMMERCIAL MORTGAGE TRUST 2025 HUB            | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $808330.66    | 0.03%             | 2041-04-13      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| TEXTRON INC.                                                           | TEXTRON INC                                        | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    182000 | PA      | $165139.88    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2024 1                    | CUSIP: 03465XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3223336 | PA      | $3310460.56   | 0.13%             | 2068-08-25      | Fixed         | 5.21%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EHT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35251 | PA      | $35592.69     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BQDK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1701631 | PA      | $1196069.20   | 0.05%             | 2050-08-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1033494 | PA      | $951831.15    | 0.04%             | 2052-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2157000 | PA      | $2220821.32   | 0.09%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJH35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49751 | PA      | $46626.81     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJEZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128420 | PA      | $123207.30    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3620AXKG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59061 | PA      | $57608.30     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132CWR71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218211 | PA      | $198905.44    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $889782.97    | 0.03%             | 2032-02-13      | Fixed         | 1.79%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4151638 | PA      | $4203350.09   | 0.16%             | 2053-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1102000 | PA      | $610749.06    | 0.02%             | 2051-11-15      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36183AF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8245 | PA      | $7954.78      | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DV74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9511425 | PA      | $7776704.05   | 0.30%             | 2051-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266586 | PA      | $248362.14    | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKPN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    354846 | PA      | $331803.03    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSITY CALIF REVS                                                  | UNIVERSITY OF CALIFORNIA REVENUES                  | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    347000 | PA      | $285252.22    | 0.01%             | 2115-05-15      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                           | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX       | CUSIP: 64990FD92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1045000 | PA      | $969844.95    | 0.04%             | 2030-03-15      | Fixed         | 2.05%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138M1YD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21993 | PA      | $21279.66     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25404 | PA      | $25642.83     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FRESB MORTGAGE TRUST                                                   | FRESB MULTIFAMILY MORTGAGE PASS THROUGH            | CUSIP: 30308GAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833103 | PA      | $806040.61    | 0.03%             | 2039-01-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                               | BANCO NACIONAL DE PANAMA                           | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              |  | PA        |    200000 | PA      | $177250.00    | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NKJM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    637012 | PA      | $651195.21    | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132QUZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12492 | PA      | $12194.48     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLES TRUST                             | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025 NQM | CUSIP: 80262CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3429438 | PA      | $3437129.61   | 0.13%             | 2065-08-25      | Variable      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHNX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62006 | PA      | $60436.21     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CONE TRUST                                                             | CART LTD                                           | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460000 | PA      | $1457628.90   | 0.06%             | 2026-08-15      | Floating      | 5.39%                 | Yes           | 2                  | On Loan: No      |
| Romania                                                                | ROMANIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    314000 | PA      | $323477.15    | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132A86Y0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1227283 | PA      | $1192735.25   | 0.05%             | 2033-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347069 | PA      | $335629.86    | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15826 | PA      | $16700.58     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14799 | PA      | $14946.39     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3946000 | PA      | $4100911.32   | 0.16%             | 2035-02-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWXH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5590125 | PA      | $5642883.91   | 0.22%             | 2055-08-25      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    446330 | PA      | $451965.85    | 0.02%             | 2048-09-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BUJD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1245863 | PA      | $1273602.20   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKLB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172009 | PA      | $164798.10    | 0.01%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11498000 | PA      | $8055786.25   | 0.31%             | 2052-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| PARK BLUE CLO LTD                                                      | PARK BLUE CLO LTD                                  | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725000 | PA      | $728904.69    | 0.03%             | 2037-04-20      | Floating      | 5.36%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGJX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720153 | PA      | $655829.47    | 0.03%             | 2035-12-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BTQ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284455 | PA      | $286805.90    | 0.01%             | 2054-12-25      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| DK TRUST                                                               | DK TRUST 2025 LXP                                  | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    664000 | PA      | $664913.93    | 0.03%             | 2037-08-15      | Floating      | 5.34%                 | Yes           | 2                  | On Loan: No      |
| ELM TRUST                                                              | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5458488.22   | 0.21%             | 2027-06-10      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| CF MORTGAGE TRUST                                                      | CANTOR COMMERCIAL REAL ESTATE LENDING              | CUSIP: 12528YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541902 | PA      | $500734.08    | 0.02%             | 2052-11-15      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QDSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409614 | PA      | $384657.43    | 0.01%             | 2035-06-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    193000 | PA      | $170537.12    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3142GTNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3067096 | PA      | $3132196.74   | 0.12%             | 2054-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                                                     | OHIO POWER CO                                      | CUSIP: 677415CF6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    349000 | PA      | $382450.60    | 0.01%             | 2033-02-15      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| CROSS MORTGAGE TRUST                                                   | CROSS 2025 H2 MORTGAGE TRUST                       | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2337740 | PA      | $2347889.96   | 0.09%             | 2070-03-25      | Fixed         | 5.36%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4134000 | PA      | $4134968.89   | 0.16%             | 2029-08-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| TEXTRON INC.                                                           | TEXTRON INC                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    238000 | PA      | $225309.13    | 0.01%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    215317 | PA      | $209030.99    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KPKT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2170435 | PA      | $2135603.53   | 0.08%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455393 | PA      | $389948.57    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                               | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2154417.60   | 0.08%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N8U97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336838 | PA      | $340669.42    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5XZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17583 | PA      | $17355.29     | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FH2A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4491000 | PA      | $4285656.70   | 0.16%             | 2033-06-25      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228185 | PA      | $214286.96    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                 | JOHN DEERE OWNER TRUST                             | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2282881 | PA      | $2296911.51   | 0.09%             | 2028-03-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                            | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1906217.33   | 0.07%             | 2065-11-30      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175366 | PA      | $176581.33    | 0.01%             | 2044-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14665430 | PA      | $12146532.55  | 0.47%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY SOUTH CAROLINA, INC.                                   | DOMINION ENERGY SOUTH CAROLINA INC                 | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    203000 | PA      | $218567.26    | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST                              | GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2022 1   | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313530 | PA      | $278523.36    | 0.01%             | 2049-01-20      | Fixed         | 2.70%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                         | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 | CUSIP: 61778LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7767389 | PA      | $7766467.61   | 0.30%             | 2070-05-25      | Fixed         | 5.53%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2415000 | PA      | $2443300.78   | 0.09%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    741955 | PA      | $764467.56    | 0.03%             | 2053-05-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST              | CUSIP: 96043LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482000 | PA      | $1494817.33   | 0.06%             | 2029-06-15      | Fixed         | 4.58%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJXF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4018450 | PA      | $3874863.51   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    940000 | PA      | $895942.20    | 0.03%             | 2033-03-17      | Fixed         | 3.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJF94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8179 | PA      | $7847.04      | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFA 2023 NQM3 TRUST                                | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2158648 | PA      | $2192632.38   | 0.08%             | 2068-07-25      | Variable      | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVLW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    894531 | PA      | $739410.75    | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FREDDIE MAC                                        | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    812768 | PA      | $795474.96    | 0.03%             | 2044-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD TRUST 2025 FPM                                | CUSIP: 05556HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1493000 | PA      | $1512287.72   | 0.06%             | 2030-10-10      | Variable      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $848557.62    | 0.03%             | 2045-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    393983 | PA      | $378249.42    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QKM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1706082 | PA      | $1472651.77   | 0.06%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                  | AES PANAMA GENERATION HOLDINGS SRL                 | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    252047 | PA      | $236609.55    | 0.01%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           | 2                  | On Loan: No      |
| PRKCM TRUST                                                            | PRKCM 2021 AFC2 TRUST                              | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1719200 | PA      | $1477069.26   | 0.06%             | 2056-11-25      | Variable      | 2.07%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WD7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5178 | PA      | $5062.44      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31292LGU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97932 | PA      | $94078.21     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10598000 | PA      | $10724679.17  | 0.41%             | 2031-01-31      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                  | WELLS FARGO CO                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8964000 | PA      | $9142231.21   | 0.35%             | 2028-04-22      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241KZW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70120 | PA      | $71339.41     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3508435 | PA      | $2891303.71   | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    598000 | PA      | $589590.63    | 0.02%             | 2055-08-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC.                                                         | CITIGROUP INC                                      | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2522269.75   | 0.10%             | 2033-01-25      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EQZA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67699 | PA      | $68061.80     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS                         | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352917.95    | 0.01%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1014.45      | 0.00%             | 2032-03-31      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254930 | PA      | $239238.86    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397227 | PA      | $389646.00    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQLA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842572 | PA      | $879064.07    | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6439 | PA      | $6350.22      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                           | GS MORTGAGE SECURITIES CORP TRUST 2023 FUN         | CUSIP: 36267CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505000 | PA      | $1512550.90   | 0.06%             | 2028-03-15      | Floating      | 6.54%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418RPY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13664 | PA      | $13811.41     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Province of British Columbia                                           | PROVINCE OF BRITISH COLUMBIA CANADA                | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              |  | CA        |   3600000 | PA      | $3684650.40   | 0.14%             | 2034-06-12      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    108191 | PA      | $106176.46    | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Republica Oriental del Uruguay                                         | URUGUAY GOVERNMENT INTERNATIONAL BOND              | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    683214 | PA      | $729018.72    | 0.03%             | 2034-10-28      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28190 | PA      | $29627.75     | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFK47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21567 | PA      | $21266.80     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140H6PA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292079 | PA      | $274295.59    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NN26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6112 | PA      | $5963.12      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJVT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797592 | PA      | $744549.87    | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DXJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2015113 | PA      | $1559616.43   | 0.06%             | 2051-03-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BMO MORTGAGE TRUST                                                     | BMO 2024 5C8 MORTGAGE TRUST                        | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1322159.73   | 0.05%             | 2057-12-15      | Variable      | 