# EDGAR Filing Document

**Accession Number:** 0001141819
**File Stem:** 0000894189-26-002509
**Filing Date:** 2026-1
**Character Count:** 731105
**Document Hash:** d2b65e749fea2c0eba752ea530221f02
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-002509.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0000894189-26-002509

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRUST FOR PROFESSIONAL MANAGERS
- **CENTRAL INDEX KEY:** 0001141819

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10401
- **FILM NUMBER:** 26571290

**BUSINESS ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 4147655067

**MAIL ADDRESS:**
- **STREET 1:** U.S. BANCORP FUND SERVICES LLC
- **STREET 2:** 615 EAST MICHIGAN ST 2ND FLOOR
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ZODIAC TRUST
- **DATE OF NAME CHANGE:** 20010601

## Series and Classes Contracts Data

### Performance Trust Total Return Bond Fund (Series ID: S000029835)

| Class ID   | Class Name                                                     | Ticker Symbol   |
|:---|:---|:---|
| C000091754 | Performance Trust Total Return Bond Fund - Institutional Class | PTIAX           |
| C000207405 | Performance Trust Total Return Bond Fund - Class A             | PTAOX           |
| C000207406 | Performance Trust Total Return Bond Fund - Class C             | PTCOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Trust for Professional Managers

- **b. Investment Company Act file number:** 811-10401

- **c. CIK number of Registrant:** 0001141819

- **d. LEI of Registrant:** 549300O1N816L3GGRD45

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 513-520-5925

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

- **a. Name of Series:** Performance Trust Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000029835

- **c. LEI of Series:** 254900NYB6EW786MJS87

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10193492848.40

**Total Liabilities:** $53495253.12

**Net Assets:** $10139997595.28

**Delayed Delivery Securities:** $45989567.02

**Cash Not Reported:** $2433776.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 258210.970000000000 | **1-Year:** 238380.470000000000 | **5-Year:** 969562.830000000000 | **10-Year:** 1909713.330000000000 | **30-Year:** 1833619.480000000000

