# EDGAR Filing Document

**Accession Number:** 0001141819
**File Stem:** 0000894189-25-011520
**Filing Date:** 2025-10
**Character Count:** 706313
**Document Hash:** b6f92657846166b28df48a2eacb17ae3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-011520.hdr.sgml**: 20251021

**ACCESSION NUMBER**: 0000894189-25-011520

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251021

**DATE AS OF CHANGE**: 20251021

**PERIOD START**: 20250831

**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:** 251405690

**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:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9773538939.19

**Total Liabilities:** $77367992.95

**Net Assets:** $9696170946.24

**Delayed Delivery Securities:** $72209177.57

**Cash Not Reported:** $4846124.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 251920.390000000000 | **1-Year:** 227482.940000000000 | **5-Year:** 870292.210000000000 | **10-Year:** 1774016.020000000000 | **30-Year:** 1610202.850000000000

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

- **3-Month:** 243198.690000000000 | **1-Year:** 79813.460000000000 | **5-Year:** 66731.550000000000 | **10-Year:** 32331.500000000000 | **30-Year:** 8160.680000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000091754 | 1.74%                | -0.14%               | 0.91%                |
| Class ID C000207405 | 1.72%                | -0.16%               | 0.89%                |
| Class ID C000207406 | 1.66%                | -0.22%               | 0.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1317236.48             | $123896002.90                              |
| Month 2  | $-2879521.21             | $-44305448.68                              |
| Month 3  | $-1962369.73             | $45212148.46                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-3                                            | CUSIP: 007036HV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179207 | PA      | $168368.80    | 0.00%             | 2035-07-25      | Variable      | 4.76%                 | 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        |  31000000 | PA      | $34861276.30  | 0.36%             | 2044-12-01      | Fixed         | 7.05%                 | 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      | $1075031.69   | 0.01%             | 2038-10-01      | Fixed         | 0.00%                 | 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        |   6811371 | PA      | $3119326.80   | 0.03%             | 2037-08-25      | Variable      | 6.00%                 | 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      | $2060107.28   | 0.02%             | 2054-11-15      | Variable      | 0.71%                 | 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        |   1606916 | PA      | $1381406.02   | 0.01%             | 2036-03-25      | Fixed         | 6.50%                 | 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        |    658394 | PA      | $610038.40    | 0.01%             | 2046-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 142387780 | PA      | $6286904.60   | 0.06%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 112646924 | PA      | $2741015.07   | 0.03%             | 2057-05-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3236772.24   | 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      | $10474160.00  | 0.11%             | 2058-01-15      | Variable      | 6.10%                 | 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      | $1257352.43   | 0.01%             | 2054-11-15      | Fixed         | 2.00%                 | 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      | $8789937.00   | 0.09%             | 2055-01-15      | Variable      | 3.53%                 | 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      | $9529942.22   | 0.10%             | 2030-07-30      | Floating      | 6.27%                 | 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      | $2205983.41   | 0.02%             | 2058-07-15      | Variable      | 2.40%                 | 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      | $12022524.00  | 0.12%             | 2034-07-18      | Floating      | 5.93%                 | 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        |   4500000 | PA      | $3910853.25   | 0.04%             | 2034-01-15      | Fixed         | 4.25%                 | 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      | $465635.80    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | 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        |  91337157 | PA      | $2958036.05   | 0.03%             | 2052-12-15      | Variable      | 1.12%                 | 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      | $7011071.33   | 0.07%             | 2052-12-15      | Variable      | 4.04%                 | 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      | $2486.20      | 0.00%             | 2048-11-15      | Variable      | 1.00%                 | 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      | $266918.68    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | 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        |   1051987 | PA      | $1019341.66   | 0.01%             | 2034-08-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST INFRASTRUCTURE & | California Infrastructure & Economic Development Bank                            | CUSIP: 13034A6B1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |  10400000 | PA      | $9563199.36   | 0.10%             | 2065-01-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2014-1 Ltd                                  | CUSIP: 14310MBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502492.50   | 0.03%             | 2031-04-17      | Floating      | 5.98%                 | 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      | $7511977.50   | 0.08%             | 2031-07-20      | Floating      | 6.14%                 | 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      | $15000000.00  | 0.15%             | 2034-10-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    997627 | PA      | $998374.07    | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | 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      | $4481428.60   | 0.05%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd              | Cedar Funding VII Clo Ltd                                                        | CUSIP: 15032FAM8<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   8835000 | PA      | $8845328.12   | 0.09%             | 2031-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11090000 | PA      | $9807237.55   | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | 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      | $7911170.48   | 0.08%             | 2042-03-01      | Fixed         | 3.50%                 | 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        |   4537614 | PA      | $3228387.88   | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |    568129 | PA      | $541398.49    | 0.01%             | 2035-12-25      | Variable      | 4.89%                 | 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        |   6682762 | PA      | $2636350.10   | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | 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      | $8226620.08   | 0.08%             | 2049-05-10      | Variable      | 5.11%                 | 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      | $354507.68    | 0.00%             | 2050-04-14      | Variable      | 0.72%                 | 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      | $133458.97    | 0.00%             | 2050-08-15      | Variable      | 0.28%                 | 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        |  82817904 | PA      | $2934230.04   | 0.03%             | 2053-02-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA              | Claremont Mckenna College                                                        | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16026000 | PA      | $10163125.41  | 0.10%             | 2122-01-01      | Fixed         | 3.77%                 | 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      | $6035130.18   | 0.06%             | 2039-11-15      | Fixed         | 5.54%                 | 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        |   1321747 | PA      | $940756.16    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | 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      | $2579888.80   | 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        |    636125 | PA      | $480411.29    | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | 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        |   2552563 | PA      | $1163926.31   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | 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      | $2965712.19   | 0.03%             | 2044-08-15      | Fixed         | 5.62%                 | 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      | $3869535.31   | 0.04%             | 2036-08-15      | Fixed         | 0.00%                 | 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      | $2094457.09   | 0.02%             | 2038-08-01      | Fixed         | 0.00%                 | 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      | $11419371.90  | 0.12%             | 2034-07-17      | Floating      | 5.80%                 | 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      | $1928248.25   | 0.02%             | 2039-02-01      | Fixed         | 2.44%                 | 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        |   2944637 | PA      | $2949703.70   | 0.03%             | 2027-12-15      | Fixed         | 5.65%                 | 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        |  46849926 | PA      | $2408226.72   | 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: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  56206445 | PA      | $248977.69    | 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: 3137FPHS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31318509 | PA      | $955383.65    | 0.01%             | 2029-08-25      | Variable      | 1.14%                 | 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        | 100164902 | PA      | $5173407.00   | 0.05%             | 2034-08-25      | Variable      | 0.99%                 | 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      | $2653036.45   | 0.03%             | 2029-08-27      | Variable      | 2.68%                 | 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      | $3090274.14   | 0.03%             | 2030-05-25      | Variable      | 1.77%                 | 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      | $2683380.59   | 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: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  88101895 | PA      | $8079904.12   | 0.08%             | 2035-07-25      | Variable      | 1.44%                 | 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        |   1075144 | PA      | $1080389.24   | 0.01%             | 2035-06-26      | Variable      | 6.23%                 | 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        |    859020 | PA      | $859407.62    | 0.01%             | 2035-06-26      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62996187 | PA      | $2895808.72   | 0.03%             | 2057-09-15      | Variable      | 1.52%                 | 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      | $6183521.55   | 0.06%             | 2057-01-10      | Variable      | 6.42%                 | 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      | $6266935.20   | 0.06%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11145555.00  | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | 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      | $256160.69    | 0.00%             | 2050-11-15      | Variable      | 0.40%                 | 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      | $4798660.32   | 0.05%             | 2037-01-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CNB FINANCIAL CORP/PA          | CNB Financial Corp/PA                                                            | CUSIP: 126128AB3<br>LEI: 254900RUYUOKD91VNX69 | Long             | SN               | CORP              | US        |   3000000 | PA      | $2778031.47   | 0.03%             | 2031-06-15      | Variable      | 3.25%                 | 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        |   4773958 | PA      | $4987386.22   | 0.05%             | 2034-07-25      | Fixed         | 6.00%                 | 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        |    584121 | PA      | $396934.74    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |   1269183 | PA      | $850933.34    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | 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      | $1888074.19   | 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: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  94909361 | PA      | $7128974.30   | 0.07%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H64W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5797999 | PA      | $3991682.27   | 0.04%             | 2052-03-25      | Fixed         | 2.50%                 | 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        | 508296907 | PA      | $9341785.54   | 0.10%             | 2032-08-25      | Variable      | 0.40%                 | 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        |   3126895 | PA      | $3084847.02   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                | ChaseFlex Trust Series 2005-1                                                    | CUSIP: 16165TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201190 | PA      | $174091.73    | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | 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      | $13264627.11  | 0.14%             | 2049-05-10      | Fixed         | 4.12%                 | 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      | $2760886.66   | 0.03%             | 2044-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COSERV SECURITIZATION 22       | CoServ Securitization 2022 LLC                                                   | CUSIP: 18977CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16283397.30  | 0.17%             | 2048-02-15      | Fixed         | 5.32%                 | 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      | $4780224.00   | 0.05%             | 2031-06-01      | Variable      | 2.75%                 | 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        | 122954895 | PA      | $1821921.05   | 0.02%             | 2029-05-25      | Variable      | 0.60%                 | 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        | 316834627 | PA      | $7686471.41   | 0.08%             | 2034-05-25      | Variable      | 0.47%                 | 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      | $4965465.00   | 0.05%             | 2030-04-17      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |  18803000 | PA      | $19281094.48  | 0.20%             | 2040-08-15      | Fixed         | 5.75%                 | 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        |   8750000 | PA      | $8657366.38   | 0.09%             | 2040-09-01      | Fixed         | 5.50%                 | 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      | $3769150.88   | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  18952000 | PA      | $21911903.65  | 0.23%             | 2037-10-15      | Fixed         | 7.00%                 | 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      | $25108367.48  | 0.26%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ESSEX CNTY NJ                  | County of Essex NJ                                                               | CUSIP: 296804T80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3560000 | PA      | $2175513.51   | 0.02%             | 2044-09-01      | Fixed         | 2.00%                 | 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      | $5057910.00   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | 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        |    804865 | PA      | $760054.48    | 0.01%             | 2035-07-25      | Variable      | 5.39%                 | 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      | $119595.67    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |   1718668 | PA      | $579725.62    | 0.01%             | 2037-08-25      | Floating      | 6.25%                 | 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      | $13843582.80  | 0.14%             | 2058-03-25      | Fixed         | 3.50%                 | 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      | $5211499.30   | 0.05%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  38216757 | PA      | $4079638.84   | 0.04%             | 2038-06-25      | Variable      | 1.52%                 | 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      | $1808099.28   | 0.02%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0RU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7656000 | PA      | $5803251.06   | 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: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27291688 | PA      | $167917.57    | 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: 3137FL6T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53965000 | PA      | $857072.13    | 0.01%             | 2029-01-25      | Variable      | 0.60%                 | 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        |  44438875 | PA      | $1340440.89   | 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: 3137FQK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  80010484 | PA      | $3111159.65   | 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: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  56262180 | PA      | $3558385.95   | 0.04%             | 2030-03-25      | Variable      | 1.81%                 | 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        | 140822202 | PA      | $6272939.06   | 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: 3137FXQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  51000000 | PA      | $2581053.90   | 0.03%             | 2030-10-25      | Variable      | 1.23%                 | 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        | 111800103 | PA      | $2304870.91   | 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: 3137H6ZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 208547934 | PA      | $3783580.89   | 0.04%             | 2032-02-25      | Variable      | 0.41%                 | 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        | 255150746 | PA      | $5074871.80   | 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: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 100000000 | PA      | $2968890.00   | 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: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148526612 | PA      | $3423375.02   | 0.04%             | 2030-01-25      | Variable      | 0.73%                 | 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        | 688008763 | PA      | $13270725.82  | 0.14%             | 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        | 663039532 | PA      | $6094062.64   | 0.06%             | 2030-07-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4925000 | PA      | $3403632.04   | 0.04%             | 2040-02-15      | Fixed         | 2.00%                 | 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      | $1397372.75   | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | 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      | $979844.30    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | 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      | $1193406.30   | 0.01%             | 2052-02-10      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138LMRA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $2952422.39   | 0.03%             | 2038-04-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LCA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7890000 | PA      | $5805366.14   | 0.06%             | 2041-04-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP        | First Financial Bancorp                                                          | CUSIP: 320209AB5<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10497841.20  | 0.11%             | 2030-05-15      | Variable      | 9.28%                 | 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        |   1370078 | PA      | $513811.55    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4835000 | PA      | $3487475.83   | 0.04%             | 2039-02-15      | Fixed         | 2.00%                 | 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        |   2989112 | PA      | $2986643.39   | 0.03%             | 2028-01-18      | Fixed         | 3.14%                 | 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      | $5069059.00   | 0.05%             | 2030-06-17      | Fixed         | 5.10%                 | 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      | $3398729.26   | 0.04%             | 2030-11-15      | Fixed         | 4.50%                 | 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      | $3570262.85   | 0.04%             | 2052-10-25      | Variable      | 2.50%                 | 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      | $1601179.31   | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | 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      | $7282458.70   | 0.08%             | 2040-01-01      | Fixed         | 2.47%                 | 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        |   1018524 | PA      | $794039.18    | 0.01%             | 2036-02-25      | Variable      | 3.76%                 | 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        |   2710007 | PA      | $1427643.31   | 0.01%             | 2035-07-25      | Variable      | 4.98%                 | 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        |    780655 | PA      | $717976.27    | 0.01%             | 2034-12-25      | Variable      | 3.73%                 | 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        |   1426912 | PA      | $1237408.68   | 0.01%             | 2036-06-25      | Variable      | 3.46%                 | 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        |   3150617 | PA      | $2883937.50   | 0.03%             | 2036-09-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.  | Invesco US CLO 2023-4 Ltd                                                        | CUSIP: 46091XAJ9<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | JE        |   9250000 | PA      | $9289941.50   | 0.10%             | 2037-01-18      | Floating      | 9.58%                 | 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        |  10585344 | PA      | $8691722.62   | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | 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      | $20016354.00  | 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        |   1999053 | PA      | $1698542.69   | 0.02%             | 2037-05-25      | Variable      | 5.23%                 | 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      | $4014288.21   | 0.04%             | 2052-05-25      | Variable      | 2.50%                 | 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      | $3533964.50   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | 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        |   7850000 | PA      | $7570586.32   | 0.08%             | 2040-10-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $10670821.78  | 0.11%             | 2031-11-01      | Fixed         | 3.62%                 | 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      | $1746300.50   | 0.02%             | 2034-10-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954JAL2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4704343.00   | 0.05%             | 2034-04-17      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1124548.12   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-7                                              | CUSIP: 576434HG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28523 | PA      | $29859.60     | 0.00%             | 2033-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8536528.00   | 0.09%             | 2035-03-15      | Fixed         | 5.65%                 | 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      | $14622160.60  | 0.15%             | 2044-10-01      | Fixed         | 0.00%                 | 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      | $2293554.69   | 0.02%             | 2045-10-01      | Fixed         | 0.00%                 | 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      | $474076.50    | 0.00%             | 2039-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3676982.80   | 0.04%             | 2030-11-15      | Fixed         | 3.88%                 | 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      | $2575985.42   | 0.03%             | 2054-05-15      | Variable      | 0.83%                 | 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      | $2723545.30   | 0.03%             | 2054-05-15      | Fixed         | 2.50%                 | 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        |    573339 | PA      | $570136.34    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |    258818 | PA      | $221490.37    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |   1196451 | PA      | $659561.56    | 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        |   1559001 | PA      | $1390031.48   | 0.01%             | 2036-11-26      | Variable      | 4.17%                 | 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      | $247921.09    | 0.00%             | 2049-11-15      | Variable      | 1.40%                 | 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      | $3735993.60   | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | 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      | $8295058.10   | 0.09%             | 2039-10-01      | Fixed         | 5.66%                 | 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      | $688833.28    | 0.01%             | 2051-07-15      | Variable      | 2.00%                 | 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      | $1315768.55   | 0.01%             | 2051-07-15      | Variable      | 0.50%                 | 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      | $6579116.99   | 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      | $4419652.10   | 0.05%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | Gilead Sciences Inc                                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2740889.04   | 0.03%             | 2044-04-01      | Fixed         | 4.80%                 | 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      | $8026704.80   | 0.08%             | 2028-04-17      | Fixed         | 5.02%                 | 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      | $7945062.23   | 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      | $11472677.39  | 0.12%             | 2046-02-15      | Fixed         | 3.00%                 | 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        | 106400000 | PA      | $7846521.20   | 0.08%             | 2058-08-15      | Variable      | 1.18%                 | 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      | $4808098.20   | 0.05%             | 2039-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAP4<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1055276.60   | 0.01%             | 2031-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAQ2<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $943876.40    | 0.01%             | 2032-07-01      | Fixed         | 1.81%                 | 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      | $1504965.00   | 0.02%             | 2039-07-20      | Floating      | 8.43%                 | 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      | $14411495.44  | 0.15%             | 2036-07-17      | Floating      | 5.77%                 | 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      | $20022380.00  | 0.21%             | 2034-04-20      | Floating      | 5.68%                 | 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      | $15031500.00  | 0.16%             | 2034-10-20      | Floating      | 5.88%                 | 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      | $1502934.00   | 0.02%             | 2037-01-20      | Floating      | 6.98%                 | 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      | $5079322.66   | 0.05%             | 2042-07-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 7 Ltd                                          | CUSIP: 38138LAY4<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10018950.00  | 0.10%             | 2034-04-20      | Floating      | 5.88%                 | 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      | $1999782.00   | 0.02%             | 2039-01-20      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT | Golub Capital Partners CLO 70 B Ltd                                              | CUSIP: 381939AC1<br>LEI: 254900Y43PI32U9YGF14 | Long             | ABS-CBDO         | CORP              | JE        |   6650000 | PA      | $6665660.75   | 0.07%             | 2036-10-25      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380TBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5312081 | PA      | $4565289.39   | 0.05%             | 2046-11-20      | Fixed         | 3.00%                 | 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      | $4973459.44   | 0.05%             | 2040-12-15      | 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      | $3387269.90   | 0.03%             | 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: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   2505000 | PA      | $2533302.49   | 0.03%             | 2044-06-15      | Fixed         | 5.88%                 | 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        |    140789 | PA      | $140504.80    | 0.00%             | 2035-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2011-4R                                            | CUSIP: 65539CAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4770510 | PA      | $4386619.47   | 0.05%             | 2036-12-26      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |  32288000 | PA      | $35445433.83  | 0.37%             | 2049-01-01      | Fixed         | 6.72%                 | 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      | $3874300.00   | 0.04%             | 2030-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                   | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  23065000 | PA      | $18992978.04  | 0.20%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382RZJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10847514 | PA      | $9217906.99   | 0.10%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383X3G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6496379 | PA      | $4993766.11   | 0.05%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |  14683000 | PA      | $13800882.07  | 0.14%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331QN7<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    655000 | PA      | $699894.88    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | 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      | $4851104.50   | 0.05%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4426001.00   | 0.05%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   6680000 | PA      | $6302088.35   | 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        |   3245000 | PA      | $3293155.48   | 0.03%             | 2039-08-01      | Fixed         | 5.38%                 | 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      | $852152.74    | 0.01%             | 2035-10-01      | Fixed         | 2.89%                 | 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      | $1752654.75   | 0.02%             | 2032-08-08      | Floating      | 5.88%                 | 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      | $2002186.00   | 0.02%             | 2031-07-24      | Floating      | 5.62%                 | 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      | $9094321.88   | 0.09%             | 2051-08-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PARK NATIONAL CORP             | Park National Corp                                                               | CUSIP: 700658AA5<br>LEI: 984500Q3E941TDF87712 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17000000.00  | 0.18%             | 2030-09-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PENN STATE HEALTH              | Penn State Health                                                                | CUSIP: 707631AA5<br>LEI: 254900ZBDOI59F4TUB07 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $4091405.42   | 0.04%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $4739118.10   | 0.05%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $2748681.60   | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS IN LOCAL PUBLIC I | Indianapolis Local Public Improvement Bond Bank                                  | CUSIP: 45528S5S1<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |  14620000 | PA      | $15263448.13  | 0.16%             | 2040-01-15      | Fixed         | 6.12%                 | 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        |   4248538 | PA      | $2911396.57   | 0.03%             | 2036-03-25      | Variable      | 3.83%                 | No            |                  2 | 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      | $1149453.90   | 0.01%             | 2035-10-25      | Fixed         | 4.85%                 | 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      | $658839.64    | 0.01%             | 2033-08-25      | Fixed         | 4.00%                 | 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        |   1880954 | PA      | $1202120.51   | 0.01%             | 2036-09-25      | Variable      | 3.89%                 | 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      | $611.25       | 0.00%             | 2048-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3080421.66   | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | 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      | $666714.91    | 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      | $3354167.40   | 0.03%             | 2032-01-18      | Floating      | 5.88%                 | 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      | $15012900.00  | 0.15%             | 2030-10-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1318119.62   | 0.01%             | 2040-04-01      | Fixed         | 2.50%                 | 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      | $811249.66    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | 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        |   7416312 | PA      | $7425449.36   | 0.08%             | 2031-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1848652.47   | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XV LP                                                                        | CUSIP: 50184NAQ5<br>LEI: 549300HV40B88JRNJD93 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9037584.00   | 0.09%             | 2030-07-20      | Floating      | 8.29%                 | 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      | $2083984.80   | 0.02%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6257501 | PA      | $1327375.61   | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | 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        |   5215000 | PA      | $3233797.51   | 0.03%             | 2044-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8192087.20   | 0.08%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO CMWLTH             | Commonwealth of Puerto Rico                                                      | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |   1899084 | PA      | $1194049.10   | 0.01%             | 2043-11-01      | Variable      | 0.00%                 | 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      | $6433000.00   | 0.07%             | 2026-07-01      | Fixed         | 0.00%                 | 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        |    146147 | PA      | $125468.92    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | 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        |    347462 | PA      | $286020.01    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | 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        |    886361 | PA      | $745767.44    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | 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      | $2111148.90   | 0.02%             | 2037-01-22      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXVII Ltd                                                              | CUSIP: 55955FAE5<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5249401.50   | 0.05%             | 2034-10-20      | Floating      | 10.59%                | 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        |    529921 | PA      | $452433.41    | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | 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        |   1276985 | PA      | $1039084.32   | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | 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        |  14270000 | PA      | $10309751.07  | 0.11%             | 2043-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $665702.40    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $804656.76    | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  27233000 | PA      | $18684912.06  | 0.19%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RR32<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $2240148.30   | 0.02%             | 2043-09-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | Massachusetts School Building Authority                                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20405000 | PA      | $21171246.52  | 0.22%             | 2039-08-15      | Fixed         | 5.71%                 | 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        |    229109 | PA      | $223594.99    | 0.00%             | 2029-09-25      | Floating      | 5.19%                 | 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      | $2526986.37   | 0.03%             | 2036-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST                | State of Rhode Island                                                            | CUSIP: 762223MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1052348.32   | 0.01%             | 2041-08-01      | Fixed         | 2.25%                 | 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      | $4278809.50   | 0.04%             | 2047-10-01      | Fixed         | 5.75%                 | 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      | $22600316.20  | 0.23%             | 2041-02-01      | Fixed         | 5.72%                 | 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      | $1241345.40   | 0.01%             | 2044-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-4                                    | CUSIP: 80286FAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    341586 | PA      | $341569.77    | 0.00%             | 2027-11-15      | Fixed         | 4.42%                 | 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        |  10035000 | PA      | $10103145.68  | 0.10%             | 2030-05-15      | Fixed         | 5.09%                 | 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      | $1916762.00   | 0.02%             | 2031-04-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12                    | CUSIP: 863579SS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463936 | PA      | $344049.23    | 0.00%             | 2035-06-25      | Variable      | 5.65%                 | 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      | $8681956.28   | 0.09%             | 2045-10-15      | Fixed         | 3.00%                 | 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      | $9980610.00   | 0.10%             | 2034-04-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512553.50    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | 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      | $716759.46    | 0.01%             | 2050-12-15      | Variable      | 0.70%                 | 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      | $1987090.99   | 0.02%             | 2051-02-15      | Fixed         | 3.72%                 | 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      | $3979154.56   | 0.04%             | 2052-10-15      | Variable      | 0.99%                 | 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      | $4703665.23   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $189156250.00 | 1.95%             | 2043-08-15      | Fixed         | 4.38%                 | 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        |  27965000 | PA      | $32846276.77  | 0.34%             | 2039-11-15      | Fixed         | 7.34%                 | 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      | $10766358.08  | 0.11%             | 2052-11-15      | Variable      | 4.11%                 | 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      | $4647968.92   | 0.05%             | 2058-08-15      | Fixed         | 5.49%                 | 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      | $1564256.89   | 0.02%             | 2046-04-01      | Fixed         | 0.00%                 | 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      | $1872070.25   | 0.02%             | 2041-06-01      | Fixed         | 2.84%                 | 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      | $8729877.50   | 0.09%             | 2044-02-15      | Fixed         | 2.75%                 | 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      | $19341704.58  | 0.20%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23732000 | PA      | $19336501.35  | 0.20%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                    | City of New York NY                                                              | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1645000 | PA      | $1726174.99   | 0.02%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2014-5R                                            | CUSIP: 65540HAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2726072 | PA      | $2189802.99   | 0.02%             | 2035-06-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22360000 | PA      | $18568061.51  | 0.19%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI            | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24976000 | PA      | $19343679.72  | 0.20%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  19679000 | PA      | $11160915.13  | 0.12%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217RY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9720000 | PA      | $10620027.29  | 0.11%             | 2039-09-01      | Fixed         | 6.20%                 | 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      | $2670776.59   | 0.03%             | 2042-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCV LLC                                                                     | CUSIP: 92873BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820031 | PA      | $1821451.76   | 0.02%             | 2051-03-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5561814.58   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | 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        |   1558595 | PA      | $1238122.45   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAE7<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   8030000 | PA      | $7292960.75   | 0.08%             | 2031-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1835425.94   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV        | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |  10405000 | PA      | $9974254.85   | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC               | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  10338000 | PA      | $9960223.64   | 0.10%             | 2030-02-15      | Fixed         | 4.38%                 | 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        |   1951167 | PA      | $1968444.38   | 0.02%             | 2033-06-25      | Variable      | 5.64%                 | 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        |   2102558 | PA      | $1872057.97   | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | 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      | $6867545.65   | 0.07%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP         | Webster Financial Corp                                                           | CUSIP: 85917AAC4<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $6103860.49   | 0.06%             | 2030-11-01      | Variable      | 3.88%                 | 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      | $2951786.52   | 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 2007-OC1 Trust | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3021015 | PA      | $2675405.70   | 0.03%             | 2047-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2016-3 Ltd                                                              | CUSIP: 92915HBA0<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7509435.00   | 0.08%             | 2031-10-18      | Floating      | 6.03%                 | 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        |    459647 | PA      | $409256.46    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | 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        |   2068869 | PA      | $2006571.65   | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WSFS FINANCIAL CORP            | WSFS Financial Corp                                                              | CUSIP: 929328AF9<br>LEI: 549300SU7VQHD6QRG886 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5144303.73   | 0.05%             | 2030-12-15      | Variable      | 2.75%                 | 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      | $1533834.38   | 0.02%             | 2050-10-15      | Variable      | 4.44%                 | 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      | $3105900.47   | 0.03%             | 2041-12-01      | Fixed         | 3.03%                 | 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        |    630126 | PA      | $631079.39    | 0.01%             | 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        |   2000000 | PA      | $2010121.20   | 0.02%             | 2031-08-12      | Fixed         | 4.91%                 | 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      | $5041588.00   | 0.05%             | 2032-07-12      | Fixed         | 4.95%                 | 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        |   4184993 | PA      | $4196142.76   | 0.04%             | 2029-08-13      | Fixed         | 5.96%                 | 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      | $1067436.78   | 0.01%             | 2052-05-15      | Variable      | 1.03%                 | 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      | $7974648.80   | 0.08%             | 2061-09-15      | Variable      | 4.67%                 | 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      | $5453759.09   | 0.06%             | 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      | $679368.75    | 0.01%             | 2054-11-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY          | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |  24871000 | PA      | $18694564.21  | 0.19%             | 2122-04-15      | Fixed         | 4.35%                 | 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        |   2139029 | PA      | $1995630.50   | 0.02%             | 2034-07-25      | Variable      | 5.88%                 | 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      | $13984464.68  | 0.14%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XI                                                                    | CUSIP: 03764EAQ2<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4544757.00   | 0.05%             | 2034-04-17      | Floating      | 10.32%                | 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      | $5296019.00   | 0.05%             | 2058-01-15      | Variable      | 6.39%                 | 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      | $1573853.40   | 0.02%             | 2058-01-15      | Variable      | 6.54%                 | 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      | $8256537.46   | 0.09%             | 2028-11-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1595963 | PA      | $1597097.15   | 0.02%             | 2028-01-18      | Fixed         | 5.41%                 | 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      | $5029224.50   | 0.05%             | 2029-11-15      | Fixed         | 4.92%                 | 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      | $6593940.60   | 0.07%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP        | Wintrust Financial Corp                                                          | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7143136.92   | 0.07%             | 2029-06-06      | Fixed         | 4.85%                 | 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        |    195117 | PA      | $108159.37    | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                    | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   8122000 | PA      | $8278616.53   | 0.09%             | 2031-11-01      | Fixed         | 6.25%                 | 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        |   2215436 | PA      | $2240872.08   | 0.02%             | 2036-04-25      | Variable      | 6.74%                 | 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      | $564828.35    | 0.01%             | 2049-10-15      | Variable      | 1.12%                 | 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      | $7467680.95   | 0.08%             | 2054-02-15      | Fixed         | 2.53%                 | 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      | $1936103.29   | 0.02%             | 2055-09-15      | Variable      | 0.66%                 | 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      | $2001085.00   | 0.02%             | 2055-04-15      | Variable      | 1.45%                 | 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        |   9616115 | PA      | $10132112.05  | 0.10%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXX                                                                   | CUSIP: 03768CAU3<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   7680000 | PA      | $7689891.84   | 0.08%             | 2031-10-18      | Floating      | 6.18%                 | 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      | $2963001.73   | 0.03%             | 2055-02-17      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR15                                                                 | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41995931 | PA      | $2154185.46   | 0.02%             | 2058-07-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR16                                                                 | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74342000 | PA      | $3462560.43   | 0.04%             | 2063-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR11                                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4450822.28   | 0.05%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20050000 | PA      | $20109508.40  | 0.21%             | 2025-12-15      | Variable      | 6.12%                 | 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      | $3386503.77   | 0.03%             | 2051-06-16      | Fixed         | 4.56%                 | 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      | $1261406.51   | 0.01%             | 2052-01-15      | Variable      | 0.37%                 | 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      | $7663142.95   | 0.08%             | 2050-10-01      | Fixed         | 6.91%                 | 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      | $1549111.64   | 0.02%             | 2058-07-15      | Variable      | 1.87%                 | 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      | $8741511.57   | 0.09%             | 2052-03-15      | Fixed         | 4.55%                 | 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      | $1399366.75   | 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: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6290000 | PA      | $5765670.63   | 0.06%             | 2053-08-15      | Variable      | 4.16%                 | 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      | $2902466.30   | 0.03%             | 2054-04-15      | Variable      | 1.03%                 | 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        |    366123 | PA      | $215364.74    | 0.00%             | 2035-08-25      | Floating      | 5.44%                 | 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        |   2287355 | PA      | $1770081.09   | 0.02%             | 2036-07-25      | Floating      | 4.69%                 | 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        |  74800000 | PA      | $3469022.04   | 0.04%             | 2058-08-15      | Variable      | 1.29%                 | 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      | $713460.51    | 0.01%             | 2046-03-01      | Fixed         | 2.00%                 | 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        |    200322 | PA      | $174937.09    | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | 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        |    242201 | PA      | $216987.75    | 0.00%             | 2037-03-25      | Floating      | 4.50%                 | 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        |   1502991 | PA      | $1479638.59   | 0.02%             | 2036-12-20      | Variable      | 6.29%                 | 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        |   1410547 | PA      | $1207548.86   | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65652707 | PA      | $3176822.88   | 0.03%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  66007141 | PA      | $2697956.07   | 0.03%             | 2054-03-15      | Variable      | 1.25%                 | 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        |  96835085 | PA      | $3206015.99   | 0.03%             | 2055-02-15      | Variable      | 0.81%                 | 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        |  63133463 | PA      | $6102019.65   | 0.06%             | 2057-02-15      | Variable      | 1.86%                 | 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      | $1776961.74   | 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      | $4290708.00   | 0.04%             | 2054-09-15      | Fixed         | 2.00%                 | 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      | $6315932.40   | 0.07%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6443761.80   | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | 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      | $2497226.24   | 0.03%             | 2054-11-15      | Variable      | 0.59%                 | 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      | $3199998.53   | 0.03%             | 2054-12-15      | Variable      | 0.54%                 | 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      | $15726729.00  | 0.16%             | 2058-02-15      | Variable      | 6.13%                 | 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      | $9995370.00   | 0.10%             | 2034-10-20      | Floating      | 5.83%                 | 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      | $2921934.93   | 0.03%             | 2057-02-15      | Variable      | 1.57%                 | 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      | $11920619.40  | 0.12%             | 2057-12-15      | Variable      | 5.85%                 | 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      | $5477176.29   | 0.06%             | 2057-07-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2017-IV Ltd                                                         | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    667433 | PA      | $667733.08    | 0.01%             | 2030-10-24      | Floating      | 5.53%                 | 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        |  80288693 | PA      | $3214100.89   | 0.03%             | 2057-12-15      | Variable      | 1.28%                 | 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        |    739291 | PA      | $342975.39    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | 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        |   1872804 | PA      | $1692087.24   | 0.02%             | 2037-01-25      | 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      | $4204.18      | 0.00%             | 2050-04-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                      | Wyeth LLC                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |  12603000 | PA      | $13487400.65  | 0.14%             | 2037-04-01      | Fixed         | 5.95%                 | 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        |  10069636 | PA      | $10089857.37  | 0.10%             | 2029-03-15      | Fixed         | 4.71%                 | 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      | $737494.76    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | 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        |    334795 | PA      | $273756.96    | 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        |   5000000 | PA      | $4958177.50   | 0.05%             | 2028-12-15      | Fixed         | 4.06%                 | 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        |   1401100 | PA      | $1403312.96   | 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        |   4642951 | PA      | $4705741.82   | 0.05%             | 2029-02-15      | Fixed         | 5.60%                 | 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        |   1419337 | PA      | $1230075.64   | 0.01%             | 2035-04-25      | Fixed         | 5.75%                 | 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      | $1063490.20   | 0.01%             | 2039-11-15      | Fixed         | 6.01%                 | 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        |   2098863 | PA      | $2141265.08   | 0.02%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2023-3 Ltd                                                        | CUSIP: 14318FAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6518486.00   | 0.07%             | 2036-10-15      | Floating      | 9.82%                 | 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      | $2657504.37   | 0.03%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                                | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3752748.75   | 0.04%             | 2030-04-17      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3853727.20   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9378130.30   | 0.10%             | 2031-03-01      | Fixed         | 2.50%                 | 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        |   2416265 | PA      | $2419299.06   | 0.02%             | 2028-06-15      | Fixed         | 4.91%                 | 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      | $1003919.46   | 0.01%             | 2035-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2324292.60   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | 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      | $1162708.14   | 0.01%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DETROIT MI CITY SCH DIST       | Detroit City School District                                                     | CUSIP: 2511295D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25800000 | PA      | $29818626.06  | 0.31%             | 2039-05-01      | Fixed         | 7.75%                 | 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      | $2962326.40   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | 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        |  36140000 | PA      | $36994555.60  | 0.38%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $20116111.84  | 0.21%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd             | Elmwood CLO 19 Ltd                                                               | CUSIP: 29004JAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3920000 | PA      | $3923437.84   | 0.04%             | 2036-10-17      | Floating      | 7.22%                 | 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      | $3396885.60   | 0.04%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    440717 | PA      | $451241.78    | 0.00%             | 2028-08-25      | Floating      | 11.41%                | 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      | $97064.56     | 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: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 116364828 | PA      | $847764.32    | 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: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35916184 | PA      | $1859898.04   | 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: 3137F64T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32621072 | PA      | $845717.60    | 0.01%             | 2027-09-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QFRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6784417 | PA      | $5136691.24   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2892413.02   | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MMH MASTER LLC                 | MMH Master LLC                                                                   | CUSIP: 55318RAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10520576.22  | 0.11%             | 2044-02-01      | Fixed         | 6.75%                 | 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      | $8000000.00   | 0.08%             | 2034-04-15      | Floating      | 5.80%                 | 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      | $1545136.50   | 0.02%             | 2039-06-15      | Fixed         | 0.00%                 | 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      | $3593591.60   | 0.04%             | 2056-05-31      | Fixed         | 5.43%                 | 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        |    171768 | PA      | $165599.60    | 0.00%             | 2035-06-25      | Variable      | 4.71%                 | 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        |  27815000 | PA      | $34063906.77  | 0.35%             | 2047-10-01      | Fixed         | 8.00%                 | 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      | $3614170.00   | 0.04%             | 2045-10-01      | Fixed         | 0.00%                 | 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      | $3536083.40   | 0.04%             | 2052-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Myers Park CLO LTD             | Myers Park CLO Ltd                                                               | CUSIP: 62848FAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1244912.88   | 0.01%             | 2030-10-20      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAR0<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    532000 | PA      | $419404.94    | 0.00%             | 2033-07-01      | Fixed         | 1.86%                 | 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      | $9999450.00   | 0.10%             | 2036-10-14      | Floating      | 5.87%                 | 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      | $1590451.08   | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | 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      | $912185.79    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC              | Cisco Systems Inc                                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2874030.15   | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | 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        |     61915 | PA      | $58080.61     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | 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        |    306170 | PA      | $275210.20    | 0.00%             | 2035-09-25      | Variable      | 4.63%                 | 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        |     31091 | PA      | $27753.72     | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | 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      | $17652507.00  | 0.18%             | 2039-11-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST  | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2850000 | PA      | $3151789.92   | 0.03%             | 2040-12-15      | Fixed         | 6.56%                 | 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        |   5400000 | PA      | $4124338.56   | 0.04%             | 2041-12-01      | Fixed         | 2.89%                 | 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      | $1704463.88   | 0.02%             | 2034-08-01      | Fixed         | 5.10%                 | 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      | $1044881.25   | 0.01%             | 2038-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2024-A                                                       | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    889149 | PA      | $889652.29    | 0.01%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| NJB PROPERTIES WA LEASE REVENU | NJB Properties                                                                   | CUSIP: 