# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001752724-25-160123
**Filing Date:** 2025-6
**Character Count:** 553874
**Document Hash:** d5d855ff13f28b0a06f4d90c03361437
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160123.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160123

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VICTORY PORTFOLIOS III
- **CENTRAL INDEX KEY:** 0000908695

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 251080060

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** 210-697-3625

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 20060420

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX FREE TRUST
- **DATE OF NAME CHANGE:** 19940325

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX EXEMPT TRUST
- **DATE OF NAME CHANGE:** 19930707

## Series and Classes Contracts Data

### Victory Core Plus Intermediate Bond Fund (Formerly USAA Intermediate-Term Bond Fund) (Series ID: S000012902)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000034871 | Victory Core Plus Intermediate Bond Fund Shares               | USIBX           |
| C000066840 | Victory Core Plus Intermediate Bond Fund Institutional Shares | UIITX           |
| C000175750 | Victory Core Plus Intermediate Bond Fund Class R6             | URIBX           |
| C000220613 | Victory Core Plus Intermediate Bond Fund Class A              | UITBX           |
| C000220614 | Victory Core Plus Intermediate Bond Fund Class C              | UITCX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios III

- **b. Investment Company Act file number:** 811-07852

- **c. CIK number of Registrant:** 0000908695

- **d. LEI of Registrant:** 549300WIDR2J6W1Y9S11

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

  - **Street Address 1:** 15935 La Cantera Pkwy Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-235-8396

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

- **a. Name of Series:** Victory Core Plus Intermediate Bond Fund

- **b. EDGAR series identifier (if any):** S000012902

- **c. LEI of Series:** 5493002WB6DHNEK4HM51

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5323749222.45

**Total Liabilities:** $89897514.69

**Net Assets:** $5233851707.76

**Cash Not Reported:** $29859143.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10473.30688931 | **1-Year:** -182658.59729821 | **5-Year:** -480976.78753743 | **10-Year:** -508091.50052372 | **30-Year:** -94516.41033388

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

- **3-Month:** -1942.10415819 | **1-Year:** -44856.75176963 | **5-Year:** -89022.26752651 | **10-Year:** -40607.19240091 | **30-Year:** -10265.33318768