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

- **3-Month:** 240344.640000000000 | **1-Year:** 84409.790000000000 | **5-Year:** 83633.830000000000 | **10-Year:** 29770.850000000000 | **30-Year:** 11031.260000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091754 | 1.59%                | 0.71%                | 0.74%                |
| Class ID C000207405 | 1.56%                | 0.74%                | 0.67%                |
| Class ID C000207406 | 1.51%                | 0.63%                | 0.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3827317.05             | $118602016.21                              |
| Month 2  | $-105085.55              | $38066032.66                               |
| Month 3  | $1516000.22              | $30159799.19                               |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ChaseFlex Trust                | ChaseFlex Trust Series 2005-1                                                    | CUSIP: 16165TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197004 | PA      | $170219.85    | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA | Chicago O'Hare International Airport                                             | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25935000 | PA      | $29307771.54  | 0.29%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253839 | PA      | $1184703.69   | 0.01%             | 2036-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-7                                 | CUSIP: 17311AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350051 | PA      | $2000295.19   | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALASKA ST MUNI BOND BANK AUTH  | Alaska Municipal Bond Bank Authority                                             | CUSIP: 01179RM75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4100000 | PA      | $3226440.06   | 0.03%             | 2041-12-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT FLCA/PCA         | American AGcredit FLCA / American AGcredit PCA                                   | CUSIP: 02369FAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  10000000 | PA      | $8389461.00   | 0.08%             | 2036-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-3                              | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12177702 | PA      | $12205949.62  | 0.12%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7919997.80   | 0.08%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2517291.15   | 0.02%             | 2030-10-20      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $3999588.00   | 0.04%             | 2038-10-21      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXI                                                                  | CUSIP: 03767XAC8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4415241.60   | 0.04%             | 2031-04-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXX                                                                   | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9004806.00   | 0.09%             | 2031-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC            | Arbor Realty SR Inc                                                              | CUSIP: 03881NAA5<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4616954.15   | 0.05%             | 2028-12-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10302000 | PA      | $9346794.44   | 0.09%             | 2055-02-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares XXXIV CLO Ltd                                                               | CUSIP: 04015GBM0<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1903439.15   | 0.02%             | 2038-07-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXIV CLO Ltd                                                                | CUSIP: 04019NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007295.00   | 0.01%             | 2039-10-24      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7675234.38   | 0.08%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AURORA CO WTR REVENUE          | City of Aurora CO Water Revenue                                                  | CUSIP: 051595CG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2285000 | PA      | $1609024.57   | 0.02%             | 2046-08-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58650964 | PA      | $1486608.40   | 0.01%             | 2057-07-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 181757000 | PA      | $5835908.28   | 0.06%             | 2057-07-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650011 | PA      | $610984.01    | 0.01%             | 2046-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-5                                    | CUSIP: 05950BAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192301 | PA      | $170924.48    | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2014-R3 Trust                                            | CUSIP: 05990NAB6<br>LEI: 549300MRF4Q4NF7TRB58 | Long             | ABS-MBS          | CORP              | US        |    909077 | PA      | $919596.27    | 0.01%             | 2035-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7227794.00   | 0.07%             | 2058-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11200000 | PA      | $11762806.72  | 0.12%             | 2057-08-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63077287 | PA      | $5936884.71   | 0.06%             | 2057-02-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5272749.00   | 0.05%             | 2057-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80284627 | PA      | $3047805.14   | 0.03%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18582000 | PA      | $1188435.97   | 0.01%             | 2054-11-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 142087188 | PA      | $4933551.33   | 0.05%             | 2054-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72280000 | PA      | $4552830.46   | 0.04%             | 2058-09-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6280078.80   | 0.06%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19460000 | PA      | $717102.95    | 0.01%             | 2057-08-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28400000 | PA      | $244759.72    | 0.00%             | 2051-06-10      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A2                               | CUSIP: 17309CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290355 | PA      | $251241.16    | 0.00%             | 2036-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A4                               | CUSIP: 17309VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774170 | PA      | $728181.50    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NV ARPT REVENUE     | County of Clark Department of Aviation                                           | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |  33715000 | PA      | $38250453.06  | 0.38%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND         | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |  21636000 | PA      | $19015641.97  | 0.19%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632MN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15050000 | PA      | $17264587.94  | 0.17%             | 2040-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLORADO ST COPS               | State of Colorado                                                                | CUSIP: 196711MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3903874.80   | 0.04%             | 2045-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONTRA COSTA CA CMNTY CLG DIST | Contra Costa Community College District                                          | CUSIP: 212204FA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2667132.68   | 0.03%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US       | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2266645.50   | 0.02%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8                     | CUSIP: 22541SV70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114336 | PA      | $111931.54    | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17000000 | PA      | $14341553.60  | 0.14%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR4                                                 | CUSIP: 362341FQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109016 | PA      | $105254.87    | 0.00%             | 2035-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925BU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $3696270.05   | 0.04%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043681.49   | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE    | Indiana Finance Authority                                                        | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |  34760000 | PA      | $39268375.48  | 0.39%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY | Louisville and Jefferson County Metropolitan Sewer District                      | CUSIP: 546589N73<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $3545514.53   | 0.03%             | 2044-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY | Louisville and Jefferson County Metropolitan Sewer District                      | CUSIP: 546589QW5<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   7950000 | PA      | $8695946.91   | 0.09%             | 2040-05-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   4763000 | PA      | $4753218.23   | 0.05%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10634151 | PA      | $10644657.52  | 0.10%             | 2029-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAD2<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6999706.00   | 0.07%             | 2030-11-21      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2726583.75   | 0.03%             | 2035-01-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite LII Ltd                                                                | CUSIP: 559931AL4<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4854850.00   | 0.05%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $3622453.91   | 0.04%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1051300.59   | 0.01%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAL6<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |  14440000 | PA      | $14450093.56  | 0.14%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY  | New York City Industrial Development Agency                                      | CUSIP: 64971PLN3<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   5895000 | PA      | $4741076.74   | 0.05%             | 2036-01-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27 | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAU6<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3900620.00   | 0.04%             | 2030-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 28 | Octagon Investment Partners 28 Ltd                                               | CUSIP: 67591EBJ1<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505395.00   | 0.02%             | 2037-04-24      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   8825000 | PA      | $8615180.33   | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-4 Ltd                                            | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000706.00   | 0.02%             | 2031-07-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PENN STATE HEALTH              | Penn State Health                                                                | CUSIP: 707631AA5<br>LEI: 254900ZBDOI59F4TUB07 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $4271016.09   | 0.04%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  37990000 | PA      | $41382951.48  | 0.41%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4611676.50   | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2004-18                    | CUSIP: 863579FV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261076 | PA      | $243006.72    | 0.00%             | 2034-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-5                     | CUSIP: 86363XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041415 | PA      | $989024.11    | 0.01%             | 2037-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1804857.25   | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PUBLIC FIN AUTH LEASE | Texas Public Finance Authority                                                   | CUSIP: 882669DF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1166912.47   | 0.01%             | 2041-02-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                       | State of Texas                                                                   | CUSIP: 882724WD5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $2872156.46   | 0.03%             | 2037-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884887AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4992560.00   | 0.05%             | 2034-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| TIFT CNTY GA HOSP AUTH         | Tift County Hospital Authority                                                   | CUSIP: 886640JL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2301066.97   | 0.02%             | 2042-12-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $51045898.50  | 0.50%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217RY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10045000 | PA      | $11298457.29  | 0.11%             | 2039-09-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNIV OF WASHINGTON WA UNIV REV | University of Washington                                                         | CUSIP: 91523NGW0<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |   6305000 | PA      | $6284838.50   | 0.06%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP           | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   6333000 | PA      | $5804776.50   | 0.06%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3138646 | PA      | $3037425.92   | 0.03%             | 2037-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017964.82   | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 125812000 | PA      | $2309417.65   | 0.02%             | 2052-03-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-J2                                                   | CUSIP: 020908AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2049115 | PA      | $2011426.40   | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343696 | PA      | $179689.60    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-14CB                                                 | CUSIP: 021468AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2204451 | PA      | $1179188.99   | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5678818 | PA      | $1632922.05   | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52655000 | PA      | $1898712.97   | 0.02%             | 2055-09-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C26                                                    | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116081828 | PA      | $8228251.42   | 0.08%             | 2057-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C13 Mortgage Trust                                                      | CUSIP: 05592YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 118276161 | PA      | $9341214.67   | 0.09%             | 2058-10-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30550000 | PA      | $2879780.48   | 0.03%             | 2055-02-17      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1747770.00   | 0.02%             | 2055-02-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 131235518 | PA      | $10556598.21  | 0.10%             | 2058-02-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   7180000 | PA      | $8261855.83   | 0.08%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  96529302 | PA      | $3077450.68   | 0.03%             | 2055-02-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32630000 | PA      | $2861102.82   | 0.03%             | 2057-02-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12022000 | PA      | $1533614.08   | 0.02%             | 2058-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2005-AC5                            | CUSIP: 073879ZW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361205 | PA      | $211040.51    | 0.00%             | 2035-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 124409000 | PA      | $3142857.48   | 0.03%             | 2054-12-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147022654 | PA      | $7927711.43   | 0.08%             | 2058-10-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10436506.00  | 0.10%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10452730.00  | 0.10%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-B41 Mortgage Trust                                                | CUSIP: 081935AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  84825059 | PA      | $6471702.39   | 0.06%             | 2068-07-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-J2                                          | CUSIP: 12545EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2888236 | PA      | $962868.24    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179251 | PA      | $97622.03     | 0.00%             | 2036-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333944 | PA      | $274624.94    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2021-D                                                | CUSIP: 12658VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9938341.00   | 0.10%             | 2028-12-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5C5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162261 | PA      | $150327.41    | 0.00%             | 2035-04-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-J6                                                   | CUSIP: 12667GVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833149 | PA      | $1456736.31   | 0.01%             | 2035-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AG33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1063896 | PA      | $714480.87    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848251 | PA      | $478827.40    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-31                                          | CUSIP: 126694UT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579968 | PA      | $551407.70    | 0.01%             | 2036-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HY10                                        | CUSIP: 126694VP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131638 | PA      | $1042406.23   | 0.01%             | 2036-02-20      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2003-42                                          | CUSIP: 12669EH74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317657 | PA      | $315690.32    | 0.00%             | 2033-10-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HYB2                                        | CUSIP: 12669GWU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505879 | PA      | $490182.94    | 0.00%             | 2035-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A | California Health Facilities Financing Authority                                 | CUSIP: 13032UMP0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  12000000 | PA      | $13636753.20  | 0.13%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAC8<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2799781.25   | 0.03%             | 2116-09-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2022-3                                                   | CUSIP: 14318MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6265000 | PA      | $6318875.24   | 0.06%             | 2029-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6393561.46   | 0.06%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOBILITY AUTH R | Central Texas Regional Mobility Authority                                        | CUSIP: 155498MR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4310000 | PA      | $3285548.77   | 0.03%             | 2045-01-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                 | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6720000 | PA      | $6719704.32   | 0.07%             | 2031-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5146733.25   | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2024-1                                  | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139237 | PA      | $139369.85    | 0.00%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070000 | PA      | $2079374.20   | 0.02%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7440000 | PA      | $7691044.94   | 0.08%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |  18045000 | PA      | $19449833.93  | 0.19%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   9575000 | PA      | $12360614.54  | 0.12%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXII                                                                 | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   7160000 | PA      | $7172608.76   | 0.07%             | 2033-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11513000 | PA      | $613598.00    | 0.01%             | 2052-03-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10836000 | PA      | $723128.54    | 0.01%             | 2054-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  83683000 | PA      | $2414262.92   | 0.02%             | 2054-11-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8181000 | PA      | $6393656.84   | 0.06%             | 2054-11-15      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-S2                                      | CUSIP: 16162WLM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496607 | PA      | $481089.09    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-S3                                      | CUSIP: 16162WNK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4460950 | PA      | $3173219.04   | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516604.05    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                   | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3968074.50   | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CA JT PWRS AUTH L | Alameda County Joint Powers Authority                                            | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  31110000 | PA      | $35821301.51  | 0.35%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO X Ltd                                                                | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    448109 | PA      | $448091.56    | 0.00%             | 2032-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALVORD CA UNIF SCH DIST        | Alvord Unified School District                                                   | CUSIP: 022555UN4<br>LEI: 549300Q9J0UCO75DL276 | Long             | DBT              | MUN               | US        |   2105000 | PA      | $2567849.51   | 0.03%             | 2046-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   9043000 | PA      | $9499282.65   | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-1                              | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323963 | PA      | $324105.63    | 0.00%             | 2029-04-12      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7446814.90   | 0.07%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $13497435.00  | 0.13%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104845822 | PA      | $4322604.51   | 0.04%             | 2064-06-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6365000 | PA      | $5540330.23   | 0.05%             | 2064-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8755000 | PA      | $7505384.84   | 0.07%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $940702.70    | 0.01%             | 2053-12-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $9414509.00   | 0.09%             | 2057-08-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7360046.40   | 0.07%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC       | Baptist Health South Florida Inc                                                 | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |  14760000 | PA      | $13120296.10  | 0.13%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43170000 | PA      | $1580591.84   | 0.02%             | 2052-08-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62995083 | PA      | $2728487.13   | 0.03%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10493372.00  | 0.10%             | 2058-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10464745.00  | 0.10%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  78080267 | PA      | $2451642.31   | 0.02%             | 2030-12-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 108000000 | PA      | $4722980.40   | 0.05%             | 2030-12-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9Z38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89626000 | PA      | $3813057.51   | 0.04%             | 2031-01-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-4                                         | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9961856.00   | 0.10%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5196355.00   | 0.05%             | 2031-08-15      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAN0<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15018315.00  | 0.15%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380V5S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25164775 | PA      | $19917020.79  | 0.20%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383LEE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20250000 | PA      | $16790133.60  | 0.17%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494762PA9<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4924757.21   | 0.05%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70387500 | PA      | $2488219.24   | 0.02%             | 2054-05-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10627000 | PA      | $9529887.65   | 0.09%             | 2054-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2640610.70   | 0.03%             | 2054-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $2849149.50   | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5611761.38   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO HIGHWAY & TRANSPRT | Puerto Rico Highway & Transportation Authority                                   | CUSIP: 745185BN7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6702500.00   | 0.07%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S4 Trust                                                       | CUSIP: 762010AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508958 | PA      | $1234158.34   | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA INFRASTRUCTU | Riverside County Infrastructure Financing Authority                              | CUSIP: 76913DGJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $3842455.59   | 0.04%             | 2041-11-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust    | SBNA Auto Receivables Trust 2024-A                                               | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3114880 | PA      | $3126412.82   | 0.03%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SALT LAKE CNTY UT CONVENTION H | County of Salt Lake UT Convention Hotel Revenue                                  | CUSIP: 79567VAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4433046.50   | 0.04%             | 2047-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8600000 | PA      | $8708645.52   | 0.09%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4654793.23   | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A | South Carolina Public Service Authority                                          | CUSIP: 837151K57<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5230348.50   | 0.05%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.       | Southwick Park CLO LLC                                                           | CUSIP: 846031BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2173394.60   | 0.02%             | 2032-07-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3848943.75   | 0.04%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378861.35    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-12                    | CUSIP: 86362RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466153 | PA      | $336097.70    | 0.00%             | 2037-01-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943931 | PA      | $877771.14    | 0.01%             | 2035-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3885255 | PA      | $3888542.41   | 0.04%             | 2032-01-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TACOMA WA WTR REVENUE          | City of Tacoma WA Water Revenue                                                  | CUSIP: 873547GW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $21173304.00  | 0.21%             | 2039-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD           | Texas Water Development Board                                                    | CUSIP: 8828546F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11435000 | PA      | $9072267.14   | 0.09%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $70447300.50  | 0.69%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $31872471.75  | 0.31%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A2                                      | CUSIP: 16163LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715028 | PA      | $621651.32    | 0.01%             | 2037-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPG7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1831515 | PA      | $1843544.22   | 0.02%             | 2034-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GRE0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    253847 | PA      | $244789.66    | 0.00%             | 2035-05-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GYQ5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1247626 | PA      | $1185556.00   | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296909 | PA      | $272105.47    | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLONY TX ECON DEV CORP SALES  | Colony Economic Development Corp                                                 | CUSIP: 19625CAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4950970.50   | 0.05%             | 2042-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV | Colorado Health Facilities Authority                                             | CUSIP: 19648FNW0<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   2030000 | PA      | $1616116.90   | 0.02%             | 2049-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COLORADO ST BRD OF GOVERNORS U | Board of Governors of Colorado State University System                           | CUSIP: 196707HZ9<br>LEI: 549300MAE3RAIIEIQV71 | Long             | DBT              | MUN               | US        |   3730000 | PA      | $3996966.92   | 0.04%             | 2040-03-01      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                     | CUSIP: 20454PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4849903.05   | 0.05%             | 2031-06-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                     | CUSIP: 20454PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3856909.85   | 0.04%             | 2036-06-01      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-D                                                | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509847 | PA      | $1511680.56   | 0.01%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-3                     | CUSIP: 225458KN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118950 | PA      | $118216.95    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306972 | PA      | $924892.53    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21265000 | PA      | $17713000.73  | 0.17%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML09 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30319NAA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  42475319 | PA      | $4551230.41   | 0.04%             | 2040-02-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2020-RR09                             | CUSIP: 3137FTGA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42360000 | PA      | $2551008.16   | 0.03%             | 2029-08-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H6GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15319052 | PA      | $10519582.38  | 0.10%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  38115285 | PA      | $4027260.97   | 0.04%             | 2038-06-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  13724174 | PA      | $1927834.79   | 0.02%             | 2038-01-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL UTILITIES SYS R | City of Gainesville FL Utilities System Revenue                                  | CUSIP: 362848QS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8025000 | PA      | $8456922.35   | 0.08%             | 2039-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                    | Stratus Funding CLO 2025-1 Ltd                                                   | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999770.00   | 0.05%             | 2033-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7980088.88   | 0.08%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACTON-AGUA CA UNIF SCH DIST    | Acton-Agua Dulce Unified School District                                         | CUSIP: 00507TBG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5550000 | PA      | $3277912.14   | 0.03%             | 2039-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-3                                            | CUSIP: 007036HV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169324 | PA      | $157882.73    | 0.00%             | 2035-07-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  90954289 | PA      | $2825213.02   | 0.03%             | 2052-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14315000 | PA      | $9923352.68   | 0.10%             | 2034-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                  | CUSIP: 251510JZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081427 | PA      | $886478.01    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   6971707 | PA      | $6974691.10   | 0.07%             | 2030-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XBA4<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  11420000 | PA      | $11419429.00  | 0.11%             | 2034-07-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 140411644 | PA      | $6025007.48   | 0.06%             | 2030-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1Z58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 111400232 | PA      | $2091071.47   | 0.02%             | 2028-07-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 122906000 | PA      | $3480427.53   | 0.03%             | 2028-07-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6ZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 208455196 | PA      | $3694618.21   | 0.04%             | 2032-02-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  73243960 | NS      | $73243960.43  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3390752 | PA      | $1167893.49   | 0.01%             | 2035-10-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                   | Regions Bank/Birmingham AL                                                       | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |  15677000 | PA      | $17145235.55  | 0.17%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED              | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7504912.40   | 0.07%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CA CORRIDOR TRANSPRTN  | Alameda Corridor Transportation Authority                                        | CUSIP: 010869JV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1076073.70   | 0.01%             | 2038-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.        | Allegany Park CLO Ltd                                                            | CUSIP: 017154BA2<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4794001.90   | 0.05%             | 2035-01-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2271913.90   | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25137136.50  | 0.25%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8019148.00   | 0.08%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-3                              | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5028450.00   | 0.05%             | 2032-07-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4793112.43   | 0.05%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC           | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764452.50    | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                 | Annisa CLO Ltd 2016-2                                                            | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14415000 | PA      | $14419987.59  | 0.14%             | 2031-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1951569.75   | 0.02%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4290989.40   | 0.04%             | 2053-05-15      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1755518.00   | 0.02%             | 2054-10-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $11883456.36  | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALDWIN CNTY AL PUBLIC BLDG AU | Baldwin County Public Building Authority                                         | CUSIP: 057864CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $781718.87    | 0.01%             | 2046-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-B Trust                                             | CUSIP: 05946XJK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103836 | PA      | $1071322.60   | 0.01%             | 2034-11-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-3 Trust                                             | CUSIP: 05946XWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51613 | PA      | $48944.43     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-6                                    | CUSIP: 059487AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797784 | PA      | $707910.42    | 0.01%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-5 Trust                                             | CUSIP: 05950NBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228845 | PA      | $216844.74    | 0.00%             | 2036-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-7 Trust                                             | CUSIP: 05951KAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335273 | PA      | $296212.98    | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938000 | PA      | $1687782.11   | 0.02%             | 2063-03-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900864 | PA      | $470986.14    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4034341 | PA      | $1872671.44   | 0.02%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA82<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386009 | PA      | $164274.94    | 0.00%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $868575.22    | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4251326.08   | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8553000 | PA      | $8848283.00   | 0.09%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 174774000 | PA      | $2040224.29   | 0.02%             | 2052-11-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59000000 | PA      | $1569588.80   | 0.02%             | 2053-02-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP      | Maryland Economic Development Corp                                               | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3742733.24   | 0.04%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | Massachusetts School Building Authority                                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20755000 | PA      | $21881801.40  | 0.22%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17140000 | PA      | $671888.00    | 0.01%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $7575936.10   | 0.07%             | 2054-02-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29540000 | PA      | $1470321.01   | 0.01%             | 2054-09-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BOKF NA                        | BOKF NA                                                                          | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5861014.33   | 0.06%             | 2040-11-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN | Commonwealth of Massachusetts Transportation Fund Revenue                        | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15755000 | PA      | $16684349.64  | 0.16%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8677543.29   | 0.09%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-5 Trust                                             | CUSIP: 05946XE58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96686 | PA      | $99068.60     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-1 Trust                                             | CUSIP: 05946XFX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2196657 | PA      | $2177230.69   | 0.02%             | 2034-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XR88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2051183 | PA      | $1973967.62   | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-9                                    | CUSIP: 059494AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124432 | PA      | $113829.71    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-F1                            | CUSIP: 590218AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1526554 | PA      | $489078.22    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592248BA5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   9975000 | PA      | $4582513.01   | 0.05%             | 2043-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-9                                    | CUSIP: 059494AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621175 | PA      | $510651.38    | 0.01%             | 2037-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336967 | PA      | $321235.67    | 0.00%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 142379633 | PA      | $5891370.23   | 0.06%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11045000 | PA      | $11627718.74  | 0.11%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   6850000 | PA      | $7940478.22   | 0.08%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36380528 | PA      | $2730842.46   | 0.03%             | 2057-09-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC4                            | CUSIP: 07388WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255792 | PA      | $1759432.62   | 0.02%             | 2036-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27095089 | PA      | $692596.54    | 0.01%             | 2052-03-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 105441000 | PA      | $4580504.66   | 0.05%             | 2054-02-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65932687 | PA      | $2553520.21   | 0.03%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93350000 | PA      | $3068657.21   | 0.03%             | 2054-04-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8850000 | PA      | $7434568.17   | 0.07%             | 2054-06-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141522 | PA      | $122550.19    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S7 Trust                                                       | CUSIP: 74958AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523490 | PA      | $453407.37    | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                 | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2994879.00   | 0.03%             | 2031-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50428089 | PA      | $2401441.08   | 0.02%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4907777.40   | 0.05%             | 2054-07-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.        | Allegany Park CLO Ltd                                                            | CUSIP: 017154AW5<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008280.00  | 0.10%             | 2035-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5904413.82   | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 181851669 | PA      | $5413996.98   | 0.05%             | 2057-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4212334.24   | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT ACA              | American AgCredit Corp                                                           | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   6500000 | PA      | $6356707.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-2                              | CUSIP: 02529YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1538209 | PA      | $1540082.57   | 0.02%             | 2029-08-13      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-9CB                                                  | CUSIP: 12667GES8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7847024 | PA      | $3390191.30   | 0.03%             | 2035-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2003-44                                          | CUSIP: 12669EN93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $178011.17    | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1987721 | PA      | $1989214.70   | 0.02%             | 2027-12-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE               | Coca-Cola Co/The                                                                 | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14996977.65  | 0.15%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA          | Compeer Financial ACA                                                            | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |   8625000 | PA      | $8682466.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                                | CUSIP: 21623PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600000.00   | 0.02%             | 2030-04-17      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-21                                          | CUSIP: 12669GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348777 | PA      | $324222.93    | 0.00%             | 2034-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38016000 | PA      | $116560.86    | 0.00%             | 2050-08-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                                | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000000.00   | 0.05%             | 2030-04-17      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2327096.30   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 103992000 | PA      | $3772257.80   | 0.04%             | 2031-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54203000 | PA      | $243740.05    | 0.00%             | 2028-01-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| DANA INC                       | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   6065000 | PA      | $6072278.00   | 0.06%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV | City & County of Denver CO Airport System Revenue                                | CUSIP: 249182AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10310000 | PA      | $11687025.25  | 0.12%             | 2039-11-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H64W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5797999 | PA      | $4199160.19   | 0.04%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESNO CA WTR SYS REVENUE      | City of Fresno CA Water System Revenue                                           | CUSIP: 358240FC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2673859.54   | 0.03%             | 2040-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DRY CREEK CA JT ELEM SCH DIST  | Dry Creek Joint Elementary School District                                       | CUSIP: 262386FB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3640000 | PA      | $2300602.30   | 0.02%             | 2038-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-18                                                   | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1769151 | PA      | $399844.99    | 0.00%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6608000 | PA      | $4095869.68   | 0.04%             | 2034-11-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8227687 | PA      | $8252786.69   | 0.08%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Trust                                                                       | CUSIP: 36242DSV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580907 | PA      | $1560887.38   | 0.02%             | 2034-11-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 14 Ltd                                         | CUSIP: 38137VAG2<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3540852.00   | 0.03%             | 2037-07-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3542306.60   | 0.03%             | 2029-12-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3737355.20   | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 6 Ltd                                          | CUSIP: 38137WBA2<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |   8675000 | PA      | $8641661.98   | 0.09%             | 2035-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380TBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5352021 | PA      | $4693908.25   | 0.05%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7038987.20   | 0.07%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8750000 | PA      | $7918905.75   | 0.08%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842408 | PA      | $799125.76    | 0.01%             | 2035-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| INLAND EMPIRE CA TOBACCO SECUR | Inland Empire Tobacco Securitization Corp                                        | CUSIP: 45734TAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15350000 | PA      | $14883224.92  | 0.15%             | 2038-06-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15017955.00  | 0.15%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAY9<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024750.00   | 0.03%             | 2037-04-20      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382JE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24591051 | PA      | $19716307.85  | 0.19%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LZZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201474 | PA      | $129409.78    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL TRANSIT SAL | County of Miami-Dade FL Transit System                                           | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18665000 | PA      | $19732141.51  | 0.19%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAQ5<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4990050.00   | 0.05%             | 2036-07-17      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 45 Ltd                                        | CUSIP: 64134MAL0<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10007410.00  | 0.10%             | 2036-10-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST TURNPIKE SYS  | New Hampshire State Turnpike System                                              | CUSIP: 644693KW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16745000 | PA      | $17994496.83  | 0.18%             | 2039-11-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 | Octagon Investment Partners 26 Ltd                                               | CUSIP: 67590YAS9<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   6220000 | PA      | $6223993.24   | 0.06%             | 2030-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14743347.75  | 0.15%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| OGDEN CITY UT SWR & WTR REVENU | City of Ogden City UT Sewer & Water Revenue                                      | CUSIP: 676313AT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2438631.43   | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S1 Trust                                                       | CUSIP: 749581AP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340507 | PA      | $283241.67    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS9 Trust                                                       | CUSIP: 75115CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955865 | PA      | $709509.41    | 0.01%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6312439.69   | 0.06%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S3 Trust                                                       | CUSIP: 76111XN74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1317088 | PA      | $1072830.62   | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A5CB                                 | CUSIP: 76112FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298029 | PA      | $850497.53    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST                | State of Rhode Island                                                            | CUSIP: 762223MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1152537.07   | 0.01%             | 2041-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg | STARM Mortgage Loan Trust 2007-1                                                 | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799249 | PA      | $2403517.77   | 0.02%             | 2037-02-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| SAN BERNARDINO CA CMNTY CLG DI | San Bernardino Community College District                                        | CUSIP: 796720GG9<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $4374982.00   | 0.04%             | 2044-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355M92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $923648.38    | 0.01%             | 2039-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-5                                    | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4564532.70   | 0.05%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-5                                    | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482945 | PA      | $2484599.46   | 0.02%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | SOUND POINT CLO XIX Ltd                                                          | CUSIP: 83610JAL0<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1935968.00   | 0.02%             | 2031-04-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880252 | PA      | $666616.05    | 0.01%             | 2036-02-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536751 | PA      | $500130.84    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884886AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3203954.00   | 0.03%             | 2034-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE            | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6985590.91   | 0.07%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515608.50    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5203115.00   | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNION CNTY PA HOSP AUTH        | Union County Hospital Authority                                                  | CUSIP: 906460DS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $668159.15    | 0.01%             | 2028-08-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2004-J Trust                              | CUSIP: 949813AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1917441 | PA      | $1855311.98   | 0.02%             | 2034-07-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                                   | CUSIP: 95001VAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130394000 | PA      | $2735274.94   | 0.03%             | 2052-06-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6316634.40   | 0.06%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C65                                   | CUSIP: 95004WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73313551 | PA      | $6129518.72   | 0.06%             | 2058-10-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6330000 | PA      | $6392742.33   | 0.06%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10648152.00  | 0.11%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11541000 | PA      | $528385.07    | 0.01%             | 2052-04-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6766792.00   | 0.07%             | 2063-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3375000 | PA      | $2912389.43   | 0.03%             | 2053-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426540 | PA      | $665616.81    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  75509035 | PA      | $2812545.44   | 0.03%             | 2052-09-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238700 | PA      | $196299.04    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-28CB                                                 | CUSIP: 12667FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114846 | PA      | $87410.04     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-43                                                   | CUSIP: 12668AAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96965 | PA      | $87306.63     | 0.00%             | 2035-09-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470WW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25967 | PA      | $25031.85     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 23503CCG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1216341.70   | 0.01%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO SCH DIST | Denver City & County School District No 1                                        | CUSIP: 249174XY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2060359.25   | 0.02%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336050 | PA      | $281444.69    | 0.00%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3771366.75   | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   6350000 | PA      | $6363462.00   | 0.06%             | 2030-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 80 CLO Ltd                                                                | CUSIP: 26245JBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10506373.50  | 0.10%             | 2033-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 78 CLO Ltd                                                                | CUSIP: 26253LAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1214043.82   | 0.01%             | 2037-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35916184 | PA      | $1802776.94   | 0.02%             | 2030-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12383305 | PA      | $104885.36    | 0.00%             | 2027-06-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44228102 | PA      | $1254786.64   | 0.01%             | 2029-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70533304 | PA      | $2356052.15   | 0.02%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| JEA FL WTR & SWR REVENUE       | JEA Water & Sewer System Revenue                                                 | CUSIP: 46613PD37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1054806.00   | 0.01%             | 2040-10-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST BIOMEDICAL RESEA | Washington Biomedical Research Facilities 3                                      | CUSIP: 93730PAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5220000 | PA      | $5754370.88   | 0.06%             | 2042-07-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35692005 | PA      | $2092094.00   | 0.02%             | 2030-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44272000 | PA      | $2962421.04   | 0.03%             | 2030-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   4004000 | PA      | $3850021.38   | 0.04%             | 2051-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2689091.93   | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL        | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5447314.65   | 0.05%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5058142.10   | 0.05%             | 2049-12-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11076090.60  | 0.11%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3139438.20   | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  18680000 | PA      | $19108496.60  | 0.19%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  22861000 | PA      | $19583267.55  | 0.19%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2004-4                                     | CUSIP: 576433LZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69514 | PA      | $67633.61     | 0.00%             | 2034-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Tru | MASTR Asset Securitization Trust 2006-1                                          | CUSIP: 57643MMM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555600 | PA      | $91427.85     | 0.00%             | 2036-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592250EN0<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $1669488.43   | 0.02%             | 2038-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | Microsoft Corp                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $5837263.92   | 0.06%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                   | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  23075000 | PA      | $19711525.70  | 0.19%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |  10620000 | PA      | $10558205.41  | 0.10%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd               | Sculptor CLO XXVII Ltd                                                           | CUSIP: 81124UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19974720.00  | 0.20%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC               | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  10338000 | PA      | $10104847.09  | 0.10%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2767398.57   | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3662428.00   | 0.04%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC       | Southside Bancshares Inc                                                         | CUSIP: 84470PAF6<br>LEI: 549300TC83207VQA2K65 | Long             | SN               | CORP              | US        |   5000000 | PA      | $4953716.90   | 0.05%             | 2030-11-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| STAFFORD TX MUNI SCH DIST      | Stafford Municipal School District                                               | CUSIP: 852519LQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1278160.30   | 0.01%             | 2041-08-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                  | Sutter Health                                                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  14677000 | PA      | $11784020.49  | 0.12%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TACOMA WA WTR REVENUE          | City of Tacoma WA Water Revenue                                                  | CUSIP: 873547HP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6740000 | PA      | $7012279.15   | 0.07%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE ST SCH BOND AUTH     | Tennessee State School Bond Authority                                            | CUSIP: 880558PH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11710000 | PA      | $8264865.31   | 0.08%             | 2045-11-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518769.50    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $69407505.00  | 0.68%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $62908533.00  | 0.62%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $62066775.00  | 0.61%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158000000 | PA      | $64510995.52  | 0.64%             | 2044-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXII CLO Ltd                                                                | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9999570.00   | 0.10%             | 2034-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2237405 | PA      | $1092215.92   | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-30T1                                                 | CUSIP: 02146VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8384527 | PA      | $2508521.43   | 0.02%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042612 | PA      | $1007365.24   | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-39CB                                                 | CUSIP: 02148JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928670 | PA      | $1600309.59   | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483509 | PA      | $245549.04    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5179370 | PA      | $2470662.55   | 0.02%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-13                                                   | CUSIP: 02150MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2390842 | PA      | $1224375.62   | 0.01%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4956628.05   | 0.05%             | 2034-04-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ATLANTIC UNION BANKSHARE       | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4532804.95   | 0.04%             | 2031-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7790312.04   | 0.08%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 149849460 | PA      | $7047360.15   | 0.07%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2006-B Trust                                            | CUSIP: 05950TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342251 | PA      | $299363.17    | 0.00%             | 2046-10-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-1 Trust                                             | CUSIP: 05951FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550298 | PA      | $520463.66    | 0.01%             | 2037-01-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230391 | PA      | $206758.97    | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255986 | PA      | $240405.96    | 0.00%             | 2036-12-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2010-R3 Trust                                            | CUSIP: 05955YAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5309045 | PA      | $5132867.79   | 0.05%             | 2037-09-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2014-R3 Trust                                            | CUSIP: 05990NAD2<br>LEI: 549300MRF4Q4NF7TRB58 | Long             | ABS-MBS          | CORP              | US        |    814457 | PA      | $813609.31    | 0.01%             | 2035-06-26      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130975785 | PA      | $6580000.78   | 0.06%             | 2058-11-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 220695000 | PA      | $6596750.11   | 0.07%             | 2057-06-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $3029499.55   | 0.03%             | 2064-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6207832.80   | 0.06%             | 2057-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80876115 | PA      | $3233475.60   | 0.03%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR11                                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4473125.00   | 0.04%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120614 | PA      | $471641.61    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2587650 | PA      | $1136868.60   | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762757 | PA      | $786124.12    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2023-II Ltd                                                         | CUSIP: 125488AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501716.00   | 0.01%             | 2037-01-21      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145678 | PA      | $1057419.83   | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1841201 | PA      | $1699363.25   | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4790000 | PA      | $4794694.20   | 0.05%             | 2037-01-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-27CB                                                 | CUSIP: 12667FWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716619 | PA      | $648283.88    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-28CB                                                 | CUSIP: 12667FYV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200459 | PA      | $188664.14    | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995284 | PA      | $1505145.04   | 0.01%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117547 | PA      | $66353.81     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-12CB                                                 | CUSIP: 12668BWY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526031 | PA      | $251114.36    | 0.00%             | 2036-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-9                                           | CUSIP: 126694W95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098707 | PA      | $495399.52    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-HYB5                                        | CUSIP: 12669F3B7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501220 | PA      | $476176.25    | 0.00%             | 2035-04-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-14                                          | CUSIP: 12669FT45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874213 | PA      | $845345.20    | 0.01%             | 2034-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7525000 | PA      | $7700780.99   | 0.08%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-16                                          | CUSIP: 170257AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471543 | PA      | $124247.28    | 0.00%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086570 | PA      | $924746.73    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010838.04   | 0.02%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR7                                           | CUSIP: 172987AW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968002 | PA      | $833524.93    | 0.01%             | 2036-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7       | CUSIP: 17307GA57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298613 | PA      | $277149.31    | 0.00%             | 2035-09-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430XV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5537119.00   | 0.05%             | 2043-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5060536.20   | 0.05%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GMR6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     10185 | PA      | $6399.48      | 0.00%             | 2033-08-25      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68239559 | PA      | $1947877.75   | 0.02%             | 2072-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9400096.35   | 0.09%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49926931 | PA      | $3137213.60   | 0.03%             | 2057-07-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  92457000 | PA      | $1300379.97   | 0.01%             | 2053-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO           | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19500000 | PA      | $19462969.50  | 0.19%             | 2034-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-2                                    | CUSIP: 05948K3B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457104 | PA      | $1269238.84   | 0.01%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2005-11                                   | CUSIP: 05948KW62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87114 | PA      | $78400.60     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COSERV SECURITIZATION 22       | CoServ Securitization 2022 LLC                                                   | CUSIP: 18977CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16918185.80  | 0.17%             | 2048-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |  18803000 | PA      | $19745576.90  | 0.19%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320327 | PA      | $316554.82    | 0.00%             | 2036-12-20      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5678371.60   | 0.06%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2552560 | PA      | $1168084.97   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOWNTOWN DALLAS TX DEV AUTH TA | Downtown Dallas Development Authority                                            | CUSIP: 261149BC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6730000 | PA      | $4045847.18   | 0.04%             | 2036-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11212453.13  | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BYLINE BANCORP INC             | Byline Bancorp Inc                                                               | CUSIP: 124411AB5<br>LEI: 549300W7ODP4YL2H4823 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6685543.80   | 0.07%             | 2035-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-1                                              | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433099 | PA      | $433310.67    | 0.00%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-1                                              | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8965000 | PA      | $9004668.33   | 0.09%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40062667 | PA      | $227892.47    | 0.00%             | 2050-11-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8087000 | PA      | $8324179.58   | 0.08%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAN8<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   2885000 | PA      | $2894575.32   | 0.03%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd              | Elevation CLO 2018-10 Ltd                                                        | CUSIP: 28623CAQ4<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4749776.75   | 0.05%             | 2031-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3042348.60   | 0.03%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2529866.05   | 0.02%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5265000 | PA      | $5426174.81   | 0.05%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-2                                       | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301340 | PA      | $301689.56    | 0.00%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-1                                       | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2960000 | PA      | $3009903.82   | 0.03%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8029329.09   | 0.08%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136B9NY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 131156182 | PA      | $8174177.86   | 0.08%             | 2049-12-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F1G85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  57193000 | PA      | $459974.70    | 0.00%             | 2027-05-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 199512398 | PA      | $8056709.65   | 0.08%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48165363 | PA      | $1915864.01   | 0.02%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 109701020 | PA      | $3704076.90   | 0.04%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38023335 | PA      | $278665.42    | 0.00%             | 2027-07-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27150220 | PA      | $145655.50    | 0.00%             | 2027-09-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 143458463 | PA      | $838973.78    | 0.01%             | 2028-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  67029590 | PA      | $1826060.30   | 0.02%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 200914498 | PA      | $5324897.21   | 0.05%             | 2029-06-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  99975323 | PA      | $5094772.44   | 0.05%             | 2034-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQ7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6621000 | PA      | $4683403.41   | 0.05%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $24655110.00  | 0.24%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  28000000 | PA      | $34889041.60  | 0.34%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  60886251 | PA      | $3233029.50   | 0.03%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70601000 | PA      | $4558551.25   | 0.04%             | 2030-03-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24099000 | PA      | $378462.75    | 0.00%             | 2027-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89928737 | PA      | $8856703.61   | 0.09%             | 2035-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316BBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996536.00   | 0.02%             | 2031-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S4                                      | CUSIP: 16162YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3958334 | PA      | $1587101.14   | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  59371316 | PA      | $3534326.93   | 0.03%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5YG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 175000000 | PA      | $2811917.50   | 0.03%             | 2029-01-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2020-3                                         | CUSIP: 36260CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1003957 | PA      | $1003973.28   | 0.01%             | 2027-07-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-1                                         | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2344294 | PA      | $2342536.91   | 0.02%             | 2028-01-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9ZX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 255057461 | PA      | $5011445.51   | 0.05%             | 2033-04-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 357011308 | PA      | $8582123.44   | 0.08%             | 2034-05-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-3                                         | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5659567.62   | 0.06%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL UTILITIES SYS R | City of Gainesville FL Utilities System Revenue                                  | CUSIP: 362848RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32020000 | PA      | $35051996.21  | 0.35%             | 2040-10-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LB6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20083000 | PA      | $16863563.36  | 0.17%             | 2036-04-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LEFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14750000 | PA      | $9830570.56   | 0.10%             | 2046-11-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MOOG INC                       | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |  10393000 | PA      | $10341056.83  | 0.10%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MULTNOMAH CLACKAMAS CNTYS OR S | Multnomah & Clackamas Counties School District No 10JT Gresham-Barlow            | CUSIP: 625482HV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9500000 | PA      | $5274804.70   | 0.05%             | 2039-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-FA4                     | CUSIP: 32052WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718666 | PA      | $579852.36    | 0.01%             | 2037-08-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYS       | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5237500.00   | 0.05%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAP4<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1068497.11   | 0.01%             | 2031-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |  33890000 | PA      | $38358708.29  | 0.38%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FORT BEND TX GRAND PKWY TOLL R | Fort Bend Grand Parkway Toll Road Authority                                      | CUSIP: 346832CG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1951636.70   | 0.02%             | 2039-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRENSHIP TX INDEP SCH DIST     | Frenship Independent School District                                             | CUSIP: 357866E32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5543072.50   | 0.05%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WYE0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   3743000 | PA      | $4049308.41   | 0.04%             | 2030-02-01      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK NA          | Texas Capital Bank NA                                                            | CUSIP: 88224PJS9<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5250231.16   | 0.05%             | 2026-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4835000 | PA      | $3810056.88   | 0.04%             | 2039-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5004331.00   | 0.05%             | 2028-10-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $8480981.55   | 0.08%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                 | Trustmark Corp                                                                   | CUSIP: 898402AB8<br>LEI: 5493000HPQ4D2RZ79739 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15055146.75  | 0.15%             | 2035-12-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3948513.19   | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10074974.00  | 0.10%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8015457.60   | 0.08%             | 2028-04-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BBL2<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1250000.00   | 0.01%             | 2038-10-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $143962.00    | 0.00%             | 2050-06-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63420500 | PA      | $628573.26    | 0.01%             | 2050-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 170396000 | PA      | $1420421.06   | 0.01%             | 2050-12-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38496495 | PA      | $717474.57    | 0.01%             | 2051-08-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR9                                        | CUSIP: 45661EGG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395603 | PA      | $1205311.91   | 0.01%             | 2036-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001893.60   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI            | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24976000 | PA      | $20149208.17  | 0.20%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FZ27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912198 | PA      | $841489.49    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERRIS CA UNION HIGH SCH DIST  | Perris Union High School District/CA                                             | CUSIP: 714398LV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2243526.00   | 0.02%             | 2042-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | CUSIP: 93936AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1352025 | PA      | $1072133.34   | 0.01%             | 2037-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR19 Trust                           | CUSIP: 949789AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980058 | PA      | $915422.04    | 0.01%             | 2036-12-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                            | CUSIP: 94983RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824347 | PA      | $818540.31    | 0.01%             | 2036-04-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T | Wells Fargo Alternative Loan 2007-PA1 Trust                                      | CUSIP: 94984TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603221 | PA      | $564268.80    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10909000 | PA      | $1697199.31   | 0.02%             | 2058-02-15      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6424490.58   | 0.06%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $10510592.77  | 0.10%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |  13670000 | PA      | $14348264.39  | 0.14%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | APIDOS CLO XLI Ltd                                                               | CUSIP: 03770EAG6<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2020394.00   | 0.02%             | 2037-10-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $4364892.69   | 0.04%             | 2053-05-15      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES LII CLO Ltd                                                                 | CUSIP: 04009ABA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10760000 | PA      | $10752414.20  | 0.11%             | 2031-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14988165.00  | 0.15%             | 2034-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4913012.00   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11086000 | PA      | $10446055.99  | 0.10%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC            | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2874930.37   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4180093.50   | 0.04%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                  | CUSIP: 065404AA3<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1720415.80   | 0.02%             | 2061-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9946550 | PA      | $9855164.08   | 0.10%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5493679 | PA      | $5539086.43   | 0.05%             | 2030-09-12      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71252706 | PA      | $3508582.99   | 0.03%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBS5<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |  10675000 | PA      | $10654664.13  | 0.11%             | 2032-10-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BAYONNE NJ                     | City of Bayonne NJ                                                               | CUSIP: 0728874V1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4622146.88   | 0.05%             | 2039-07-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 101029101 | PA      | $3100916.52   | 0.03%             | 2058-03-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust       | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663339 | PA      | $297209.29    | 0.00%             | 2036-11-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  82774000 | PA      | $1077022.18   | 0.01%             | 2057-08-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65546139 | PA      | $3033626.07   | 0.03%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31991000 | PA      | $1966883.46   | 0.02%             | 2054-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXIV Ltd                                             | CUSIP: 08182NAL6<br>LEI: 254900F6RDYGOMBGPF86 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10007510.00  | 0.10%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXV Ltd                                              | CUSIP: 08186YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9245606.25   | 0.09%             | 2035-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BEXAR CNTY TX REVENUE          | County of Bexar TX                                                               | CUSIP: 088518PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5515000 | PA      | $4392613.67   | 0.04%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2018-1 Ltd                                                      | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9496770 | PA      | $9521556.57   | 0.09%             | 2030-07-30      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5535027.30   | 0.05%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    342792 | PA      | $347607.15    | 0.00%             | 2028-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 160071022 | PA      | $6073158.59   | 0.06%             | 2030-09-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45237466 | PA      | $2515058.36   | 0.02%             | 2030-01-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37700000 | PA      | $1326870.35   | 0.01%             | 2031-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140NUFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1734321 | PA      | $1388357.48   | 0.01%             | 2041-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-15                                                   | CUSIP: 3622E8AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938770 | PA      | $491786.53    | 0.00%             | 2036-09-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ7                                     | CUSIP: 36262CAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4491250 | PA      | $3122911.64   | 0.03%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73324000 | PA      | $3057486.15   | 0.03%             | 2053-12-12      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5058283.00   | 0.05%             | 2030-06-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US CLO 1 Ltd                                          | CUSIP: 38136FBW2<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19999120.00  | 0.20%             | 2034-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPRTN CORP T | Grand Parkway Transportation Corp                                                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8825000 | PA      | $9055128.64   | 0.09%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                      | State of Hawaii                                                                  | CUSIP: 419792F27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3147065.73   | 0.03%             | 2039-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  11497000 | PA      | $12007729.28  | 0.12%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331QN7<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    655000 | PA      | $700057.91    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE   | Illinois Finance Authority                                                       | CUSIP: 45204FED3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5741147.30   | 0.06%             | 2041-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP          | Independent Bank Corp                                                            | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $12045851.18  | 0.12%             | 2035-04-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5P0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4172223 | PA      | $2826743.23   | 0.03%             | 2036-03-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR3                                        | CUSIP: 45660LFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654071 | PA      | $617552.80    | 0.01%             | 2035-04-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                | Invesco US CLO 2023-4 Ltd                                                        | CUSIP: 46091XAJ9<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | JE        |   9250000 | PA      | $9262256.25   | 0.09%             | 2037-01-18      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30000000 | PA      | $21034017.00  | 0.21%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A3                                                 | CUSIP: 46630UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1871564 | PA      | $1580767.59   | 0.02%             | 2037-05-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6390905 | PA      | $5631689.27   | 0.06%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-3                                           | CUSIP: 46657QAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $7382152.00   | 0.07%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944142.40    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                | OHA Credit Funding 1 LTD                                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2209523.80   | 0.02%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   3970000 | PA      | $3981858.39   | 0.04%             | 2030-01-22      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                 | Octagon 66 Ltd                                                                   | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25800000 | PA      | $25800000.00  | 0.25%             | 2036-11-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JEA FL WTR & SWR REVENUE       | JEA Water & Sewer System Revenue                                                 | CUSIP: 46615SEU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5045000 | PA      | $4415559.06   | 0.04%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11588632 | PA      | $7866347.18   | 0.08%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REVENUE | Kansas Development Finance Authority                                             | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2055926.08   | 0.02%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494759RG0<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |  19040000 | PA      | $16349429.04  | 0.16%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 398659409 | PA      | $6375759.93   | 0.06%             | 2034-10-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN6D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 153978000 | PA      | $2670394.26   | 0.03%             | 2030-05-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR2                               | CUSIP: 32055GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3623282 | PA      | $767656.52    | 0.01%             | 2037-08-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-21                    | CUSIP: 863579C63<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2827079 | PA      | $1816367.68   | 0.02%             | 2035-11-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-9                     | CUSIP: 86364JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681797 | PA      | $632584.58    | 0.01%             | 2037-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                 | Trustmark Corp                                                                   | CUSIP: 898402AA0<br>LEI: 5493000HPQ4D2RZ79739 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6500000.00   | 0.06%             | 2030-12-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| UJA FEDERATION NEW YORK        | United Jewish Appeal-Federation of Jewish Philanthropies of New York Inc         | CUSIP: 910751AK2<br>LEI: 549300KFOHUQO5KVF916 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4163866.15   | 0.04%             | 2031-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $68400748.50  | 0.67%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10031250.00  | 0.10%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | University of Massachusetts Building Authority                                   | CUSIP: 914437UT3<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3245820.00   | 0.03%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27950000 | PA      | $16476536.18  | 0.16%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2021-1 Ltd                                                              | CUSIP: 92918QAQ3<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9959810.00   | 0.10%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853539 | PA      | $784477.54    | 0.01%             | 2036-12-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11184107 | PA      | $10592814.80  | 0.10%             | 2036-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                    | CUSIP: 93362FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110423 | PA      | $1047592.33   | 0.01%             | 2046-08-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784301 | PA      | $1648406.45   | 0.02%             | 2037-03-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                   | CUSIP: 93363EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    764447 | PA      | $655546.74    | 0.01%             | 2036-09-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WARREN CNTY KY INDL BLDG REVEN | County of Warren KY                                                              | CUSIP: 934867DJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3028040.32   | 0.03%             | 2038-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust   | CUSIP: 93934FEZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318354 | PA      | $286659.88    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI | Washington State Housing Finance Commission                                      | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |  19808210 | PA      | $754494.72    | 0.01%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $7448765.20   | 0.07%             | 2049-12-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAZ2<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        | 138642000 | PA      | $1171732.86   | 0.01%             | 2052-01-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3863000 | PA      | $3766894.35   | 0.04%             | 2052-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 105325000 | PA      | $1874574.35   | 0.02%             | 2052-10-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 113763146 | PA      | $4132207.38   | 0.04%             | 2052-08-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C56                                   | CUSIP: 95002RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 127035000 | PA      | $1332381.19   | 0.01%             | 2053-06-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21500532 | PA      | $1550083.01   | 0.02%             | 2053-08-15      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12901000 | PA      | $13593587.60  | 0.13%             | 2057-11-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6504452.50   | 0.06%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |  12010000 | PA      | $12958272.37  | 0.13%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   3455000 | PA      | $4035549.87   | 0.04%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114914202 | PA      | $3333718.45   | 0.03%             | 2053-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1295171.79   | 0.01%             | 2054-06-15      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7050000 | PA      | $5664450.81   | 0.06%             | 2054-09-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27615000 | PA      | $1719334.75   | 0.02%             | 2054-09-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4342677.60   | 0.04%             | 2054-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164AAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15757723.50  | 0.16%             | 2058-02-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 100000000 | PA      | $3236470.00   | 0.03%             | 2058-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  16102000 | PA      | $16890314.47  | 0.17%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR5                                                 | CUSIP: 362341LF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365511 | PA      | $344558.25    | 0.00%             | 2035-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-7F                                                  | CUSIP: 362341NB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13370 | PA      | $13450.10     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590976 | PA      | $581563.67    | 0.01%             | 2037-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24049000 | PA      | $887044.96    | 0.01%             | 2051-07-10      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24645000 | PA      | $1205820.70   | 0.01%             | 2052-05-10      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69158604 | PA      | $1787625.43   | 0.02%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $14988522.00  | 0.15%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH       | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |  14920000 | PA      | $10970542.32  | 0.11%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HLTH CARE FAC | County of Hamilton OH                                                            | CUSIP: 40727TDK7<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |  11955000 | PA      | $10070371.96  | 0.10%             | 2042-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS VA SANTN DIST WS | Hampton Roads Sanitation District                                                | CUSIP: 409327LQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1059202.43   | 0.01%             | 2039-02-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC           | Hilltop Holdings Inc                                                             | CUSIP: 432748AE1<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $11573750.00  | 0.11%             | 2035-05-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd        | Highbridge Loan Management 5-2015 Ltd                                            | CUSIP: 44331DAU3<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7506022.50   | 0.07%             | 2030-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HUMBLE TX INDEP SCH DIST       | Humble Independent School District                                               | CUSIP: 445047JL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3964697.55   | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3149753.19   | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4500000 | PA      | $4774279.59   | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420539 | PA      | $387202.10    | 0.00%             | 2035-11-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2004-AR11                                       | CUSIP: 45660N6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773055 | PA      | $711979.00    | 0.01%             | 2034-12-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2003-A9                                   | CUSIP: 45660NSX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716344 | PA      | $644843.08    | 0.01%             | 2033-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3668576.50   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68830000 | PA      | $557213.27    | 0.01%             | 2050-07-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 15 Ltd                                                                   | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3353728.55   | 0.03%             | 2032-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES        | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3347171.75   | 0.03%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT       | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8495663.70   | 0.08%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO LAND CLEARANCE  | Kansas City Land Clearance Redevelopment Authority                               | CUSIP: 48504MAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7825000 | PA      | $7713316.12   | 0.08%             | 2040-10-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6723626.70   | 0.07%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND NY PWR AUTH ELEC S | Long Island Power Authority                                                      | CUSIP: 542690W99<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   9250000 | PA      | $9555003.95   | 0.09%             | 2041-05-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS   | City of Los Angeles Department of Airports                                       | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15845000 | PA      | $18627608.58  | 0.18%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE | City of Los Angeles CA Wastewater System Revenue                                 | CUSIP: 5446526F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15110000 | PA      | $16184145.72  | 0.16%             | 2040-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXVII Ltd                                                             | CUSIP: 55952AAW9<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500000.00   | 0.02%             | 2038-10-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1687605.27   | 0.02%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite 50 Ltd                                                                 | CUSIP: 55956MAL3<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1407988.40   | 0.01%             | 2038-07-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777QA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1104698.34   | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBN8<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500252.00   | 0.01%             | 2031-01-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH       | Oklahoma Development Finance Authority                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4923696.00   | 0.05%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH       | Oklahoma Development Finance Authority                                           | CUSIP: 6789084H4<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   8830585 | PA      | $9086708.61   | 0.09%             | 2042-10-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| OMAHA NE PUBLIC PWR DIST ELEC  | Omaha Public Power District                                                      | CUSIP: 682001GY2<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7923880.00   | 0.08%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5028300.00   | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   6680000 | PA      | $6341806.30   | 0.06%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OREGON ST                      | State of Oregon                                                                  | CUSIP: 68608KA32<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   3870000 | PA      | $4007925.64   | 0.04%             | 2039-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd          | Palmer Square CLO 2023-3 Ltd                                                     | CUSIP: 696926AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1753762.50   | 0.02%             | 2037-01-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING  | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PNC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7645000 | PA      | $6150542.40   | 0.06%             | 2042-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $4876699.65   | 0.05%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PLYMOUTH-CANTON MI CMNTY SCH D | Plymouth-Canton Community School District                                        | CUSIP: 729429QW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1518376.95   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1393686.45   | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI LEASE REVEN | Public Finance Authority                                                         | CUSIP: 74445HAJ9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3646591.65   | 0.04%             | 2031-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673B84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4195000 | PA      | $3284355.27   | 0.03%             | 2039-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS17 Trust                                                      | CUSIP: 74922SAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243415 | PA      | $206569.15    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS10 Trust                                                      | CUSIP: 74924DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215085 | PA      | $182031.84    | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138709 | PA      | $986029.89    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402102 | PA      | $351886.29    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS13 Trust                                                      | CUSIP: 75115DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533104 | PA      | $1245677.48   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2184337 | PA      | $1859147.37   | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES T | Regional Transportation District Sales Tax Revenue                               | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  31475000 | PA      | $32505340.42  | 0.32%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAD9<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9243761.08   | 0.09%             | 2035-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS1 Trust                                                       | CUSIP: 761118SB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128933 | PA      | $103405.59    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2005-SA4 Trust                                                      | CUSIP: 76111XYH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075831 | PA      | $603104.22    | 0.01%             | 2035-09-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC       | SCE Recovery Funding LLC                                                         | CUSIP: 78433LAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4077351.28   | 0.04%             | 2050-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |  25134000 | PA      | $27183232.83  | 0.27%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355N34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $4658643.45   | 0.05%             | 2041-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355N67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1371463.80   | 0.01%             | 2044-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL TRANSPR | San Diego County Regional Transportation Commission                              | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |  16900000 | PA      | $17411258.80  | 0.17%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4407309 | PA      | $4424847.64   | 0.04%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-7                                    | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3187006 | PA      | $3191807.79   | 0.03%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-1                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9595781 | PA      | $9657777.60   | 0.10%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-2                                    | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581639 | PA      | $582873.82    | 0.01%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3565329.60   | 0.04%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012323.40   | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7097200.60   | 0.07%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17030335 | PA      | $17069252.40  | 0.17%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630636 | PA      | $630898.54    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5290000 | PA      | $5333634.57   | 0.05%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4574000 | PA      | $4619794.43   | 0.05%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT       | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |  27078000 | PA      | $26914754.86  | 0.27%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC           | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4877958.95   | 0.05%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19406 | PA      | $16860.57     | 0.00%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT       | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1744465.10   | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1863300.17   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP           | SOUTHSTATE BANK CORP                                                             | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $11052909.63  | 0.11%             | 2035-06-13      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC       | Southside Bancshares Inc                                                         | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $8105303.46   | 0.08%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2003-5F                                                  | CUSIP: 36228FTD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470986 | PA      | $453766.41    | 0.00%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   2044128 | PA      | $1959551.88   | 0.02%             | 2050-05-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20916000 | PA      | $1109876.17   | 0.01%             | 2052-02-10      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44642000 | PA      | $302181.70    | 0.00%             | 2050-11-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8853000 | PA      | $8846451.44   | 0.09%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |  11213000 | PA      | $10845922.26  | 0.11%             | 2049-12-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-2                                         | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11910000 | PA      | $11868555.58  | 0.12%             | 2028-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | Gilead Sciences Inc                                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2813472.00   | 0.03%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL        | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1602740.37   | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3543638.70   | 0.03%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670000 | PA      | $1544205.41   | 0.02%             | 2050-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RBB4<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4840420.00   | 0.05%             | 2052-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US CLO 1 Ltd                                          | CUSIP: 38136FCA9<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3970676.00   | 0.04%             | 2034-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383X3G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6218304 | PA      | $4858410.22   | 0.05%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8947000 | PA      | $8770484.64   | 0.09%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBN8<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        | 164144000 | PA      | $818569.71    | 0.01%             | 2061-09-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST | Grant County Public Utility District No 2 Priest Rapids Hydroelectric Project    | CUSIP: 387883ZM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2084769.25   | 0.02%             | 2040-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd            | Harbor Park CLO Ltd                                                              | CUSIP: 41154XAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12120000 | PA      | $12119454.60  | 0.12%             | 2031-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58030370 | PA      | $2149619.00   | 0.02%             | 2053-02-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50565778 | PA      | $2272203.57   | 0.02%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2006-6                                            | CUSIP: 41161UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649919 | PA      | $1304300.11   | 0.01%             | 2036-08-19      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050532.00   | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1807841.30   | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC            | Home BancShares Inc/AR                                                           | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18436000 | PA      | $16867714.93  | 0.17%             | 2032-01-30      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3254077 | PA      | $2607875.23   | 0.03%             | 2053-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6221000 | PA      | $5465465.15   | 0.05%             | 2054-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9132000 | PA      | $640761.39    | 0.01%             | 2054-11-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR | City & County Honolulu HI Wastewater System Revenue                              | CUSIP: 4387012B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3851671.00   | 0.04%             | 2041-07-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8139426.80   | 0.08%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5221299.55   | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300146.90   | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS IN LOCAL PUBLIC I | Indianapolis Local Public Improvement Bond Bank                                  | CUSIP: 45528UR37<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |   9500000 | PA      | $7529421.65   | 0.07%             | 2040-01-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2004-AR4                                        | CUSIP: 45660NQ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1698866 | PA      | $1626533.99   | 0.02%             | 2034-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR25                                       | CUSIP: 45661HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853554 | PA      | $1178151.71   | 0.01%             | 2036-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                | Invesco US CLO 2024-1 Ltd                                                        | CUSIP: 46148JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8036032.00   | 0.08%             | 2037-04-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1570822.50   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRVING TX HOTEL OCCUPANCY TAX  | City of Irving TX                                                                | CUSIP: 463805BN0<br>LEI: 5493002R7BX8XPQ92O37 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3501560.30   | 0.03%             | 2044-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  64813947 | PA      | $4070944.57   | 0.04%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74931500 | PA      | $3636770.38   | 0.04%             | 2054-07-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8360632.00   | 0.08%             | 2058-08-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5174000 | PA      | $5501439.69   | 0.05%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5232656.50   | 0.05%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1165000 | PA      | $1167560.67   | 0.01%             | 2030-10-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $6004944.65   | 0.06%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC     | Bowling Green Park CLO LLC                                                       | CUSIP: 102875AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8540000 | PA      | $8528086.70   | 0.08%             | 2035-04-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.        | Buckhorn Park CLO Ltd                                                            | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12022848.00  | 0.12%             | 2034-07-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd        | Buttermilk Park CLO Ltd                                                          | CUSIP: 124166AS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999910.00   | 0.02%             | 2031-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust  | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2514244.00   | 0.02%             | 2037-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST INFRASTRUCTURE & | California Infrastructure & Economic Development Bank                            | CUSIP: 13034A6B1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |  10400000 | PA      | $8840000.00   | 0.09%             | 2065-01-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |  16053000 | PA      | $13197821.93  | 0.13%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2017503 | PA      | $834660.19    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                | ChaseFlex Trust Series 2006-2                                                    | CUSIP: 16165MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696621 | PA      | $1511175.14   | 0.01%             | 2036-09-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.        | Chenango Park CLO Ltd                                                            | CUSIP: 16409TAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5790163.75   | 0.06%             | 2030-04-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12596924.53  | 0.12%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OLD NATIONAL BANK              | Old National Bank/Evansville IN                                                  | CUSIP: 320867AC8<br>LEI: 549300AT7EB9FJAF0E61 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7564836.17   | 0.07%             | 2026-09-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   9904000 | PA      | $9645313.46   | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8725000 | PA      | $251689.20    | 0.00%             | 2050-06-15      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7959000 | PA      | $7517090.06   | 0.07%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6516766.50   | 0.06%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21212500 | PA      | $185308.16    | 0.00%             | 2049-11-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4953000 | PA      | $3675103.71   | 0.04%             | 2052-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10655620.00  | 0.11%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY INSTITUTE OF TECHNO | New Jersey Institute of Technology/NJ                                            | CUSIP: 64579RCZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6455000 | PA      | $5242470.85   | 0.05%             | 2042-07-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NICOLET BANKSHARES INC         | Nicolet Bankshares Inc                                                           | CUSIP: 65406EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3765868.24   | 0.04%             | 2031-07-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2011-4R                                            | CUSIP: 65539CAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4676163 | PA      | $4314584.54   | 0.04%             | 2036-12-26      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                | OHA Credit Funding 24 Ltd                                                        | CUSIP: 67123CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003000.00   | 0.03%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                | Oaktree CLO 2019-4 Ltd                                                           | CUSIP: 67402CBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2210051.80   | 0.02%             | 2037-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754655.00   | 0.02%             | 2030-01-22      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| YUBA CA CMNTY CLG DIST         | Yuba Community College District                                                  | CUSIP: 988176HX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5055000 | PA      | $3279533.36   | 0.03%             | 2038-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO           | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1733487.00   | 0.02%             | 2034-04-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  31586971 | PA      | $3671669.48   | 0.04%             | 2037-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148472208 | PA      | $3251006.86   | 0.03%             | 2030-01-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA6                     | CUSIP: 32051GCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178237 | PA      | $176341.18    | 0.00%             | 2035-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA7                     | CUSIP: 32051GFB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519534 | PA      | $497824.52    | 0.00%             | 2035-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA7                     | CUSIP: 32051GSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825729 | PA      | $732729.73    | 0.01%             | 2035-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA6                     | CUSIP: 32052FBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       279 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-4                                 | CUSIP: 32052UAF0<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |    873514 | PA      | $192485.55    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-AR4                               | CUSIP: 32053AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824649 | PA      | $868263.62    | 0.01%             | 2037-01-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-AA1                     | CUSIP: 32053BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1778300 | PA      | $1088697.92   | 0.01%             | 2037-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Tru | First Investors Auto Owner Trust 2022-1                                          | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2501948 | PA      | $2494206.42   | 0.02%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC       | First Mid Bancshares Inc                                                         | CUSIP: 320866AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3869519.33   | 0.04%             | 2030-10-15      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4925000 | PA      | $3722307.61   | 0.04%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-1                                         | CUSIP: 36266XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2518732 | PA      | $2526169.77   | 0.02%             | 2028-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL SPL OBLG        | City of Gainesville FL                                                           | CUSIP: 362835CG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10840000 | PA      | $8989685.71   | 0.09%             | 2040-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GLENDORA CA UNIF SCH DIST      | Glendora Unified School District                                                 | CUSIP: 378622KZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5175000 | PA      | $3172791.47   | 0.03%             | 2039-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-2                                         | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7893000 | PA      | $7930875.35   | 0.08%             | 2029-03-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GODLEY TX INDEP SCH DIST       | Godley Independent School District                                               | CUSIP: 380334LJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15460000 | PA      | $12303360.19  | 0.12%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382RZJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10509297 | PA      | $9023418.27   | 0.09%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                         | CUSIP: 63607VAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4770000 | PA      | $3242587.33   | 0.03%             | 2037-10-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAR0<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    532000 | PA      | $432404.74    | 0.00%             | 2033-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 62 Ltd                                        | CUSIP: 64136GAL1<br>LEI: 254900SRG89PQ23CS052 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3974016.00   | 0.04%             | 2039-10-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST  | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136XQ9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  10145000 | PA      | $5553681.41   | 0.05%             | 2040-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6020000 | PA      | $2341882.94   | 0.02%             | 2044-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3549918.55   | 0.04%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   5650000 | PA      | $5794080.65   | 0.06%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10141851.00  | 0.10%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2014-5R                                            | CUSIP: 65540HAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2691976 | PA      | $2171316.75   | 0.02%             | 2035-06-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                 | Octagon 66 Ltd                                                                   | CUSIP: 67577WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.01%             | 2036-11-16      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                   | Ohio State University/The                                                        | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  23165000 | PA      | $23119295.46  | 0.23%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10472632.10  | 0.10%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $11557874.76  | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP         | Orlando Health Obligated Group                                                   | CUSIP: 686514AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875214.61    | 0.01%             | 2035-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING  | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $7211711.65   | 0.07%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223ZZ7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $13325237.19  | 0.13%             | 2049-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP        | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9144699.80   | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   5299000 | PA      | $5294756.56   | 0.05%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1780080.75   | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J3                                                   | CUSIP: 021469AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90936 | PA      | $90935.50     | 0.00%             | 2026-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-26CB                                                 | CUSIP: 02147WAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5303513 | PA      | $2471354.45   | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-4CB                                                  | CUSIP: 02148FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874826 | PA      | $727229.46    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $7497079.72   | 0.07%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11875000 | PA      | $11962432.06  | 0.12%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2022-4                              | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4138174 | PA      | $4177740.65   | 0.04%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3198252 | PA      | $3214233.59   | 0.03%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-1                              | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3781106 | PA      | $3799615.50   | 0.04%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L       | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1269032.40   | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD       | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   7970000 | PA      | $8082259.52   | 0.08%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXI CLO Ltd                                                                 | CUSIP: 04019DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016320.00   | 0.05%             | 2037-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10311647.00  | 0.10%             | 2056-06-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-4 Trust                                             | CUSIP: 05946XZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28883 | PA      | $28362.54     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-A Trust                                            | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890190 | PA      | $868404.28    | 0.01%             | 2035-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700132 | PA      | $1531730.83   | 0.02%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-3 Trust                                             | CUSIP: 059515AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707459 | PA      | $607648.40    | 0.01%             | 2037-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7790000 | PA      | $8215170.41   | 0.08%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4149506.40   | 0.04%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70800475 | PA      | $1605938.85   | 0.02%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29969467 | PA      | $1256721.65   | 0.01%             | 2063-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBU0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4251855.15   | 0.04%             | 2032-10-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1502714.00   | 0.01%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3342232.50   | 0.03%             | 2054-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1074206.25   | 0.01%             | 2054-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39202000 | PA      | $2839118.61   | 0.03%             | 2055-01-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8856286.00   | 0.09%             | 2055-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21919000 | PA      | $1806390.82   | 0.02%             | 2055-03-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10327604.00  | 0.10%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6332834.40   | 0.06%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104602495 | PA      | $4146714.89   | 0.04%             | 2058-08-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5140000 | PA      | $5470598.63   | 0.05%             | 2057-07-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10503554.00  | 0.10%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-B41 Mortgage Trust                                                | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5492037.08   | 0.05%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1953494.55   | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7737000 | PA      | $7227164.97   | 0.07%             | 2052-12-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $1902184.15   | 0.02%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-13                                          | CUSIP: 12669GC66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1378886 | PA      | $738953.90    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC              | Cisco Systems Inc                                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2919341.55   | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13459943 | PA      | $13328984.48  | 0.13%             | 2049-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8348000 | PA      | $8246178.61   | 0.08%             | 2049-05-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPU6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    215977 | PA      | $207379.99    | 0.00%             | 2035-04-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GT40<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    846953 | PA      | $528625.48    | 0.01%             | 2035-12-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50711000 | PA      | $544352.16    | 0.01%             | 2072-12-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10339000 | PA      | $9580024.35   | 0.09%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48115957 | PA      | $1383040.26   | 0.01%             | 2056-08-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| CUCAMONGA VLY WTR DIST FING AU | Cucamonga Valley Water District Financing Authority                              | CUSIP: 22972PEC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3972756.00   | 0.04%             | 2042-09-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DFC HEL Trust                  | DFC HEL Trust 2001-1                                                             | CUSIP: 233205AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1054310 | PA      | $1026485.19   | 0.01%             | 2031-08-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |  17335000 | PA      | $18165790.28  | 0.18%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241UA2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3908650.00   | 0.04%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18910000 | PA      | $23071181.24  | 0.23%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                     | City of Detroit MI                                                               | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   8650568 | PA      | $6863553.56   | 0.07%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DOUGLAS CNTY WA PUBLIC UTILITY | Douglas County Public Utility District No 1 Wells Hydroelectric Project Revenue  | CUSIP: 259561PU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8850000 | PA      | $8947894.28   | 0.09%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1604474 | PA      | $1612301.44   | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NN82<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  12705000 | PA      | $6317892.85   | 0.06%             | 2042-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1237558.36   | 0.01%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11524000 | PA      | $10861270.89  | 0.11%             | 2052-11-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4900000 | PA      | $1695170.68   | 0.02%             | 2046-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA WTR REVENUE     | City of New Orleans LA Water System Revenue                                      | CUSIP: 647753MN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7140000 | PA      | $5580551.17   | 0.06%             | 2041-12-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                    | City of New York NY                                                              | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1645000 | PA      | $1750121.26   | 0.02%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1              | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6419 | PA      | $6476.12      | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR3              | CUSIP: 65535VMG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130535 | PA      | $130249.38    | 0.00%             | 2035-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34750000 | PA      | $34346845.79  | 0.34%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR1 Trust                            | CUSIP: 94983JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104691 | PA      | $1115297.10   | 0.01%             | 2036-03-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104957033 | PA      | $7649877.30   | 0.08%             | 2058-02-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3098685.00   | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSONC | Metropolitan Government Nashville & Davidson County Sports Authority             | CUSIP: 592090MC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13200000 | PA      | $13655733.96  | 0.13%             | 2056-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON  | Metropolitan Government of Nashville & Davidson County TN                        | CUSIP: 592112VC7<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |  34350000 | PA      | $27407239.83  | 0.27%             | 2037-01-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH D | Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | CUSIP: 592643BS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27825000 | PA      | $35149803.26  | 0.35%             | 2047-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNM1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   6755000 | PA      | $3304183.93   | 0.03%             | 2042-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDU FACS FIN | New Hope Cultural Education Facilities Finance Corp                              | CUSIP: 64542PAE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    169148 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $2201514.60   | 0.02%             | 2045-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  12480000 | PA      | $12833317.54  | 0.13%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  15630000 | PA      | $16495401.84  | 0.16%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                               | CUSIP: 64990GGJ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1757576.44   | 0.02%             | 2034-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP         | Orlando Health Obligated Group                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5248892.60   | 0.05%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC          | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20497423.80  | 0.20%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TOWNEBANK/PORTSMOUTH VA        | Towne Bank/Portsmouth VA                                                         | CUSIP: 89214PDD8<br>LEI: 54930039UO39UJGI7078 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4310672.55   | 0.04%             | 2032-02-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16442000 | PA      | $859009.00    | 0.01%             | 2051-10-15      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 195000000 | PA      | $190155468.75 | 1.88%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5042207.50   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | University of Massachusetts Building Authority                                   | CUSIP: 914437VJ4<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $779338.50    | 0.01%             | 2043-11-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN       | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |  16424000 | PA      | $13920844.77  | 0.14%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  19679000 | PA      | $11740279.85  | 0.12%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10092479.80  | 0.10%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH       | Virginia Housing Development Authority                                           | CUSIP: 92812VK62<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $874645.15    | 0.01%             | 2045-09-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust                   | CUSIP: 92922F4B1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3267913 | PA      | $3087610.57   | 0.03%             | 2035-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust                     | CUSIP: 92922FQP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30329 | PA      | $30890.30     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2976757 | PA      | $2738794.27   | 0.03%             | 2047-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| WSTRN MI SCH DIST              | Western School District                                                          | CUSIP: 959452LZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1194322.50   | 0.01%             | 2040-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY             | YMCA of Greater New York                                                         | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2793843.79   | 0.03%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY             | YMCA of Greater New York                                                         | CUSIP: 98425BAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2848316.59   | 0.03%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-4                              | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5018509.00   | 0.05%             | 2031-01-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAY8<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4514944.50   | 0.04%             | 2038-10-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $11523528.00  | 0.11%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EAST BAY CA MUNI UTILITY DIST  | East Bay Municipal Utility District Water System Revenue                         | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23755000 | PA      | $25568285.66  | 0.25%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ELGIN TX INDEP SCH DIST        | Elgin Independent School District                                                | CUSIP: 286533SM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3198570.00   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC          | Equity Bancshares Inc                                                            | CUSIP: 29460XAJ8<br>LEI: 549300BPQ2EJNU4WF694 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4104131.76   | 0.04%             | 2035-08-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0RU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7656000 | PA      | $6006840.95   | 0.06%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BVZA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 342255187 | PA      | $943323.75    | 0.01%             | 2027-01-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $12395244.90  | 0.12%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383AE5<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4817038.75   | 0.05%             | 2032-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA1                     | CUSIP: 32051GS63<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   1758627 | PA      | $685556.99    | 0.01%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR7                                                 | CUSIP: 362341XG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263397 | PA      | $229900.99    | 0.00%             | 2035-11-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2004-15F                                                 | CUSIP: 36242DQX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638285 | PA      | $539153.91    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-1F                                                  | CUSIP: 36242DVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5223 | PA      | $5097.53      | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 17 Ltd                                         | CUSIP: 38139FAY6<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2002474.00   | 0.02%             | 2039-01-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 18 Ltd                                         | CUSIP: 38139JAG7<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.01%             | 2037-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  11398000 | PA      | $10360770.72  | 0.10%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87309974 | PA      | $2992156.45   | 0.03%             | 2053-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  98635213 | PA      | $3825566.73   | 0.04%             | 2054-11-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10471000 | PA      | $11207390.25  | 0.11%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-8 Trust                                             | CUSIP: 05946X2Z5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1422915 | PA      | $1318990.83   | 0.01%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2003-3 Trust                                             | CUSIP: 05946XDL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119765 | PA      | $120269.10    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |  14683000 | PA      | $13917645.69  | 0.14%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC         | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |  14014000 | PA      | $13739628.30  | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-5 Trust                                             | CUSIP: 05946XE74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119757 | PA      | $1106487.57   | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XU43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2659 | PA      | $2753.02      | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006 J Trust                                             | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79794 | PA      | $69229.68     | 0.00%             | 2047-01-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2007-1 Trust                                            | CUSIP: 05952HBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397044 | PA      | $1224356.90   | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK50                                                                  | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6976000 | PA      | $7443150.63   | 0.07%             | 2068-05-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403BE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 123653000 | PA      | $2195965.99   | 0.02%             | 2052-04-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2075652.00   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4076632.00   | 0.04%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65026409 | PA      | $3602092.38   | 0.04%             | 2057-06-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1307941.80   | 0.01%             | 2063-06-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3005659.87   | 0.03%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $2908871.63   | 0.03%             | 2053-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $912423.80    | 0.01%             | 2057-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11625000 | PA      | $12020277.90  | 0.12%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AQ4<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2723921.75   | 0.03%             | 2034-04-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $11972791.45  | 0.12%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  76851000 | PA      | $4702558.80   | 0.05%             | 2062-02-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70467000 | PA      | $638719.93    | 0.01%             | 2053-02-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  99123000 | PA      | $2951863.12   | 0.03%             | 2054-03-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77913787 | PA      | $3325095.51   | 0.03%             | 2054-04-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                | Brookfield Corp                                                                  | CUSIP: 10549PAG6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3479135.76   | 0.03%             | 2033-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRCK Trust 2025-830B           | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.10%             | 2030-12-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331MG6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   7100000 | PA      | $7608027.01   | 0.08%             | 2037-03-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                | Impac CMB Trust Series 2005-5                                                    | CUSIP: 45254NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278686 | PA      | $270056.20    | 0.00%             | 2035-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                          | CUSIP: 12595BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74773000 | PA      | $330182.61    | 0.00%             | 2050-06-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2023-A                                                | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821156 | PA      | $822174.88    | 0.01%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2023-B                                                       | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4105669 | PA      | $4171673.61   | 0.04%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-J9                                          | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343543 | PA      | $351855.45    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAF2<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  26929261 | PA      | $1120795.85   | 0.01%             | 2035-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  24652962 | PA      | $1095084.59   | 0.01%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-1 Ltd                                  | CUSIP: 14311DBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7510245.00   | 0.07%             | 2031-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NBJ2<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249942.50   | 0.01%             | 2032-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4475807.60   | 0.04%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $20471697.32  | 0.20%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236721.05    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2822055 | PA      | $1230304.82   | 0.01%             | 2036-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P6                                      | CUSIP: 17291EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6835000 | PA      | $6439320.48   | 0.06%             | 2049-12-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041388 | PA      | $969179.82    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  82642403 | PA      | $2769718.82   | 0.03%             | 2053-02-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632GV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5875000 | PA      | $6154933.76   | 0.06%             | 2039-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5303234.05   | 0.05%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC               | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7821000 | PA      | $7778809.93   | 0.08%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254585R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483128 | PA      | $176628.87    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811336 | PA      | $175827.89    | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2006-CF1                                                              | CUSIP: 225470UD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2565000 | PA      | $2606458.10   | 0.03%             | 2035-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618307 | PA      | $468919.58    | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9965332.70   | 0.10%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR35                                       | CUSIP: 45660L2F5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1011363 | PA      | $787837.52    | 0.01%             | 2036-02-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR9                                        | CUSIP: 45660LMV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660644 | PA      | $1387132.69   | 0.01%             | 2035-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR25                                       | CUSIP: 45661HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140937 | PA      | $2878611.53   | 0.03%             | 2036-09-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR31                                       | CUSIP: 45667QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3155242 | PA      | $2982100.39   | 0.03%             | 2036-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6082500 | PA      | $4224046.26   | 0.04%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14616846 | PA      | $12880418.68  | 0.13%             | 2052-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies & Co                 | Jefferies Resecuritization Trust 2009-R1                                         | CUSIP: 47232CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362409 | PA      | $320029.30    | 0.00%             | 2035-11-26      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 23 Ltd                                                                   | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |  10480000 | PA      | $10490721.04  | 0.10%             | 2031-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| LANCASTER CNTY NE SCH DIST #1  | Lancaster County School District 001                                             | CUSIP: 514014SA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6075000 | PA      | $5157732.11   | 0.05%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2291118 | PA      | $481582.19    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR  | Los Angeles Department of Water & Power                                          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  18900000 | PA      | $20602451.52  | 0.20%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22510839 | PA      | $1270581.56   | 0.01%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  27233000 | PA      | $19466257.06  | 0.19%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RYP5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1616287.66   | 0.02%             | 2043-09-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2005-1                                     | CUSIP: 576433XE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67268 | PA      | $62187.59     | 0.00%             | 2035-02-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-6                                              | CUSIP: 576434SL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67989 | PA      | $67089.03     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                       | CUSIP: 59020UYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150609 | PA      | $146178.70    | 0.00%             | 2035-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL PROFESSIONA | County of Miami-Dade FL                                                          | CUSIP: 59333HCA2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  38000000 | PA      | $16041194.60  | 0.16%             | 2044-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Finance Authority     | New Hampshire Business Finance Authority                                         | CUSIP: 63607WAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32113135 | PA      | $1653505.34   | 0.02%             | 2038-01-20      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |  15050000 | PA      | $12684551.32  | 0.13%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAC1<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003864.00   | 0.01%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003330.00   | 0.05%             | 2030-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd           | OHA Loan Funding 2013-1 Ltd                                                      | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002358.00   | 0.01%             | 2037-04-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST MUNI PWR AUTH      | Oklahoma Municipal Power Authority                                               | CUSIP: 67910HMT4<br>LEI: 54930074Q1M8747DCS20 | Long             | DBT              | MUN               | US        |    800000 | PA      | $866605.20    | 0.01%             | 2045-01-01      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DANA INC                       | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   4208000 | PA      | $4130691.89   | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3496667.34   | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3300764.64   | 0.03%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9214846.70   | 0.09%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT | District of Columbia Water & Sewer Authority                                     | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |  23106000 | PA      | $20520436.29  | 