65486MAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6580000 | PA      | $6957607.13   | 0.07%             | 2036-12-01      | Fixed         | 5.51%                 | 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      | $1760022.25   | 0.02%             | 2030-01-22      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC               | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4821000 | PA      | $4892586.98   | 0.05%             | 2030-03-15      | Fixed         | 6.62%                 | 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        |    335342 | PA      | $238718.79    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | 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      | $3822353.00   | 0.04%             | 2042-09-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14315000 | PA      | $9600814.26   | 0.10%             | 2034-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DANA INC                       | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   4208000 | PA      | $4140987.18   | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | 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        |    345252 | PA      | $286959.93    | 0.00%             | 2036-10-25      | Floating      | 4.54%                 | 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      | $3258514.62   | 0.03%             | 2034-02-10      | Variable      | 7.08%                 | 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      | $10008040.00  | 0.10%             | 2034-07-17      | Floating      | 5.92%                 | 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      | $4984410.00   | 0.05%             | 2031-02-14      | Floating      | 6.48%                 | 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      | $14730825.00  | 0.15%             | 2034-07-20      | Floating      | 5.83%                 | 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        | 344556854 | PA      | $1161191.05   | 0.01%             | 2027-01-25      | Variable      | 0.39%                 | 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        |  29268725 | PA      | $294659.97    | 0.00%             | 2027-06-25      | Variable      | 0.87%                 | 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      | $3871130.61   | 0.04%             | 2030-11-25      | Variable      | 1.29%                 | 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        | 110025005 | PA      | $3870140.55   | 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: 3137FETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54203000 | PA      | $272592.31    | 0.00%             | 2028-01-25      | Variable      | 0.33%                 | 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        | 411080500 | PA      | $1647199.56   | 0.02%             | 2028-07-25      | Variable      | 0.26%                 | 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      | $843681.28    | 0.01%             | 2045-01-01      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST MUNI PWR AUTH      | Oklahoma Municipal Power Authority                                               | CUSIP: 67910HSB7<br>LEI: 54930074Q1M8747DCS20 | Long             | DBT              | MUN               | US        |  15500000 | PA      | $12070005.00  | 0.12%             | 2041-01-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5155095.00   | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | 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        |  39011234 | PA      | $804345.33    | 0.01%             | 2051-08-15      | Variable      | 1.01%                 | 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        | 149007597 | PA      | $440213.14    | 0.00%             | 2028-08-25      | Variable      | 0.22%                 | 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      | $649448.63    | 0.01%             | 2026-05-25      | Variable      | 1.51%                 | 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      | $5677554.92   | 0.06%             | 2042-07-01      | Fixed         | 6.52%                 | 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      | $1895121.60   | 0.02%             | 2050-10-15      | Variable      | 4.37%                 | 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      | $4846811.00   | 0.05%             | 2052-01-15      | Variable      | 4.90%                 | 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        |  50803110 | PA      | $2449101.10   | 0.03%             | 2052-08-15      | Variable      | 1.71%                 | 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      | $5995262.23   | 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: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70848454 | PA      | $2503805.60   | 0.03%             | 2029-07-25      | Variable      | 1.21%                 | 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      | $3188528.11   | 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: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  77248691 | PA      | $2948690.68   | 0.03%             | 2029-08-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQ7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6621000 | PA      | $4493346.28   | 0.05%             | 2049-12-25      | Fixed         | 3.00%                 | 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      | $7802751.86   | 0.08%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares XXXIV CLO Ltd                                                               | CUSIP: 04015GBM0<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1910000.00   | 0.02%             | 2038-07-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXVI CLO Ltd                                                                | CUSIP: 04019RBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1400000 | PA      | $1403389.40   | 0.01%             | 2036-07-25      | Floating      | 9.32%                 | 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      | $5330868.50   | 0.05%             | 2043-08-01      | Fixed         | 5.25%                 | 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        |     95297 | PA      | $85291.80     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  11398000 | PA      | $10021244.47  | 0.10%             | 2042-11-06      | Fixed         | 4.40%                 | 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      | $6725974.08   | 0.07%             | 2031-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED              | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7490729.30   | 0.08%             | 2028-05-15      | Fixed         | 4.62%                 | 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      | $2472643.20   | 0.03%             | 2036-11-25      | Fixed         | 6.50%                 | 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      | $7242754.90   | 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: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  34162427 | PA      | $2082893.41   | 0.02%             | 2030-04-25      | Variable      | 1.76%                 | 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        | 161808926 | PA      | $3702285.30   | 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: 3137HBFZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107772696 | PA      | $2261232.83   | 0.02%             | 2028-12-25      | Variable      | 0.88%                 | 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      | $10000000.00  | 0.10%             | 2035-01-20      | Floating      | 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      | $4850000.00   | 0.05%             | 2035-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   5299000 | PA      | $5257041.46   | 0.05%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  13782000 | PA      | $12729764.97  | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | 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      | $4810102.70   | 0.05%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXIII                                                                 | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999615.00   | 0.05%             | 2033-04-15      | Floating      | 6.92%                 | 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      | $4050875.00   | 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: 3137HHUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 398664131 | PA      | $6400672.22   | 0.07%             | 2034-10-25      | Variable      | 0.33%                 | 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      | $4316905.16   | 0.04%             | 2053-05-15      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC            | Arbor Realty SR Inc                                                              | CUSIP: 03881NAA5<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4446405.55   | 0.05%             | 2028-12-30      | Fixed         | 5.00%                 | 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      | $408568.23    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | 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        |   5307135 | PA      | $2480397.42   | 0.03%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140J1K80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16305000 | PA      | $12643176.79  | 0.13%             | 2035-09-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LB6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20083000 | PA      | $16419456.33  | 0.17%             | 2036-04-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Fillmore Park CLO, Ltd.        | Fillmore Park CLO Ltd 2018-1A                                                    | CUSIP: 31722QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000021.00   | 0.01%             | 2030-07-15      | Floating      | 9.98%                 | No            |                  2 | On Loan: No      |
| OLD NATIONAL BANK              | Old National Bank/Evansville IN                                                  | CUSIP: 320867AC8<br>LEI: 549300AT7EB9FJAF0E61 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7588500.46   | 0.08%             | 2026-09-29      | Fixed         | 5.88%                 | 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      | $15793981.52  | 0.16%             | 2035-06-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FRETE 2020-ML07 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833FAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  23975781 | PA      | $3036292.96   | 0.03%             | 2036-10-25      | Variable      | 2.02%                 | 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        |   1760223 | PA      | $942432.08    | 0.01%             | 2036-11-25      | Fixed         | 5.75%                 | 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        |   1998182 | PA      | $1651269.11   | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  13758620 | PA      | $1951797.85   | 0.02%             | 2038-01-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML12 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17505187 | PA      | $1548333.81   | 0.02%             | 2041-07-25      | Variable      | 1.30%                 | 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      | $3753931.82   | 0.04%             | 2054-06-15      | Variable      | 2.81%                 | 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      | $9321984.13   | 0.10%             | 2055-02-15      | Variable      | 3.39%                 | 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        |   1949255 | PA      | $487397.90    | 0.01%             | 2036-09-25      | Variable      | 6.69%                 | 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        |    350559 | PA      | $307651.31    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | 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        |   1613523 | PA      | $1613106.16   | 0.02%             | 2027-07-15      | Fixed         | 4.31%                 | 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      | $1311850.60   | 0.01%             | 2052-04-25      | Variable      | 2.50%                 | 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      | $1039729.60   | 0.01%             | 2039-02-01      | Fixed         | 2.78%                 | 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        |   1656488 | PA      | $1315093.21   | 0.01%             | 2036-08-19      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC            | Home BancShares Inc/AR                                                           | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18436000 | PA      | $16233200.53  | 0.17%             | 2032-01-30      | Variable      | 3.12%                 | 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      | $3684013.00   | 0.04%             | 2041-07-01      | Fixed         | 2.57%                 | 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      | $887835.40    | 0.01%             | 2055-02-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                                                           | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4708244.15   | 0.05%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3108701.85   | 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      | $4680078.98   | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | 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        |    289992 | PA      | $276130.06    | 0.00%             | 2035-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE    | Indiana Finance Authority                                                        | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |  34760000 | PA      | $38480891.15  | 0.40%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954KBA2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013530.00  | 0.10%             | 2034-04-17      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXV Ltd                                                               | CUSIP: 55954TAU0<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002726.00   | 0.02%             | 2036-10-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7372152.64   | 0.08%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLVII CLO Ltd                                                               | CUSIP: 04016VAJ4<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |   3165000 | PA      | $3165000.00   | 0.03%             | 2030-04-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $765585.33    | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1105496.90   | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | 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      | $5913452.46   | 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      | $7682295.00   | 0.08%             | 2040-07-01      | Fixed         | 3.05%                 | 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        |   5190508 | PA      | $2480072.11   | 0.03%             | 2037-03-25      | Fixed         | 5.75%                 | 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        |   5341934 | PA      | $2641799.38   | 0.03%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STADIUM AUTH REVEN | Maryland Stadium Authority                                                       | CUSIP: 574296CN7<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5450519.20   | 0.06%             | 2040-05-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  18680000 | PA      | $18299153.84  | 0.19%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares Loan Funding IV Ltd                                                         | CUSIP: 04020FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  19750000 | PA      | $19764180.50  | 0.20%             | 2036-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares Loan Funding IV Ltd                                                         | CUSIP: 04020FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5007040.00   | 0.05%             | 2036-10-15      | Floating      | 7.42%                 | 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        |   4941405 | PA      | $4975852.06   | 0.05%             | 2029-10-12      | Fixed         | 6.44%                 | 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        |   1468990 | PA      | $1471075.90   | 0.02%             | 2029-04-12      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XII                                                                   | CUSIP: 03764DAR2<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   6110000 | PA      | $6129582.55   | 0.06%             | 2031-04-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXI                                                                  | CUSIP: 03767XAC8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4436960.00   | 0.05%             | 2031-04-15      | Floating      | 11.18%                | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAJ1<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3507399.00   | 0.04%             | 2036-10-24      | Floating      | 9.32%                 | 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      | $5730162.50   | 0.06%             | 2031-04-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8553000 | PA      | $8753316.73   | 0.09%             | 2032-08-11      | Fixed         | 5.50%                 | 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        |  87507818 | PA      | $3172788.47   | 0.03%             | 2053-02-15      | Variable      | 1.13%                 | 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        |   4100000 | PA      | $3872506.58   | 0.04%             | 2030-04-01      | Fixed         | 4.62%                 | 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      | $4517991.00   | 0.05%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11086000 | PA      | $10322642.76  | 0.11%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9201362.40   | 0.09%             | 2035-03-15      | Fixed         | 5.89%                 | 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      | $707988.27    | 0.01%             | 2053-04-15      | Variable      | 1.08%                 | 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      | $3201126.66   | 0.03%             | 2054-02-15      | Variable      | 1.11%                 | 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        | 100012596 | PA      | $4078823.69   | 0.04%             | 2054-11-15      | Variable      | 1.05%                 | 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        |   1442440 | PA      | $1318139.57   | 0.01%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10471000 | PA      | $10980921.16  | 0.11%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49942869 | PA      | $3192652.82   | 0.03%             | 2057-07-15      | Variable      | 1.08%                 | 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        |    122916 | PA      | $123013.27    | 0.00%             | 2033-10-25      | 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        |   2262960 | PA      | $2235672.82   | 0.02%             | 2034-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  13185000 | PA      | $13414894.98  | 0.14%             | 2039-12-01      | Fixed         | 5.46%                 | 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        |     70651 | PA      | $65327.97     | 0.00%             | 2035-02-25      | Variable      | 3.95%                 | 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      | $5439212.00   | 0.06%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72227124 | PA      | $3895367.67   | 0.04%             | 2058-05-15      | Variable      | 1.58%                 | 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        |     78064 | PA      | $78372.08     | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | 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        |   3260177 | PA      | $2571716.01   | 0.03%             | 2035-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592248BA5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   9960000 | PA      | $4026135.78   | 0.04%             | 2043-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE  | Metropolitan Transportation Authority                                            | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1257040.38   | 0.01%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-4 Ltd                                               | CUSIP: 05684KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3800000 | PA      | $3802918.40   | 0.04%             | 2036-10-20      | Floating      | 6.08%                 | 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      | $7107229.68   | 0.07%             | 2047-05-01      | Fixed         | 0.00%                 | 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      | $8742081.02   | 0.09%             | 2046-10-01      | Fixed         | 7.46%                 | 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      | $1355103.00   | 0.01%             | 2032-10-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4151778.65   | 0.04%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11541000 | PA      | $566405.74    | 0.01%             | 2052-04-15      | Variable      | 1.74%                 | 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        |   1125033 | PA      | $1088411.37   | 0.01%             | 2034-11-20      | Variable      | 6.22%                 | 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        |     52425 | PA      | $49333.77     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18699333 | PA      | $739018.21    | 0.01%             | 2052-10-17      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 238421000 | PA      | $1853627.91   | 0.02%             | 2052-12-15      | Variable      | 0.26%                 | 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        |    454221 | PA      | $432893.22    | 0.00%             | 2035-07-25      | Variable      | 5.55%                 | 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        |    354104 | PA      | $334167.63    | 0.00%             | 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        |    716617 | PA      | $616286.58    | 0.01%             | 2037-04-25      | Floating      | 5.30%                 | 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        |     82138 | PA      | $71327.37     | 0.00%             | 2047-01-20      | Variable      | 5.04%                 | 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        |    560162 | PA      | $525603.43    | 0.01%             | 2037-01-25      | Variable      | 6.69%                 | 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        |    327437 | PA      | $323861.21    | 0.00%             | 2036-12-20      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930532 | PA      | $3390714.70   | 0.03%             | 2053-11-15      | Fixed         | 2.21%                 | 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      | $1135394.40   | 0.01%             | 2057-08-15      | Variable      | 0.50%                 | 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        |    261438 | PA      | $246052.14    | 0.00%             | 2036-12-20      | Variable      | 6.29%                 | 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        |   1197942 | PA      | $978483.29    | 0.01%             | 2037-07-25      | Fixed         | 5.50%                 | 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        |   3255489 | PA      | $3116714.77   | 0.03%             | 2037-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3073903.74   | 0.03%             | 2036-02-12      | Variable      | 5.74%                 | 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      | $4776150.43   | 0.05%             | 2054-02-15      | Variable      | 1.01%                 | 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      | $1575870.08   | 0.02%             | 2054-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   7670000 | PA      | $7524898.94   | 0.08%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9780335.50   | 0.10%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $13214242.50  | 0.14%             | 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        | 104997235 | PA      | $4538736.46   | 0.05%             | 2064-06-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 109511819 | PA      | $5683236.33   | 0.06%             | 2054-08-15      | Variable      | 1.35%                 | 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      | $1227591.96   | 0.01%             | 2054-11-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK38                                                                  | CUSIP: 06540EAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40035213 | PA      | $1600751.96   | 0.02%             | 2064-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK24                                                                  | CUSIP: 06540VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 174693000 | PA      | $1572237.00   | 0.02%             | 2062-11-15      | Variable      | 0.30%                 | 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      | $6296654.40   | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $23204700.00  | 0.24%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bank                           | Bank 2019-BNK19                                                                  | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1897469.00   | 0.02%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938000 | PA      | $1667839.89   | 0.02%             | 2063-03-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $14873526.27  | 0.15%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1931591.29   | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BYLINE BANCORP INC             | Byline Bancorp Inc                                                               | CUSIP: 124411AB5<br>LEI: 549300W7ODP4YL2H4823 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6488980.88   | 0.07%             | 2035-08-15      | Variable      | 6.88%                 | 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        |   1763332 | PA      | $764250.99    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223ZZ7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $13153609.31  | 0.14%             | 2049-12-01      | Fixed         | 5.56%                 | 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        |    280600 | PA      | $240889.63    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | 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        |    186336 | PA      | $62683.09     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | 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      | $754849.51    | 0.01%             | 2057-08-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK48                                                                  | CUSIP: 06541GAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 228218000 | PA      | $11683871.55  | 0.12%             | 2057-10-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94664866 | PA      | $3705552.04   | 0.04%             | 2063-06-15      | Variable      | 1.07%                 | 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        |   1238159 | PA      | $952967.83    | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | 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        |   1072086 | PA      | $718788.19    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6685284.00   | 0.07%             | 2063-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9150000 | PA      | $7117912.19   | 0.07%             | 2053-12-15      | Variable      | 2.50%                 | 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        |     79179 | PA      | $68515.90     | 0.00%             | 2036-07-25      | 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      | $14491890.94  | 0.15%             | 2040-08-01      | Fixed         | 6.33%                 | 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        |   3995000 | PA      | $3835112.51   | 0.04%             | 2041-01-01      | Fixed         | 4.84%                 | 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      | $4583844.00   | 0.05%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $930285.68    | 0.01%             | 2053-12-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12342047 | PA      | $12154245.90  | 0.13%             | 2060-06-15      | Fixed         | 3.13%                 | 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        |    118729 | PA      | $66896.33     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | 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        |    664543 | PA      | $494866.59    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | 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        |   4512335 | PA      | $4515878.54   | 0.05%             | 2028-10-16      | Fixed         | 4.74%                 | 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        |    986133 | PA      | $988544.26    | 0.01%             | 2028-05-15      | Fixed         | 5.24%                 | 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        |     28212 | PA      | $24652.68     | 0.00%             | 2036-02-20      | Variable      | 5.12%                 | 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        |    532585 | PA      | $520452.15    | 0.01%             | 2035-05-20      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7250000 | PA      | $7394952.15   | 0.08%             | 2041-12-10      | Variable      | 5.87%                 | 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      | $12361111.20  | 0.13%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAF2<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  27012023 | PA      | $1150442.07   | 0.01%             | 2035-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  30730425 | PA      | $1238743.43   | 0.01%             | 2035-03-25      | Variable      | 0.83%                 | 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      | $5335507.23   | 0.06%             | 2031-01-15      | Fixed         | 4.78%                 | 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        |   7017710 | PA      | $7038786.51   | 0.07%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-C28                                   | CUSIP: 94989JBH8<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |   4376000 | PA      | $3868946.32   | 0.04%             | 2048-05-15      | Variable      | 4.28%                 | 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      | $6320808.91   | 0.07%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |  16053000 | PA      | $12942395.74  | 0.13%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAC8<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2747756.59   | 0.03%             | 2116-09-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28000000 | PA      | $34164902.80  | 0.35%             | 2040-11-01      | Fixed         | 7.60%                 | 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      | $2000000.00   | 0.02%             | 2031-04-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| COLORADO ST COPS               | State of Colorado                                                                | CUSIP: 196711MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3802943.20   | 0.04%             | 2045-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5232438.30   | 0.05%             | 2034-03-13      | Fixed         | 5.84%                 | 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      | $2746988.86   | 0.03%             | 2054-04-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| DFC HEL Trust                  | DFC HEL Trust 2001-1                                                             | CUSIP: 233205AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1061935 | PA      | $1022573.52   | 0.01%             | 2031-08-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |  17505000 | PA      | $17941186.09  | 0.19%             | 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      | $3796964.00   | 0.04%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| DANA INC                       | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   6065000 | PA      | $6065707.79   | 0.06%             | 2028-06-15      | Fixed         | 5.62%                 | 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        |   1172897 | PA      | $945998.05    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2019-ML06 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30312CAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  10303093 | PA      | $719568.02    | 0.01%             | 2037-06-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3326627 | PA      | $2660748.83   | 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: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15236428 | PA      | $797907.36    | 0.01%             | 2030-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3842072.50   | 0.04%             | 2054-04-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $682422.64    | 0.01%             | 2054-04-15      | Variable      | 3.37%                 | 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      | $3111450.80   | 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: 3137H5YG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 175000000 | PA      | $3019292.50   | 0.03%             | 2029-01-25      | Variable      | 0.64%                 | 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        |   1108830 | PA      | $1057289.08   | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXX                                                                   | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9005769.00   | 0.09%             | 2031-10-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80932744 | PA      | $3428942.29   | 0.04%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11045000 | PA      | $11584212.48  | 0.12%             | 2057-12-15      | Variable      | 6.12%                 | 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        |   1821442 | PA      | $1135165.51   | 0.01%             | 2037-05-25      | Variable      | 4.32%                 | 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        |   4133847 | PA      | $4113500.66   | 0.04%             | 2028-05-15      | Fixed         | 3.13%                 | 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      | $3017789.14   | 0.03%             | 2044-02-15      | Fixed         | 2.25%                 | 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        |      7522 | PA      | $6811.11      | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | 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      | $3391061.17   | 0.03%             | 2055-02-15      | Variable      | 0.37%                 | 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      | $3275625.00   | 0.03%             | 2054-07-15      | Fixed         | 2.00%                 | 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      | $971993.24    | 0.01%             | 2051-07-10      | Variable      | 1.55%                 | 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      | $343493.40    | 0.00%             | 2050-11-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                      | State of Hawaii                                                                  | CUSIP: 419792F27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3048100.45   | 0.03%             | 2039-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041402.85   | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.     | Impac Secured Assets CMN Owner Trust                                             | CUSIP: 45254TPL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6959 | PA      | $6923.63      | 0.00%             | 2034-08-25      | Variable      | 4.77%                 | 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      | $5531312.80   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | 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        |     46361 | PA      | $19592.89     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | 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        |  11951263 | PA      | $10216451.01  | 0.11%             | 2052-08-25      | 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      | $7183188.27   | 0.07%             | 2052-07-25      | Variable      | 2.50%                 | 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      | $25194021.24  | 0.26%             | 2037-01-01      | Fixed         | 1.75%                 | 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      | $4261246.65   | 0.04%             | 2053-05-15      | Variable      | 3.72%                 | 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      | $10739825.00  | 0.11%             | 2031-04-22      | Floating      | 5.68%                 | 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      | $15000000.00  | 0.15%             | 2034-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4886814.50   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | 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      | $6342770.21   | 0.07%             | 2054-11-15      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 142230563 | PA      | $5086349.82   | 0.05%             | 2054-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3741941.07   | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | 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      | $8733327.59   | 0.09%             | 2038-08-01      | Fixed         | 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      | $211896.50    | 0.00%             | 2037-04-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71484255 | PA      | $3691003.74   | 0.04%             | 2054-07-15      | Variable      | 1.33%                 | 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        |    729692 | PA      | $656921.15    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | 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        |    117722 | PA      | $88796.32     | 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        |     98410 | PA      | $88794.97     | 0.00%             | 2035-09-25      | Variable      | 5.31%                 | 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        |     86185 | PA      | $56373.06     | 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        |    598976 | PA      | $225694.09    | 0.00%             | 2035-12-25      | Fixed         | 0.00%                 | 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        |    526342 | PA      | $250957.81    | 0.00%             | 2036-05-25      | Floating      | 5.75%                 | 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      | $3793856.78   | 0.04%             | 2054-07-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C7 Mortgage Trust                                                       | CUSIP: 05593FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 100185575 | PA      | $4794571.07   | 0.05%             | 2056-12-15      | Variable      | 1.04%                 | 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      | $1523706.25   | 0.02%             | 2038-06-15      | Fixed         | 0.00%                 | 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      | $11896763.38  | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | 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      | $10296582.00  | 0.11%             | 2056-06-15      | Fixed         | 6.52%                 | 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        |    146472 | PA      | $129588.36    | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | 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      | $12860574.90  | 0.13%             | 2042-01-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| MOOG INC                       | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |  10393000 | PA      | $10238736.70  | 0.11%             | 2027-12-15      | Fixed         | 4.25%                 | 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        |   2027146 | PA      | $848295.77    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | 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      | $6791.25      | 0.00%             | 2033-08-25      | Fixed         | 9.25%                 | 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        |   5751520 | PA      | $5513637.56   | 0.06%             | 2037-09-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 155562753 | PA      | $4668936.02   | 0.05%             | 2063-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403BE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 123653000 | PA      | $2353104.22   | 0.02%             | 2052-04-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                  | CUSIP: 065404AA3<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1691204.00   | 0.02%             | 2061-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPG7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   2020284 | PA      | $2031788.58   | 0.02%             | 2034-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GYQ5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1280041 | PA      | $1203939.62   | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | 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        |    844259 | PA      | $708649.77    | 0.01%             | 2037-03-25      | Variable      | 4.68%                 | 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      | $1741514.25   | 0.02%             | 2034-04-22      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72963586 | PA      | $1814597.08   | 0.02%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9946550 | PA      | $9820266.61   | 0.10%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBU0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4248306.90   | 0.04%             | 2032-10-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AC5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501120.50   | 0.02%             | 2034-04-20      | Floating      | 5.99%                 | 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      | $7441212.93   | 0.08%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11633844 | PA      | $11409616.09  | 0.12%             | 2050-12-15      | Fixed         | 3.33%                 | 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      | $8034038.02   | 0.08%             | 2040-04-01      | Fixed         | 6.92%                 | 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      | $596972.51    | 0.01%             | 2057-08-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1764665.00   | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | 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      | $1532292.92   | 0.02%             | 2049-11-01      | Fixed         | 3.85%                 | 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        |    811306 | PA      | $177972.64    | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  16294000 | PA      | $16930771.48  | 0.17%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984980.64   | 0.02%             | 2040-01-17      | Variable      | 6.65%                 | 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      | $2419011.27   | 0.02%             | 2046-08-01      | Fixed         | 0.00%                 | 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        |   7500000 | PA      | $7590018.00   | 0.08%             | 2030-09-12      | Fixed         | 6.99%                 | 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        |    226948 | PA      | $203134.42    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | 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        |     26361 | PA      | $25244.91     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | 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      | $1478803.20   | 0.02%             | 2054-07-15      | Fixed         | 2.70%                 | 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      | $2935735.85   | 0.03%             | 2055-01-15      | Variable      | 1.64%                 | 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      | $10100445.93  | 0.10%             | 2050-12-15      | Variable      | 4.46%                 | 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      | $2019210.55   | 0.02%             | 2052-07-15      | Fixed         | 3.00%                 | 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        |   5000000 | PA      | $5024909.50   | 0.05%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC           | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4857828.00   | 0.05%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $11322706.50  | 0.12%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                     | City of Detroit MI                                                               | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   8650568 | PA      | $6799057.52   | 0.07%             | 2044-04-01      | Variable      | 4.00%                 | 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      | $10500176.00  | 0.11%             | 2058-08-15      | Variable      | 5.97%                 | 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      | $12177897.28  | 0.13%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L       | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1235834.02   | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXII                                                                 | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   7160000 | PA      | $7164152.80   | 0.07%             | 2033-01-20      | Floating      | 5.83%                 | 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        |  15900000 | PA      | $16496526.66  | 0.17%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4616000 | PA      | $4566839.60   | 0.05%             | 2030-05-15      | Fixed         | 6.38%                 | 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      | $3306930.00   | 0.03%             | 2058-02-15      | Variable      | 1.13%                 | 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      | $10468364.00  | 0.11%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-B41 Mortgage Trust                                                | CUSIP: 081935AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  84876500 | PA      | $6509263.66   | 0.07%             | 2068-07-15      | Variable      | 1.21%                 | 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      | $543095.44    | 0.01%             | 2027-05-15      | Fixed         | 4.45%                 | 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      | $1520284.96   | 0.02%             | 2054-09-15      | Variable      | 1.08%                 | 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        |  64870873 | PA      | $4191955.79   | 0.04%             | 2055-09-15      | Variable      | 1.32%                 | 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      | $7601666.40   | 0.08%             | 2054-11-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130903990 | PA      | $10690863.42  | 0.11%             | 2058-02-15      | Variable      | 1.33%                 | 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      | $1168493.84   | 0.01%             | 2030-10-25      | Floating      | 6.17%                 | 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      | $3249857.47   | 0.03%             | 2057-11-15      | Variable      | 0.41%                 | 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      | $6539887.90   | 0.07%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1275708.90   | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | 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        |   2500000 | PA      | $2506130.00   | 0.03%             | 2030-01-15      | Fixed         | 4.64%                 | 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        |   1200000 | PA      | $1216256.88   | 0.01%             | 2030-08-15      | Fixed         | 5.48%                 | 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      | $6235285.20   | 0.06%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1555984.50   | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1274408.10   | 0.01%             | 2063-06-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11200000 | PA      | $11726227.52  | 0.12%             | 2057-08-15      | Variable      | 6.18%                 | 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        |  15560000 | PA      | $15623388.33  | 0.16%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4751999.66   | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2013-2R                                                               | CUSIP: 12646PDL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1601779 | PA      | $1072458.02   | 0.01%             | 2037-05-27      | Variable      | 3.89%                 | 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        |   2080453 | PA      | $1543957.04   | 0.02%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBS5<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |  10675000 | PA      | $10647309.05  | 0.11%             | 2032-10-22      | Floating      | 5.68%                 | 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      | $7569220.74   | 0.08%             | 2057-09-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4631350.50   | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $45037255.00  | 0.46%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $66592138.50  | 0.69%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $64450165.50  | 0.66%             | 2042-11-15      | Fixed         | 0.00%                 | 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        |   6708434 | PA      | $6729838.19   | 0.07%             | 2028-08-15      | Fixed         | 5.29%                 | 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      | $3017714.08   | 0.03%             | 2029-06-15      | Fixed         | 6.69%                 | 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      | $3151996.53   | 0.03%             | 2045-01-01      | Fixed         | 3.27%                 | 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      | $1537692.04   | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |  63448243 | PA      | $5343566.65   | 0.06%             | 2062-02-15      | Variable      | 1.36%                 | 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        |    528951 | PA      | $638860.84    | 0.01%             | 2036-07-25      | Floating      | 17.02%                | 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      | $1033006.00   | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   8250000 | PA      | $8348180.78   | 0.09%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44750000 | PA      | $42905810.44  | 0.44%             | 2044-02-15      | Fixed         | 4.50%                 | 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      | $13369865.72  | 0.14%             | 2112-09-01      | Fixed         | 4.67%                 | 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      | $10401108.00  | 0.11%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  16102000 | PA      | $16745705.95  | 0.17%             | 2034-01-15      | Fixed         | 5.65%                 | 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      | $5712897.30   | 0.06%             | 2057-11-15      | Variable      | 5.89%                 | 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        |   2885167 | PA      | $970566.86    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  21972000 | PA      | $20097842.45  | 0.21%             | 2111-10-01      | Fixed         | 5.25%                 | 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        |     32305 | PA      | $32833.83     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | 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        |    239308 | PA      | $195678.61    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | 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        |   7463804 | PA      | $7716963.78   | 0.08%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP           | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   5758000 | PA      | $5291647.49   | 0.05%             | 2028-10-15      | Fixed         | 4.50%                 | 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        |    770624 | PA      | $659345.97    | 0.01%             | 2036-09-25      | Variable      | 4.25%                 | 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        |   2216560 | PA      | $1931396.82   | 0.02%             | 2035-06-25      | Fixed         | 5.50%                 | 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      | $18564757.94  | 0.19%             | 2046-01-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   8698000 | PA      | $5498952.06   | 0.06%             | 2119-09-01      | Fixed         | 3.65%                 | 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      | $1473262.63   | 0.02%             | 2027-08-27      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  31678940 | PA      | $3744450.69   | 0.04%             | 2037-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136B9NY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 133438529 | PA      | $8358482.71   | 0.09%             | 2049-12-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3148761 | PA      | $3152997.02   | 0.03%             | 2028-03-15      | Fixed         | 6.14%                 | 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        |   6830246 | PA      | $6843147.27   | 0.07%             | 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      | $3500000.00   | 0.04%             | 2038-07-24      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY             | YMCA of Greater New York                                                         | CUSIP: 98425BAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5596909.52   | 0.06%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GJY5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    313573 | PA      | $300023.07    | 0.00%             | 2034-09-25      | Variable      | 5.93%                 | 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        |    299887 | PA      | $272120.51    | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | 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        |    594006 | PA      | $517090.56    | 0.01%             | 2036-05-25      | Variable      | 4.75%                 | 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        |   4361767 | PA      | $3075228.46   | 0.03%             | 2036-01-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO X Ltd                                                                | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    670432 | PA      | $670842.87    | 0.01%             | 2032-04-20      | Floating      | 5.46%                 | 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        |   1266415 | PA      | $1184820.20   | 0.01%             | 2036-06-25      | Fixed         | 6.25%                 | 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        |    308449 | PA      | $296639.51    | 0.00%             | 2037-04-25      | 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      | $179619.38    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | 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      | $470802.09    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | 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        |   1085852 | PA      | $493525.09    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | 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      | $876948.04    | 0.01%             | 2037-01-25      | Variable      | 4.90%                 | 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      | $3775273.22   | 0.04%             | 2050-09-15      | Fixed         | 4.19%                 | 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      | $239068.35    | 0.00%             | 2050-10-12      | Variable      | 0.35%                 | 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      | $9287184.00   | 0.10%             | 2072-12-15      | Variable      | 3.67%                 | 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        |  68996479 | PA      | $2090717.52   | 0.02%             | 2072-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5779547.04   | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | 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        |    483519 | PA      | $238611.19    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BGNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17468865 | PA      | $10992660.92  | 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: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24099000 | PA      | $455615.69    | 0.00%             | 2027-03-25      | Variable      | 1.49%                 | 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      | $575118.52    | 0.01%             | 2072-12-15      | Variable      | 0.38%                 | 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        |  48966650 | PA      | $1474434.79   | 0.02%             | 2056-08-10      | Variable      | 1.16%                 | 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      | $4842204.50   | 0.05%             | 2042-10-01      | Fixed         | 7.25%                 | 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      | $3900867.20   | 0.04%             | 2040-03-01      | Fixed         | 6.06%                 | 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        |   2241090 | PA      | $1094442.54   | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | 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        |   1165342 | PA      | $1052892.37   | 0.01%             | 2037-01-25      | 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        |   4061234 | PA      | $1899245.15   | 0.02%             | 2037-09-25      | Fixed         | 6.00%                 | 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      | $6437546.82   | 0.07%             | 2030-07-12      | Fixed         | 5.73%                 | 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        |   3681069 | PA      | $807665.86    | 0.01%             | 2037-08-25      | Variable      | 6.66%                 | 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      | $5670084.85   | 0.06%             | 2039-08-15      | Fixed         | 2.50%                 | 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        |   4500000 | PA      | $4615866.90   | 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      | $380194.52    | 0.00%             | 2036-06-25      | Variable      | 6.75%                 | 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        |  77898807 | PA      | $7603141.70   | 0.08%             | 2035-02-25      | Variable      | 1.63%                 | 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        | 198891828 | PA      | $4522283.04   | 0.05%             | 2034-12-25      | Variable      | 0.43%                 | 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      | $19063432.73  | 0.20%             | 2044-02-15      | Fixed         | 6.45%                 | 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      | $3266289.85   | 0.03%             | 2057-02-15      | Variable      | 1.35%                 | 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      | $6011201.80   | 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      | $8519913.92   | 0.09%             | 2035-04-18      | Floating      | 5.76%                 | 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      | $1837090.51   | 0.02%             | 2039-03-01      | Fixed         | 3.00%                 | 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        |   1985000 | PA      | $2170626.68   | 0.02%             | 2040-06-01      | Fixed         | 6.75%                 | 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        |   1872284 | PA      | $1485026.78   | 0.02%             | 2035-07-25      | Floating      | 4.94%                 | 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        |    504535 | PA      | $269074.60    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |    122887 | PA      | $124052.88    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | 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      | $297219.20    | 0.00%             | 2036-03-25      | 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        |    585404 | PA      | $544878.12    | 0.01%             | 2035-11-25      | Variable      | 4.88%                 | 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        |   1020111 | PA      | $878859.07    | 0.01%             | 2036-11-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140NUFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1739751 | PA      | $1339869.05   | 0.01%             | 2041-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $12253287.30  | 0.13%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10481000 | PA      | $9335295.27   | 0.10%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7335977.22   | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FULTON CNTY GA                 | County of Fulton GA                                                              | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2438792.99   | 0.03%             | 2039-07-01      | Fixed         | 5.15%                 | 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        |    479684 | PA      | $459817.39    | 0.00%             | 2032-08-25      | Fixed         | 3.00%                 | 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        |    793913 | PA      | $738115.86    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | 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        |   2371679 | PA      | $1986443.06   | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND         | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |  21636000 | PA      | $18104091.11  | 0.19%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5068339.40   | 0.05%             | 2046-03-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA            | Commonwealth Financing Authority                                                 | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3160000 | PA      | $2617402.72   | 0.03%             | 2042-06-01      | Fixed         | 3.53%                 | 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      | $3771891.64   | 0.04%             | 2036-06-01      | Variable      | 3.38%                 | 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        |   1894958 | PA      | $864069.25    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | 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      | $22952339.45  | 0.24%             | 2036-07-15      | Fixed         | 8.10%                 | 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      | $1607716.80   | 0.02%             | 2030-04-17      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM 29 Ltd                                                                       | CUSIP: 50201MAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5005000 | PA      | $5017352.34   | 0.05%             | 2031-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959925 | PA      | $438744.63    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | 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      | $9297702.25   | 0.10%             | 2041-05-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383AE5<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4615446.65   | 0.05%             | 2032-06-15      | Variable      | 5.00%                 | 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        |    182176 | PA      | $180012.52    | 0.00%             | 2035-01-25      | Variable      | 5.59%                 | 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        |    469001 | PA      | $412120.00    | 0.00%             | 2035-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8774687.60   | 0.09%             | 2064-11-01      | Fixed         | 5.27%                 | 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        |  15620000 | PA      | $17924370.18  | 0.18%             | 2040-05-15      | Fixed         | 7.05%                 | 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      | $23868190.16  | 0.25%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3724323.80   | 0.04%             | 2035-01-25      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1687404.16   | 0.02%             | 2038-04-15      | Floating      | 6.78%                 | 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        |    370264 | PA      | $348696.97    | 0.00%             | 2035-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Trust                                                                       | CUSIP: 36242DSV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1673251 | PA      | $1649832.21   | 0.02%             | 2034-11-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FIRSTBANK                      | FirstBank/Nashville TN                                                           | CUSIP: 33766NAJ3<br>LEI: 549300OBO7DOF2KOP535 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9500000.00   | 0.10%             | 2030-09-01      | Variable      | 4.50%                 | 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        |   4651063 | PA      | $4670930.88   | 0.05%             | 2028-12-15      | Fixed         | 6.38%                 | 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      | $19450469.06  | 0.20%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8002964.55   | 0.08%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXIX Ltd                                                              | CUSIP: 559924AQ8<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3993080.00   | 0.04%             | 2037-01-25      | Floating      | 7.02%                 | 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      | $5698324.63   | 0.06%             | 2042-10-01      | Fixed         | 0.00%                 | 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        |  10000000 | PA      | $10047105.00  | 0.10%             | 2028-07-17      | Fixed         | 5.49%                 | 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      | $34220142.23  | 0.35%             | 2040-10-01      | Fixed         | 6.02%                 | 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        |    730041 | PA      | $712537.38    | 0.01%             | 2037-07-25      | Floating      | 4.80%                 | 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        |   2960000 | PA      | $2848352.65   | 0.03%             | 2050-05-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3827694.00   | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | 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      | $8196093.63   | 0.08%             | 2034-08-22      | Fixed         | 5.55%                 | 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      | $1540323.42   | 0.02%             | 2052-05-10      | Variable      | 0.77%                 | 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      | $2972039.78   | 0.03%             | 2052-01-25      | Variable      | 2.50%                 | 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      | $8519171.18   | 0.09%             | 2040-10-01      | Fixed         | 3.05%                 | 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        |   8895592 | PA      | $8941844.53   | 0.09%             | 2028-03-15      | Fixed         | 6.57%                 | 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      | $3844872.04   | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | 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      | $6934564.49   | 0.07%             | 2034-09-06      | Fixed         | 5.45%                 | 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      | $5162238.00   | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | 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      | $7756226.63   | 0.08%             | 2046-06-01      | Fixed         | 3.00%                 | 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        |   5012352 | PA      | $3943321.84   | 0.04%             | 2047-09-25      | Variable      | 4.97%                 | 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      | $393530.30    | 0.00%             | 2050-06-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TH97<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  17425000 | PA      | $16364498.82  | 0.17%             | 2039-06-01      | Fixed         | 3.27%                 | 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      | $2934474.60   | 0.03%             | 2047-12-15      | Variable      | 4.62%                 | 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      | $326853.47    | 0.00%             | 2049-11-15      | Variable      | 0.64%                 | 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      | $9469620.87   | 0.10%             | 2054-05-15      | Fixed         | 3.10%                 | 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      | $6445142.25   | 0.07%             | 2054-06-15      | Variable      | 2.95%                 | 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      | $2549650.80   | 0.03%             | 2052-03-15      | Variable      | 0.78%                 | 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        |  77672607 | PA      | $3104278.96   | 0.03%             | 2052-09-17      | Variable      | 1.46%                 | 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      | $523395.90    | 0.01%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3891743 | PA      | $3230777.80   | 0.03%             | 2041-07-01      | Fixed         | 3.33%                 | 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        |  27960982 | PA      | $1071171.24   | 0.01%             | 2031-01-25      | Variable      | 1.10%                 | 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      | $2860862.13   | 0.03%             | 2039-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38379LUC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23796206 | PA      | $22364117.38  | 0.23%             | 2045-04-16      | Fixed         | 3.50%                 | 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      | $215363.41    | 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: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 160592339 | PA      | $6298415.47   | 0.06%             | 2030-09-25      | Variable      | 1.04%                 | 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      | $2500537.96   | 0.03%             | 2058-03-15      | Variable      | 6.01%                 | 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        |   1525133 | PA      | $958865.20    | 0.01%             | 2035-09-25      | Variable      | 5.55%                 | 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        | 236826644 | PA      | $8762491.10   | 0.09%             | 2030-11-25      | Variable      | 0.96%                 | 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      | $4900824.00   | 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: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 103992000 | PA      | $3903755.69   | 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: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12452783 | PA      | $126907.56    | 0.00%             | 2027-06-25      | Variable      | 0.91%                 | 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        | 144192799 | PA      | $948240.68    | 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: 3137FQ4D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  65686000 | PA      | $2662660.83   | 0.03%             | 2029-10-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138LL7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10731000 | PA      | $9053476.21   | 0.09%             | 2038-01-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LEFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14750000 | PA      | $9466641.45   | 0.10%             | 2046-11-01      | Fixed         | 2.44%                 | 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        |   1532325 | PA      | $1242012.23   | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | 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        |   2833219 | PA      | $2442503.80   | 0.03%             | 2037-02-25      | Variable      | 5.96%                 | 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        |    624136 | PA      | $605938.22    | 0.01%             | 2035-08-25      | Variable      | 6.50%                 | 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      | $189365.59    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC       | First Mid Bancshares Inc                                                         | CUSIP: 320866AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5235367.35   | 0.05%             | 2030-10-15      | Variable      | 3.95%                 | 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      | $7799688.53   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | 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      | $14973795.00  | 0.15%             | 2034-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH       | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |  14920000 | PA      | $10436976.11  | 0.11%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380V5S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24976979 | PA      | $19056772.82  | 0.20%             | 2048-01-20      | Fixed         | 3.00%                 | 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      | $9722721.75   | 0.10%             | 2042-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HUMANGOOD CALIFORNIA           | HumanGood California Obligated Group                                             | CUSIP: 44487HAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1784256.19   | 0.02%             | 2028-10-01      | Fixed         | 3.00%                 | 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      | $1140967.17   | 0.01%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-1                                    | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2740776 | PA      | $2741378.28   | 0.03%             | 2028-02-15      | Fixed         | 4.98%                 | 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        |   3651022 | PA      | $3653000.20   | 0.04%             | 2027-09-15      | Fixed         | 4.88%                 | 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      | $161682.04    | 0.00%             | 2035-10-25      | Fixed         | 6.00%                 | 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        |    850461 | PA      | $806050.43    | 0.01%             | 2035-11-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2011-12R                                                             | CUSIP: 12645VCA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505715 | PA      | $506359.27    | 0.01%             | 2036-07-27      | Variable      | 5.07%                 | 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      | $193212.54    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT       | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |  27078000 | PA      | $26789088.57  | 0.28%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3617985.00   | 0.04%             | 2032-07-15      | Fixed         | 6.62%                 | 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        |    510248 | PA      | $482261.05    | 0.00%             | 2035-04-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2841555.75   | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10524000 | PA      | $9470287.66   | 0.10%             | 2031-09-01      | Fixed         | 3.88%                 | 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      | $1197026.18   | 0.01%             | 2041-08-15      | Fixed         | 3.08%                 | 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        |     13606 | PA      | $13640.80     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | 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        |    266622 | PA      | $232807.02    | 0.00%             | 2035-11-25      | Variable      | 4.42%                 | 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      | $3187936.88   | 0.03%             | 2053-12-12      | Variable      | 1.03%                 | 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      | $1478685.15   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $24020446.00  | 0.25%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI       | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |  18780000 | PA      | $17509363.60  | 0.18%             | 2122-06-01      | Fixed         | 5.41%                 | 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        |   1721850 | PA      | $1638699.43   | 0.02%             | 2034-08-25      | Variable      | 5.01%                 | 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      | $2396203.47   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Jefferies & Co                 | Jefferies Resecuritization Trust 2009-R1                                         | CUSIP: 47232CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366847 | PA      | $324102.57    | 0.00%             | 2035-11-26      | Variable      | 4.42%                 | 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      | $1951467.67   | 0.02%             | 2045-04-15      | Fixed         | 4.93%                 | 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        |    295911 | PA      | $275056.85    | 0.00%             | 2034-12-25      | Variable      | 5.08%                 | 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        |   1078512 | PA      | $993556.71    | 0.01%             | 2037-06-25      | Floating      | 4.88%                 | 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        |    963586 | PA      | $889188.87    | 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        |   4863759 | PA      | $4866195.28   | 0.05%             | 2032-01-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1299617.67   | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | 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        |    421660 | PA      | $387676.65    | 0.00%             | 2035-11-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2539797.50   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | 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      | $1147431.83   | 0.01%             | 2051-12-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  11497000 | PA      | $11672126.90  | 0.12%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7967475.52   | 0.08%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 175000000 | PA      | $76395536.00  | 0.79%             | 2042-08-15      | 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      | $58368354.00  | 0.60%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $64410937.50  | 0.66%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $11925781.25  | 0.12%             | 2055-02-15      | Fixed         | 4.62%                 | 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        |    665293 | PA      | $265971.69    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | 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        |    722111 | PA      | $628016.54    | 0.01%             | 2037-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4859702.80   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | 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        |   4353953 | PA      | $4202450.61   | 0.04%             | 2033-10-25      | Variable      | 6.45%                 | 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      | $15957488.48  | 0.16%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XXII Ltd                                                                     | CUSIP: 50189GAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    835624 | PA      | $836034.77    | 0.01%             | 2028-10-20      | Floating      | 7.39%                 | 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        |    924941 | PA      | $842716.88    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVII LP                                                                      | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1653257.10   | 0.02%             | 2031-10-15      | Floating      | 6.18%                 | 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      | $2710200.60   | 0.03%             | 2031-07-16      | Floating      | 6.53%                 | 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      | $8333849.93   | 0.09%             | 2045-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES      | Michigan State University                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24213000 | PA      | $17212416.38  | 0.18%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                | ChaseFlex Trust Series 2006-2                                                    | CUSIP: 16165MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1704046 | PA      | $1561233.75   | 0.02%             | 2036-09-25      | Variable      | 4.18%                 | 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        |    472257 | PA      | $137212.88    | 0.00%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331MG6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   7100000 | PA      | $7601192.55   | 0.08%             | 2037-03-01      | Fixed         | 5.54%                 | 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      | $7507830.00   | 0.08%             | 2030-10-15      | Floating      | 5.85%                 | 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        |    933903 | PA      | $614015.13    | 0.01%             | 2035-05-25      | Fixed         | 5.50%                 | 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        |   1701117 | PA      | $923109.19    | 0.01%             | 2035-12-25      | Variable      | 3.86%                 | 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        |   1206540 | PA      | $1219004.27   | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | 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        |   3180302 | PA      | $3004177.78   | 0.03%             | 2036-11-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746650 | PA      | $273323.19    | 0.00%             | 2036-01-25      | Floating      | 4.94%                 | 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      | $5525491.50   | 0.06%             | 2045-12-15      | Fixed         | 6.75%                 | 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      | $14801980.44  | 0.15%             | 2038-06-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1547112.00   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | 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        |    534502 | PA      | $215968.59    | 0.00%             | 2035-10-25      | 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      | $1470505.68   | 0.02%             | 2036-03-25      | Fixed         | 6.00%                 | 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      | $1032596.40   | 0.01%             | 2040-10-01      | Fixed         | 5.89%                 | 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      | $4130611.91   | 0.04%             | 2041-10-01      | Fixed         | 3.00%                 | 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        |  22516377 | PA      | $1302284.18   | 0.01%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  22861000 | PA      | $18998374.12  | 0.20%             | 2114-07-01      | Fixed         | 4.68%                 | 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        |  18265000 | PA      | $14678354.92  | 0.15%             | 2040-11-01      | Fixed         | 3.09%                 | 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        |  24295000 | PA      | $27145799.60  | 0.28%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   9904000 | PA      | $9658721.50   | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  17054000 | PA      | $19683121.38  | 0.20%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10926954.00  | 0.11%             | 2034-10-23      | Variable      | 6.25%                 | 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        |   6485662 | PA      | $5546164.15   | 0.06%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1514017.78   | 0.02%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP        | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9016488.81   | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | 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      | $6008323.44   | 0.06%             | 2036-04-01      | Fixed         | 5.32%                 | 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      | $3007485.00   | 0.03%             | 2035-04-22      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd             | Elmwood CLO 19 Ltd                                                               | CUSIP: 29004YAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004141.00   | 0.01%             | 2036-10-17      | Floating      | 11.32%                | 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        |    196189 | PA      | $195530.46    | 0.00%             | 2033-08-25      | Variable      | 4.86%                 | 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      | $7556729.06   | 0.08%             | 2052-08-25      | 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        |  14871171 | PA      | $12736267.02  | 0.13%             | 2052-07-25      | 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      | $7017757.00   | 0.07%             | 2054-05-25      | Variable      | 3.00%                 | 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      | $14904723.34  | 0.15%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015712.00   | 0.04%             | 2031-10-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XIV LP                                                                       | CUSIP: 50184VAS3<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |  13215000 | PA      | $13224831.96  | 0.14%             | 2031-07-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP          | Independent Bank Corp                                                            | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11847809.34  | 0.12%             | 2035-04-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2990371.50   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | 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      | $3500680.75   | 0.04%             | 2044-08-15      | Fixed         | 7.38%                 | 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      | $5154205.65   | 0.05%             | 2049-12-15      | Variable      | 3.64%                 | 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      | $1485062.10   | 0.02%             | 2028-07-17      | Fixed         | 2.90%                 | 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        |    738212 | PA      | $739744.66    | 0.01%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-2                                                     | CUSIP: 52520MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495660 | PA      | $228855.58    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746650 | PA      | $47439.39     | 0.00%             | 2036-01-25      | Floating      | 0.31%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6656897.80   | 0.07%             | 2031-01-15      | Fixed         | 4.38%                 | 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      | $14536098.91  | 0.15%             | 2042-08-01      | Fixed         | 6.60%                 | 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      | $10498098.96  | 0.11%             | 2031-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494762PA9<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |   5385000 | PA      | $4221440.97   | 0.04%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XIV LP                                                                       | CUSIP: 50184VAT1<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6020862.00   | 0.06%             | 2031-07-20      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6938826 | PA      | $3239215.41   | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | 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      | $570051.13    | 0.01%             | 2040-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3110907.00   | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | 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      | $19791104.76  | 0.20%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777QA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1012368.53   | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | 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        |   2780744 | PA      | $2778145.75   | 0.03%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    429217 | PA      | $429533.84    | 0.00%             | 2027-10-15      | Fixed         | 6.31%                 | 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        |   5000000 | PA      | $5046101.00   | 0.05%             | 2028-08-15      | Fixed         | 6.51%                 | 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      | $2723665.12   | 0.03%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MFA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343487 | PA      | $154983.09    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097435 | PA      | $958657.01    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | 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      | $8406868.10   | 0.09%             | 2027-08-31      | Fixed         | 3.38%                 | 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      | $3635952.73   | 0.04%             | 2031-05-15      | Fixed         | 4.15%                 | 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        |  12755000 | PA      | $13094314.89  | 0.14%             | 2040-06-01      | Fixed         | 5.73%                 | 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        |     69849 | PA      | $66775.09     | 0.00%             | 2034-05-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK C              | SOUTHSTATE BANK CORP                                                             | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10857266.49  | 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      | $7990626.67   | 0.08%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2291034 | PA      | $485986.74    | 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      | $202105.49    | 0.00%             | 2030-05-15      | Fixed         | 1.88%                 | 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      | $1879785.40   | 0.02%             | 2035-03-25      | Fixed         | 5.50%                 | 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      | $92812.74     | 0.00%             | 2036-05-25      | Floating      | 4.89%                 | 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      | $10012350.00  | 0.10%             | 2032-04-15      | Floating      | 6.07%                 | 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        |    478543 | PA      | $271449.49    | 0.00%             | 2036-05-25      | Variable      | 3.89%                 | 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        |   3570745 | PA      | $3349122.76   | 0.03%             | 2037-07-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                | Synovus Bank/Columbus GA                                                         | CUSIP: 87164DSE1<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5963983.08   | 0.06%             | 2030-10-29      | Variable      | 4.00%                 | 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      | $15704227.95  | 0.16%             | 2040-06-01      | Fixed         | 5.81%                 | 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        |   4140000 | PA      | $4318740.77   | 0.04%             | 2040-05-15      | Fixed         | 5.98%                 | 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      | $2010824.80   | 0.02%             | 2030-02-15      | Fixed         | 4.98%                 | 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        |   3913363 | PA      | $3920093.93   | 0.04%             | 2030-08-15      | Fixed         | 5.28%                 | 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        |   6653798 | PA      | $6683656.00   | 0.07%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML11 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  32948176 | PA      | $1599963.41   | 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      | $8181562.89   | 0.08%             | 2046-07-25      | Fixed         | 3.00%                 | 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        |  18645000 | PA      | $19236525.68  | 0.20%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST DEV BANK SPL OB | Mississippi Development Bank                                                     | CUSIP: 60534QUE9<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   4730000 | PA      | $4801246.57   | 0.05%             | 2036-10-01      | Fixed         | 5.46%                 | 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      | $9268801.00   | 0.10%             | 2028-11-15      | Fixed         | 3.15%                 | 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      | $767110.66    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | 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        |  96616991 | PA      | $662599.32    | 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: 3137FG6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 239965218 | PA      | $2200553.04   | 0.02%             | 2033-04-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| MERCANTILE BANK CORP           | Mercantile Bank Corp                                                             | CUSIP: 587376AE4<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6423701.13   | 0.07%             | 2032-01-30      | Variable      | 3.25%                 | 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        |   1599513 | PA      | $560972.32    | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | 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      | $3479118.97   | 0.04%             | 2054-10-15      | Variable      | 0.52%                 | 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        |   4785000 | PA      | $3149371.68   | 0.03%             | 2037-10-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1051183.47   | 0.01%             | 2034-06-01      | Variable      | 6.47%                 | 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      | $2168516.57   | 0.02%             | 2044-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   4763000 | PA      | $4717311.40   | 0.05%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   9816000 | PA      | $9236979.68   | 0.10%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2537569.09   | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522400.67   | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | 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      | $15316276.50  | 0.16%             | 2037-01-22      | Floating      | 5.93%                 | 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      | $5259738.75   | 0.05%             | 2029-10-20      | Floating      | 6.38%                 | 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        | 327123856 | PA      | $2056137.00   | 0.02%             | 2028-10-25      | Variable      | 0.33%                 | 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      | $954566.78    | 0.01%             | 2029-03-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXVII Ltd                                                             | CUSIP: 55952CAA3<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500964.50   | 0.02%             | 2036-10-20      | Floating      | 11.33%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXII Ltd                                                              | CUSIP: 55953WAU4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500000.00   | 0.04%             | 2037-10-15      | Floating      | 0.00%                 | 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      | $3650951.38   | 0.04%             | 2038-04-20      | Floating      | 11.53%                | 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      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008631.00   | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2871767.92   | 0.03%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIV Ltd                                                               | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012171.00   | 0.03%             | 2035-04-15      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.          | Marble Point CLO XV Ltd                                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   4022780 | PA      | $4019139.77   | 0.04%             | 2032-07-23      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $3484227.34   | 0.04%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3946045.16   | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | 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      | $1008739.00   | 0.01%             | 2037-04-23      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   8825000 | PA      | $8584715.55   | 0.09%             | 2028-02-15      | Fixed         | 3.88%                 | 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      | $1216313.23   | 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      | $2152999.68   | 0.02%             | 2029-09-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $8972785.78   | 0.09%             | 2036-07-15      | Fixed         | 3.85%                 | 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        |   7615000 | PA      | $5814254.30   | 0.06%             | 2042-06-15      | Fixed         | 3.14%                 | 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      | $2152337.40   | 0.02%             | 2042-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   5399000 | PA      | $5549443.14   | 0.06%             | 2032-10-15      | Fixed         | 6.62%                 | 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        |  30000000 | PA      | $15647268.00  | 0.16%             | 2039-12-15      | Fixed         | 0.00%                 | 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      | $3984657.24   | 0.04%             | 2030-01-22      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH       | Oklahoma Development Finance Authority                                           | CUSIP: 6789084H4<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   9096301 | PA      | $9273494.53   | 0.10%             | 2042-10-01      | Fixed         | 5.27%                 | 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      | $7796239.50   | 0.08%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673B76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4115000 | PA      | $3065203.83   | 0.03%             | 2038-04-01      | 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        |    251790 | PA      | $211167.66    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | 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        | 170011339 | PA      | $4844847.12   | 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: 3137FQXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20050000 | PA      | $217131.48    | 0.00%             | 2026-10-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709225AY2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   9830000 | PA      | $7692499.92   | 0.08%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1365656.86   | 0.01%             | 2039-04-01      | Fixed         | 2.50%                 | 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      | $9389343.60   | 0.10%             | 2028-01-01      | Fixed         | 4.10%                 | 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      | $2946327.30   | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | 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      | $4707484.06   | 0.05%             | 2030-03-25      | Variable      | 1.78%                 | 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        | 151171171 | PA      | $8408578.90   | 0.09%             | 2030-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAD9<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $8926005.73   | 0.09%             | 2035-09-15      | Variable      | 4.50%                 | 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        |   4386866 | PA      | $4405030.00   | 0.05%             | 2028-12-15      | Fixed         | 5.32%                 | 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      | $151480.92    | 0.00%             | 2037-04-25      | Variable      | 6.42%                 | 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      | $4232205.25   | 0.04%             | 2041-07-01      | Fixed         | 0.00%                 | 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        | 107417998 | PA      | $5921449.38   | 0.06%             | 2030-07-25      | Variable      | 1.52%                 | 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      | $3803633.44   | 0.04%             | 2028-07-25      | Variable      | 1.33%                 | 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      | $16568202.23  | 0.17%             | 2040-10-01      | Fixed         | 5.82%                 | 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        |   4872734 | PA      | $4852780.89   | 0.05%             | 2029-07-16      | Fixed         | 3.76%                 | 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      | $1859808.00   | 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        | 103982976 | PA      | $2049005.34   | 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        | 253988868 | PA      | $4531085.20   | 0.05%             | 2033-08-25      | Variable      | 0.38%                 | 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      | $8052217.34   | 0.08%             | 2031-08-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10068890.00  | 0.10%             | 2040-03-12      | Variable      | 6.25%                 | 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        |   2093919 | PA      | $785268.91    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | 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        |    529232 | PA      | $501985.47    | 0.01%             | 2035-02-25      | Variable      | 5.65%                 | 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        |   6613594 | PA      | $2594841.54   | 0.03%             | 2036-11-25      | Fixed         | 6.25%                 | 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      | $3194905.30   | 0.03%             | 2041-08-15      | Fixed         | 2.50%                 | 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      | $2003354.15   | 0.02%             | 2043-12-01      | Fixed         | 3.20%                 | 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      | $6587417.20   | 0.07%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL              | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $8603158.00   | 0.09%             | 2031-05-15      | Fixed         | 4.00%                 | 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      | $3543950.90   | 0.04%             | 2029-12-17      | Fixed         | 5.64%                 | 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      | $1233433.74   | 0.01%             | 2028-10-01      | Fixed         | 0.00%                 | 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      | $5389562.55   | 0.06%             | 2032-05-31      | Fixed         | 7.75%                 | 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      | $3322606.30   | 0.03%             | 2030-02-15      | Fixed         | 6.03%                 | 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      | $3546018.00   | 0.04%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBJ8<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5122251.30   | 0.05%             | 2031-10-15      | Floating      | 6.73%                 | 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      | $24573399.75  | 0.25%             | 2040-01-01      | Fixed         | 7.41%                 | 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      | $4568935.08   | 0.05%             | 2036-01-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673B84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4195000 | PA      | $3016193.25   | 0.03%             | 2039-04-01      | Fixed         | 2.00%                 | 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        |   2225108 | PA      | $1867871.69   | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2116450.00   | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | 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      | $10142224.00  | 0.10%             | 2029-03-15      | Fixed         | 5.12%                 | 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        |   2295029 | PA      | $857692.13    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | 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      | $19957700.00  | 0.21%             | 2034-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| NICOLET BANKSHARES INC         | Nicolet Bankshares Inc                                                           | CUSIP: 65406EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3776344.68   | 0.04%             | 2031-07-15      | Variable      | 3.12%                 | 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      | $4070953.80   | 0.04%             | 2030-02-01      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   5981000 | PA      | $5408926.44   | 0.06%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC       | Southside Bancshares Inc                                                         | CUSIP: 84470PAF6<br>LEI: 549300TC83207VQA2K65 | Long             | SN               | CORP              | US        |   5000000 | PA      | $4977189.75   | 0.05%             | 2030-11-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378819.84    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | 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        |    709574 | PA      | $638864.94    | 0.01%             | 2037-10-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.           | NYACK Park CLO Ltd                                                               | CUSIP: 67080PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1325000 | PA      | $1330306.63   | 0.01%             | 2034-10-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                 | Octagon 66 Ltd                                                                   | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25800000 | PA      | $25834391.40  | 0.27%             | 2036-11-16      | Floating      | 5.94%                 | 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        |    567663 | PA      | $526635.09    | 0.01%             | 2035-12-25      | Fixed         | 5.75%                 | 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        |   1310857 | PA      | $1224943.52   | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                 | Octagon 66 Ltd                                                                   | CUSIP: 67577WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007450.00   | 0.01%             | 2036-11-16      | Floating      | 9.28%                 | 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      | $1500298.50   | 0.02%             | 2031-01-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3832447.50   | 0.04%             | 2033-08-01      | Fixed         | 6.25%                 | 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        |     84216 | PA      | $71813.17     | 0.00%             | 2036-02-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XXIII Ltd                                                           | CUSIP: 87167NDN2<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8727250.00   | 0.09%             | 2034-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK NA          | Texas Capital Bank NA                                                            | CUSIP: 88224PJS9<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5245420.06   | 0.05%             | 2026-01-31      | Fixed         | 5.25%                 | 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      | $2254853.82   | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | 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      | $2714200.43   | 0.03%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                       | State of Texas                                                                   | CUSIP: 882724WD5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $2677649.05   | 0.03%             | 2037-08-01      | Fixed         | 2.12%                 | 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      | $2187650.38   | 0.02%             | 2042-12-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA PENSN OBLIG         | City of Ontario CA                                                               | CUSIP: 68304FAW6<br>LEI: 254900FN91TH1F225693 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2662446.00   | 0.03%             | 2038-06-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10849301.80  | 0.11%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TOWNEBANK/PORTSMOUTH VA        | Towne Bank/Portsmouth VA                                                         | CUSIP: 89214PDD8<br>LEI: 54930039UO39UJGI7078 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4263277.52   | 0.04%             | 2032-02-15      | Variable      | 3.12%                 | 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      | $582498.60    | 0.01%             | 2041-09-01      | Fixed         | 2.86%                 | 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      | $5213377.70   | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | 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      | $4221037.28   | 0.04%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL  | Triborough Bridge & Tunnel Authority                                             | CUSIP: 89602NUN2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  29655000 | PA      | $30262764.40  | 0.31%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $63539847.00  | 0.66%             | 2043-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  37685000 | PA      | $40719927.56  | 0.42%             | 2039-12-01      | Fixed         | 6.11%                 | 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      | $19768636.00  | 0.20%             | 2049-06-01      | Fixed         | 5.53%                 | 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      | $17556606.29  | 0.18%             | 2119-02-15      | Fixed         | 3.61%                 | 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      | $19137865.46  | 0.20%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC        | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |  12924000 | PA      | $9029086.11   | 0.09%             | 2042-01-01      | Fixed         | 2.72%                 | 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      | $1391921.99   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6226919.24   | 0.06%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                   | Regions Bank/Birmingham AL                                                       | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |  15677000 | PA      | $16949573.73  | 0.17%             | 2037-06-26      | Fixed         | 6.45%                 | 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      | $9983110.00   | 0.10%             | 2034-07-15      | Floating      | 5.67%                 | 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        |    819618 | PA      | $717503.27    | 0.01%             | 2037-05-25      | Variable      | 3.88%                 | 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      | $1672.52      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | 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        |  25116000 | PA      | $26336351.28  | 0.27%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST UNIV             | Washington State University                                                      | CUSIP: 9400932L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4613404.80   | 0.05%             | 2041-04-01      | Fixed         | 7.40%                 | 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        |   1018251 | PA      | $993976.72    | 0.01%             | 2036-12-25      | Variable      | 6.92%                 | 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        |   2292972 | PA      | $763940.24    | 0.01%             | 2036-10-25      | Variable      | 4.11%                 | 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        |   1175929 | PA      | $1009513.25   | 0.01%             | 2036-06-25      | 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        |   1019974 | PA      | $752641.35    | 0.01%             | 2036-07-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2015-C28                                   | CUSIP: 94989JBF2<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |    690592 | PA      | $658672.64    | 0.01%             | 2048-05-15      | Variable      | 4.28%                 | 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      | $4958507.97   | 0.05%             | 2057-08-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $2019617.17   | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | 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        |  16434179 | PA      | $1308318.41   | 0.01%             | 2037-01-25      | Floating      | 1.21%                 | 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      | $20719902.00  | 0.21%             | 2039-12-01      | Fixed         | 5.75%                 | 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      | $6859093.78   | 0.07%             | 2040-12-01      | Fixed         | 5.62%                 | 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      | $797168.90    | 0.01%             | 2040-02-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $28781027.25  | 0.30%             | 2044-11-15      | Fixed         | 0.00%                 | 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        |    390032 | PA      | $344371.68    | 0.00%             | 2037-04-25      | Variable      | 6.29%                 | 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      | $1848540.03   | 0.02%             | 2053-02-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 181873513 | PA      | $5683238.11   | 0.06%             | 2057-04-15      | Variable      | 0.98%                 | 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      | $10233988.00  | 0.11%             | 2056-04-15      | Fixed         | 5.75%                 | 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      | $5071965.00   | 0.05%             | 2030-03-15      | Fixed         | 5.68%                 | 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      | $1300892.60   | 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        |   2105589 | PA      | $2078699.76   | 0.02%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7386708.00   | 0.08%             | 2057-06-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $906003.40    | 0.01%             | 2057-08-15      | Fixed         | 4.00%                 | 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      | $10476040.00  | 0.11%             | 2057-04-15      | Variable      | 6.09%                 | 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      | $7500000.00   | 0.08%             | 2035-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6208717.20   | 0.06%             | 2057-08-15      | Variable      | 7.00%                 | 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      | $12696502.85  | 0.13%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-3                                    | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    363821 | PA      | $364028.37    | 0.00%             | 2027-10-15      | Fixed         | 5.61%                 | 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      | $5180608.00   | 0.05%             | 2031-03-17      | Fixed         | 6.40%                 | 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        |  61137376 | PA      | $3398284.38   | 0.04%             | 2030-01-25      | Variable      | 1.64%                 | 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        |  45373411 | PA      | $2634534.49   | 0.03%             | 2030-01-25      | Variable      | 1.70%                 | 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      | $4777112.70   | 0.05%             | 2054-11-15      | Fixed         | 2.86%                 | 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      | $1527094.11   | 0.02%             | 2028-11-15      | Fixed         | 6.79%                 | 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      | $8735978.04   | 0.09%             | 2029-09-17      | Fixed         | 5.55%                 | 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      | $7108675.70   | 0.07%             | 2031-03-17      | Fixed         | 5.04%                 | 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      | $9599381.80   | 0.10%             | 2031-02-18      | Fixed         | 5.69%                 | 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      | $6180208.99   | 0.06%             | 2054-09-25      | Variable      | 2.50%                 | 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      | $5407473.75   | 0.06%             | 2068-07-15      | Fixed         | 5.75%                 | 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      | $2375695.76   | 0.02%             | 2040-08-01      | Fixed         | 0.00%                 | 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      | $10000000.00  | 0.10%             | 2031-04-20      | Floating      | 5.68%                 | 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      | $4991550.00   | 0.05%             | 2032-05-29      | Floating      | 5.50%                 | 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      | $2422697.69   | 0.02%             | 2053-08-15      | Variable      | 0.81%                 | 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      | $5000000.00   | 0.05%             | 2033-07-15      | Floating      | 5.79%                 | 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        |    470403 | PA      | $339698.40    | 0.00%             | 2037-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   8646000 | PA      | $8060594.04   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | 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        |    499270 | PA      | $492330.88    | 0.01%             | 2035-10-25      | Fixed         | 5.50%                 | 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      | $1717479.14   | 0.02%             | 2058-02-15      | Variable      | 2.35%                 | 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      | $1155422.10   | 0.01%             | 2041-04-01      | Fixed         | 2.96%                 | 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      | $6351143.00   | 0.07%             | 2030-10-15      | Floating      | 5.97%                 | 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      | $10500000.00  | 0.11%             | 2033-01-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2021-3                                     | CUSIP: 96043JAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10030000 | PA      | $9994692.39   | 0.10%             | 2027-04-15      | Fixed         | 3.42%                 | 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      | $6394230.51   | 0.07%             | 2029-02-15      | Fixed         | 5.65%                 | 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      | $4741758.75   | 0.05%             | 2031-10-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd             | Elmwood CLO 21 Ltd                                                               | CUSIP: 289907AN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16070000 | PA      | $16079802.70  | 0.17%             | 2036-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS       | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5597741.86   | 0.06%             | 2028-08-15      | Fixed         | 4.38%                 | 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      | $8166122.72   | 0.08%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2959275 | PA      | $2961008.27   | 0.03%             | 2027-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP         | Synovus Financial Corp                                                           | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4194294.48   | 0.04%             | 2029-02-07      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC            | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   5241000 | PA      | $4798369.25   | 0.05%             | 2031-10-15      | Fixed         | 3.88%                 | 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      | $10067631.00  | 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      | $7190576.03   | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES       | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |  10942000 | PA      | $10769817.45  | 0.11%             | 2031-05-06      | Variable      | 4.00%                 | 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      | $1123540.52   | 0.01%             | 2041-02-01      | Fixed         | 2.96%                 | 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        |    209929 | PA      | $133289.75    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                 | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9944575.30   | 0.10%             | 2065-10-15      | Fixed         | 5.65%                 | 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      | $4121206.31   | 0.04%             | 2031-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $62660572.50  | 0.65%             | 2043-05-15      | Fixed         | 0.00%                 | 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        |    781669 | PA      | $738433.68    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | 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        |   1384871 | PA      | $1071701.72   | 0.01%             | 2037-02-25      | Floating      | 4.76%                 | 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        |   1142295 | PA      | $909694.05    | 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        |    136309 | PA      | $117019.05    | 0.00%             | 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        |    407632 | PA      | $352734.99    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | 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        |   1079711 | PA      | $612005.72    | 0.01%             | 2035-09-25      | Variable      | 5.24%                 | 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      | $5502472.11   | 0.06%             | 2053-07-15      | Variable      | 1.23%                 | 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      | $2575070.88   | 0.03%             | 2053-08-15      | Fixed         | 2.50%                 | 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        |  16434179 | PA      | $3888348.09   | 0.04%             | 2037-01-25      | Floating      | 5.04%                 | 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      | $846376.91    | 0.01%             | 2039-07-01      | Fixed         | 0.00%                 | 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        | 105037120 | PA      | $7777757.12   | 0.08%             | 2058-02-15      | Variable      | 1.24%                 | 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      | $7066841.60   | 0.07%             | 2030-03-15      | Fixed         | 5.62%                 | 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        |   3953414 | PA      | $3972472.57   | 0.04%             | 2027-12-15      | Fixed         | 6.44%                 | 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        |  10000000 | PA      | $10066344.00  | 0.10%             | 2027-11-15      | Fixed         | 5.55%                 | 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        |   7211320 | PA      | $7244521.46   | 0.07%             | 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        |   7746069 | PA      | $7764619.57   | 0.08%             | 2028-01-17      | Fixed         | 5.95%                 | 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      | $5075928.00   | 0.05%             | 2030-12-16      | Fixed         | 5.47%                 | 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      | $3584008.40   | 0.04%             | 2030-08-15      | Fixed         | 5.64%                 | 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      | $4631272.43   | 0.05%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8902000 | PA      | $10125709.25  | 0.10%             | 2040-02-01      | Fixed         | 6.75%                 | 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        |   3387045 | PA      | $3199113.98   | 0.03%             | 2035-12-25      | Variable      | 5.11%                 | 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        |    322987 | PA      | $287502.81    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO      | Wellington Management CLO 1 Ltd                                                  | CUSIP: 94957JAC8<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3257270.25   | 0.03%             | 2036-10-20      | Floating      | 6.78%                 | 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        |    917313 | PA      | $911793.62    | 0.01%             | 2036-04-25      | Variable      | 6.68%                 | 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      | $2913966.88   | 0.03%             | 2052-06-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| WSTRN MI SCH DIST              | Western School District                                                          | CUSIP: 959452LZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1149791.25   | 0.01%             | 2040-05-01      | Fixed         | 2.90%                 | 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      | $2834263.24   | 0.03%             | 2028-09-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4188397.72   | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | 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        |   1446321 | PA      | $1446718.66   | 0.01%             | 2031-07-26      | Floating      | 5.68%                 | 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      | $4967933.85   | 0.05%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7790000 | PA      | $8237456.04   | 0.08%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $8035061.25   | 0.08%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $2986320.04   | 0.03%             | 2064-03-15      | Fixed         | 2.50%                 | 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      | $3206721.86   | 0.03%             | 2054-04-15      | Variable      | 0.78%                 | 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      | $4841319.00   | 0.05%             | 2054-07-15      | Fixed         | 2.35%                 | 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      | $2026460.30   | 0.02%             | 2054-12-15      | Variable      | 1.26%                 | 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      | $9221186.25   | 0.10%             | 2035-01-15      | Floating      | 5.77%                 | 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      | $2161534.92   | 0.02%             | 2052-11-15      | Variable      | 0.47%                 | 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      | $5223759.00   | 0.05%             | 2057-09-15      | Variable      | 5.84%                 | 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      | $10487458.00  | 0.11%             | 2062-02-15      | Fixed         | 5.93%                 | 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      | $300419.12    | 0.00%             | 2036-11-25      | Variable      | 4.17%                 | 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      | $1324096.15   | 0.01%             | 2052-08-15      | Variable      | 0.57%                 | 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        |   4553090 | PA      | $4590026.71   | 0.05%             | 2030-03-20      | Fixed         | 5.23%                 | 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      | $12321392.40  | 0.13%             | 2056-04-15      | Fixed         | 5.63%                 | 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      | $10502483.00  | 0.11%             | 2057-11-15      | Variable      | 6.20%                 | 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      | $3044039.40   | 0.03%             | 2028-08-21      | Fixed         | 4.98%                 | 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      | $11100559.50  | 0.11%             | 2028-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BEXAR CNTY TX REVENUE          | County of Bexar TX                                                               | CUSIP: 088518PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1575000 | PA      | $1187158.93   | 0.01%             | 2041-08-15      | Fixed         | 3.03%                 | 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      | $6674131.58   | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | 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      | $5073582.00   | 0.05%             | 2031-10-15      | Fixed         | 5.09%                 | 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        |   1430411 | PA      | $1433106.89   | 0.01%             | 2027-12-15      | Fixed         | 6.51%                 | 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        |   3118447 | PA      | $3133004.08   | 0.03%             | 2028-04-17      | Fixed         | 6.58%                 | 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      | $537419.74    | 0.01%             | 2027-05-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61971517 | PA      | $2975134.80   | 0.03%             | 2058-07-15      | Variable      | 1.33%                 | 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        |   2146353 | PA      | $2157970.71   | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | 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        |    523667 | PA      | $517700.80    | 0.01%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-4                                       | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259546 | PA      | $259563.95    | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7695264.64   | 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      | $2992787.55   | 0.03%             | 2039-05-01      | Fixed         | 0.00%                 | 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      | $7850047.85   | 0.08%             | 2031-05-15      | Fixed         | 5.09%                 | 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        |  48312456 | PA      | $2002010.19   | 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: 3137F9Z38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89626000 | PA      | $3942432.64   | 0.04%             | 2031-01-25      | Variable      | 1.03%                 | 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        | 320773921 | PA      | $8146502.80   | 0.08%             | 2031-01-25      | Variable      | 0.67%                 | 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      | $1450348.47   | 0.01%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634111 | PA      | $1554429.75   | 0.02%             | 2037-06-25      | Fixed         | 5.75%                 | 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        |  49398513 | PA      | $53286.18     | 0.00%             | 2026-02-25      | Variable      | 0.80%                 | 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        |  67257372 | PA      | $1958467.41   | 0.02%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC         | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |  14014000 | PA      | $13608141.95  | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC           | Hilltop Holdings Inc                                                             | CUSIP: 432748AE1<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $11127373.96  | 0.11%             | 2035-05-15      | Variable      | 6.12%                 | 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      | $4083988.00   | 0.04%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1816820.85   | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   8772000 | PA      | $8416110.31   | 0.09%             | 2029-06-01      | Fixed         | 3.88%                 | 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        |   8045000 | PA      | $8733816.12   | 0.09%             | 2049-08-01      | Fixed         | 6.75%                 | 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        |  11355000 | PA      | $11375155.13  | 0.12%             | 2029-10-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2752312.75   | 0.03%             | 2035-01-25      | Floating      | 10.88%                | 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        |     92551 | PA      | $91074.15     | 0.00%             | 2026-05-25      | 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      | $7304002.30   | 0.08%             | 2061-05-12      | Fixed         | 3.25%                 | 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      | $2991786.00   | 0.03%             | 2031-07-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.        | Allegany Park CLO Ltd                                                            | CUSIP: 017154AS4<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.04%             | 2035-01-20      | Floating      | 7.43%                 | 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        |   1207191 | PA      | $998228.73    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | 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        |    908051 | PA      | $750869.78    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | 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      | $8040328.00   | 0.08%             | 2028-08-14      | Fixed         | 5.66%                 | 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        |   6875000 | PA      | $6944011.25   | 0.07%             | 2031-08-12      | Fixed         | 5.09%                 | 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        |      2701 | PA      | $2781.97      | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | 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        |    661135 | PA      | $623964.98    | 0.01%             | 2035-04-25      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.  | Invesco US CLO 2024-1 Ltd                                                        | CUSIP: 46148JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8014720.00   | 0.08%             | 2037-04-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite 50 Ltd                                                                 | CUSIP: 55956MAL3<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1400000.00   | 0.01%             | 2038-07-25      | Floating      | 8.21%                 | 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      | $1488413.55   | 0.02%             | 2043-01-01      | Fixed         | 5.93%                 | 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        |    807117 | PA      | $706115.49    | 0.01%             | 2046-07-25      | Fixed         | 6.00%                 | 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        |    637512 | PA      | $518653.07    | 0.01%             | 2037-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7376541.20   | 0.08%             | 2058-03-15      | Variable      | 6.03%                 | 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        |   2617175 | PA      | $2291699.75   | 0.02%             | 2036-07-20      | Variable      | 5.41%                 | 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        |   5655686 | PA      | $5735677.97   | 0.06%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2022-1                              | CUSIP: 02530WAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11994460.80  | 0.12%             | 2028-03-13      | Fixed         | 3.64%                 | 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        |    223585 | PA      | $187250.64    | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2718525.83   | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | 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        |   1845655 | PA      | $1652038.27   | 0.02%             | 2046-05-25      | Fixed         | 6.50%                 | 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        |    340047 | PA      | $296693.53    | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 115007203 | PA      | $3542681.88   | 0.04%             | 2053-02-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6400000 | PA      | $6053482.88   | 0.06%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BANK OZK                       | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $13427625.00  | 0.14%             | 2031-10-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK50                                                                  | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5700000 | PA      | $5991996.18   | 0.06%             | 2068-05-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6365000 | PA      | $5478873.61   | 0.06%             | 2064-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4140858 | PA      | $3900589.53   | 0.04%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-1                              | CUSIP: 02531AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755868 | PA      | $756140.74    | 0.01%             | 2027-11-12      | Fixed         | 5.60%                 | 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        |   5750000 | PA      | $5757579.65   | 0.06%             | 2027-12-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4609657.18   | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | 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      | $2181458.42   | 0.02%             | 2032-07-20      | Floating      | 6.00%                 | 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        |    714669 | PA      | $228508.52    | 0.00%             | 2037-02-25      | Variable      | 3.69%                 | 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        |   2847503 | PA      | $1838225.69   | 0.02%             | 2035-11-25      | Variable      | 4.61%                 | 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      | $1641663.01   | 0.02%             | 2054-08-15      | Variable      | 1.07%                 | 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      | $1864951.81   | 0.02%             | 2055-03-15      | Variable      | 1.73%                 | 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        |    888098 | PA      | $651998.37    | 0.01%             | 2036-02-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                   | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2745603.00   | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4179100.00   | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | 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      | $1122388.11   | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |     36326 | PA      | $33938.93     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | 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      | $1213457.43   | 0.01%             | 2036-12-25      | Floating      | 6.00%                 | 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      | $2693425.89   | 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: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 139803174 | PA      | $5034815.58   | 0.05%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                       | State of Texas                                                                   | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  39005000 | PA      | $40743125.21  | 0.42%             | 2039-04-01      | Fixed         | 5.52%                 | 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      | $3234075.00   | 0.03%             | 2034-04-15      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $8368697.18   | 0.09%             | 2029-10-15      | Fixed         | 4.00%                 | 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      | $1344003.11   | 0.01%             | 2051-10-15      | Variable      | 0.41%                 | 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      | $10434848.00  | 0.11%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATN LLC        | Brazos Securitization LLC                                                        | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9124121.67   | 0.09%             | 2050-09-01      | Fixed         | 5.41%                 | 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      | $667439.75    | 0.01%             | 2028-08-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $60051862.50  | 0.62%             | 2044-02-15      | Fixed         | 0.00%                 | 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      | $3813946.50   | 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: 3137HHJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 304814604 | PA      | $14081398.34  | 0.15%             | 2034-09-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XII                                                                   | CUSIP: 03764FAD8<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4974669.98   | 0.05%             | 2031-04-15      | Floating      | 9.98%                 | 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      | $1388087.61   | 0.01%             | 2055-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  93890322 | NS      | $93890322.06  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2034735.24   | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | 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      | $496909.65    | 0.01%             | 2050-02-10      | Variable      | 0.70%                 | 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        |   1426568 | PA      | $661819.96    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | 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        |   4841648 | PA      | $2246160.19   | 0.02%             | 2037-05-25      | Fixed         | 5.75%                 | 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        |    166432 | PA      | $153313.32    | 0.00%             | 2035-04-25      | Fixed         | 7.50%                 | 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        |    856781 | PA      | $482742.36    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | 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        |   1221652 | PA      | $1224429.00   | 0.01%             | 2034-10-25      | Fixed         | 6.00%                 | 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        |   6250000 | PA      | $6321602.50   | 0.07%             | 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      | $6337406.15   | 0.07%             | 2030-02-15      | Fixed         | 3.38%                 | 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      | $3168532.20   | 0.03%             | 2045-08-01      | Fixed         | 5.25%                 | 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        | 114126804 | PA      | $7124126.05   | 0.07%             | 2057-11-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| CENTRAL PACIFIC FIN CORP       | Central Pacific Financial Corp                                                   | CUSIP: 154760AC6<br>LEI: 549300W3YEAOZ4KGG849 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4929970.50   | 0.05%             | 2030-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231400.48    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | 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        | 116150976 | PA      | $8390003.12   | 0.09%             | 2057-05-15      | Variable      | 1.24%                 | 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      | $5929531.31   | 0.06%             | 2057-07-15      | Variable      | 0.55%                 | 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      | $1739573.20   | 0.02%             | 2055-02-17      | Variable      | 3.62%                 | 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      | $4783532.40   | 0.05%             | 2058-02-15      | Fixed         | 5.68%                 | 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        |    654885 | PA      | $649821.81    | 0.01%             | 2033-04-25      | Fixed         | 6.50%                 | 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      | $5328985.95   | 0.05%             | 2044-10-01      | Fixed         | 0.00%                 | 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        |    345154 | PA      | $301800.68    | 0.00%             | 2046-10-20      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29969467 | PA      | $1314409.87   | 0.01%             | 2063-03-15      | Variable      | 1.09%                 | 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      | $5780906.25   | 0.06%             | 2030-04-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                   | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2511797.50   | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $59203734.00  | 0.61%             | 2044-05-15      | Fixed         | 0.00%                 | 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      | $9152218.73   | 0.09%             | 2049-08-10      | Fixed         | 3.18%                 | 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        |   1051834 | PA      | $969254.47    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TZD8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   5215000 | PA      | $3982134.37   | 0.04%             | 2045-06-15      | Fixed         | 3.56%                 | 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      | $9517276.95   | 0.10%             | 2052-07-15      | Fixed         | 4.13%                 | 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        |  47997431 | PA      | $2183052.75   | 0.02%             | 2058-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                      | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   9500000 | PA      | $8542017.91   | 0.09%             | 2037-01-12      | Variable      | 3.35%                 | 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      | $7699341.79   | 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        | 149981550 | PA      | $7150505.40   | 0.07%             | 2058-03-15      | Variable      | 0.83%                 | 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        |     98571 | PA      | $100103.35    | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3117124.75   | 0.03%             | 2052-12-15      | Fixed         | 3.46%                 | 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      | $5232705.00   | 0.05%             | 2057-12-15      | Fixed         | 5.61%                 | 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        |    345368 | PA      | $348106.19    | 0.00%             | 2034-02-25      | 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        |   2096326 | PA      | $2003734.72   | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27170147 | PA      | $751548.00    | 0.01%             | 2052-03-15      | Variable      | 1.17%                 | 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      | $659968.91    | 0.01%             | 2052-03-15      | Variable      | 2.16%                 | 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        |  29995697 | PA      | $509116.97    | 0.01%             | 2050-10-12      | Variable      | 1.12%                 | 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      | $1831862.48   | 0.02%             | 2072-12-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| National Finance Authority     | New Hampshire Business Finance Authority                                         | CUSIP: 63607WAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32188185 | PA      | $1668635.50   | 0.02%             | 2038-01-20      | Variable      | 0.81%                 | 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      | $4987400.00   | 0.05%             | 2036-07-17      | Floating      | 6.97%                 | 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      | $1880208.71   | 0.02%             | 2053-10-15      | Variable      | 0.64%                 | 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      | $3060997.54   | 0.03%             | 2054-03-15      | Variable      | 0.70%                 | 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      | $1390497.81   | 0.01%             | 2053-02-15      | Variable      | 0.43%                 | 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        |   3053329 | PA      | $3055978.06   | 0.03%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  78085157 | PA      | $3517369.30   | 0.04%             | 2054-04-15      | Variable      | 1.19%                 | 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      | $747734.93    | 0.01%             | 2054-06-15      | Variable      | 1.46%                 | 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      | $5520318.00   | 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      | $10162316.00  | 0.10%             | 2029-07-16      | Fixed         | 5.78%                 | 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      | $7341436.97   | 0.08%             | 2054-06-15      | Variable      | 2.67%                 | 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      | $2136624.98   | 0.02%             | 2054-07-15      | Variable      | 1.60%                 | 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        |   7330000 | PA      | $7373799.68   | 0.08%             | 2029-01-16      | Fixed         | 5.31%                 | 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      | $4399260.80   | 0.05%             | 2036-04-16      | Floating      | 10.22%                | 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        | 107317938 | PA      | $6492305.99   | 0.07%             | 2030-05-25      | Variable      | 1.67%                 | 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        |  41191965 | PA      | $4354106.04   | 0.04%             | 2035-05-25      | Variable      | 1.63%                 | 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      | $5676706.53   | 0.06%             | 2054-09-15      | Variable      | 2.75%                 | 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      | $2065339.19   | 0.02%             | 2040-06-01      | Fixed         | 5.76%                 | 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      | $9898856.77   | 0.10%             | 2031-03-17      | Fixed         | 6.69%                 | 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      | $1015814.80   | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                | Brookfield Corp                                                                  | CUSIP: 10549PAG6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3437651.01   | 0.04%             | 2033-03-01      | Fixed         | 7.38%                 | 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        |     82962 | PA      | $48405.13     | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | 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      | $1365320.58   | 0.01%             | 2031-03-25      | Variable      | 0.83%                 | 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      | $2140921.97   | 0.02%             | 2028-04-25      | Variable      | 1.02%                 | 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      | $421258.17    | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | 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        |    356690 | PA      | $329981.84    | 0.00%             | 2034-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  24728439 | PA      | $1120445.56   | 0.01%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GRE0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    257582 | PA      | $247962.94    | 0.00%             | 2035-05-25      | Variable      | 4.47%                 | 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        |     13435 | PA      | $13693.67     | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | 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        |     29298 | PA      | $28534.78     | 0.00%             | 2035-08-25      | 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        |    128218 | PA      | $115479.46    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9991011 | PA      | $10434166.09  | 0.11%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GT40<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    867251 | PA      | $549934.11    | 0.01%             | 2035-12-25      | Variable      | 5.18%                 | 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        |    311743 | PA      | $267995.88    | 0.00%             | 2036-05-25      | Floating      | 5.04%                 | 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      | $9503786.63   | 0.10%             | 2056-08-10      | Fixed         | 3.02%                 | 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        |  19715000 | PA      | $21885388.86  | 0.23%             | 2045-07-01      | Fixed         | 6.82%                 | 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      | $3135742.37   | 0.03%             | 2028-05-25      | Variable      | 1.39%                 | 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      | $3949025.25   | 0.04%             | 2028-12-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   9747432 | PA      | $9751935.54   | 0.10%             | 2030-10-15      | Floating      | 5.40%                 | 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        |  18000000 | PA      | $18057722.40  | 0.19%             | 2028-10-16      | Fixed         | 4.63%                 | 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      | $10871621.34  | 0.11%             | 2049-12-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHRES               | EQUITY BANCSHRES                                                                 | CUSIP: 29460XAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2753103.29   | 0.03%             | 2035-08-01      | Fixed         | 7.12%                 | 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        |    416201 | PA      | $413936.68    | 0.00%             | 2033-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3133N2TE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7313630 | PA      | $5399911.78   | 0.06%             | 2050-10-01      | Fixed         | 1.50%                 | 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        | 205135578 | PA      | $6092095.89   | 0.06%             | 2029-09-25      | Variable      | 1.00%                 | 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        | 281442825 | PA      | $6480502.50   | 0.07%             | 2029-11-25      | Variable      | 0.75%                 | 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        |  60675184 | PA      | $3178160.06   | 0.03%             | 2030-06-25      | Variable      | 1.42%                 | 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        |    880599 | PA      | $781794.08    | 0.01%             | 2035-09-25      | Variable      | 5.15%                 | 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 2007-AR1                               | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600372 | PA      | $239102.80    | 0.00%             | 2037-05-25      | Variable      | 5.19%                 | 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      | $5488394.04   | 0.06%             | 2040-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65047920 | PA      | $3683065.25   | 0.04%             | 2057-06-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 220695000 | PA      | $6733073.41   | 0.07%             | 2057-06-15      | Variable      | 0.61%                 | 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      | $11794720.73  | 0.12%             | 2028-05-15      | Fixed         | 2.87%                 | 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      | $9845296.00   | 0.10%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2023-BNK45                                                                  | CUSIP: 06541BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22611000 | PA      | $3121789.98   | 0.03%             | 2056-02-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8713000 | PA      | $7738773.33   | 0.08%             | 2052-12-15      | Variable      | 3.62%                 | 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      | $5615760.27   | 0.06%             | 2028-10-16      | Fixed         | 3.20%                 | 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        |  10000000 | PA      | $10025230.00  | 0.10%             | 2028-01-18      | Fixed         | 5.64%                 | 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      | $10097220.00  | 0.10%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10830000 | PA      | $10640612.76  | 0.11%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 57571KAB0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3292457.66   | 0.03%             | 2096-11-02      | Fixed         | 7.25%                 | 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        |    110275 | PA      | $109684.09    | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $979156.75    | 0.01%             | 2053-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 132417000 | PA      | $3957613.09   | 0.04%             | 2053-11-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2253244.61   | 0.02%             | 2053-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3110000 | PA      | $2643255.24   | 0.03%             | 2053-11-15      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 152569000 | PA      | $1966736.47   | 0.02%             | 2054-04-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94584871 | PA      | $4440911.04   | 0.05%             | 2058-06-15      | Variable      | 1.35%                 | 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      | $6319216.80   | 0.07%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 117275141 | PA      | $4797972.31   | 0.05%             | 2057-03-15      | Variable      | 1.58%                 | 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      | $7359488.59   | 0.08%             | 2030-10-20      | Floating      | 6.34%                 | 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      | $8653833.00   | 0.09%             | 2035-04-20      | Floating      | 5.73%                 | 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      | $283423.77    | 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: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1225089.63   | 0.01%             | 2050-06-15      | Fixed         | 4.08%                 | 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      | $5847535.80   | 0.06%             | 2050-12-15      | Variable      | 4.06%                 | 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      | $3017570.52   | 0.03%             | 2052-07-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382JE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25296592 | PA      | $19975962.73  | 0.21%             | 2050-09-20      | Fixed         | 1.00%                 | 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      | $16338603.15  | 0.17%             | 2051-07-20      | Fixed         | 3.00%                 | 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      | $2787982.30   | 0.03%             | 2058-08-15      | Variable      | 2.21%                 | 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      | $3545795.00   | 0.04%             | 2045-12-01      | Fixed         | 2.99%                 | 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      | $12717521.86  | 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: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   5650000 | PA      | $5685549.24   | 0.06%             | 2042-06-15      | Fixed         | 5.72%                 | 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        |      7464 | PA      | $7518.05      | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                | OHA Credit Funding 16 Ltd                                                        | CUSIP: 676924AC7<br>LEI: 254900W0AHSZOPI4ZP08 | Long             | ABS-CBDO         | CORP              | BM        |  10000000 | PA      | $10006040.00  | 0.10%             | 2036-10-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST MUNI PWR AUTH      | Oklahoma Municipal Power Authority                                               | CUSIP: 67910HSA9<br>LEI: 54930074Q1M8747DCS20 | Long             | DBT              | MUN               | US        |   2390000 | PA      | $1968630.57   | 0.02%             | 2036-01-01      | Fixed         | 2.55%                 | 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      | $7294862.00   | 0.08%             | 2046-02-01      | Fixed         | 3.00%                 | 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      | $1026352.90   | 0.01%             | 2040-02-01      | Fixed         | 5.58%                 | 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      | $5193576.00   | 0.05%             | 2035-10-01      | Fixed         | 5.47%                 | 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      | $1755484.50   | 0.02%             | 2037-01-20      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673C26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4360000 | PA      | $2963370.79   | 0.03%             | 2041-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2063886.00   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | 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      | $1769786.77   | 0.02%             | 2036-03-26      | Variable      | 6.00%                 | 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        |    139869 | PA      | $110468.44    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | 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      | $17284612.73  | 0.18%             | 2039-06-01      | Fixed         | 6.81%                 | 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      | $3686984.68   | 0.04%             | 2041-11-01      | Fixed         | 3.19%                 | 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        |  13960000 | PA      | $13972111.70  | 0.14%             | 2048-04-01      | Fixed         | 5.91%                 | 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        |   2215134 | PA      | $1188695.58   | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | 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        |   2391639 | PA      | $1196120.95   | 0.01%             | 2047-06-25      | Fixed         | 6.00%                 | 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        |  15000000 | PA      | $15022527.00  | 0.15%             | 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      | $7976997.50   | 0.08%             | 2030-04-12      | Fixed         | 6.53%                 | 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      | $14438655.02  | 0.15%             | 2031-07-20      | Floating      | 5.83%                 | 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      | $3061987.71   | 0.03%             | 2036-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8853000 | PA      | $8759086.49   | 0.09%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10590116.00  | 0.11%             | 2058-03-15      | Fixed         | 5.63%                 | 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        |  58664409 | PA      | $1588860.99   | 0.02%             | 2057-07-15      | Variable      | 1.04%                 | 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      | $10270668.00  | 0.11%             | 2057-09-15      | Fixed         | 5.63%                 | 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        |    905344 | PA      | $880489.12    | 0.01%             | 2035-02-25      | Variable      | 5.11%                 | 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      | $6791.35      | 0.00%             | 2036-07-25      | Fixed         | 5.50%                 | 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      | $5016615.00   | 0.05%             | 2034-04-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513243.48    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                 | Trustmark Corp                                                                   | CUSIP: 898402AA0<br>LEI: 5493000HPQ4D2RZ79739 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6416660.64   | 0.07%             | 2030-12-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7401500 | PA      | $6634506.24   | 0.07%             | 2063-01-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8755000 | PA      | $7424548.18   | 0.08%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 226593000 | PA      | $5745242.86   | 0.06%             | 2063-03-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $4511998.87   | 0.05%             | 2053-12-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  66598390 | PA      | $2648484.79   | 0.03%             | 2058-04-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7372365.70   | 0.08%             | 2058-04-15      | Variable      | 6.07%                 | 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      | $3898075.42   | 0.04%             | 2050-04-01      | Fixed         | 7.04%                 | 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        | 101055846 | PA      | $3264892.07   | 0.03%             | 2058-03-15      | Variable      | 1.04%                 | 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      | $5089534.03   | 0.05%             | 2057-12-15      | Variable      | 0.94%                 | 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      | $4761042.41   | 0.05%             | 2062-02-15      | Variable      | 1.00%                 | 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      | $5226039.00   | 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        | 128675927 | PA      | $6676286.16   | 0.07%             | 2058-07-15      | Variable      | 0.86%                 | 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      | $10311686.00  | 0.11%             | 2057-09-15      | Variable      | 5.73%                 | 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      | $10492566.00  | 0.11%             | 2058-06-15      | Fixed         | 6.43%                 | 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      | $172902.60    | 0.00%             | 2050-06-15      | Variable      | 1.06%                 | 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      | $8313711.30   | 0.09%             | 2052-12-15      | Variable      | 3.38%                 | 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      | $1209100.38   | 0.01%             | 2051-08-15      | Variable      | 0.39%                 | 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      | $246328125.00 | 2.54%             | 2045-02-15      | Fixed         | 4.75%                 | 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      | $854169.43    | 0.01%             | 2045-09-01      | Fixed         | 2.96%                 | 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        |    870473 | PA      | $799050.74    | 0.01%             | 2036-12-25      | Variable      | 4.36%                 | 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        |    340131 | PA      | $333600.20    | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | 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        |   1129382 | PA      | $1140887.11   | 0.01%             | 2036-03-25      | Variable      | 6.61%                 | 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        |  70679187 | PA      | $5116494.64   | 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        |  41321764 | PA      | $1910044.83   | 0.02%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104609000 | PA      | $4304053.62   | 0.04%             | 2058-08-15      | Variable      | 1.17%                 | 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      | $3039428.58   | 0.03%             | 2052-11-15      | Variable      | 0.74%                 | 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      | $1504230.00   | 0.02%             | 2037-01-21      | Floating      | 7.23%                 | 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      | $100104.94    | 0.00%             | 2036-05-25      | Fixed         | 7.00%                 | 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        |     78847 | PA      | $64100.62     | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | 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      | $10823895.50  | 0.11%             | 2036-01-27      | Floating      | 9.41%                 | 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      | $4933448.51   | 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: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4261024.76   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | 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      | $1989115.29   | 0.02%             | 2052-10-15      | Variable      | 0.63%                 | 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      | $2329480.58   | 0.02%             | 2054-08-15      | Variable      | 1.21%                 | 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      | $13560376.56  | 0.14%             | 2057-11-15      | Variable      | 6.35%                 | 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      | $15031365.55  | 0.16%             | 2058-02-15      | Variable      | 5.84%                 | 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        |    592299 | PA      | $564430.66    | 0.01%             | 2035-12-25      | Variable      | 4.89%                 | 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      | $492882.76    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | 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        |   3008131 | PA      | $3013461.21   | 0.03%             | 2027-05-17      | Fixed         | 5.82%                 | 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      | $6440017.60   | 0.07%             | 2028-09-15      | Fixed         | 6.02%                 | 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      | $28632919.50  | 0.30%             | 2040-01-01      | Fixed         | 6.39%                 | 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      | $268470.88    | 0.00%             | 2051-06-10      | Variable      | 0.48%                 | 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      | $6334161.96   | 0.07%             | 2049-12-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPU6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    222983 | PA      | $212128.10    | 0.00%             | 2035-04-25      | Variable      | 5.10%                 | 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        |  10725000 | PA      | $10765134.02  | 0.11%             | 2027-09-15      | Fixed         | 5.48%                 | 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      | $2628390.01   | 0.03%             | 2047-02-15      | Fixed         | 3.00%                 | 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      | $453445.63    | 0.00%             | 2051-03-10      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE               | Coca-Cola Co/The                                                                 | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14450392.05  | 0.15%             | 2064-05-13      | Fixed         | 5.40%                 | 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        |  14860000 | PA      | $16689875.26  | 0.17%             | 2040-11-15      | Fixed         | 6.62%                 | 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        |    117045 | PA      | $113856.77    | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML09 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30319NAA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  42572648 | PA      | $4588905.68   | 0.05%             | 2040-02-25      | Variable      | 1.55%                 | 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        | 149456539 | PA      | $7985627.30   | 0.08%             | 2030-06-25      | Variable      | 1.48%                 | 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      | $1595153.50   | 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: 3137FXZ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 186332000 | PA      | $4516724.95   | 0.05%             | 2031-02-25      | Variable      | 0.59%                 | 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        |  44555179 | PA      | $1521274.20   | 0.02%             | 2036-02-25      | Variable      | 0.58%                 | 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        | 142334312 | PA      | $6937630.55   | 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: 3137H5XY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 195000000 | PA      | $7553266.50   | 0.08%             | 2032-01-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |    200000 | NS      | $5032000.00   | 0.05%             |  |  |  | No            |                  1 | 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        |   1761228 | PA      | $681777.30    | 0.01%             | 2036-04-25      | Fixed         | 5.75%                 | 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        |    424558 | PA      | $363357.60    | 0.00%             | 2034-11-05      | Fixed         | 2.95%                 | 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        |   3612690 | PA      | $1764267.04   | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | 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        |   5679861 | PA      | $1678294.30   | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | 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      | $10022862.39  | 0.10%             | 2049-10-10      | Variable      | 3.40%                 | 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        |  10000000 | PA      | $7758613.00   | 0.08%             | 2041-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2061390.00   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |    328343 | PA      | $175254.55    | 0.00%             | 2033-08-25      | Variable      | 5.92%                 | 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        |    721792 | PA      | $378238.90    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | 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      | $256266.43    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | 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        |   2484018 | PA      | $1104141.80   | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | 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        |   1459353 | PA      | $1290871.49   | 0.01%             | 2035-05-25      | Floating      | 4.94%                 | 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        |    150134 | PA      | $153741.26    | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | 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      | $12950468.52  | 0.13%             | 2056-07-01      | Fixed         | 5.60%                 | 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        |   7847363 | PA      | $3410985.00   | 0.04%             | 2035-05-25      | Fixed         | 6.00%                 | 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        |    587027 | PA      | $557819.26    | 0.01%             | 2036-01-25      | Variable      | 4.88%                 | 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        |   1500000 | PA      | $1643866.65   | 0.02%             | 2041-07-01      | Fixed         | 6.69%                 | 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      | $2979571.06   | 0.03%             | 2042-10-01      | Fixed         | 0.00%                 | 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        |   1146373 | PA      | $1034417.89   | 0.01%             | 2036-02-20      | Variable      | 4.18%                 | 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      | $490532.03    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | 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        |   3038982 | PA      | $3101000.49   | 0.03%             | 2034-12-25      | Fixed         | 5.50%                 | 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        |    350110 | PA      | $356318.45    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | 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      | $2034843.00   | 0.02%             | 2045-04-01      | Fixed         | 0.00%                 | 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      | $4305814.15   | 0.04%             | 2042-02-15      | Fixed         | 3.00%                 | 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      | $829805.41    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | 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        | 200169491 | PA      | $8407679.08   | 0.09%             | 2030-10-25      | Variable      | 1.12%                 | 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        |  38200660 | PA      | $326688.22    | 0.00%             | 2027-07-25      | 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      | $1579826.51   | 0.02%             | 2050-12-15      | Variable      | 0.48%                 | 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      | $931559.33    | 0.01%             | 2051-10-15      | Variable      | 2.19%                 | 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      | $9730468.80   | 0.10%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $40043750.00  | 0.41%             | 2045-08-15      | Fixed         | 4.88%                 | 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      | $6437135.00   | 0.07%             | 2039-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979215.30    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | 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      | $6240258.54   | 0.06%             | 2030-07-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27660000 | PA      | $15643848.76  | 0.16%             | 2119-09-01      | Fixed         | 3.23%                 | 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      | $11538869.03  | 0.12%             | 2039-07-01      | Fixed         | 6.06%                 | 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      | $5004545.00   | 0.05%             | 2030-10-20      | Floating      | 6.13%                 | 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      | $3324900.00   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI | Washington State Housing Finance Commission                                      | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |  19867786 | PA      | $773850.28    | 0.01%             | 2035-12-20      | Variable      | 0.73%                 | 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      | $3715406.90   | 0.04%             | 2051-03-15      | Variable      | 4.51%                 | 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        |  11409759 | PA      | $10361935.96  | 0.11%             | 2036-12-25      | Variable      | 4.16%                 | 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        |   1155583 | PA      | $1092629.20   | 0.01%             | 2046-08-25      | Variable      | 4.54%                 | 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        |   8805000 | PA      | $8865507.96   | 0.09%             | 2028-03-15      | Fixed         | 6.29%                 | 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        |   6275000 | PA      | $6320676.98   | 0.07%             | 2028-08-15      | Fixed         | 5.74%                 | 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      | $6458333.97   | 0.07%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd             | THL Credit Wind River 2019-3 Clo Ltd                                             | CUSIP: 97314JAL9<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11022110.00  | 0.11%             | 2031-04-15      | Floating      | 5.87%                 | 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        |   1823712 | PA      | $1685891.21   | 0.02%             | 2037-03-25      | Variable      | 5.05%                 | 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        |    981375 | PA      | $983351.35    | 0.01%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                  | Sutter Health                                                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  14677000 | PA      | $11448755.84  | 0.12%             | 2040-08-15      | Fixed         | 3.16%                 | 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        |  11670000 | PA      | $7859340.05   | 0.08%             | 2045-11-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE            | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6827024.85   | 0.07%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774554.48    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2530890.30   | 0.03%             | 2030-10-20      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  14773000 | PA      | $13163502.04  | 0.14%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $11738236.10  | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC UNION BANKSHARE       | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4396813.85   | 0.05%             | 2031-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC            | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2855886.07   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | 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        |   1132491 | PA      | $1100543.06   | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | 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        |    584556 | PA      | $523181.83    | 0.01%             | 2035-12-25      | Fixed         | 5.75%                 | 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        |    231596 | PA      | $216286.13    | 0.00%             | 2036-09-25      | Fixed         | 5.75%                 | 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        |    788759 | PA      | $756284.85    | 0.01%             | 2037-07-25      | Floating      | 5.02%                 | 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      | $8460121.60   | 0.09%             | 2044-08-10      | Fixed         | 6.34%                 | 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        |   1042382 | PA      | $1085974.27   | 0.01%             | 2034-11-25      | 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        |    208624 | PA      | $195693.55    | 0.00%             | 2035-01-25      | 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        |    695932 | PA      | $563815.12    | 0.01%             | 2035-05-25      | Floating      | 4.94%                 | 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        |    318944 | PA      | $154288.71    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | 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        |    325602 | PA      | $315777.55    | 0.00%             | 2033-10-25      | Variable      | 6.40%                 | 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        |    200000 | PA      | $181333.66    | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | 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      | $19447272.00  | 0.20%             | 2034-04-22      | Floating      | 5.68%                 | 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      | $1746870.53   | 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: 3137FGZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 433996355 | PA      | $1737113.81   | 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: 3137FLYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 129233337 | PA      | $5894371.29   | 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: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 201614424 | PA      | $5689599.37   | 0.06%             | 2029-06-25      | Variable      | 1.01%                 | 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      | $4436607.59   | 0.05%             | 2030-01-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H6GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15223706 | PA      | $10071813.37  | 0.10%             | 2052-02-25      | Fixed         | 2.50%                 | 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 INTERSTATE BANCSYS       | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5109714.70   | 0.05%             | 2035-06-15      | Variable      | 7.62%                 | 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      | $10718687.50  | 0.11%             | 2033-11-07      | Fixed         | 7.12%                 | 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      | $3970408.21   | 0.04%             | 2034-11-05      | Fixed         | 3.25%                 | 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        |    653379 | PA      | $548337.35    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | 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      | $1288945.82   | 0.01%             | 2052-05-10      | Variable      | 1.75%                 | 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        |   4723375 | PA      | $4705232.58   | 0.05%             | 2027-10-15      | Fixed         | 3.51%                 | 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        |  69276294 | PA      | $1909926.65   | 0.02%             | 2052-11-10      | Variable      | 0.93%                 | 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      | $9779078.40   | 0.10%             | 2028-07-17      | Fixed         | 4.75%                 | 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      | $3990012.00   | 0.04%             | 2034-04-20      | Floating      | 6.73%                 | 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      | $1250000.00   | 0.01%             | 2038-07-20      | Floating      | 8.17%                 | 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        |   1433067 | PA      | $1174561.31   | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | 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      | $743388.53    | 0.01%             | 2050-03-15      | Variable      | 0.88%                 | 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      | $891006.46    | 0.01%             | 2061-09-15      | Variable      | 0.27%                 | 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      | $6090677.34   | 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      | $3698022.76   | 0.04%             | 2054-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   9043000 | PA      | $9437021.60   | 0.10%             | 2032-08-01      | Fixed         | 7.25%                 | 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      | $8478806.10   | 0.09%             | 2036-06-15      | Variable      | 3.38%                 | 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      | $7737852.96   | 0.08%             | 2030-09-12      | Fixed         | 7.65%                 | 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      | $11976415.75  | 0.12%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XII                                                                   | CUSIP: 03764DAP6<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   7230000 | PA      | $7240649.79   | 0.07%             | 2031-04-15      | Floating      | 5.77%                 | 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      | $620581.09    | 0.01%             | 2052-11-15      | Variable      | 1.45%                 | 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      | $1479696.86   | 0.02%             | 2052-05-15      | Variable      | 0.92%                 | 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      | $8316028.80   | 0.09%             | 2058-08-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11625000 | PA      | $11948215.69  | 0.12%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5164727.00   | 0.05%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BAYONNE NJ                     | City of Bayonne NJ                                                               | CUSIP: 0728874V1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4441169.90   | 0.05%             | 2039-07-01      | Fixed         | 2.81%                 | 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      | $15745210.50  | 0.16%             | 2058-03-15      | Variable      | 6.17%                 | 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      | $1683712.02   | 0.02%             | 2052-08-15      | Variable      | 1.25%                 | 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        |  36404108 | PA      | $2787338.81   | 0.03%             | 2057-09-15      | Variable      | 1.33%                 | 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      | $1078007.52   | 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: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  58842049 | PA      | $1231575.85   | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | 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        |    185503 | PA      | $172493.48    | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | 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        |    159690 | PA      | $128637.19    | 0.00%             | 2037-07-25      | Variable      | 4.13%                 | 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        |    632056 | PA      | $605891.36    | 0.01%             | 2035-03-25      | Fixed         | 6.00%                 | 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      | $851772.98    | 0.01%             | 2050-12-15      | Variable      | 0.45%                 | 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        |  21620091 | PA      | $1640458.97   | 0.02%             | 2053-08-15      | Variable      | 2.17%                 | 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        |    323855 | PA      | $195555.69    | 0.00%             | 2037-06-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU       | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   8113000 | PA      | $8121885.36   | 0.08%             | 2028-02-01      | Fixed         | 5.75%                 | 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        |     69577 | PA      | $0.00         | 0.00%             | 2051-02-12      | Variable      | 0.00%                 | 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      | $2971989.36   | 0.03%             | 2039-11-01      | Fixed         | 3.00%                 | 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      | $4746026.93   | 0.05%             | 2043-01-15      | Fixed         | 3.00%                 | 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        |   1088735 | PA      | $573018.25    | 0.01%             | 2037-04-25      | Variable      | 4.21%                 | 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        |   3191137 | PA      | $2945457.41   | 0.03%             | 2037-06-25      | Floating      | 5.06%                 | 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        |    610855 | PA      | $564259.95    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | 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      | $6298740.60   | 0.06%             | 2058-05-15      | Fixed         | 6.09%                 | 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        |   9625000 | PA      | $8829272.38   | 0.09%             | 2049-12-15      | Variable      | 3.31%                 | 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      | $3819537.32   | 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      | $2836955.23   | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | 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      | $2952669.92   | 0.03%             | 2052-10-15      | Variable      | 3.58%                 | 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        |  39973637 | PA      | $2549298.71   | 0.03%             | 2054-08-15      | Variable      | 1.62%                 | 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      | $10422201.00  | 0.11%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2021-2                                     | CUSIP: 96042RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200954 | PA      | $2198549.38   | 0.02%             | 2027-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd             | THL Credit Wind River 2019-3 Clo Ltd                                             | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   4444982 | PA      | $4443342.18   | 0.05%             | 2031-04-15      | Floating      | 5.38%                 | 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      | $2986933.28   | 0.03%             | 2038-08-01      | Fixed         | 0.00%                 | 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      | $5005900.00   | 0.05%             | 2032-01-20      | Floating      | 5.73%                 | 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      | $1728310.20   | 0.02%             | 2054-10-15      | Fixed         | 2.51%                 | 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        |    890000 | PA      | $590630.17    | 0.01%             | 2046-08-01      | Fixed         | 2.72%                 | 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      | $1662083.10   | 0.02%             | 2053-02-15      | Variable      | 0.76%                 | 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        |  21154621 | PA      | $991589.02    | 0.01%             | 2053-04-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $9369765.14   | 0.10%             | 2057-08-15      | Variable      | 6.91%                 | 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      | $12481256.79  | 0.13%             | 2049-04-01      | Fixed         | 6.26%                 | 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      | $2005662.00   | 0.02%             | 2035-04-20      | Floating      | 7.08%                 | 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      | $672128.34    | 0.01%             | 2053-02-15      | Variable      | 0.29%                 | 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      | $1276607.48   | 0.01%             | 2054-06-15      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50502557 | PA      | $2583650.21   | 0.03%             | 2054-07-15      | Variable      | 1.35%                 | 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        |   1776760 | PA      | $398601.79    | 0.00%             | 2036-11-25      | Variable      | 6.18%                 | 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        |    110614 | PA      | $106371.03    | 0.00%             | 2035-07-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPRTN CORP T | Grand Parkway Transportation Corp                                                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8005000 | PA      | $7956614.58   | 0.08%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2025849.60   | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5136986.60   | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029869.03   | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE   | Illinois Finance Authority                                                       | CUSIP: 45204FED3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5538827.70   | 0.06%             | 2041-05-15      | Fixed         | 3.51%                 | 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      | $2488083.27   | 0.03%             | 2052-03-15      | Variable      | 0.77%                 | 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      | $4814592.64   | 0.05%             | 2052-10-15      | Variable      | 3.51%                 | 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      | $4405375.44   | 0.05%             | 2052-08-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

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

**Signature:** /s/ Kelly Strauss

**Name of Signer:** Kelly Strauss

**Title:** Treasurer