5.63%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HFE88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90249 | PA      | $84755.12     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    602218 | PA      | $559705.70    | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66226 | PA      | $65169.98     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QETF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109462 | PA      | $106762.13    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9090000 | PA      | $9161015.63   | 0.35%             | 2030-07-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| ANTOFAGASTA PLC                                                        | ANTOFAGASTA PLC                                    | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $655457.28    | 0.03%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XLEB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2513905 | PA      | $2569861.09   | 0.10%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                   | GALAXY PIPELINE ASSETS BIDCO LTD                   | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    710432 | PA      | $606183.58    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943WD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10728 | PA      | $10564.70     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2708000 | PA      | $2890968.73   | 0.11%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7S63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67926 | PA      | $66625.50     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128MEK91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34784 | PA      | $34155.51     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140GVZ99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137935 | PA      | $138132.78    | 0.01%             | 2047-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X7CB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624779 | PA      | $601288.12    | 0.02%             | 2049-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140E1RT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1488 | PA      | $1462.90      | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132JMGP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82292 | PA      | $78886.91     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6659000 | PA      | $6874365.38   | 0.26%             | 2029-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORPORATION                                                     | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4836000 | PA      | $4283361.26   | 0.16%             | 2055-09-26      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417C3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11809 | PA      | $11683.75     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER COMPANY                                                  | GEORGIA POWER CO                                   | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    538000 | PA      | $551009.38    | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69851 | PA      | $67922.48     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST                                     | REGIONAL MANAGEMENT ISSUANCE TRUST                 | CUSIP: 75907UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1874000 | PA      | $1818044.56   | 0.07%             | 2033-08-15      | Fixed         | 1.90%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    888000 | PA      | $915588.38    | 0.04%             | 2034-04-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    886255 | PA      | $729107.88    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3293669.00   | 0.13%             | 2028-08-23      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QHP66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275703 | PA      | $262410.13    | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Republica Oriental del Uruguay                                         | ORIENTAL REPUBLIC OF URUGUAY                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    281632 | PA      | $262683.80    | 0.01%             | 2060-09-10      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    222666 | PA      | $223858.09    | 0.01%             | 2046-07-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Republica del Peru                                                     | PERUVIAN GOVERNMENT INTERNATIONAL BOND             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    232000 | PA      | $191753.34    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3184760.55   | 0.12%             | 2033-02-24      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC.                                                         | AEP TEXAS INC                                      | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    127000 | PA      | $138517.50    | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                         | SOCIAL PROFESSIONAL LOAN PROGRAM LLC               | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490344 | PA      | $474674.19    | 0.02%             | 2046-05-15      | Fixed         | 2.54%                 | Yes           | 2                  | On Loan: No      |
| United States of America                                               | 2 YEAR US TREASURY NOTE FUTURE MAR26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       542 | NC      | $43850.24     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FXB27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    232619 | PA      | $243007.98    | 0.01%             | 2039-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                       | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924155 | PA      | $927947.74    | 0.04%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           | 2                  | On Loan: No      |
| AGL CLO LTD                                                            | AGL CLO 28 LTD                                     | CUSIP: 00120WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2211489.64   | 0.08%             | 2037-01-21      | Floating      | 5.58%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ETDL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    487807 | PA      | $490874.53    | 0.02%             | 2043-01-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                          | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    910000 | PA      | $853687.38    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133L8AU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    676061 | PA      | $632188.92    | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1026407 | PA      | $1025859.46   | 0.04%             | 2039-02-15      | Floating      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133L8KJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1454550 | PA      | $1352433.07   | 0.05%             | 2036-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J76Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214616 | PA      | $208588.61    | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    950730 | PA      | $916505.67    | 0.04%             | 2046-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    210000 | PA      | $157850.07    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W5MS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34566 | PA      | $31190.80     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    295556 | PA      | $259433.61    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Saudi Arabian Oil Company                                              | SAUDI ARABIAN OIL CO                               | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |    604000 | PA      | $380814.75    | 0.01%             | 2070-11-24      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| BBCMS TRUST                                                            | BARCLAYS COMMERCIAL MORTGAGE SECURITIES            | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4229000 | PA      | $3976291.07   | 0.15%             | 2037-03-15      | Floating      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $614626.95    | 0.02%             | 2050-08-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMLV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    984044 | PA      | $813089.90    | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                           | BX TRUST                                           | CUSIP: 05612EAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947436 | PA      | $947465.91    | 0.04%             | 2039-02-15      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2300527.98   | 0.09%             | 2031-04-15      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WQPF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7032 | PA      | $6988.07      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| UNITED NATIONS DEV CORP N Y REV                                        | UNITED NATIONS DEVELOPMENT CORP                    | CUSIP: 911157ME2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $177834.00    | 0.01%             | 2040-08-01      | Fixed         | 6.01%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42674 | PA      | $38959.04     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19355000 | PA      | $9538385.94   | 0.37%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2758000 | PA      | $2732968.39   | 