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034871 | 2.23%                | -0.04%               | 0.17%                |
| Class ID C000220614 | 2.05%                | -0.12%               | 0.20%                |
| Class ID C000066840 | 2.24%                | -0.04%               | 0.17%                |
| Class ID C000220613 | 2.21%                | -0.06%               | 0.15%                |
| Class ID C000175750 | 2.25%                | -0.03%               | 0.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6925332.40             | $94832339.00                               |
| Month 2  | $-24102049.13            | $164090.16                                 |
| Month 3  | $-1893025.84             | $-7397546.45                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL I TRUST                                                                 | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2143743.55   | 0.04%             | 2031-11-09      | Variable      | 2.81%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2874000 | PA      | $2952678.31   | 0.06%             | 2035-10-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   3539000 | PA      | $3639572.52   | 0.07%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4335347 | PA      | $4257450.13   | 0.08%             | 2042-03-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                          | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2591630.19   | 0.05%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                                              | CP EF ASSET SECURITIZATION I LLC                   | CUSIP: 12662AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116803 | PA      | $116799.76    | 0.00%             | 2030-04-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                               | OLIN CORP                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1620485.46   | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                                  | AIMCO CLO 20 LTD                                   | CUSIP: 00901QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2822000 | PA      | $2797883.19   | 0.05%             | 2036-10-16      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 A                       | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750500 | PA      | $759025.87    | 0.01%             | 2032-11-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112000 | PA      | $1127749.55   | 0.02%             | 2028-02-25      | Variable      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2783265.65   | 0.05%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   2602000 | PA      | $2620534.02   | 0.05%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: —       |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409356 | PA      | $1403702.43   | 0.03%             | 2027-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2057204 | PA      | $1829205.95   | 0.03%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610000 | PA      | $1621728.16   | 0.03%             | 2032-01-26      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3037599 | PA      | $2864327.40   | 0.05%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA                                                                                | PHILADELPHIA PA                                    | CUSIP: 717813XZ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $943920.29    | 0.02%             | 2029-07-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3046636 | PA      | $2914434.46   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1684683 | PA      | $1687326.59   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9163000 | PA      | $8835136.41   | 0.17%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $931373.10    | 0.02%             | 2031-08-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD.                                                                     | AMERICAN AIRLINES INC AADVAN                       | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  14021550 | PA      | $13589834.58  | 0.26%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634100 | PA      | $1579151.48   | 0.03%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PITTSBURGH PA PUB PKG AUTH PKG REV                                                             | PUBLIC PARKING AUTHORITY OF PITTSBURGH             | CUSIP: 725259MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    730000 | PA      | $676233.57    | 0.01%             | 2028-12-01      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2492951.08   | 0.05%             | 2026-09-25      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4453639.80   | 0.09%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4648934.79   | 0.09%             | 2040-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982000 | PA      | $1002356.61   | 0.02%             | 2030-02-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2821000 | PA      | $2995104.67   | 0.06%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   3162000 | PA      | $3153572.38   | 0.06%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3216556 | PA      | $3205345.85   | 0.06%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8589129 | PA      | $8571374.12   | 0.16%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   7634000 | PA      | $5503460.55   | 0.11%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2616000 | PA      | $2663212.87   | 0.05%             | 2031-01-21      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3434330 | PA      | $3434692.44   | 0.07%             | 2029-11-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4133980 | PA      | $4210107.82   | 0.08%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                                             | VIKING CRUISES LTD                                 | CUSIP: 92676XAG2<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1184000 | PA      | $1265936.82   | 0.02%             | 2031-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1808959.13   | 0.03%             | 2199-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EASTERN MAINE HEALTHCARE SYSTEMS                                                               | EASTERN MAINE HEALTHCARE SYSTEMS                   | CUSIP: 276682AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6135000 | PA      | $6015164.59   | 0.11%             | 2026-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                         | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    918000 | PA      | $913414.07    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1759000 | PA      | $1828097.74   | 0.03%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                                                    | RESORTS WORLD LAS VEGAS LLC                        | CUSIP: 76120HAC1<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40053.63     | 0.00%             | 2031-04-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1121642 | PA      | $1110075.07   | 0.02%             | 2041-10-15      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2021 3                     | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3981000 | PA      | $3915723.46   | 0.07%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GWB4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1302018.06   | 0.02%             | 2044-05-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3292929.70   | 0.06%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                          | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   7306000 | PA      | $5926105.78   | 0.11%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12160293 | PA      | $11965792.30  | 0.23%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   9082000 | PA      | $9331597.60   | 0.18%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                     | MILEAGE PLUS HLDINGS LLC                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4890023 | PA      | $4905564.39   | 0.09%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2457000 | PA      | $2451155.95   | 0.05%             | 2034-11-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                                 | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1284999.56   | 0.02%             | 2030-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5170654 | PA      | $5428295.95   | 0.10%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                           | BA CREDIT CARD TRUST                               | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3168000 | PA      | $3218420.82   | 0.06%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2233000 | PA      | $2135678.90   | 0.04%             | 2028-08-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1677000 | PA      | $1683064.00   | 0.03%             | 2028-12-27      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10250000 | PA      | $10424791.34  | 0.20%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1461192.03   | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                                  | SK HYNIX INC                                       | CUSIP: 78392BAF4<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   5576000 | PA      | $5934869.10   | 0.11%             | 2033-01-17      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1451696 | PA      | $1461785.87   | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                            | KILROY REALTY LP                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4056000 | PA      | $3924098.88   | 0.07%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   3474000 | PA      | $3373928.86   | 0.06%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4450000 | PA      | $3977585.50   | 0.08%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                 | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9418 | PA      | $9386.89      | 0.00%             | 2029-02-26      | Fixed         | 1.01%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA BRD REGENTS UNIV ARIZ SYS REV                                                          | UNIVERSITY OF ARIZONA THE                          | CUSIP: 040484YD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3070000 | PA      | $2718246.42   | 0.05%             | 2030-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2535000 | PA      | $2632349.00   | 0.05%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3739000 | PA      | $3790228.33   | 0.07%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98734.38     | 0.00%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20706136 | PA      | $20736960.64  | 0.40%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP               | CUSIP: 05377RGW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8750000 | PA      | $8906524.54   | 0.17%             | 2028-02-22      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1385369.45   | 0.03%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                      | STONEPEAK NILE PARENT LLC                          | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2276432.93   | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OEG BORROWER, LLC                                                                              | OEG BORROWER LLC                                   | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |    895500 | PA      | $889903.13    | 0.02%             | 2031-06-30      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                            | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST     | CUSIP: 86359LPL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316644 | PA      | $202674.35    | 0.00%             | 2035-07-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES 2020 A                             | CUSIP: 247361ZW1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3263617 | PA      | $3065305.96   | 0.06%             | 2029-12-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1422592.73   | 