0.20%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2025-2                                              | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8005007.20   | 0.08%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd             | Elmwood CLO 15 Ltd                                                               | CUSIP: 29003JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2992152.00   | 0.03%             | 2035-04-22      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3865690 | PA      | $3895582.79   | 0.04%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569574 | PA      | $569935.05    | 0.01%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491892.65   | 0.01%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2635000 | PA      | $2696620.53   | 0.03%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1807168.86   | 0.02%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4497420 | PA      | $4508716.12   | 0.04%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTUR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  72512000 | PA      | $81235.19     | 0.00%             | 2026-11-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  96043652 | PA      | $565879.59    | 0.01%             | 2027-08-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53659000 | PA      | $906118.07    | 0.01%             | 2029-03-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-12                                                 | CUSIP: 46592WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10358694 | PA      | $8741929.44   | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20                 | CUSIP: 46631QAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59947 | PA      | $0.00         | 0.00%             | 2051-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11653491 | PA      | $10269099.44  | 0.10%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494759QQ9<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3218310.72   | 0.03%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XV LP                                                                        | CUSIP: 50184NAQ5<br>LEI: 549300HV40B88JRNJD93 | Long             | ABS-CBDO         | CORP              | KY        |   6756791 | PA      | $6798480.07   | 0.07%             | 2030-07-20      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MFA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343505 | PA      | $161848.76    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  58579910 | PA      | $1136087.06   | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  76963812 | PA      | $2769027.13   | 0.03%             | 2029-08-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959951 | PA      | $447757.76    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC        | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510155.00   | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN W HAYMARKET NE JT PUBL | West Haymarket Joint Public Agency                                               | CUSIP: 534366AY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5710020.50   | 0.06%             | 2045-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   8772000 | PA      | $8459008.02   | 0.08%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR  | Los Angeles Department of Water & Power                                          | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  23010000 | PA      | $25149057.92  | 0.25%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBQ9<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2107826.70   | 0.02%             | 2037-01-22      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAF7<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   3853500 | PA      | $3860363.08   | 0.04%             | 2030-11-21      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954KBA2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013220.00  | 0.10%             | 2034-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXVII Ltd                                                              | CUSIP: 55955FAG0<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4390129.70   | 0.04%             | 2038-10-20      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXIX Ltd                                                              | CUSIP: 559924AQ8<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4004064.00   | 0.04%             | 2037-01-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $711522.65    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $835407.07    | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR       | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $10634969.24  | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STADIUM AUTH REVEN | Maryland Stadium Authority                                                       | CUSIP: 574296CN7<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5663163.80   | 0.06%             | 2040-05-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9842190.00   | 0.10%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORANGE CNTY CA SANTN DIST WSTW | Orange County Sanitation District                                                | CUSIP: 68428TAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051490.90   | 0.01%             | 2040-02-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT CA UNIF SCH DIST     | Paramount Unified School District                                                | CUSIP: 699211PW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13425000 | PA      | $9538763.22   | 0.09%             | 2051-08-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    807000 | PA      | $810164.25    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust   | RBSSP Resecuritization Trust 2009-7                                              | CUSIP: 75524MAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3547638 | PA      | $1780249.82   | 0.02%             | 2036-03-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg | STARM Mortgage Loan Trust 2007-2                                                 | CUSIP: 78473TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408102 | PA      | $150240.94    | 0.00%             | 2037-04-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-4                     | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477362 | PA      | $269400.03    | 0.00%             | 2036-05-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP         | Synovus Financial Corp                                                           | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4184860.32   | 0.04%             | 2029-02-07      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES       | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |  10942000 | PA      | $10781443.77  | 0.11%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION  | Texas Transportation Commission                                                  | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3507094.00   | 0.03%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSPRTN DIST OR | Tri-County Metropolitan Transportation District of Oregon                        | CUSIP: 89546RTF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $604270.43    | 0.01%             | 2041-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL  | Triborough Bridge & Tunnel Authority                                             | CUSIP: 89602NUN2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  29655000 | PA      | $31023231.29  | 0.31%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000458 | PA      | $1979268.80   | 0.02%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128678000 | PA      | $1236196.68   | 0.01%             | 2051-10-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23732000 | PA      | $19846290.82  | 0.20%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22360000 | PA      | $19057094.84  | 0.19%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNIV OF KENTUCKY KY GEN RECPTS | University of Kentucky                                                           | CUSIP: 914378CU6<br>LEI: 549300CXE3YQ1HXYCQ71 | Long             | DBT              | MUN               | US        |   6250000 | PA      | $6563636.88   | 0.06%             | 2039-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN       | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |  27778000 | PA      | $18139916.51  | 0.18%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  21972000 | PA      | $21259909.23  | 0.21%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26130000 | PA      | $20050722.24  | 0.20%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FX94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2081981 | PA      | $1876713.20   | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust                    | CUSIP: 92990GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793925 | PA      | $696782.82    | 0.01%             | 2037-05-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24691000 | PA      | $1147872.24   | 0.01%             | 2029-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  62086000 | PA      | $2046764.33   | 0.02%             | 2029-09-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20050000 | PA      | $169091.68    | 0.00%             | 2026-10-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRZD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 118898000 | PA      | $6953987.33   | 0.07%             | 2030-02-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 150642351 | PA      | $8018526.62   | 0.08%             | 2030-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  88790576 | PA      | $8164746.32   | 0.08%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXZ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 186332000 | PA      | $4311182.12   | 0.04%             | 2031-02-25      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 196967561 | PA      | $4348964.95   | 0.04%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H0GZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89849000 | PA      | $2029095.91   | 0.02%             | 2028-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  94812674 | PA      | $7211101.15   | 0.07%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 517947271 | PA      | $9358737.44   | 0.09%             | 2032-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                 | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10357501.80  | 0.10%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3073076.10   | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147039000 | PA      | $4893972.56   | 0.05%             | 2057-08-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87169872 | PA      | $4953550.03   | 0.05%             | 2058-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8060000 | PA      | $8233375.44   | 0.08%             | 2028-11-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2818000 | PA      | $2826068.22   | 0.03%             | 2028-09-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865887 | PA      | $2868717.79   | 0.03%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.     | Wonder Lake Park CLO Ltd                                                         | CUSIP: 97816WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3519712.00   | 0.03%             | 2038-07-24      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust   | World Omni Select Auto Trust 2024-A                                              | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374026 | PA      | $374415.93    | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 11, Limited           | Zais Clo 11 Ltd                                                                  | CUSIP: 98887YAN7<br>LEI: 549300FPW2E2MXLOFH93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002485.00   | 0.05%             | 2032-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-7                                                  | CUSIP: 465971AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $5820116.80   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10968741 | PA      | $7420696.61   | 0.07%             | 2052-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MMH MASTER LLC                 | MMH Master LLC                                                                   | CUSIP: 55318RAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10540078.23  | 0.10%             | 2044-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY DEDICATE | Metropolitan Transportation Authority Dedicated Tax Fund                         | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21965000 | PA      | $26295300.91  | 0.26%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY PA INDL DEV AU | Montgomery County Industrial Development Authority/PA                            | CUSIP: 61360PCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9348628.00   | 0.09%             | 2028-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58680000 | PA      | $282350.56    | 0.00%             | 2049-11-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5842593.00   | 0.06%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 135712000 | PA      | $1260506.63   | 0.01%             | 2051-07-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust   | CUSIP: 9393362N2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609077 | PA      | $587614.00    | 0.01%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY          | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |  25246000 | PA      | $19574290.44  | 0.19%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2005-AR14 Trust                           | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295279 | PA      | $290540.26    | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  66264075 | PA      | $412686.03    | 0.00%             | 2049-10-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | CUSIP: 95000TBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69254209 | PA      | $618266.95    | 0.01%             | 2050-03-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                   | CUSIP: 95001GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116750000 | PA      | $804454.20    | 0.01%             | 2050-12-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   4033000 | PA      | $3747711.23   | 0.04%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36427311 | PA      | $996396.24    | 0.01%             | 2052-05-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6290000 | PA      | $5791563.42   | 0.06%             | 2053-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $4830834.60   | 0.05%             | 2054-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5310413.00   | 0.05%             | 2058-01-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10452352.00  | 0.10%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2463000 | PA      | $2478061.00   | 0.02%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C65                                   | CUSIP: 95004WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10414156.00  | 0.10%             | 2058-10-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8563117 | PA      | $8592688.42   | 0.08%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2022-2                                     | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8791116 | PA      | $8814999.30   | 0.09%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5081290.00   | 0.05%             | 2030-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2022-3                                     | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2224620 | PA      | $2231867.49   | 0.02%             | 2027-12-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WHITE BEAR LAKE MN INDEP SCH D | White Bear Lake Independent School District No 624                               | CUSIP: 963439C51<br>LEI: 549300I7BXOUJLASQ618 | Long             | DBT              | MUN               | US        |   8330000 | PA      | $6786750.05   | 0.07%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                      | Wyeth LLC                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |  12603000 | PA      | $13779956.23  | 0.14%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust Resecuritization 2008-2R                                  | CUSIP: 021482AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6818077 | PA      | $3122396.78   | 0.03%             | 2037-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5319274 | PA      | $2616151.28   | 0.03%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718731 | PA      | $376393.31    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2015-C1 Commercial Mortgage Trust                                          | CUSIP: 126281AC8<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |  62192000 | PA      | $10442.04     | 0.00%             | 2050-04-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-J13                                                  | CUSIP: 12668AD28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579331 | PA      | $395291.42    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-73CB                                                 | CUSIP: 12668AV44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316730 | PA      | $151644.96    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-63                                                   | CUSIP: 12668AXF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573283 | PA      | $536918.27    | 0.01%             | 2035-11-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-80CB                                                 | CUSIP: 12668BGD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3015448 | PA      | $2990521.57   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-27                                          | CUSIP: 126694NT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658746 | PA      | $491953.92    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-27                                          | CUSIP: 126694NV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508211 | PA      | $195303.37    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-4                                           | CUSIP: 12669FRM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424005 | PA      | $422832.46    | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML11 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  32861461 | PA      | $1579650.41   | 0.02%             | 2038-03-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136ASXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10584157 | PA      | $8468967.20   | 0.08%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BGNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17578274 | PA      | $11587624.27  | 0.11%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 115641337 | PA      | $683058.68    | 0.01%             | 2027-03-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FGZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 423672403 | PA      | $1529330.27   | 0.02%             | 2028-06-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17566060 | PA      | $13675.18     | 0.00%             | 2026-02-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNN20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 331990805 | PA      | $5398967.27   | 0.05%             | 2035-08-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |    200000 | NS      | $5094000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP        | First Financial Bancorp                                                          | CUSIP: 320209AB5<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10485310.19  | 0.10%             | 2030-05-15      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP        | First Financial Bancorp                                                          | CUSIP: 320209AC3<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $12280005.00  | 0.12%             | 2035-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA5                     | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773491 | PA      | $729716.59    | 0.01%             | 2035-07-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA6                     | CUSIP: 32052FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6613589 | PA      | $2565879.33   | 0.03%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR1                               | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600371 | PA      | $237436.29    | 0.00%             | 2037-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $3495314.20   | 0.03%             | 2041-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2020-ML07 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833FAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  23910165 | PA      | $2972989.87   | 0.03%             | 2036-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML12 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17460775 | PA      | $1556453.49   | 0.02%             | 2041-07-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| FULLERTON CA PUBLIC FING AUTH  | Fullerton Public Financing Authority                                             | CUSIP: 35981TAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $977365.51    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9750000 | PA      | $9779370.90   | 0.10%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3380000 | PA      | $3398804.97   | 0.03%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL PENSN OBLG REVE | City of Gainesville FL                                                           | CUSIP: 362832BA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1248911.44   | 0.01%             | 2028-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4717879 | PA      | $4724069.89   | 0.05%             | 2028-01-18      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3319056.98   | 0.03%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5133514.00   | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6939948 | PA      | $3465038.83   | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.          | Marble Point CLO XV Ltd                                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   3620805 | PA      | $3618726.73   | 0.04%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RR32<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $2401987.90   | 0.02%             | 2043-09-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | Massachusetts School Building Authority                                          | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16580000 | PA      | $12945015.72  | 0.13%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-11                                             | CUSIP: 576434XB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138689 | PA      | $142393.46    | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCANTILE BANK CORP           | Mercantile Bank Corp                                                             | CUSIP: 587376AE4<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6601110.95   | 0.07%             | 2032-01-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A7                       | CUSIP: 59020UH32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3247700 | PA      | $2549240.12   | 0.03%             | 2035-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST HGR EDUCTNL FAC COMMIS | Ohio Higher Educational Facility Commission                                      | CUSIP: 67756DXS0<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2725136.32   | 0.03%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7821306.75   | 0.08%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525333.50   | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA PENSN OBLIG         | City of Ontario CA                                                               | CUSIP: 68304FAW6<br>LEI: 254900FN91TH1F225693 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2733873.00   | 0.03%             | 2038-06-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709225AY2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   9830000 | PA      | $8242433.37   | 0.08%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC        | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |  12924000 | PA      | $9314311.55   | 0.09%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK | Port of Beaumont Navigation District                                             | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6524608.35   | 0.06%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1436805.57   | 0.01%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5069500.50   | 0.05%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S7 Trust                                                       | CUSIP: 74958AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875604 | PA      | $747606.37    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R | San Francisco City & County Redevelopment Financing Authority                    | CUSIP: 79771PF67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5240000 | PA      | $3203581.94   | 0.03%             | 2036-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-2                                    | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5089729.00   | 0.05%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-6                                    | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9505000 | PA      | $9575658.27   | 0.09%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C14                                           | CUSIP: 90278KBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114392000 | PA      | $1062301.31   | 0.01%             | 2051-12-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8418613.50   | 0.08%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4796106.30   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCV LLC                                                                     | CUSIP: 92873BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1861053 | PA      | $1863011.85   | 0.02%             | 2051-03-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2003-S4                           | CUSIP: 9292275Q5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1926270 | PA      | $1954826.37   | 0.02%             | 2033-06-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $891716.30    | 0.01%             | 2055-02-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19700000 | PA      | $1348577.29   | 0.01%             | 2055-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                                                           | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4830247.80   | 0.05%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES LII CLO Ltd                                                                 | CUSIP: 04009ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5760499.50   | 0.06%             | 2031-04-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LIII CLO Ltd                                                                | CUSIP: 04009GBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4800000.00   | 0.05%             | 2036-10-24      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430SA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12265000 | PA      | $9505311.22   | 0.09%             | 2038-08-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74783442 | PA      | $3325492.52   | 0.03%             | 2058-08-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| BAKERSFIELD CA CITY SCH DIST   | Bakersfield City School District                                                 | CUSIP: 057507HY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9765000 | PA      | $7689514.68   | 0.08%             | 2047-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2005-11                                   | CUSIP: 05948KW54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534361 | PA      | $480911.05    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-F Trust                                             | CUSIP: 05950HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570611 | PA      | $2269782.44   | 0.02%             | 2036-07-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-6 Trust                                             | CUSIP: 059526AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3186944 | PA      | $3068332.09   | 0.03%             | 2037-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 155384104 | PA      | $4378397.76   | 0.04%             | 2063-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8713000 | PA      | $7559966.02   | 0.07%             | 2052-12-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3895609.50   | 0.04%             | 2054-04-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20050000 | PA      | $20080155.20  | 0.20%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC4                            | CUSIP: 07388WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521654 | PA      | $683016.62    | 0.01%             | 2036-07-25      | Floating      | 18.62%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93260000 | PA      | $1206150.23   | 0.01%             | 2052-08-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  79394000 | PA      | $1796059.01   | 0.02%             | 2053-10-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739277 | PA      | $344943.03    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-J2                                          | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186534 | PA      | $62185.88     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2011-12R                                                             | CUSIP: 12645VCA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206889 | PA      | $206825.78    | 0.00%             | 2036-07-27      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | Resecuritization Pass-Through Trust 2005-8R                                      | CUSIP: 12669GQG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1199798 | PA      | $1208129.89   | 0.01%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254582H0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2529045 | PA      | $1027481.05   | 0.01%             | 2035-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-2                                         | CUSIP: 225470YM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488736 | PA      | $298803.51    | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3315968 | PA      | $2761901.81   | 0.03%             | 2041-11-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 128847986 | PA      | $5867647.11   | 0.06%             | 2034-03-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ4D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  65686000 | PA      | $2568683.87   | 0.03%             | 2029-10-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 280037390 | PA      | $6130214.50   | 0.06%             | 2029-11-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FV5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148897308 | PA      | $7642556.35   | 0.08%             | 2030-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15172585 | PA      | $759390.90    | 0.01%             | 2030-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49439190 | PA      | $1677931.50   | 0.02%             | 2036-02-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2021-RR17                             | CUSIP: 3137H14L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  70015000 | PA      | $1311422.96   | 0.01%             | 2027-08-27      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1YX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 142195969 | PA      | $6706047.22   | 0.07%             | 2031-06-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 143711105 | PA      | $5018765.44   | 0.05%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5XY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 195000000 | PA      | $7384806.00   | 0.07%             | 2032-01-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBFZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107755495 | PA      | $2088937.26   | 0.02%             | 2028-12-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 100000000 | PA      | $2798650.00   | 0.03%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH6E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 250000000 | PA      | $3825575.00   | 0.04%             | 2029-09-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HLJC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 687874769 | PA      | $12622914.73  | 0.12%             | 2030-02-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMCM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 663028920 | PA      | $5846920.53   | 0.06%             | 2030-07-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNNE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 542699039 | PA      | $3845945.28   | 0.04%             | 2030-09-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2X2<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |   2090658 | PA      | $780798.27    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA11                    | CUSIP: 32051GM69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       698 | PA      | $0.01         | 0.00%             | 2500-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2005-AR3                               | CUSIP: 32051GQP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616052 | PA      | $603706.58    | 0.01%             | 2035-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7300000 | PA      | $5947266.93   | 0.06%             | 2040-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781798 | PA      | $408727.96    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3606749 | PA      | $1760677.66   | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668APS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498798 | PA      | $265874.63    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7138791.31   | 0.07%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-80CB                                                 | CUSIP: 12668BGG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6971958 | PA      | $7238903.94   | 0.07%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GJY5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    307481 | PA      | $295558.89    | 0.00%             | 2034-09-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2007-AR4                                           | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840059 | PA      | $702846.15    | 0.01%             | 2037-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39933000 | PA      | $1733878.88   | 0.02%             | 2072-12-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894956 | PA      | $867156.52    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  18952000 | PA      | $22180607.76  | 0.22%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374217 | PA      | $371710.43    | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2208087 | PA      | $2209742.01   | 0.02%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3133N2TE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7179615 | PA      | $5489794.12   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29135213 | PA      | $243182.88    | 0.00%             | 2027-06-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 236241087 | PA      | $8438342.63   | 0.08%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70786000 | PA      | $3733692.51   | 0.04%             | 2030-11-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $11051265.15  | 0.11%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FOUNTAIN CO ELEC WTR & WSTWTR  | City of Fountain CO Electric Water & Wastewater Utility Enterprise Revenue       | CUSIP: 350686CQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2084720.07   | 0.02%             | 2043-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FRUITA CO HLTHCARE REVENUE     | City of Fruita CO Healthcare Revenue                                             | CUSIP: 359427AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1401246.30   | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-4                                         | CUSIP: 362929AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5068200 | PA      | $5087691.26   | 0.05%             | 2028-03-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5248537.46   | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10576000 | PA      | $10113087.42  | 0.10%             | 2050-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565319 | PA      | $566688.10    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10401000 | PA      | $9569826.97   | 0.09%             | 2052-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAQ2<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $962774.88    | 0.01%             | 2032-07-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 27 Ltd                                        | CUSIP: 64131UAL5<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1521000.00   | 0.02%             | 2038-07-15      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 46 Ltd                                        | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1496901.00   | 0.01%             | 2037-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   2054000 | PA      | $2405596.74   | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA SEWAGE SVC REVE | City of New Orleans LA Sewerage Service Revenue                                  | CUSIP: 647719QM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1964130.75   | 0.02%             | 2041-06-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA WTR REVENUE     | City of New Orleans LA Water System Revenue                                      | CUSIP: 647753MP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5060000 | PA      | $3683823.70   | 0.04%             | 2045-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2520445.89   | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NJB PROPERTIES WA LEASE REVENU | NJB Properties                                                                   | CUSIP: 65486MAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6580000 | PA      | $6993812.26   | 0.07%             | 2036-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QCE5<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008550.00   | 0.05%             | 2031-02-14      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2568948.84   | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5297064.15   | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PALOMAR CA CMNTY CLG DIST      | Palomar Community College District                                               | CUSIP: 697511FP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4524577.20   | 0.04%             | 2044-08-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1520158.39   | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| POWAY CA UNIF SCH DIST         | Poway Unified School District                                                    | CUSIP: 738850RF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $7012245.60   | 0.07%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAE7<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   8030000 | PA      | $7487975.00   | 0.07%             | 2031-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2005-SA4 Trust                                                      | CUSIP: 76111XYD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515936 | PA      | $946891.78    | 0.01%             | 2035-09-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16434101 | PA      | $1680547.88   | 0.02%             | 2037-01-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253U91<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |  22345000 | PA      | $22503394.77  | 0.22%             | 2041-02-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-2                                    | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4005244 | PA      | $3996640.45   | 0.04%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-7                                    | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9695000 | PA      | $9897342.41   | 0.10%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-1 LTD                                                      | CUSIP: 85817BAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010690.00  | 0.10%             | 2032-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82798 | PA      | $71295.29     | 0.00%             | 2036-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu | TBW Mortgage-Backed Trust Series 2006-2                                          | CUSIP: 878048AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80750 | PA      | $6586.30      | 0.00%             | 2036-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                       | State of Texas                                                                   | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  41820000 | PA      | $43881650.72  | 0.43%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884887AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9988480.00   | 0.10%             | 2034-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760804.84    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $47645899.00  | 0.47%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $48748022.40  | 0.48%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WSFS FINANCIAL CORP            | WSFS Financial Corp                                                              | CUSIP: 929328AF9<br>LEI: 549300SU7VQHD6QRG886 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5465897.50   | 0.05%             | 2030-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-5 Trust                                             | CUSIP: 059523AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191602 | PA      | $993048.94    | 0.01%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94625067 | PA      | $3523137.29   | 0.03%             | 2063-06-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $4564848.06   | 0.05%             | 2053-12-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 152569000 | PA      | $1880626.52   | 0.02%             | 2054-04-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A5                                   | CUSIP: 45660LKD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929408 | PA      | $632571.46    | 0.01%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAAC Series                    | RAAC Series 2005-SP1 Trust                                                       | CUSIP: 76112BQS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2043 | PA      | $1657.27      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16434101 | PA      | $3876380.43   | 0.04%             | 2037-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10502307.00  | 0.10%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 117251614 | PA      | $4558684.12   | 0.04%             | 2057-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-20                                          | CUSIP: 126694FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82594 | PA      | $48501.22     | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HY10                                        | CUSIP: 126694VH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27518 | PA      | $24068.65     | 0.00%             | 2036-02-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-J3                                          | CUSIP: 12669G4W8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35958 | PA      | $33787.66     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-24                                          | CUSIP: 12669GCP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2977091 | PA      | $3057070.58   | 0.03%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-24                                          | CUSIP: 12669GCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2058482 | PA      | $2113627.06   | 0.02%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49202000 | PA      | $449268.38    | 0.00%             | 2051-03-10      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XBC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008050.00  | 0.10%             | 2034-07-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| E BATON ROUGE PARISH LA SWR CO | East Baton Rouge Sewerage Commission                                             | CUSIP: 270618GX3<br>LEI: 5493006BC84VNIRSCG97 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2005196.00   | 0.02%             | 2039-02-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-5                                       | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245154 | PA      | $245362.30    | 0.00%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| FRETE 2019-ML06 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30312CAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  10288413 | PA      | $704344.72    | 0.01%             | 2037-06-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27797562 | PA      | $1024031.61   | 0.01%             | 2031-01-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FHPL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 410073872 | PA      | $1500214.25   | 0.01%             | 2028-07-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLMZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50517000 | PA      | $1037114.01   | 0.01%             | 2029-03-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46768336 | PA      | $2393870.04   | 0.02%             | 2034-04-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  64122000 | PA      | $4243273.35   | 0.04%             | 2030-01-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 154827783 | PA      | $9456354.57   | 0.09%             | 2030-03-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107274093 | PA      | $6297396.89   | 0.06%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23000000 | PA      | $1531202.00   | 0.02%             | 2030-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  51000000 | PA      | $2489983.20   | 0.02%             | 2030-10-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5E37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 160000000 | PA      | $1724848.00   | 0.02%             | 2028-12-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 103934724 | PA      | $2008403.42   | 0.02%             | 2032-05-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HASM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 253970992 | PA      | $4444238.40   | 0.04%             | 2033-08-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 304806699 | PA      | $14023668.54  | 0.14%             | 2034-09-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HK2E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 198868451 | PA      | $4510077.93   | 0.04%             | 2034-12-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138LMRA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3017097.73   | 0.03%             | 2038-04-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140J1K80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16305000 | PA      | $12999464.69  | 0.13%             | 2035-09-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LCA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7890000 | PA      | $6032687.61   | 0.06%             | 2041-04-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL OF NEBRAS       | First National of Nebraska Inc                                                   | CUSIP: 32119CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15550000 | PA      | $16192958.13  | 0.16%             | 2035-06-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7330000 | PA      | $6110643.51   | 0.06%             | 2039-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORT WORTH TX DRAINAGE UTILITY | City of Fort Worth TX Drainage Utility System Revenue                            | CUSIP: 34944RFH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4590000 | PA      | $3278857.78   | 0.03%             | 2044-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited    | Fortress Credit Bsl X Ltd                                                        | CUSIP: 34962HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8245198.50   | 0.08%             | 2033-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FRESNO CA WTR SYS REVENUE      | City of Fresno CA Water System Revenue                                           | CUSIP: 358240GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1952039.52   | 0.02%             | 2040-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FULTON CNTY GA                 | County of Fulton GA                                                              | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1141042.82   | 0.01%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-3                                         | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8092000 | PA      | $8171809.78   | 0.08%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GDB DEBT RECOVERY AUTH OF CMWL | GDB Debt Recovery Authority of Puerto Rico                                       | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6813584 | PA      | $6633357.21   | 0.07%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4434387.85   | 0.04%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC       | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16197000 | PA      | $16173240.62  | 0.16%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBJ8<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5113739.40   | 0.05%             | 2031-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM Loan Income Fund I Income Note Issuer Ltd                                    | CUSIP: 50200JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2702786.40   | 0.03%             | 2031-07-16      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LAKESIDE CA UNION SCH DIST SAN | Lakeside Union School District/San Diego County                                  | CUSIP: 512138DF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2329568.40   | 0.02%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3132463 | PA      | $1567190.90   | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-2                                                     | CUSIP: 52520MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495689 | PA      | $230772.51    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST  | Los Angeles Community College District/CA                                        | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12800000 | PA      | $14497867.52  | 0.14%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBJ5<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |  15250000 | PA      | $15271075.50  | 0.15%             | 2037-01-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750623.00   | 0.02%             | 2034-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXII Ltd                                                              | CUSIP: 55953WAU4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504298.00   | 0.03%             | 2037-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite LI Ltd                                                                 | CUSIP: 559932AL2<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2732136.00   | 0.03%             | 2038-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5113821.40   | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243992 | PA      | $210251.23    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-11                                       | CUSIP: 61749WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1909184 | PA      | $770637.50    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4443000 | PA      | $4680149.12   | 0.05%             | 2058-08-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 106315669 | PA      | $7743065.84   | 0.08%             | 2058-08-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXIII                                                                 | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999660.00   | 0.05%             | 2033-04-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316BBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010120.00  | 0.10%             | 2031-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3870181.20   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11090000 | PA      | $9903536.35   | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9490937.50   | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTRL PUGET SOUND WA REGL TRA | Central Puget Sound Regional Transit Authority                                   | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38190000 | PA      | $39917276.42  | 0.39%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | New York Liberty Development Corp                                                | CUSIP: 649519EL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $4746910.85   | 0.05%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43 | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1350000.00   | 0.01%             | 2032-10-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   8646000 | PA      | $8234285.26   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4261708.33   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586637 | PA      | $558172.52    | 0.01%             | 2035-12-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S3                                      | CUSIP: 16162XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6684111 | PA      | $2790510.75   | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41126921 | PA      | $4439054.83   | 0.04%             | 2035-05-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54977000 | PA      | $3000342.29   | 0.03%             | 2030-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H14F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  99488000 | PA      | $2923056.93   | 0.03%             | 2028-05-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 195000000 | PA      | $3733353.00   | 0.04%             | 2032-02-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 122916257 | PA      | $1704639.52   | 0.02%             | 2029-05-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23066000 | PA      | $931.87       | 0.00%             | 2048-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46266 | PA      | $19383.55     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $2521426.94   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097493 | PA      | $978350.70    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST  | Los Angeles Community College District/CA                                        | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13620000 | PA      | $15029348.57  | 0.15%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   9816000 | PA      | $9428874.63   | 0.09%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIV Ltd                                                               | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002820.00   | 0.03%             | 2035-04-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MARION & POLK CNTYS OR SCH DIS | Salem-Keizer School District No 24J                                              | CUSIP: 569203NS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1705944.30   | 0.02%             | 2039-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARION & POLK CNTYS OR SCH DIS | Salem-Keizer School District No 24J                                              | CUSIP: 569203NT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12395000 | PA      | $6576801.87   | 0.06%             | 2040-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7965345.00   | 0.08%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLG BLDG AUTH | Massachusetts State College Building Authority                                   | CUSIP: 575832TX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $581495.81    | 0.01%             | 2040-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434K78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1900871.20   | 0.02%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON  | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | CUSIP: 592098G68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1765250.57   | 0.02%             | 2041-07-01      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592250EJ9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   4025000 | PA      | $2707269.74   | 0.03%             | 2036-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TH97<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  17425000 | PA      | $16667204.18  | 0.16%             | 2039-06-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES      | Michigan State University                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24213000 | PA      | $17948193.76  | 0.18%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2963625.00   | 0.03%             | 2047-12-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47995878 | PA      | $2088281.46   | 0.02%             | 2058-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF WASHINGTON WA UNIV REV | University of Washington                                                         | CUSIP: 91523NFP6<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |  10660000 | PA      | $11734757.19  | 0.12%             | 2039-07-01      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8474249.61   | 0.08%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA TRANSPRTN CO | Riverside County Transportation Commission Sales Tax Revenue                     | CUSIP: 769125DW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15505000 | PA      | $17615704.95  | 0.17%             | 2039-06-01      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ PROJ AGRIC IMPT  | Salt River Project Agricultural Improvement & Power District                     | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |   9665000 | PA      | $9545413.02   | 0.09%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA WTR AUTH FIN | San Diego County Water Authority                                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   5900000 | PA      | $6182515.60   | 0.06%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P | San Francisco City & County Public Utilities Commission Wastewater Revenue       | CUSIP: 79768HAL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16035000 | PA      | $16973975.93  | 0.17%             | 2040-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9015012.00   | 0.09%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP         | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10145400.00  | 0.10%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-6                     | CUSIP: 86364CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3478996 | PA      | $3347731.13   | 0.03%             | 2037-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1239475 | PA      | $1163099.67   | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PUBLIC FIN AUTH LEASE | Texas Public Finance Authority                                                   | CUSIP: 882669CJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $830918.00    | 0.01%             | 2040-02-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $67381243.50  | 0.66%             | 2043-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279252 | PA      | $766734.82    | 0.01%             | 2036-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST UNIV             | Washington State University                                                      | CUSIP: 9400932L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4705687.20   | 0.05%             | 2041-04-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                            | CUSIP: 94983RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2082278 | PA      | $2102800.85   | 0.02%             | 2036-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70622488 | PA      | $5008772.82   | 0.05%             | 2057-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41304702 | PA      | $1834544.20   | 0.02%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6339439.20   | 0.06%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $4836990.60   | 0.05%             | 2052-10-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275000 | PA      | $2955522.11   | 0.03%             | 2052-10-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74972000 | PA      | $2313733.38   | 0.02%             | 2053-08-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65782000 | PA      | $2792143.30   | 0.03%             | 2054-04-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39893999 | PA      | $2437782.65   | 0.02%             | 2054-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40551000 | PA      | $2250333.14   | 0.02%             | 2054-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7114678 | PA      | $6140100.16   | 0.06%             | 2054-08-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DCB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4475000 | PA      | $3723832.32   | 0.04%             | 2054-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1583782.35   | 0.02%             | 2058-01-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6747000 | PA      | $7022216.20   | 0.07%             | 2058-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| WSTRN NASSAU CNTY NY WTR AUTH  | Western Nassau County Water Authority                                            | CUSIP: 958792FR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1206547.35   | 0.01%             | 2041-04-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73913 | PA      | $73969.60     | 0.00%             | 2027-05-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1519382.21   | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10669000 | PA      | $10723410.83  | 0.11%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust   | World Omni Select Auto Trust 2024-A                                              | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010523.40   | 0.02%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS       | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5658345.20   | 0.06%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-4CB                                                  | CUSIP: 02148FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1163019 | PA      | $966800.58    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C30                                                    | CUSIP: 05493YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114084701 | PA      | $7002998.13   | 0.07%             | 2057-11-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10159518.00  | 0.10%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C7 Mortgage Trust                                                       | CUSIP: 05593FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 100158120 | PA      | $4667418.45   | 0.05%             | 2056-12-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4802427.00   | 0.05%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72224185 | PA      | $3713933.70   | 0.04%             | 2058-05-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7401500 | PA      | $6675621.57   | 0.07%             | 2063-01-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | Bank 2019-BNK19                                                                  | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939197 | PA      | $1855284.27   | 0.02%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 238421000 | PA      | $1756757.45   | 0.02%             | 2052-12-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 132417000 | PA      | $3790714.70   | 0.04%             | 2053-11-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 154907000 | PA      | $7453241.87   | 0.07%             | 2057-09-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94562637 | PA      | $4246212.28   | 0.04%             | 2058-06-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BERGEN CNTY NJ IMPT AUTH LEASE | Bergen County Improvement Authority/The                                          | CUSIP: 083775CX2<br>LEI: 549300GA3U8F8Z1HOS09 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $2107611.40   | 0.02%             | 2040-06-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BERKS CNTY PA INDL DEV AUTH HL | Berks County Industrial Development Authority                                    | CUSIP: 08452RAG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $544213.57    | 0.01%             | 2027-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C10 Mortgage Trust                                                      | CUSIP: 096920AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 135745000 | PA      | $3233758.11   | 0.03%             | 2057-11-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61967900 | PA      | $2864484.75   | 0.03%             | 2058-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61857000 | PA      | $459776.90    | 0.00%             | 2050-02-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2483970 | PA      | $1110053.79   | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LAJ9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |  46821000 | PA      | $3787.82      | 0.00%             | 2048-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191733 | PA      | $552931.81    | 0.01%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5G6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1383774 | PA      | $1206410.68   | 0.01%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-13CB                                                 | CUSIP: 12667FKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4622501 | PA      | $4844115.67   | 0.05%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-24CB                                                 | CUSIP: 12667FVN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013458 | PA      | $1058631.91   | 0.01%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-13CB                                                 | CUSIP: 12667GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    676995 | PA      | $548233.37    | 0.01%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-9CB                                                  | CUSIP: 12667GEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415475 | PA      | $1257738.65   | 0.01%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BSD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76957 | PA      | $63655.60     | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-3 LTD                                                        | CUSIP: 14314KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1062343.80   | 0.01%             | 2037-04-20      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd              | Cedar Funding XI Clo Ltd                                                         | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4994455.00   | 0.05%             | 2032-05-29      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL STORAGE TRUST          | Central Storage Safety Project Trust                                             | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5145280 | PA      | $4965308.24   | 0.05%             | 2038-02-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11138000 | PA      | $7822646.44   | 0.08%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562699 | PA      | $535395.71    | 0.01%             | 2035-12-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S4                                      | CUSIP: 16162YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226693 | PA      | $491844.61    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S1                                      | CUSIP: 16163FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4011432 | PA      | $1557860.32   | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION | Metropolitan Water Reclamation District of Greater Chicago                       | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1059302.00   | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-1                                           | CUSIP: 170255AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894376 | PA      | $832261.47    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                   | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2553330.00   | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9403500 | PA      | $9222887.92   | 0.09%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42746500 | PA      | $211629.37    | 0.00%             | 2050-10-12      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| CLACKAMAS & WASHINGTON CNTYS O | Clackamas & Washington Counties School District No 3                             | CUSIP: 178882MX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1133791.94   | 0.01%             | 2038-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLIFTON NJ BRD OF EDU          | Clifton Board Of Education                                                       | CUSIP: 187099JJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4560000 | PA      | $3001996.66   | 0.03%             | 2044-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632HE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083690.90   | 0.01%             | 2039-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5193740.70   | 0.05%             | 2046-03-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331594 | PA      | $234675.74    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-2                                         | CUSIP: 225470ZC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3960600 | PA      | $1465014.29   | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2020-4                                         | CUSIP: 36261EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3523428 | PA      | $3514830.77   | 0.03%             | 2027-10-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10062642.00  | 0.10%             | 2029-04-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7137000 | PA      | $7182444.13   | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2076709.04   | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TX MET TRANSIT AUT | Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue          | CUSIP: 41422EKX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36610000 | PA      | $29221384.44  | 0.29%             | 2041-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2981439.90   | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2073277.70   | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru | IndyMac IMSC Mortgage Loan Trust 2007-AR1                                        | CUSIP: 456672AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322397 | PA      | $193158.08    | 0.00%             | 2037-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C21                                                    | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9604991 | PA      | $10097279.37  | 0.10%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9989830 | PA      | $10411081.59  | 0.10%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA PUBLIC HOSP DIST  | King County Public Hospital District No 4                                        | CUSIP: 494796AF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1005134.90   | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1565534 | PA      | $1505314.11   | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2023-BNK45                                                                  | CUSIP: 06541BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22611000 | PA      | $3062280.09   | 0.03%             | 2056-02-15      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK48                                                                  | CUSIP: 06541GAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 228218000 | PA      | $11493081.30  | 0.11%             | 2057-10-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5259402.75   | 0.05%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1193312.81   | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10830000 | PA      | $11129601.23  | 0.11%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L7                                           | CUSIP: 61772TBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 143080000 | PA      | $3374298.56   | 0.03%             | 2054-10-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $689421.44    | 0.01%             | 2054-04-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 166823000 | PA      | $3324832.44   | 0.03%             | 2055-02-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX INDL DEV AUTH | Port of Beaumont Industrial Development Authority                                | CUSIP: 73358SAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10500000 | PA      | $9517078.20   | 0.09%             | 2028-01-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018142.00   | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSEX CNTY NJ                  | County of Essex NJ                                                               | CUSIP: 296804T80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3560000 | PA      | $2358497.51   | 0.02%             | 2044-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11163843.00  | 0.11%             | 2028-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673C26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4360000 | PA      | $3232058.84   | 0.03%             | 2041-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $2025625.52   | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-2                                       | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5043177.00   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4442696.28   | 0.04%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1908905.20   | 0.02%             | 2050-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBC1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   3477000 | PA      | $3398757.42   | 0.03%             | 2051-06-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6502466.10   | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9008276.40   | 0.09%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BUXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  79423000 | PA      | $177875.75    | 0.00%             | 2026-12-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F64T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32621072 | PA      | $728275.22    | 0.01%             | 2027-09-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35211000 | PA      | $1691311.09   | 0.02%             | 2030-11-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 320390504 | PA      | $7820924.44   | 0.08%             | 2031-01-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 239242543 | PA      | $2160527.63   | 0.02%             | 2033-04-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJEK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148433872 | PA      | $407911.12    | 0.00%             | 2028-08-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7981165.60   | 0.08%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7073000 | PA      | $6060751.85   | 0.06%             | 2052-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL6T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53965000 | PA      | $804521.01    | 0.01%             | 2029-01-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QFRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6655598 | PA      | $5176411.33   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 26 Ltd                                         | CUSIP: 38139QAN6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253166.25   | 0.01%             | 2038-07-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A15                                  | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3447306 | PA      | $1221824.07   | 0.01%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2004-R2                                   | CUSIP: 45660NW68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186953 | PA      | $1202746.92   | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 20 Ltd                                                                   | CUSIP: 48251TAG6<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15001995.00  | 0.15%             | 2030-10-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4008548.00   | 0.04%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XIV LP                                                                       | CUSIP: 50184VAT1<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |   3003084 | PA      | $3003987.73   | 0.03%             | 2031-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVII LP                                                                      | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1652187.90   | 0.02%             | 2031-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM 29 Ltd                                                                       | CUSIP: 50201MAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5005000 | PA      | $5013548.54   | 0.05%             | 2031-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   9567000 | PA      | $9033652.00   | 0.09%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3705538.90   | 0.04%             | 2035-01-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1201950.70   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD               | Marathon CLO 2021-16 Ltd                                                         | CUSIP: 56580KAU9<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8004656.00   | 0.08%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  14150000 | PA      | $14718713.97  | 0.15%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNP4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  13500000 | PA      | $5896770.30   | 0.06%             | 2044-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194499 | PA      | $655796.09    | 0.01%             | 2036-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust   | Morgan Stanley Reremic Trust                                                     | CUSIP: 61761KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1531514 | PA      | $1366130.96   | 0.01%             | 2036-11-26      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                      | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   9500000 | PA      | $8750713.91   | 0.09%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YBQ4<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509862.50   | 0.01%             | 2039-07-20      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4916121.25   | 0.05%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 39 Ltd                                        | CUSIP: 64134FAL5<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |   3625000 | PA      | $3635972.88   | 0.04%             | 2038-04-20      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST  | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136WU1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  43300000 | PA      | $25045456.10  | 0.25%             | 2039-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579380 | PA      | $501850.02    | 0.00%             | 2036-05-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-10                                           | CUSIP: 007036TK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4261396 | PA      | $3033275.22   | 0.03%             | 2036-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  20442000 | PA      | $24684880.19  | 0.24%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | New York Liberty Development Corp                                                | CUSIP: 649519EN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12500000 | PA      | $9441308.75   | 0.09%             | 2044-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   3740000 | PA      | $3889110.06   | 0.04%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673B76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4115000 | PA      | $3304516.18   | 0.03%             | 2038-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  13782000 | PA      | $12863112.71  | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  16294000 | PA      | $17069309.42  | 0.17%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-F Trust                                            | CUSIP: 05949CBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431565 | PA      | $411804.29    | 0.00%             | 2035-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6415438.02   | 0.06%             | 2030-07-12      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4697311.62   | 0.05%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm | American Home Mortgage Investment Trust 2006-2                                   | CUSIP: 02660YAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2747648 | PA      | $381561.20    | 0.00%             | 2036-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XI                                                                    | CUSIP: 03764EAQ2<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4503267.00   | 0.04%             | 2034-04-17      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXX                                                                   | CUSIP: 03768CAU3<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   7680000 | PA      | $7685191.68   | 0.08%             | 2031-10-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $3827597.27   | 0.04%             | 2054-06-15      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1471649 | PA      | $1446668.67   | 0.01%             | 2036-12-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-6 Trust                                             | CUSIP: 059526AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772151 | PA      | $744586.32    | 0.01%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078440.00   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1563160.50   | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-4 Trust                                             | CUSIP: 05953YBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141689 | PA      | $126014.78    | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4731473.21   | 0.05%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV        | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   6427000 | PA      | $6282007.52   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-S1                                                   | CUSIP: 81749TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9430334 | PA      | $6494848.32   | 0.06%             | 2054-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $8025744.00   | 0.08%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7403436.60   | 0.07%             | 2057-06-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  14773000 | PA      | $13091495.18  | 0.13%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7334732.56   | 0.07%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL              | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $8738128.02   | 0.09%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8902000 | PA      | $10369447.88  | 0.10%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4527067.50   | 0.04%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD     | Atlas Senior Loan Fund XI Ltd                                                    | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |    243868 | PA      | $243884.92    | 0.00%             | 2031-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OZK                       | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $13843074.25  | 0.14%             | 2031-10-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 226593000 | PA      | $5457492.41   | 0.05%             | 2063-03-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430XX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3274454.40   | 0.03%             | 2045-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                    | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   8122000 | PA      | $8296476.80   | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12996000 | PA      | $586415.91    | 0.01%             | 2052-11-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21104040 | PA      | $936369.36    | 0.01%             | 2053-04-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930532 | PA      | $3448067.84   | 0.03%             | 2053-11-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9270000 | PA      | $7773157.34   | 0.08%             | 2053-11-15      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $6172095.02   | 0.06%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6308527.20   | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68467000 | PA      | $3054757.91   | 0.03%             | 2054-02-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $7598798.10   | 0.07%             | 2054-11-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-B38 Mortgage Trust                                                | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $12297093.60  | 0.12%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5726078.33   | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNB FINANCIAL CORP/PA          | CNB Financial Corp/PA                                                            | CUSIP: 126128AB3<br>LEI: 254900RUYUOKD91VNX69 | Long             | SN               | CORP              | US        |   3000000 | PA      | $2882078.28   | 0.03%             | 2031-06-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8449636.80   | 0.08%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187472 | PA      | $942512.16    | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  30642227 | PA      | $1202707.42   | 0.01%             | 2035-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C13 Mortgage Trust                                                      | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7792939.50   | 0.08%             | 2058-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-1 Trust                                             | CUSIP: 05946XFV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336265 | PA      | $340031.85    | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELL CA UNION SCH DIST     | Campbell Union School District                                                   | CUSIP: 134141ZL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $2655962.26   | 0.03%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2021-9 Ltd                                                        | CUSIP: 14317KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15025485.00  | 0.15%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XT60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13228 | PA      | $13551.70     | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18699333 | PA      | $701952.39    | 0.01%             | 2052-10-17      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-1                                 | CUSIP: 1729734V8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58955 | PA      | $55770.36     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30264 | PA      | $27263.21     | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK38                                                                  | CUSIP: 06540EAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40007062 | PA      | $1592969.18   | 0.02%             | 2064-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4140858 | PA      | $3933744.56   | 0.04%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2007-3                                 | CUSIP: 17312FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291531 | PA      | $281931.64    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45124000 | PA      | $301951.76    | 0.00%             | 2050-04-14      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK24                                                                  | CUSIP: 06540VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 174693000 | PA      | $1493013.72   | 0.01%             | 2062-11-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9150000 | PA      | $7214617.62   | 0.07%             | 2053-12-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4160000 | PA      | $3755437.09   | 0.04%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29875968 | PA      | $436051.71    | 0.00%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12160687 | PA      | $12007978.42  | 0.12%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR15                                                                 | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41982292 | PA      | $2094488.17   | 0.02%             | 2058-07-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9310679.00   | 0.09%             | 2072-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA              | Claremont Mckenna College                                                        | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16026000 | PA      | $10759938.45  | 0.11%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR16                                                                 | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74304549 | PA      | $3367838.82   | 0.03%             | 2063-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 112636292 | PA      | $2665526.60   | 0.03%             | 2057-05-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                              | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6960696.19   | 0.07%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA            | Commonwealth Financing Authority                                                 | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4775000 | PA      | $4109182.12   | 0.04%             | 2042-06-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                                | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3659667 | PA      | $3659667.43   | 0.04%             | 2030-04-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJZB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 325992458 | PA      | $1851115.58   | 0.02%             | 2028-10-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5168404.00   | 0.05%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  66571071 | PA      | $2576240.55   | 0.03%             | 2058-04-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45200376 | PA      | $129264.04    | 0.00%             | 2026-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70547000 | PA      | $410682.31    | 0.00%             | 2026-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  66115000 | PA      | $3019551.39   | 0.03%             | 2051-09-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31192387 | PA      | $890081.01    | 0.01%             | 2029-08-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3258477.36   | 0.03%             | 2058-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                           | CUSIP: 06650CAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10478473.00  | 0.10%             | 2058-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 203495525 | PA      | $5691322.15   | 0.06%             | 2029-09-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  79970642 | PA      | $3094000.17   | 0.03%             | 2034-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 169374335 | PA      | $4564875.46   | 0.05%             | 2029-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWG95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  60487010 | PA      | $3055622.30   | 0.03%             | 2030-06-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40865759 | PA      | $2592294.90   | 0.03%             | 2030-07-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 106879128 | PA      | $5644874.58   | 0.06%             | 2030-07-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H13T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31700000 | PA      | $1829850.80   | 0.02%             | 2031-05-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1YZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43372188 | PA      | $2618283.57   | 0.03%             | 2031-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH5Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 213757900 | PA      | $7797866.82   | 0.08%             | 2031-08-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41425071 | PA      | $1474570.98   | 0.01%             | 2030-05-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2Z7<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |   1367944 | PA      | $510886.36    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-4                                 | CUSIP: 32052UAQ6<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |    528944 | PA      | $121567.07    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7324000 | PA      | $7863361.55   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-2F                                                  | CUSIP: 362334BN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342931 | PA      | $304271.38    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10417000 | PA      | $10122344.74  | 0.10%             | 2049-10-10      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69588000 | PA      | $1425948.58   | 0.01%             | 2052-05-10      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1                                     | CUSIP: 36264JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1380193.00   | 0.01%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267ECC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1528762.73   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static | KKR Static CLO I LTD                                                             | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5508653 | PA      | $5507887.02   | 0.05%             | 2031-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1885964.62   | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO 2021-1 LLC       | BCRED MML CLO 2022-1 LLC                                                         | CUSIP: 072917AG2<br>LEI: 2549008X01GXURMQIW78 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1994394.00   | 0.02%             | 2035-04-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15843003.00  | 0.16%             | 2058-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 169223000 | PA      | $4859576.89   | 0.05%             | 2057-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10627380.00  | 0.10%             | 2062-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5298575.50   | 0.05%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128598595 | PA      | $6590780.86   | 0.06%             | 2058-07-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12071000 | PA      | $565596.36    | 0.01%             | 2057-08-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1603966.73   | 0.02%             | 2054-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4771280.34   | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-AR3 Trust                            | CUSIP: 94983UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363264 | PA      | $323410.69    | 0.00%             | 2037-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 109271656 | PA      | $5416093.36   | 0.05%             | 2054-08-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32491000 | PA      | $1586129.39   | 0.02%             | 2054-08-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28014000 | PA      | $1997756.78   | 0.02%             | 2054-07-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $913559.05    | 0.01%             | 2054-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXXIII Ltd                                           | CUSIP: 08179DAJ8<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004241.00   | 0.01%             | 2036-01-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXII Ltd                                             | CUSIP: 08186UAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7513140.00   | 0.07%             | 2035-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746686 | PA      | $55452.16     | 0.00%             | 2036-01-25      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746686 | PA      | $267625.79    | 0.00%             | 2036-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S9 Trust                                                       | CUSIP: 749577AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134288 | PA      | $902457.78    | 0.01%             | 2036-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131995 | PA      | $114296.95    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   7330000 | PA      | $7338026.35   | 0.07%             | 2030-10-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23390000 | PA      | $2104384.27   | 0.02%             | 2058-07-15      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23924566.88  | 0.24%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2017-IV Ltd                                                         | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    396859 | PA      | $397193.07    | 0.00%             | 2030-10-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2870323.50   | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   8908000 | PA      | $5844887.28   | 0.06%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271718 | PA      | $235286.04    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78105 | PA      | $68351.04     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S7 Trust                                                       | CUSIP: 76200RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267070 | PA      | $1042768.41   | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SACRAMENTO CNTY CA SANTN DISTS | Northern California Sanitation Agencies Financing Authority                      | CUSIP: 786134RN8<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |  13320000 | PA      | $14799000.85  | 0.15%             | 2040-08-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WSTRN MN MUNI PWR AGY          | Western Minnesota Municipal Power Agency                                         | CUSIP: 958697HP2<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |  17040000 | PA      | $19023650.26  | 0.19%             | 2046-01-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5688992 | PA      | $5716147.72   | 0.06%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6571115.20   | 0.06%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P | City of San Francisco CA Public Utilities Commission Water Revenue               | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5666485.50   | 0.06%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10129160.00  | 0.10%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2023-5 Ltd                                                        | CUSIP: 14318QAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10776692.25  | 0.11%             | 2036-01-27      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI       | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |  18780000 | PA      | $17822229.39  | 0.18%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5177371.00   | 0.05%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-4                                    | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6548895.60   | 0.06%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662128 | PA      | $261607.32    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc             | Equity One Mortgage Pass-Through Trust 2003-1                                    | CUSIP: 294751BX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43661 | PA      | $43511.77     | 0.00%             | 2033-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3394672.59   | 0.03%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650385 | PA      | $3674170.47   | 0.04%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   5981000 | PA      | $5594947.86   | 0.06%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10524000 | PA      | $9605795.73   | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1874047 | PA      | $1875707.08   | 0.02%             | 2030-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2107244.00   | 0.02%             | 2032-02-17      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| STHRN MINNESOTA ST MUNI PWR AG | Southern Minnesota Municipal Power Agency                                        | CUSIP: 843375ZL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1512193.98   | 0.01%             | 2043-01-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid | Specialty Underwriting & Residential Finance Trust Series 2006-BC2               | CUSIP: 84751PLP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711869 | PA      | $231516.08    | 0.00%             | 2037-02-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust                                              | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5070122.00   | 0.05%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7851645.13   | 0.08%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12                    | CUSIP: 863579SS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458842 | PA      | $338058.11    | 0.00%             | 2035-06-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $56735937.50  | 0.56%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-6                                       | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3893396 | PA      | $3907980.39   | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-5                                       | CUSIP: 30168DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1541387 | PA      | $1545706.19   | 0.02%             | 2028-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH       | Virginia Housing Development Authority                                           | CUSIP: 92812WEE0<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $2692706.37   | 0.03%             | 2042-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FX86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174726 | PA      | $163284.11    | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138LL7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10731000 | PA      | $9341808.52   | 0.09%             | 2038-01-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450877 | PA      | $3456747.83   | 0.03%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A | South Carolina Public Service Authority                                          | CUSIP: 837151SV2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   6425000 | PA      | $7074734.55   | 0.07%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC            | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   5241000 | PA      | $4917092.57   | 0.05%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2568740.00   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784132.22    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FY85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455148 | PA      | $410274.15    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust   | CUSIP: 9393366X6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2194281 | PA      | $1934879.85   | 0.02%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust | CUSIP: 939348AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060753 | PA      | $544348.43    | 0.01%             | 2037-04-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755576 | PA      | $720954.58    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128213000 | PA      | $3877456.01   | 0.04%             | 2052-10-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 139858000 | PA      | $1090948.34   | 0.01%             | 2051-08-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet Clo 2019-1 Ltd                                                         | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9999530.00   | 0.10%             | 2032-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 109974000 | PA      | $5267534.65   | 0.05%             | 2053-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $254013672.50 | 2.51%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF PITTSBURGH PA OF THE C | University of Pittsburgh-of the Commonwealth System of Higher Education          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |  31069000 | PA      | $20083514.24  | 0.20%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40274000 | PA      | $2644930.51   | 0.03%             | 2054-04-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14500000 | PA      | $15319078.90  | 0.15%             | 2058-02-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust                   | CUSIP: 92922FEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4201250 | PA      | $4067206.22   | 0.04%             | 2033-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130764 | PA      | $105093.29    | 0.00%             | 2037-07-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7069267.10   | 0.07%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTWOOD TX INDEP SCH DIST     | Westwood Independent School District                                             | CUSIP: 961771BW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3565000 | PA      | $2824653.60   | 0.03%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192986 | PA      | $106429.75    | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741009 | PA      | $926982.83    | 0.01%             | 2036-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56340000 | PA      | $1364199.86   | 0.01%             | 2052-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C15                                                    | CUSIP: 05552FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $1953212.50   | 0.02%             | 2055-04-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59992000 | PA      | $1986185.14   | 0.02%             | 2054-11-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATN LLC        | Brazos Securitization LLC                                                        | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9489697.21   | 0.09%             | 2050-09-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10481000 | PA      | $9664042.94   | 0.10%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 134736000 | PA      | $2859151.81   | 0.03%             | 2052-11-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2025-C                                                | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8173665 | PA      | $8195169.51   | 0.08%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AF83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259487 | PA      | $845834.14    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AY25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85111 | PA      | $55536.11     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588567 | PA      | $219643.03    | 0.00%             | 2035-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-6                                           | CUSIP: 126694K31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566190 | PA      | $268438.64    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NBL7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3399775.60   | 0.03%             | 2032-07-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JBU5<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |  10100000 | PA      | $10100000.00  | 0.10%             | 2032-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-C                                                | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3920000 | PA      | $3940386.74   | 0.04%             | 2028-12-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DALLAS CNTY TX HOSP DIST       | Dallas County Hospital District                                                  | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2991585.97   | 0.03%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3879220 | PA      | $3349044.33   | 0.03%             | 2041-07-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  14766000 | PA      | $15112115.04  | 0.15%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA8                     | CUSIP: 32051GYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073288 | PA      | $481092.25    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 44 Ltd                                                                   | CUSIP: 481950AC7<br>LEI: 254900ADEC5BQFZA7W53 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003324.00   | 0.03%             | 2036-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6257730 | PA      | $1315345.47   | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A | City of Los Angeles Department of Airports                                       | CUSIP: 544445U23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $204396.65    | 0.00%             | 2030-05-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAJ6<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001374.00   | 0.03%             | 2037-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954JAL2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4661365.00   | 0.05%             | 2034-04-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXV Ltd                                                               | CUSIP: 55954TAU0<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003228.00   | 0.02%             | 2036-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MAINE HLTH & HGR EDUCTNL FACS  | Maine Health & Higher Educational Facilities Authority                           | CUSIP: 56042RK84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18415000 | PA      | $14594027.45  | 0.14%             | 2043-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4095300.36   | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 57571KAB0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3588919.98   | 0.04%             | 2096-11-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-5                                              | CUSIP: 576434FU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312100 | PA      | $165225.29    | 0.00%             | 2033-08-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-6                                              | CUSIP: 576434SN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74504 | PA      | $75073.52     | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592248BC1<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |  23055000 | PA      | $9419931.79   | 0.09%             | 2045-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL PROFESSIONA | County of Miami-Dade FL                                                          | CUSIP: 59333HBH8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $3975611.00   | 0.04%             | 2045-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST DEV BANK SPL OB | Mississippi Development Bank                                                     | CUSIP: 60534QUE9<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4574154.36   | 0.05%             | 2036-10-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15363500 | PA      | $632687.37    | 0.01%             | 2051-07-15      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402000 | PA      | $2042944.72   | 0.02%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130723000 | PA      | $2832728.19   | 0.03%             | 2052-07-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396000 | PA      | $2500897.60   | 0.02%             | 2058-03-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18091000 | PA      | $2760957.97   | 0.03%             | 2058-08-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3464033.50   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5035726.00   | 0.05%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd         | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAE7<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1303251.60   | 0.01%             | 2035-01-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| WILDFLOWER IMPROV ASSN         | Wildflower Improvement Association                                               | CUSIP: 96812GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2047182 | PA      | $2028086.63   | 0.02%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP        | Wintrust Financial Corp                                                          | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7154899.99   | 0.07%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  81988405 | PA      | $5581319.70   | 0.06%             | 2058-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC Trust 2007-AA2                                                          | CUSIP: 05530NAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441301 | PA      | $216334.70    | 0.00%             | 2037-04-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10324298.00  | 0.10%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  75000000 | PA      | $3437550.00   | 0.03%             | 2058-12-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5162830.00   | 0.05%             | 2058-12-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63924665 | PA      | $5327264.26   | 0.05%             | 2062-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752514.75   | 0.02%             | 2032-08-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA       | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   4374000 | PA      | $4221132.20   | 0.04%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   5399000 | PA      | $5610176.49   | 0.06%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1488201.97   | 0.01%             | 2039-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI        | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7650000 | PA      | $6864640.29   | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 101189000 | PA      | $3136353.06   | 0.03%             | 2057-02-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 108996766 | PA      | $6725885.22   | 0.07%             | 2058-10-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15649110.93  | 0.15%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7419956.70   | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590819 | PA      | $259572.65    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4979326 | PA      | $3892330.17   | 0.04%             | 2047-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4841554 | PA      | $2259046.35   | 0.02%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2013-2R                                                               | CUSIP: 12646PDL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1601763 | PA      | $1060546.14   | 0.01%             | 2037-05-27      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470UK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222082 | PA      | $200079.11    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAQ1<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1289980.66   | 0.01%             | 2037-04-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| EAST SIDE CA UNION HIGH SCH DI | East Side Union High School District                                             | CUSIP: 2752816H1<br>LEI: 549300FHNKBG2V8ZLG85 | Long             | DBT              | MUN               | US        |   5920000 | PA      | $6085717.97   | 0.06%             | 2036-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd             | Elmwood CLO 23 Ltd                                                               | CUSIP: 29004AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4353967.20   | 0.04%             | 2036-04-16      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D                        | CUSIP: 59020UGG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216901 | PA      | $213465.06    | 0.00%             | 2029-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN       | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12289000 | PA      | $12038852.49  | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILWAUKEE WI REDEV AUTH REVENU | Milwaukee Redevelopment Authority                                                | CUSIP: 60242NDP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $500048.60    | 0.00%             | 2039-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-L2                                           | CUSIP: 61768HAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 127093000 | PA      | $2378964.90   | 0.02%             | 2052-03-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WE51<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $773113.00    | 0.01%             | 2043-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7648000 | PA      | $6394238.89   | 0.06%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HO | Dallas Convention Center Hotel Development Corp                                  | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28295000 | PA      | $32137183.71  | 0.32%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| DETROIT MI CITY SCH DIST       | Detroit City School District                                                     | CUSIP: 2511295D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26045000 | PA      | $30544435.23  | 0.30%             | 2039-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-3                  | CUSIP: 251510EC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445786 | PA      | $405248.06    | 0.00%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc             | Equity One Mortgage Pass-Through Trust 2003-3                                    | CUSIP: 294751CT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358801 | PA      | $357042.68    | 0.00%             | 2033-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.     | Impac Secured Assets CMN Owner Trust                                             | CUSIP: 45254TLD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630826 | PA      | $626304.10    | 0.01%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR25                                       | CUSIP: 45660LQ93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1679977 | PA      | $900286.78    | 0.01%             | 2035-12-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU       | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   8113000 | PA      | $8156355.87   | 0.08%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH D | Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7400000 | PA      | $8955283.90   | 0.09%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNQ2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   6110000 | PA      | $2550503.41   | 0.03%             | 2045-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TZD8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   5215000 | PA      | $4169387.29   | 0.04%             | 2045-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MISSOURI JT MUNI ELEC UTILITY  | Missouri Joint Municipal Electric Utility Commission                             | CUSIP: 606092ET7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11845000 | PA      | $13030073.30  | 0.13%             | 2042-01-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XXIII Ltd                                                           | CUSIP: 87167NDN2<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8733637.50   | 0.09%             | 2034-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                   | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2764291.60   | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

**Name of Applicant:** Trust for Professional Managers

**Signature:** /s/ Kelly Strauss

**Name of Signer:** Kelly Strauss

**Title:** Treasurer