0.11%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORPORATION                                                | DUKE ENERGY CORP                                   | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    527000 | PA      | $406714.36    | 0.02%             | 2047-08-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  16815000 | PA      | $16736423.51  | 0.64%             | 2027-10-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5094488 | PA      | $4590385.64   | 0.18%             | 2051-06-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Rzeczpospolita Polska                                                  | REPUBLIC OF POLAND GOVERNMENT INTERNATIONAL BOND   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    481000 | PA      | $458052.45    | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                  | ELEVANCE HEALTH INC                                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    235000 | PA      | $153725.49    | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    933000 | PA      | $607868.16    | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QE4W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    214539 | PA      | $201298.43    | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065624 | PA      | $994273.51    | 0.04%             | 2037-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HL3Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    971683 | PA      | $981514.26    | 0.04%             | 2055-05-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49478 | PA      | $47893.79     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGRN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414002 | PA      | $358438.30    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KRB86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3035465 | PA      | $3103035.29   | 0.12%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                    | GS MORTGAGE BACKED SECURITIES TRUST 2025 NQM5      | CUSIP: 36273GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190428 | PA      | $1179985.26   | 0.05%             | 2065-07-25      | Variable      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WKK79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92881 | PA      | $88783.75     | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                            | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1965864.64   | 0.08%             | 2040-01-13      | Variable      | 5.47%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MFCX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150847 | PA      | $146764.00    | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5752195.31   | 0.22%             | 2029-08-31      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -5688000 | PA      | $-4807026.58  | -0.18%            | 2056-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    322264 | PA      | $314368.75    | 0.01%             | 2044-08-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTJF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85991 | PA      | $84574.50     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CIM TRUST                                                              | CIM TRUST                                          | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     89638 | PA      | $81724.80     | 0.00%             | 2061-07-25      | Variable      | 1.43%                 | Yes           | 2                  | On Loan: No      |
| SUTTER HEALTH                                                          | SUTTER HEALTH                                      | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2603497.57   | 0.10%             | 2035-08-15      | Fixed         | 5.54%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140KYYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2343080 | PA      | $1909531.01   | 0.07%             | 2051-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQFB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    397032 | PA      | $368776.81    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6982172 | PA      | $6445835.96   | 0.25%             | 2052-05-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  28917000 | PA      | $29324774.81  | 1.13%             | 2056-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| D.R. HORTON, INC.                                                      | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    353000 | PA      | $366622.62    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                               | BENCHMARK MTG TR                                   | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $915272.25    | 0.04%             | 2072-12-15      | Variable      | 3.56%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16085000 | PA      | $13321018.91  | 0.51%             | 2041-11-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| EXPAND ENERGY CORPORATION                                              | EXPAND ENERGY CORP                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   9202000 | PA      | $9511610.49   | 0.37%             | 2035-01-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    548000 | PA      | $500765.69    | 0.02%             | 2033-01-21      | Fixed         | 2.94%                 | No            | 2                  | On Loan: No      |
| MVM Energetika Zartkoruen Mukodo Reszvenytarsasag                      | MVM ENERGETIKA ZRT                                 | CUSIP: N/A<br>LEI: 529900ELI5AQ9F74PF85       | Long             | DBT              |  | HU        |    219000 | PA      | $230983.68    | 0.01%             | 2028-06-09      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X83C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454879 | PA      | $435707.11    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM LLC                                         | SOFI CONSUMER LOAN PROGRAM 2025 1 TRUST            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1231146 | PA      | $1235778.36   | 0.05%             | 2034-02-27      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227184 | PA      | $187188.56    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5050517 | PA      | $4334236.85   | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1625693 | PA      | $1395558.00   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST              | CUSIP: 95000JAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7561573 | PA      | $30277.82     | 0.00%             | 2059-12-15      | Variable      | 0.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMP40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36219 | PA      | $35929.97     | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| LQR TRUST                                                              | LQR TRUST 2025 CALI                                | CUSIP: 50216WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    851000 | PA      | $850997.77    | 0.03%             | 2043-01-15      | Floating      | 5.33%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    574903 | PA      | $475204.18    | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NAYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152659 | PA      | $1170685.02   | 0.04%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS ELECTRIC                               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3843927.80   | 0.15%             | 2033-06-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1202000 | PA      | $1136594.30   | 0.04%             | 2041-01-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                          | COLLEGE AVE STUDENT LOANS                          | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658653 | PA      | $598943.24    | 0.02%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    285076 | PA      | $247062.02    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                          | FIRSTENERGY TRANSMISSION                           | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1016147.52   | 0.04%             | 2044-07-15      | Fixed         | 5.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1545715 | PA      | $1335459.33   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AFFIRM MASTER TRUST                                                    | AFFIRM MASTER TRUST SERIES 2025 3                  | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5044000 | PA      | $5044737.24   | 0.19%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8XE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1144214 | PA      | $947224.98    | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WJTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182996 | PA      | $167197.01    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6610748 | PA      | $5953115.80   | 0.23%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312942DD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    214033 | PA      | $215667.82    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFVC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113134 | PA      | $104911.14    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                         | MORGAN STANLEY                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    469000 | PA      | $464623.76    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1419000 | PA      | $1414122.19   | 0.05%             | 2030-09-30      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LTL63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6060 | PA      | $5862.82      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F032419<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |   -395000 | PA      | $-383736.33   | -0.01%            | 2041-01-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC.                                                          | BROADCOM INC                                       | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4744000 | PA      | $4680050.88   | 0.18%             | 2032-11-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36213FZ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     75697 | PA      | $71278.53     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133KYSR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320414 | PA      | $306709.92    | 0.01%             | 2040-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QM4T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    867280 | PA      | $755847.71    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 312943JY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11060 | PA      | $10891.21     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    408010 | PA      | $417193.55    | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | US 10 YEAR US TREASURY NOTE FUTURES MAR26          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -86 | NC      | $431.57       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141917 | PA      | $141017.61    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                              | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    760000 | PA      | $767600.00    | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                        | FREDDIE MAC SCRT                                   | CUSIP: 35563PKG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014237 | PA      | $988323.31    | 0.04%             | 2058-08-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    205675 | PA      | $197597.19    | 0.01%             | 2050-05-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2348 | PA      | $2363.98      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84607 | PA      | $82085.68     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EPJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28034 | PA      | $27593.52     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | VIACOM INC                                         | CUSIP: 92553PBB7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    588000 | PA      | $580898.14    | 0.02%             | 2026-10-04      | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145602.24    | 0.01%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2150706.82   | 0.08%             | 2031-04-23      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     95420 | PA      | $92633.43     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HBB49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54868 | PA      | $53260.79     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                               | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4741 | PA      | $4848.51      | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EW4P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42875 | PA      | $41789.34     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EBJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459653 | PA      | $398365.65    | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8855000 | PA      | $8473474.00   | 0.33%             | 2043-08-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST 2023 B            | CUSIP: 78449HAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6807342 | PA      | $6922096.59   | 0.27%             | 2056-10-16      | Floating      | 5.78%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689208 | PA      | $596759.26    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KJSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650336 | PA      | $502664.10    | 0.02%             | 2050-08-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| BBCMS TRUST                                                            | BARCLAYS COMMERCIAL MORTGAGE                       | CUSIP: 05554FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1405000 | PA      | $1523209.21   | 0.06%             | 2056-11-15      | Fixed         | 6.52%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLLC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    744006 | PA      | $751418.63    | 0.03%             | 2055-06-25      | Floating      | 5.37%                 | No            | 2                  | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AA8<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    704000 | PA      | $649436.48    | 0.02%             | 2031-07-15      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5JU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259350 | PA      | $247535.64    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1486879 | PA      | $1560206.11   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5305000 | PA      | $5017162.32   | 0.19%             | 2054-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5055000 | PA      | $5055789.84   | 0.19%             | 2041-01-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GR6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2207660 | PA      | $2281038.59   | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4465466 | PA      | $3870116.39   | 0.15%             | 2042-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| GREAT BRITISH POUND                                                    | GREAT BRITISH POUND                                | CUSIP: N/A<br>LEI: N/A                        | N/A              |  |  | GB        |     91073 | NS      | $122739.27    | 0.00%             |  |  |  | No            | N/A                | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J7MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147111 | PA      | $141141.59    | 0.01%             | 2031-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQM73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20598 | PA      | $20411.29     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583641 | PA      | $553732.84    | 0.02%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F2C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8890 | PA      | $8760.46      | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138W7G40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49605 | PA      | $46207.12     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Dreyfus Treasury Securities Cash Management; Institutional Shares      | DREYFUS TREASURY SECURITIES CASH MANAGEMENT        | CUSIP: 261941108<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  61696729 | NS      | $61696728.75  | 2.37%             |  |  |  | No            | 1                  | On Loan: No      |
| ONE MANHATTAN WEST                                                     | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1545000 | PA      | $1486590.97   | 0.06%             | 2039-09-10      | Fixed         | 2.13%                 | Yes           | 2                  | On Loan: No      |
| OBX TRUST                                                              | ONSLOW BAY FINANCIAL LLC                           | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1108287 | PA      | $1118448.88   | 0.04%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           | 2                  | On Loan: No      |
| 1345 TRUST                                                             | 1345T 2025 AOA                                     | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2045000 | PA      | $2050933.55   | 0.08%             | 2030-06-15      | Floating      | 5.35%                 | Yes           | 2                  | On Loan: No      |
| CSMC TRUST                                                             | CSMC 2021 NQM4                                     | CUSIP: 12659PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415421 | PA      | $359818.11    | 0.01%             | 2066-05-25      | Variable      | 1.10%                 | Yes           | 2                  | On Loan: No      |
| ELMWOOD CLO                                                            | ELMWOOD CLO 26 LTD                                 | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3871652.10   | 0.15%             | 2037-04-18      | Floating      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CAMERON LNG, LLC                                                       | CAMERON LNG LLC                                    | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    524000 | PA      | $455332.42    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | Yes           | 2                  | On Loan: No      |