0.03%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5022930 | PA      | $4941834.47   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC 2020 WEST A                                   | CUSIP: 12655QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2168759.89   | 0.04%             | 2035-02-15      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                                  | AIMCO CLO 17 LTD                                   | CUSIP: 00889JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3057718 | PA      | $3046144.96   | 0.06%             | 2037-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                                      | ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203ME31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3395000 | PA      | $3384979.89   | 0.06%             | 2039-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ONESKY FLIGHT, LLC                                                                             | ONESKY FLIGHT LLC                                  | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |   3682000 | PA      | $3712690.22   | 0.07%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                      | AT T INC                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    489000 | PA      | $461796.93    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                     | ALBERTSONS COS INC                                 | CUSIP: 01309QAA6<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6299850.32   | 0.12%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                                          | TEXAS DEPARTMENT OF HOUSING COMMUNITY AFFAIRS      | CUSIP: 882750YU0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $898051.76    | 0.02%             | 2044-01-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                                                 | GOLUB CAPITAL PARTNERS CLO 68B LTD                 | CUSIP: 38179QAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2345000 | PA      | $2348986.50   | 0.04%             | 2036-07-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162037 | PA      | $162370.66    | 0.00%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BA7<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3168000 | PA      | $3123674.02   | 0.06%             | 2034-06-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4726000 | PA      | $4772078.50   | 0.09%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                     | TORONTO DOMINION BANK THE                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3212000 | PA      | $3194701.52   | 0.06%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |  16632000 | PA      | $16963895.84  | 0.32%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3655422 | PA      | $3674454.50   | 0.07%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REV                                                                          | TEXAS WATER DEVELOPMENT BOARD                      | CUSIP: 88285AGN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1795000 | PA      | $1734408.62   | 0.03%             | 2034-10-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1982597.76   | 0.04%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL 2021 SFR4                     | CUSIP: 74333EAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2442052.61   | 0.05%             | 2038-05-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                              | INTERNATIONAL GAME TECHNOLOGY PLC                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |  13753000 | PA      | $13443623.93  | 0.26%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1523950.88   | 0.03%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                                    | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   6642000 | PA      | $6632933.84   | 0.13%             | 2199-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155172 | PA      | $1163122.68   | 0.02%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                                                         | MAGNETITE XXXV LTD                                 | CUSIP: 55954TAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4705000 | PA      | $4711497.61   | 0.09%             | 2036-10-25      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $1119019.28   | 0.02%             | 2029-09-25      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278083 | PA      | $269732.87    | 0.01%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $28506250.00  | 0.54%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10355523 | PA      | $9445593.52   | 0.18%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING L P                           | CUSIP: 89656GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    846330 | PA      | $777032.94    | 0.01%             | 2051-07-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                                 | ILPT COMMERCIAL MORTGAGE TRUST 2022 LPF2           | CUSIP: 449652AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1866908.63   | 0.04%             | 2039-10-15      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                           | IHO VERWALTUNGS GMBH                               | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   8954816 | PA      | $8558615.50   | 0.16%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 3                  | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2556000 | PA      | $2521564.12   | 0.05%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617F8RF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6586254 | PA      | $6288406.95   | 0.12%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    708000 | PA      | $715365.95    | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES INC                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4011347.67   | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                                  | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626PAU0<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   6834000 | PA      | $6730220.70   | 0.13%             | 2034-02-12      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3042208.61   | 0.06%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4630986 | PA      | $4628413.90   | 0.09%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SALES TAX SECURITIZATION CORP ILL                                                              | SALES TAX SECURITIZATION CORP                      | CUSIP: 79467BJL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1722045.03   | 0.03%             | 2039-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1566000 | PA      | $1678743.23   | 0.03%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| ROLLER BEARING COMPANY OF AMERICA, INC.                                                        | ROLLER BEARING CO OF AMERICA INC                   | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |    855000 | PA      | $811746.92    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3893220 | PA      | $3973083.60   | 0.08%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2392594.20   | 0.05%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                                            | COTERRA ENERGY INC                                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |  10848000 | PA      | $10478852.06  | 0.20%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1514346.48   | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   3630000 | PA      | $3597257.72   | 0.07%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3280000 | PA      | $3377592.46   | 0.06%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4385000 | PA      | $4387109.13   | 0.08%             | 2028-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687AAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    551000 | PA      | $540389.27    | 0.01%             | 2026-11-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2979117.00   | 0.06%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6570048 | PA      | $6831526.50   | 0.13%             | 2030-04-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                            | GXO LOGISTICS INC                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   6304000 | PA      | $6292645.00   | 0.12%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UHS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6335000 | PA      | $6296098.37   | 0.12%             | 2039-07-01      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                       | STATE STREET CORP                                  | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4561000 | PA      | $4764262.81   | 0.09%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290757 | PA      | $276868.13    | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TR                            | CUSIP: 89621ABV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3319000 | PA      | $3332869.45   | 0.06%             | 2028-08-28      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                                  | FOCUS FINANCIAL PARTNERS LLC                       | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     96744 | PA      | $95468.43     | 0.00%             | 2031-09-15      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3943475 | PA      | $3967862.77   | 0.08%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2013-1A-O                                                   | UNITED AIR 13 1 CLs A Ptt                          | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2392285 | PA      | $2383627.23   | 0.05%             | 2027-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS LLC                                                                        | ZAYO GROUP HOLDINGS LLC                            | CUSIP: 98919XAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3506154 | PA      | $3267735.37   | 0.06%             | 2027-03-09      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS, INC.                                                                     | BROADSTREET PARTNERS INC                           | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    992500 | PA      | $987001.55    | 0.02%             | 2031-06-16      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3315000 | PA      | $3300933.63   | 0.06%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3701317 | PA      | $3801377.00   | 0.07%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6858024 | PA      | $5846301.68   | 0.11%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2386122 | PA      | $2459363.84   | 0.05%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1048000 | PA      | $1008799.25   | 0.02%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST                                                      | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021 A   | CUSIP: 80282YAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $926175.98    | 0.02%             | 2027-03-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10010073 | PA      | $8334376.14   | 0.16%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16617694 | PA      | $18348197.98  | 0.35%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST SERIES 2025 2                 | CUSIP: 92348KDX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7426549 | PA      | $7604823.01   | 0.15%             | 2033-01-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | PAWNEE EQUIPMENT RECEIVABLES                       | CUSIP: 704100AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112037 | PA      | $1109118.90   | 0.02%             | 2027-07-15      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4277000 | PA      | $4285212.26   | 0.08%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILADELPHIA PA WTR & WASTEWTR REV                                                             | PHILADELPHIA PA WTR WSRWTR REVENUE                 | CUSIP: 717893R52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $926956.86    | 0.02%             | 2028-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3287503 | PA      | $3383149.78   | 0.06%             | 2029-03-15      | Fixed         | 6.76%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2022 3                     | CUSIP: 14318MAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2716000 | PA      | $2741295.50   | 0.05%             | 2029-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5973000 | PA      | $5901601.17   | 0.11%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| NGC LTD                                                                                        | NGC 2024 I LTD                                     | CUSIP: 652927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3243421 | PA      | $3243365.92   | 0.06%             | 2037-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                                                | OCTAGON 68 LTD                                     | CUSIP: 675949AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3527250 | PA      | $3527574.51   | 0.07%             | 2036-10-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2355529 | PA      | $2396227.92   | 0.05%             | 2032-08-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LTD                                                                          | MOUNTAIN VIEW CLO 2013 1 LTD                       | CUSIP: 62431UBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3982368.00   | 0.08%             | 2030-10-12      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2700920 | PA      | $2637292.26   | 0.05%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2702000 | PA      | $2805683.45   | 0.05%             | 2033-03-28      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2051000 | PA      | $2055983.04   | 0.04%             | 2027-01-21      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    940000 | PA      | $955270.83    | 0.02%             | 2032-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AOA MORTGAGE TRUST                                                                             | AOA 2021 1177 MORTGAGE TRUST                       | CUSIP: 00192NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2771799.39   | 0.05%             | 2038-10-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                                   | TENET HEALTHCARE CORP                              | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190643.75    | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                                   | ARCOSA INC                                         | CUSIP: 03965EAF3<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |   1745625 | PA      | $1737996.62   | 0.03%             | 2031-08-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4668844 | PA      | $4272045.02   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615000 | PA      | $1616859.94   | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION              | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    544000 | PA      | $551788.12    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1404000 | PA      | $1419644.24   | 0.03%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3794000 | PA      | $3912743.26   | 0.07%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4431222 | PA      | $4430667.65   | 0.08%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2601174.87   | 0.05%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687TAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9587996.44   | 0.18%             | 2027-06-10      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SCV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4530000 | PA      | $4619006.38   | 0.09%             | 2044-10-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2155321.95   | 0.04%             | 2034-05-15      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3308767 | PA      | $3187785.38   | 0.06%             | 2054-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    959000 | PA      | $899218.44    | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3463000 | PA      | $3511854.12   | 0.07%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4218000 | PA      | $4078741.71   | 0.08%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4166667 | PA      | $4153471.59   | 0.08%             | 2026-09-25      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2875000 | PA      | $2908595.88   | 0.06%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2332252 | PA      | $2176948.17   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13204000 | PA      | $11922799.38  | 0.23%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2465427 | PA      | $2466969.41   | 0.05%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2022 OANA                                | CUSIP: 05592DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $9405150.59   | 0.18%             | 2037-04-15      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1765000 | PA      | $1805152.79   | 0.03%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5014000 | PA      | $5099941.90   | 0.10%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                         | JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST      | CUSIP: 46592FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2072863.17   | 0.04%             | 2040-01-05      | Variable      | 2.08%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3174353 | PA      | $3204112.56   | 0.06%             | 2032-05-15      | Fixed         | 9.96%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                   | BS USA FOODS GROUP                                 | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   2466000 | PA      | $2544316.82   | 0.05%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2714588 | PA      | $2714857.66   | 0.05%             | 2031-08-18      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279F33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3480000 | PA      | $3422201.87   | 0.07%             | 2045-10-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2024 1 LLC                                   | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2714588 | PA      | $2734813.90   | 0.05%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                          | REGENCY CENTERS LP                                 | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   2741000 | PA      | $2702324.49   | 0.05%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                            | AVIANCA MIDCO 2 PLC                                | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1441000 | PA      | $1262255.36   | 0.02%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2736406 | PA      | $2782052.83   | 0.05%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                                                        | ONEDIGITAL BORROWER LLC                            | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1811312 | PA      | $1779614.53   | 0.03%             | 2031-07-02      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| FRTKL TRUST                                                                                    | FRTKL                                              | CUSIP: 30322DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1433636.35   | 0.03%             | 2038-09-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2021 2                       | CUSIP: 12511EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4488000 | PA      | $4481562.30   | 0.09%             | 2029-03-14      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2037000 | PA      | $1595177.36   | 0.03%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   4360000 | PA      | $4371960.26   | 0.08%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY WAREHOUSE CORPORATION                                                  | BURLINGTON COAT FACTORY WAREHOUSE CORP             | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |   4800875 | PA      | $4704857.50   | 0.09%             | 2031-09-19      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7372000 | PA      | $7480109.26   | 0.14%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   4268000 | PA      | $4253081.49   | 0.08%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                                            | ENTERGY CORP                                       | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1213139.91   | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                              | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 574205JC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $900502.96    | 0.02%             | 2034-11-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7631055 | PA      | $6948975.22   | 0.13%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL II                                                                             | KEYCORP CAPITAL II                                 | CUSIP: 49326YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $748834.88    | 0.01%             | 2029-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JANUS INTERNATIONAL GROUP, LLC                                                                 | JANUS INTERNATIONAL GROUP LLC                      | CUSIP: 47102DAN9<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |    177760 | PA      | $176094.39    | 0.00%             | 2030-08-05      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661000 | PA      | $675448.19    | 0.01%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12596000 | PA      | $13070318.13  | 0.25%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                                                     | NOVA CHEMICALS CORP                                | CUSIP: 66977WAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3424000 | PA      | $3235703.58   | 0.06%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1861924.18   | 0.04%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SFY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3615000 | PA      | $3476478.69   | 0.07%             | 2039-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2022 SFR2 TRUST                 | CUSIP: 89616TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1839978.35   | 0.04%             | 2040-07-17      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| TRUIST INSURANCE HOLDINGS, LLC                                                                 | TIH INSURANCE HOLDINGS LLC                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    563105 | PA      | $556302.53    | 0.01%             | 2031-05-06      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                          | DISTRICT OF COLUMBIA                               | CUSIP: 25483VXC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $767760.25    | 0.01%             | 2027-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES LP                                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3636000 | PA      | $3604653.89   | 0.07%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2577486 | PA      | $2246239.80   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 2                | CUSIP: 24703GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3569000 | PA      | $3601034.30   | 0.07%             | 2029-07-23      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                                    | QBE INSURANCE GROUP LTD                            | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |  16047000 | PA      | $16035278.85  | 0.31%             | 2199-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1947387.92   | 0.04%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32615000 | PA      | $31152421.09  | 0.60%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2013-1 PASS THROUGH TRUST                                                    | AMERICAN AIRLINES                                  | CUSIP: 023772AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3260757 | PA      | $3240390.03   | 0.06%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527211 | PA      | $528936.53    | 0.01%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| METLIFE, INC.                                                                                  | METLIFE INC                                        | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3431000 | PA      | $3981484.58   | 0.08%             | 2068-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                                                  | DB MASTER FINANCE LLC                              | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7529085 | PA      | $6946751.14   | 0.13%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3234700 | PA      | $3173217.40   | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13418186 | PA      | $12682238.70  | 0.24%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| ALLEGHENY CNTY PA ARPT AUTH ARPT REV                                                           | ALLEGHENY COUNTY AIRPORT AUTHORITY                 | CUSIP: 01728LJZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $793808.71    | 0.02%             | 2037-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4531000 | PA      | $4546791.90   | 0.09%             | 2028-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1949452 | PA      | $1971569.15   | 0.04%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   4270000 | PA      | $4362144.42   | 0.08%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                               | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3167000 | PA      | $3088838.44   | 0.06%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                              | GLP CAPITAL LP FIN II                              | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    476000 | PA      | $449038.52    | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                                     | MERITAGE HOMES CORP                                | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   3429000 | PA      | $3344617.68   | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2859679 | PA      | $2834100.29   | 0.05%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2576592.34   | 0.05%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1460774 | PA      | $1470707.67   | 0.03%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10940000 | PA      | $11190412.85  | 0.21%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425U3X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5082691 | PA      | $4737065.14   | 0.09%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLEGHENY CNTY PA ARPT AUTH ARPT REV                                                           | ALLEGHENY COUNTY AIRPORT AUTHORITY                 | CUSIP: 01728LJY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $910564.24    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                 | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       739 | PA      | $735.97       | 0.00%             | 2029-02-26      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345340AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1601137.76   | 0.03%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   4441000 | PA      | $4447058.69   | 0.08%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                             | JACKSON PARK TRUST                                 | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4507976.10   | 0.09%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    661947 | PA      | $671578.54    | 0.01%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                        | BAYER US FINANCE II LLC                            | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3428271.76   | 0.07%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11094273 | PA      | $10360665.45  | 0.20%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   3174000 | PA      | $3281540.93   | 0.06%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                          | FRONTIER COMMUNICATIONS HOLDINGS LLC               | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    246000 | PA      | $244565.82    | 0.00%             | 2031-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 LIMITED                                                                       | ARDONAGH GROUP FINCO PTY LTD                       | CUSIP: Q0500HAB5<br>LEI: 549300C8F38DVT8CAO43 | Long             | LON              | CORP              | GB        |   3650000 | PA      | $3570174.50   | 0.07%             | 2031-03-07      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2486477 | PA      | $2499197.30   | 0.05%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    920000 | PA      | $949296.71    | 0.02%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2422701 | PA      | $2135297.75   | 0.04%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4295676 | PA      | $3904352.46   | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $196441.37    | 0.00%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17735864 | PA      | $15693750.32  | 0.30%             | 2032-03-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    874000 | PA      | $906010.83    | 0.02%             | 2028-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                             | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |  22707000 | PA      | $23606564.33  | 0.45%             | 2031-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4047490 | PA      | $4060200.19   | 0.08%             | 2054-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2509000 | PA      | $2559391.93   | 0.05%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| PULTEGROUP, INC.                                                                               | PULTEGROUP INC                                     | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    939000 | PA      | $963235.59    | 0.02%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                | WEIR GROUP PLC THE                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6749339.69   | 0.13%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1992000 | PA      | $2003060.90   | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2301151 | PA      | $2329252.71   | 0.04%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHS6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   1447000 | PA      | $1428520.07   | 0.03%             | 2027-09-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                                       | ALTERRA MOUNTAIN COMPANY                           | CUSIP: 46124CAQ0<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    427901 | PA      | $427365.78    | 0.01%             | 2028-08-17      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                                                             | JANUS HENDERSON US HOLDINGS INC                    | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   8076000 | PA      | $7710799.38   | 0.15%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                       | TOYOTA LEASE OWNER TRUST 2023 A                    | CUSIP: 89239MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5234000 | PA      | $5238155.21   | 0.10%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3898438 | PA      | $3910680.29   | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                                                | OAKTREE CLO 2023 1 LTD                             | CUSIP: 67389DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2250000.00   | 0.04%             | 2036-04-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63123000 | PA      | $63497792.81  | 1.21%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                                     | NORTHERN TRUST CORP                                | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    912000 | PA      | $981028.06    | 0.02%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1590013.96   | 0.03%             | 2038-07-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                                                       | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AK1<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |    855000 | PA      | $852755.26    | 0.02%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C5HN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2462659 | PA      | $2473778.59   | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2417000 | PA      | $1231014.84   | 0.02%             | 2054-04-15      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2025252.03   | 0.04%             | 2032-03-15      | Fixed         | 3.60%                 | 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-MBS          | CORP              | US        |   3625000 | PA      | $3616840.13   | 0.07%             | 2032-08-08      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3620603 | PA      | $3655874.26   | 0.07%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6571688 | PA      | $5804066.63   | 0.11%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                        | UBER TECHNOLOGIES INC                              | CUSIP: 90353TAG5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98532.62     | 0.00%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                                    | JETBLUE AIRWAYS CORP JETBLUE LOYALTY LP            | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |   7106000 | PA      | $6549079.34   | 0.13%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                     | ALLIANZ SE                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1230252.37   | 0.02%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1358000 | PA      | $1381803.19   | 0.03%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  18925000 | PA      | $18879768.88  | 0.36%             | 2199-12-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KEENAN DEVELOPMENT ASSOCIATES OF TENNESSEE, LLC                                                | KEENAN DEVELOPMENT ASSOCIATES                      | CUSIP: 48730PAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163762 | PA      | $162644.02    | 0.00%             | 2028-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                 | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5648694.00   | 0.11%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE ACES                                    | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1964034 | PA      | $1923552.63   | 0.04%             | 2027-02-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318BG8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3206314.86   | 0.06%             | 2035-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   4587967 | PA      | $4568468.29   | 0.09%             | 2030-01-31      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HSG FIN AUTH HSG MTG FIN PROG                                                   | CONNECTICUT HOUSING FINANCE AUTHORITY              | CUSIP: 20775HT45<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4535000 | PA      | $4625699.31   | 0.09%             | 2039-11-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | 5 YEAR US TREASURY NOTE FUTURE JUN25               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       366 | NC      | $1048504.91   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD FUNDING LLC                         | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941000 | PA      | $953996.42    | 0.02%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                      | LATAM AIRLINES GROUP SA                            | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   5788000 | PA      | $5667445.54   | 0.11%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| AIR CANADA 2013-1 PASS THROUGH TRUST                                                           | AIR CANADA 2013 1 CLASS A PTT                      | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8321693 | PA      | $8299318.68   | 0.16%             | 2026-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3113000 | PA      | $3151350.51   | 0.06%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2019 55HY MORTGAGE TRUST              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4960000 | PA      | $4548520.57   | 0.09%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                                  | AIMCO CLO 20 LTD                                   | CUSIP: 00901QAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2822000 | PA      | $2825880.25   | 0.05%             | 2036-10-16      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| KENNAMETAL INC.                                                                                | KENNAMETAL INC                                     | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2106015.28   | 0.04%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  10190000 | PA      | $5849856.48   | 0.11%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| RXO, INC.                                                                                      | XPO ESCROW SUB LLC                                 | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |   9535000 | PA      | $9771218.22   | 0.19%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3476000 | PA      | $3588751.83   | 0.07%             | 2034-05-15      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY INDL DEV AGY REV                                                             | NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY        | CUSIP: 64971PLN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $947230.53    | 0.02%             | 2036-01-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666438 | PA      | $1718223.04   | 0.03%             | 2031-07-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  12300850 | PA      | $12231884.12  | 0.23%             | 2199-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7314000 | PA      | $6858118.38   | 0.13%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV                               | METROPOLITAN GOVERNMENT NASHVILLE DAVIDSON COUNT   | CUSIP: 592090LX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1175000 | PA      | $1219593.47   | 0.02%             | 2035-07-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2592649 | PA      | $2579862.91   | 0.05%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                      | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1492006.36   | 0.03%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6512000 | PA      | $6234592.86   | 0.12%             | 2026-09-17      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                             | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2166273.74   | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES NOTE                               | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  15072000 | PA      | $14219527.68  | 0.27%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BANQUE DE MONTREAL                                                                             | BANK OF MONTREAL                                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   2574000 | PA      | $2177063.42   | 0.04%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1595000 | PA      | $1814639.12   | 0.03%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452732 | PA      | $484573.25    | 0.01%             | 2044-08-10      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2702724 | PA      | $2525979.61   | 0.05%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992002.17    | 0.02%             | 2036-11-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| LIFE MORTGAGE TRUST                                                                            | LIFE MORTGAGE TRUST US                             | CUSIP: 53218DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2025000.00   | 0.04%             | 2039-05-15      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4017104 | PA      | $3945275.88   | 0.08%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3616000 | PA      | $3595712.29   | 0.07%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   4423000 | PA      | $4458746.58   | 0.09%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6424621 | PA      | $6460057.37   | 0.12%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2911237.18   | 0.06%             | 2038-07-17      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| THE CHEMOURS COMPANY                                                                           | CHEMOURS CO THE                                    | CUSIP: 16384YAJ6<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   3242426 | PA      | $3153259.23   | 0.06%             | 2028-08-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2716349 | PA      | $2761784.01   | 0.05%             | 2030-12-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1832000 | PA      | $1664539.81   | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| ARAMARK INTERMEDIATE HOLDCO CORPORATION                                                        | ARAMARK SERVICES INC                               | CUSIP: 03852JAV3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3023589 | PA      | $3018539.89   | 0.06%             | 2030-06-24      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3710000 | PA      | $3847757.93   | 0.07%             | 2036-02-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6584510 | PA      | $6776413.83   | 0.13%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   4863000 | PA      | $4936864.63   | 0.09%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                   | DRIVE AUTO RECEIVABLES TRUST 2021 2                | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3051585 | PA      | $3015690.00   | 0.06%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                        | MARIAN UNIVERSITY INC                              | CUSIP: 45506D4G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $941857.53    | 0.02%             | 2028-09-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3476000 | PA      | $3485828.90   | 0.07%             | 2027-01-21      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2023 1 LLC                                   | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450199 | PA      | $450836.55    | 0.01%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3478093.35   | 0.07%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8281779 | NS      | $8281778.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep N.V.                                                                                 | ING GROEP NV                                       | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2818000 | PA      | $2965691.38   | 0.06%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2344990.66   | 0.04%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8039803 | PA      | $7315864.68   | 0.14%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $812772.03    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA), INC.                                                           | UNITED RENTALS INC                                 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28304.70     | 0.00%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                       | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36270GAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881562 | PA      | $1874332.24   | 0.04%             | 2026-09-06      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 NXS3    | CUSIP: 94989VAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1977653.54   | 0.04%             | 2057-09-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Canada 2015-2 Pass Through Trusts                                                          | AIR CANADA 2015 2 CLASS AA PTT                     | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3540711 | PA      | $3409067.96   | 0.07%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                                  | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    733000 | PA      | $628637.40    | 0.01%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                       | ROPER TECHNOLOGIES INC                             | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3515156.21   | 0.07%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2480000 | PA      | $2344639.31   | 0.04%             | 2028-06-26      | Variable      | 2.65%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                                           | NCL CORP LTD                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   7065000 | PA      | $6897734.18   | 0.13%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21351000 | PA      | $21504460.31  | 0.41%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2021 A                  | CUSIP: 55317JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3682337 | PA      | $3571943.54   | 0.07%             | 2030-11-13      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437KS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    675000 | PA      | $690063.75    | 0.01%             | 2036-07-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2819000 | PA      | $2906746.45   | 0.06%             | 2038-08-18      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   2742000 | PA      | $2624671.68   | 0.05%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4418000 | PA      | $4119150.13   | 0.08%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                        | BPCE SA                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3873000 | PA      | $4011812.03   | 0.08%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750489 | PA      | $2734947.27   | 0.05%             | 2034-04-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                                                    | WEST VIRGINIA HOUSING DEVELOPMENT FUND             | CUSIP: 95662NQW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1618820.44   | 0.03%             | 2039-11-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COLUMBUS OHIO MET HSG AUTH GEN REV                                                             | COLUMBUS METROPOLITAN HOUSING AUTHORITY            | CUSIP: 19951AAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1790000 | PA      | $1822791.99   | 0.03%             | 2028-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10272000 | PA      | $10452378.69  | 0.20%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                    | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1119953.48   | 0.02%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881289 | PA      | $1941508.57   | 0.04%             | 2036-02-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                                                                 | REYNOLDS CONSUMER PRODUCTS LLC                     | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   1700000 | PA      | $1703536.00   | 0.03%             | 2032-03-04      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5716770 | PA      | $5741706.14   | 0.11%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RDV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2666667 | PA      | $2654780.39   | 0.05%             | 2026-08-20      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10668038 | PA      | $10233542.77  | 0.20%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 102 CLO LTD                                 | CUSIP: 26253TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690304 | PA      | $1692623.10   | 0.03%             | 2036-10-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M7LP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7932763 | PA      | $7929825.82   | 0.15%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    746000 | PA      | $805523.34    | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1182843 | PA      | $1115371.45   | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3027400.08   | 0.06%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429436 | PA      | $431177.45    | 0.01%             | 2033-06-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029000 | PA      | $3045761.92   | 0.06%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2074000 | PA      | $2086614.69   | 0.04%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEV FING AUTH UPMC REV                                                   | PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHOR | CUSIP: 70870JBL1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $974376.45    | 0.02%             | 2027-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3038000 | PA      | $3109589.51   | 0.06%             | 2029-09-25      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| EVERI HOLDINGS INC.                                                                            | EVERI HOLDINGS INC                                 | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   4779000 | PA      | $4791335.30   | 0.09%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $210597.03    | 0.00%             | 2034-07-01      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5137000 | PA      | $5159191.84   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0N68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15470813 | PA      | $15503148.73  | 0.30%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                                                                  | MHC COMMERCIAL MORTGAGE TRUST                      | CUSIP: 55293AAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520000 | PA      | $1509590.75   | 0.03%             | 2038-05-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QYS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $910497.86    | 0.02%             | 2039-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279YM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $521792.53    | 0.01%             | 2035-10-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY CINCINNATI OHIO GEN RCPTS                                                           | UNIVERSITY OF CINCINNATI                           | CUSIP: 9141195D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $928132.35    | 0.02%             | 2040-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3625000 | PA      | $3689782.16   | 0.07%             | 2039-07-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TEX HOTEL OCCUPANCY TAX REV                                                        | COUNTY OF HARRIS TX HOTEL OCCUPANCY TAX REVENUE    | CUSIP: 414157BQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1615000 | PA      | $1573405.05   | 0.03%             | 2044-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2672918 | PA      | $2635631.50   | 0.05%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1435528 | PA      | $1472251.42   | 0.03%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2713986.41   | 0.05%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3589393 | PA      | $3113571.30   | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    819000 | PA      | $828601.58    | 0.02%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS HSG DEV AUTH REV                                                                      | ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MN49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2183604.97   | 0.04%             | 2041-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18733827 | PA      | $18772982.42  | 0.36%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                                      | KELLANOVA                                          | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    263000 | PA      | $224030.71    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                                      | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1554562.76   | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1511000 | PA      | $1555063.48   | 0.03%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                            | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP HOSP RE | CUSIP: 87638QRC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $874489.21    | 0.02%             | 2031-09-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2220743.07   | 0.04%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4078000 | PA      | $4161210.01   | 0.08%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3001332 | PA      | $3013271.38   | 0.06%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | ONTARIO TEACHERS CADILLAC FAIRVIEW PROP            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6700000 | PA      | $5832015.00   | 0.11%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1938027.42   | 0.04%             | 2026-07-16      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1105257 | PA      | $1120018.44   | 0.02%             | 2030-09-16      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10200000 | PA      | $9789708.01   | 0.19%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST                            | CUSIP: 14314QAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5959000 | PA      | $5950056.36   | 0.11%             | 2027-02-16      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                        | DUKE ENERGY CORP                                   | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $2542814.02   | 0.05%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2575000 | PA      | $2582051.62   | 0.05%             | 2027-06-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                                 | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2490000 | PA      | $2422801.23   | 0.05%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023 2       | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1253054.29   | 0.02%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                         | J P MORGAN CHASE TRUST                             | CUSIP: 46651EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2436000 | PA      | $2225620.37   | 0.04%             | 2039-06-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                                   | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3346386.14   | 0.06%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AT6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6724854 | PA      | $6713582.97   | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48139000 | PA      | $48657998.59  | 0.93%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                                                    | NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY       | CUSIP: 64972JHE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $3192832.00   | 0.06%             | 2036-05-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3224000 | PA      | $3213629.24   | 0.06%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN GOVT NASHVILLE & DAVIDSON CNTY TENN SPORTS AUTH REV                               | METROPOLITAN GOVERNMENT NASHVILLE DAVIDSON COUNT   | CUSIP: 592090HZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1289610.56   | 0.02%             | 2032-08-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 NXS4    | CUSIP: 94989XBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3466788.08   | 0.07%             | 2048-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3468193.30   | 0.07%             | 2041-07-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                                      | ASPLUNDH TREE EXPERT LLC                           | CUSIP: 04538FAE9<br>LEI: 549300R0YQTCFHYAL481 | Long             | LON              | CORP              | US        |   2553112 | PA      | $2542746.86   | 0.05%             | 2031-05-08      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10993668 | PA      | $10057723.26  | 0.19%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2022 LLC                      | CUSIP: 89656RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2258831 | PA      | $2199697.68   | 0.04%             | 2052-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                   | WORLD OMNI SELECT AUTO TRUST 2021 A                | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1236820.84   | 0.02%             | 2027-11-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST                                                                  | MTN COMMERCIAL MORTGAGE TRUST                      | CUSIP: 62475WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2996249.47   | 0.06%             | 2039-03-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $269920.24    | 0.01%             | 2035-07-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 6582078R9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4530000 | PA      | $4554524.94   | 0.09%             | 2044-07-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3750519 | PA      | $3759628.83   | 0.07%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                                            | RYAN SPECIALTY LLC                                 | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    498750 | PA      | $496256.25    | 0.01%             | 2031-09-15      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                            | POST HOLDINGS INC                                  | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1344588.86   | 0.03%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                                                                       | SPIRIT AEROSYSTEMS INC                             | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |  15787000 | PA      | $17496566.61  | 0.33%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3851515 | PA      | $3283324.27   | 0.06%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BCF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1089384.20   | 0.02%             | 2050-07-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                             | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1445250.25   | 0.03%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3204028.32   | 0.06%             | 2036-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   4663704 | PA      | $4645048.98   | 0.09%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                              | INTERNATIONAL GAME TECH                            | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1402000 | PA      | $1412243.91   | 0.03%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1122950.15   | 0.02%             | 2029-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4699000 | PA      | $4666648.31   | 0.09%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2911000 | PA      | $2985690.25   | 0.06%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 2 LLC              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3291000 | PA      | $3407282.98   | 0.07%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                            | CALPINE CORP                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4235624.16   | 0.08%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1246000 | PA      | $1267085.55   | 0.02%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1018000 | PA      | $1070616.82   | 0.02%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2127998 | PA      | $1813672.82   | 0.03%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8540550 | PA      | $8643684.31   | 0.17%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1693356 | PA      | $1577515.25   | 0.03%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2015 PC1 MORTGAGE TRUST                       | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3279666 | PA      | $3241646.34   | 0.06%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2348000 | PA      | $2411675.64   | 0.05%             | 2038-12-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40615802 | PA      | $1727651.49   | 0.03%             | 