| EQT CORPORATION                                                        | EQT CORP                                           | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $3229448.30   | 0.12%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSBJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    322952 | PA      | $338683.39    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15660 | PA      | $14440.29     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6NY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    786404 | PA      | $737686.49    | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31416VGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    110341 | PA      | $113473.71    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132XWA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41858 | PA      | $39656.90     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    162000 | PA      | $116480.43    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQE84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    259330 | PA      | $243030.32    | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16285000 | PA      | $12533724.85  | 0.48%             | 2042-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| STORE CAPITAL LLC                                                      | STORE CAPITAL CORP                                 | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5098234.55   | 0.20%             | 2030-11-18      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $1014.73      | 0.00%             | 2032-02-29      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H060614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11632000 | PA      | $11850100.00  | 0.46%             | 2056-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5645000 | PA      | $4209273.62   | 0.16%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1350494 | PA      | $1339367.17   | 0.05%             | 2050-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGVQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1065606 | PA      | $957622.87    | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NGTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    610125 | PA      | $623699.96    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Estados Unidos Mexicanos                                               | UNITED MEXICAN STATES                              | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    322000 | PA      | $269205.52    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                  | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010146.00   | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3133USJU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    942830 | PA      | $767641.89    | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LSK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17693 | PA      | $17401.04     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132E0FX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1047633 | PA      | $1030235.37   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QK5J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4998110 | PA      | $4496992.09   | 0.17%             | 2051-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10187 | PA      | $9996.81      | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31410KXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6654 | PA      | $6940.99      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6002000 | PA      | $6357372.42   | 0.24%             | 2029-10-24      | Fixed         | 6.48%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                                       | PARAMOUNT GLOBAL                                   | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    234000 | PA      | $163087.00    | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| FED FUND 30DAY DEC25                                                   | FED FUND 30DAY DEC25                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -36 | NC      | $-1853.73     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Minejesa Capital B.V.                                                  | MINEJESA CAPITAL BV                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |    306000 | PA      | $302015.27    | 0.01%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ESAW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    630472 | PA      | $591689.81    | 0.02%             | 2047-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267611.96    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2025 660F           | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641000 | PA      | $1644358.88   | 0.06%             | 2042-11-15      | Floating      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QEUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104341 | PA      | $101045.25    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Mount Nittany Medical Center                                           | MOUNT NITTANY MEDICAL CENTER OBLIGATED GROUP       | CUSIP: 62213LAA4<br>LEI: 5493003G2U7J6XCFJF08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $306573.81    | 0.01%             | 2052-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1965085 | PA      | $1900982.33   | 0.07%             | 2050-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    120209 | PA      | $111693.34    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44689 | PA      | $42782.31     | 0.00%             | 2040-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                          | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $987624.50    | 0.04%             | 2051-12-04      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                         | GOLUB CAPITAL PARTNERS CLO 81 B LTD                | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3331235.27   | 0.13%             | 2038-07-20      | Floating      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN TOWER CORPORATION                                             | AMERICAN TOWER CORP                                | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4283000 | PA      | $4465939.78   | 0.17%             | 2028-11-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL CONVENTIONAL LOAN                 | CUSIP: 31410KNH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32986 | PA      | $34421.27     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FVMZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153292 | PA      | $144083.66    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                            | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2654000 | PA      | $2666034.98   | 0.10%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                         | CHENIERE ENERGY PARTNERS                           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4308000 | PA      | $4560086.93   | 0.18%             | 2033-06-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2531941 | PA      | $2055710.18   | 0.08%             | 2051-11-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ARROYO MORTGAGE TRUST                                                  | ARROYO MORTGAGE TRUST 2022 2                       | CUSIP: 04285EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1124944 | PA      | $1121978.40   | 0.04%             | 2057-07-25      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                    | GS MORTGAGE BACKED SECURITIES TRUST 2025 DSC2      | CUSIP: 36275JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1657176 | PA      | $1642743.28   | 0.06%             | 2066-01-25      | Variable      | 5.04%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FHWE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258125 | PA      | $236534.52    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DM2Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    339321 | PA      | $280476.78    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    366000 | PA      | $385721.91    | 0.01%             | 2028-11-01      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DMYM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2836390 | PA      | $2319878.20   | 0.09%             | 2051-07-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M6RM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38743 | PA      | $40369.64     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    266085 | PA      | $261922.38    | 0.01%             | 2050-04-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    792550 | PA      | $765825.06    | 0.03%             | 2047-11-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST                                         | ONNI COMMERICAL MORTGAGE TRUST 2024 APT            | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    701000 | PA      | $710830.91    | 0.03%             | 2039-07-15      | Variable      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M55C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40192 | PA      | $38895.84     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QFNP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1537564 | PA      | $1338619.33   | 0.05%             | 2050-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQDV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    315690 | PA      | $325557.55    | 0.01%             | 2052-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 83189DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23311 | PA      | $23272.68     | 0.00%             | 2035-10-15      | Floating      | 4.61%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26545 | PA      | $25817.51     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19011000 | PA      | $19175860.92  | 0.74%             | 2028-06-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140F9VK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395457 | PA      | $369786.73    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XCV39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1311922 | PA      | $1219907.27   | 0.05%             | 2036-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BJX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    260334 | PA      | $246650.53    | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS, INC.                                                   | META PLATFORMS INC                                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    145000 | PA      | $135452.04    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4668323 | PA      | $3866938.61   | 0.15%             | 2050-08-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1084816 | PA      | $1001397.56   | 0.04%             | 2046-09-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103550 | PA      | $109211.48    | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                  | MASS INSTITUTE OF TECH                             | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    360000 | PA      | $301119.84    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140L8JK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509015 | PA      | $394035.76    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST 2023 6                    | CUSIP: 03464UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970377 | PA      | $974102.14    | 0.04%             | 2067-12-25      | Variable      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                         | RESOLUTION FUNDING CORP STRIP PRINCIPAL            | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1290000 | PA      | $1092774.48   | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132AACD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     61632 | PA      | $62162.05     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24439 | PA      | $23447.24     | 0.00%             | 2031-10-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132GDC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       733 | PA      | $722.25       | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES L.P.                                                   | VICI PROPERTIES LP                                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  23189000 | PA      | $23390976.19  | 0.90%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                              | BAT CAPITAL CORP                                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6149000 | PA      | $5806187.10   | 0.22%             | 2052-03-16      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                        | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 35563PFG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366040 | PA      | $354444.39    | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FLV47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    275682 | PA      | $257779.50    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2908000 | PA      | $3229528.84   | 0.12%             | 2033-10-15      | Fixed         | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2714429 | PA      | $2444586.75   | 0.09%             | 2052-08-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WHFF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11397 | PA      | $10453.16     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BA CREDIT CARD TRUST                                                   | BANK OF AMERICA CREDIT CARD TRUST                  | CUSIP: 05522RDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6894000 | PA      | $6917510.13   | 0.27%             | 2028-05-15      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140EXCP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2582 | PA      | $2511.92      | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                          | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EMNM0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3450000 | PA      | $2714339.25   | 0.10%             | 2036-01-25      | Fixed         | 1.84%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128M9YJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60570 | PA      | $63598.63     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| APPLE INC.                                                             | APPLE INC                                          | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $693664.74    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                         | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $773714.96    | 0.03%             | 2029-07-20      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31417F4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42208 | PA      | $39315.22     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20828 | PA      | $20292.15     | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QUVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1655634 | PA      | $1724538.60   | 0.07%             | 2054-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Ascension Health Alliance                                              | ASCENSION HEALTH                                   | CUSIP: 04351LAC4<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1241480.05   | 0.05%             | 2028-11-15      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMRR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487293 | PA      | $448356.37    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CONSORCIO TRANSMANTARO S.A.                                            | CONSORCIO TRANSMANTARO SA                          | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    962000 | PA      | $953294.86    | 0.04%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J5X87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    470029 | PA      | $467500.91    | 0.02%             | 2032-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KQQM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899488 | PA      | $926625.48    | 0.04%             | 2053-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2865000 | PA      | $2777259.38   | 0.11%             | 2044-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48746000 | PA      | $49014483.71  | 1.88%             | 2028-05-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS INC                           | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1393581.54   | 0.05%             | 2044-03-30      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1059742 | PA      | $1092284.15   | 0.04%             | 2053-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XFGT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2367192 | PA      | $2043324.07   | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                  | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    286000 | PA      | $302355.20    | 0.01%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3CJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9743872 | PA      | $8006432.40   | 0.31%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                               | ANGEL OAK MORTGAGE TRUST                           | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2089197 | PA      | $2071995.93   | 0.08%             | 2070-10-25      | Variable      | 4.97%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XB2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252656 | PA      | $242864.39    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                          | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2728906.15   | 0.10%             | 2029-04-23      | Fixed         | 3.81%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138AN5X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18086 | PA      | $18358.60     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36196FZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     44666 | PA      | $41681.48     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                      | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1100400.12   | 0.04%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           | 2                  | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                | CODELCO INC                                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1058000 | PA      | $1047451.74   | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11445000 | PA      | $5491811.72   | 0.21%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132M4QV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10501 | PA      | $10066.37     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| APPLOVIN CORPORATION                                                   | APPLOVIN CORP                                      | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3289000 | PA      | $3254718.75   | 0.13%             | 2054-12-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132KFAD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81865 | PA      | $79968.27     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                  | CHARTER COMM OPT LLC CAP                           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     84000 | PA      | $52797.78     | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSQK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2984938 | PA      | $3092736.34   | 0.12%             | 2053-07-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                               | COLT 2023 4 MORTGAGE LOAN TRUST                    | CUSIP: 12598WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    472109 | PA      | $487613.95    | 0.02%             | 2068-10-25      | Fixed         | 7.16%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63942CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159556 | PA      | $1136838.97   | 0.04%             | 2060-04-15      | Floating      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                       | PACIFIC GAS AND ELECTRIC CO                        | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    395000 | PA      | $335055.99    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137F84J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4425869 | PA      | $168458.80    | 0.01%             | 2029-12-25      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DMQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1332864 | PA      | $1303817.17   | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFEW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14846 | PA      | $14496.95     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Altria Group, Inc.                                                     | ALTRIA GROUP INC                                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1766949.87   | 0.07%             | 2029-02-14      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BFLD TRUST                                                             | BFLD COMMERCIAL MORTGAGE TRUST 2024 UNIV           | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $750600.26    | 0.03%             | 2029-11-15      | Floating      | 5.24%                 | Yes           | 2                  | On Loan: No      |
| 1345 TRUST                                                             | 1345T 2025 AOA                                     | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $997377.91    | 0.04%             | 2030-06-15      | Floating      | 5.75%                 | Yes           | 2                  | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                       | SMB PRIVATE EDUCATION LOAN TRUST                   | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1966844 | PA      | $1942677.14   | 0.07%             | 2053-01-15      | Floating      | 4.59%                 | Yes           | 2                  | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                            | FEDERAL HOME LOAN BANK                             | CUSIP: 3130B6R24<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   4530000 | PA      | $4549202.67   | 0.17%             | 2027-06-04      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140HMXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97247 | PA      | $98477.78     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MFA TRUST                                                              | MFRA TRUST                                         | CUSIP: 55287MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511674 | PA      | $1526149.48   | 0.06%             | 2070-05-27      | Fixed         | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JL4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19384 | PA      | $19789.31     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307M4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42200 | PA      | $41210.41     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140FMDA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123228 | PA      | $118160.72    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                 | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1104009 | PA      | $1115540.65   | 0.04%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31427QMU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4200897 | PA      | $3802072.11   | 0.15%             | 2050-09-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133A7UC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     84518 | PA      | $76538.67     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31307NM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4013 | PA      | $3965.34      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24277 | PA      | $23942.72     | 0.00%             | 2039-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States of America                                               | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13297000 | PA      | $13425295.31  | 0.52%             | 2035-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                            | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1919555.74   | 0.07%             | 2030-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ELM TRUST                                                              | ELM TRUST 2024 ELM                                 | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5458488.22   | 0.21%             | 2027-06-10      | Variable      | 5.99%                 | Yes           | 2                  | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                   | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019 D   | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1034013 | PA      | $1009755.05   | 0.04%             | 2059-12-15      | Fixed         | 3.01%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103372 | PA      | $98944.24     | 0.00%             | 2039-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18789754 | PA      | $16146577.01  | 0.62%             | 2052-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303586 | PA      | $287623.75    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    993917 | PA      | $858674.85    | 0.03%             | 2052-12-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| QTS ISSUER ABS II LLC                                                  | QTS ISSUER ABS II LLC                              | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2906735.62   | 0.11%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           | 2                  | On Loan: No      |
| A&D MORTGAGE TRUST                                                     | A D MORTGAGE TRUST                                 | CUSIP: 00249XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1023166 | PA      | $1036218.47   | 0.04%             | 2068-11-25      | Variable      | 7.05%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WJET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46838 | PA      | $46060.83     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XQBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56492 | PA      | $55614.30     | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140J73M5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631106 | PA      | $625583.01    | 0.02%             | 2032-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179RVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    108306 | PA      | $109054.74    | 0.00%             | 2045-12-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                          | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4901000 | PA      | $5132606.56   | 0.20%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WFNC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20326 | PA      | $19832.74     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Progress, LLC                                              | DUKE ENERGY PROGRESS LLC                           | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    156000 | PA      | $129961.88    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC.                                                      | CROWN CASTLE INC                                   | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    598000 | PA      | $606638.71    | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                  | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RTX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2035000 | PA      | $2074585.22   | 0.08%             | 2049-07-01      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ERHD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16623 | PA      | $15939.91     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QGKB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72064 | PA      | $69785.70     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                            | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CWS47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    591931 | PA      | $552915.15    | 0.02%             | 2035-09-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association 2                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 21H022614<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -10498000 | PA      | $-9061086.25  | -0.35%            | 2056-01-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -2205000 | PA      | $-2263398.06  | -0.09%            | 2056-01-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Federal National Mortgage Association                                  | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -12567000 | PA      | $-11917050.47 | -0.46%            | 2056-01-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

**Signature:** Monique Labbe

**Name of Signer:** Monique Labbe

**Title:** Treasurer - Principal Financial Officer