2055-07-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8835092 | PA      | $8259453.22   | 0.16%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793000 | PA      | $802646.24    | 0.02%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2463027 | PA      | $2452920.16   | 0.05%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST                                                                  | HYT COMMERCIAL MORTGAGE TRUST 2024 RGCY            | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8465658 | PA      | $8426516.88   | 0.16%             | 2041-09-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| TTAN MHC                                                                                       | TTAN                                               | CUSIP: 87303TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1384280 | PA      | $1376354.05   | 0.03%             | 2038-03-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2023 XL3              | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139622 | PA      | $139700.84    | 0.00%             | 2040-12-09      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6543087 | PA      | $6476991.23   | 0.12%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AQ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5500000 | PA      | $5485220.82   | 0.10%             | 2026-06-05      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1780650.74   | 0.03%             | 2041-12-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                           | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2869019.20   | 0.05%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12560227 | PA      | $10536839.68  | 0.20%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4332270.50   | 0.08%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020 3    | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591698 | PA      | $590649.03    | 0.01%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2875000 | PA      | $2924241.40   | 0.06%             | 2028-02-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CHS Inc.                                                                                       | CHS INC                                            | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    400000 | NS      | $10100000.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263395 | PA      | $1268352.65   | 0.02%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| KNIFE RIVER CORPORATION                                                                        | KNIFE RIVER                                        | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1725000 | PA      | $1722843.75   | 0.03%             | 2032-02-19      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3938544 | PA      | $3973344.55   | 0.08%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IOWA FIN AUTH SINGLE FAMILY MTG REV                                                            | IOWA FINANCE AUTHORITY                             | CUSIP: 46247EEF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1180000 | PA      | $1170622.26   | 0.02%             | 2039-07-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS, INC.                                                           | CLEAR CHANNEL OUTDOOR HOLDINGS INC                 | CUSIP: 18453HAF3<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   4824000 | PA      | $4828859.52   | 0.09%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                                     | DOLLAR GENERAL CORP                                | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31280.12     | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2349000 | PA      | $2445484.58   | 0.05%             | 2030-06-20      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1836664 | PA      | $1683344.69   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2668000 | PA      | $2703526.93   | 0.05%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586313 | PA      | $578038.72    | 0.01%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                              | JAB HOLDINGS BV                                    | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    405000 | PA      | $265712.48    | 0.01%             | 2051-05-28      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4203112 | PA      | $4293575.30   | 0.08%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3608709.35   | 0.07%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  86602000 | PA      | $63530685.94  | 1.21%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4111000 | PA      | $4178420.83   | 0.08%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3356750 | PA      | $3425559.50   | 0.07%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   2400000 | PA      | $2358000.00   | 0.05%             | 2030-02-05      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6531741 | PA      | $6106173.98   | 0.12%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vanderbilt University Medical Center                                                           | VANDERBILT UNIVERSITY MEDICAL CENTER               | CUSIP: 921814AA7<br>LEI: 549300UBBPKGW2V30M83 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1257989.07   | 0.02%             | 2037-07-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3621852 | PA      | $3793067.13   | 0.07%             | 2044-08-10      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3749000 | PA      | $3861004.57   | 0.07%             | 2029-12-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $1749596.94   | 0.03%             | 2032-10-21      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                     | ALBERTSONS COS SAFEWAY                             | CUSIP: 013092AE1<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1110849.17   | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9341966 | PA      | $8458827.11   | 0.16%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LXE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468000 | PA      | $459749.11    | 0.01%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Pass Through Trusts                                                   | AMERICAN AIRLINES 2017 2 CLASS A PASS THROUGH TRUS | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242284 | PA      | $1144955.90   | 0.02%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EM4H2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  11023000 | PA      | $8401399.91   | 0.16%             | 2036-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FLA SPL OBLIG                                                                      | CITY OF GAINESVILLE FL                             | CUSIP: 362835CA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2171089.94   | 0.04%             | 2030-10-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2742000 | PA      | $2839760.38   | 0.05%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1748231 | PA      | $1768214.56   | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2419141 | PA      | $2329290.24   | 0.04%             | 2038-12-17      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2013-1 PASS THROUGH TRUST                                                    | US AIRWAYS 2013 1 CLASS A Ptt                      | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3172612 | PA      | $3172612.28   | 0.06%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8730782 | PA      | $8395045.13   | 0.16%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES 2024 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90932WAB9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1795240 | PA      | $1759839.07   | 0.03%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2696664.09   | 0.05%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2021 1             | CUSIP: 74113XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363436 | PA      | $359922.66    | 0.01%             | 2028-02-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1446916 | PA      | $1433889.00   | 0.03%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   2401000 | PA      | $2420052.08   | 0.05%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WACO TEX EDL FIN CORP REV                                                                      | WACO EDUCATIONAL FINANCE CORP                      | CUSIP: 929833BR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1370338.78   | 0.03%             | 2029-03-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164000 | PA      | $1180811.42   | 0.02%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3049597 | PA      | $3084542.38   | 0.06%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2714909 | PA      | $2553969.91   | 0.05%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP                                                                              | EMRLD BORROWER LP EMERALD CO ISSUER INC            | CUSIP: 26873CAB8<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   1443000 | PA      | $1472689.92   | 0.03%             | 2031-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2347000 | PA      | $2377680.79   | 0.05%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| ONE MORTGAGE TRUST                                                                             | ONE 2021 PARK MORTGAGE TRUST                       | CUSIP: 682413AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4612868.98   | 0.09%             | 2036-03-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS SC STORM FUNDING LLC                                                      | DUKE ENERGY PROGRESS SC STORM FUNDING LLC          | CUSIP: 26445CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2298734 | PA      | $2335010.57   | 0.04%             | 2046-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST MTG AGY HOMEOWNER MTG REV                                                          | STATE OF NEW YORK MORTGAGE AGENCY HOMEOWNER MORTGA | CUSIP: 64988YJ73<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1135917.34   | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                             | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1971000 | PA      | $1796890.03   | 0.03%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3898000 | PA      | $3204185.18   | 0.06%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP, LLC                                                                             | HEALTHPEAK OP LLC                                  | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2584941.67   | 0.05%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST STORM FUNDING I, LLC                                                      | EVERGY MISSOURI WEST STORM FUNDING I LLC           | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3117618 | PA      | $3122982.07   | 0.06%             | 2040-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  24190000 | PA      | $23982409.04  | 0.46%             | 2199-12-31      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143655 | PA      | $2196278.57   | 0.04%             | 2032-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4925000 | PA      | $5104235.14   | 0.10%             | 2036-02-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2282000 | PA      | $2297828.66   | 0.04%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4223628 | PA      | $4158352.16   | 0.08%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 50 CLO LTD                                 | CUSIP: 92333CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3259800 | PA      | $3262006.88   | 0.06%             | 2037-10-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    448000 | PA      | $468809.86    | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3671000 | PA      | $3756000.07   | 0.07%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                                               | COUNTY OF MIAMI DADE FL AVIATION REVENUE           | CUSIP: 593340AE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    980000 | PA      | $978564.75    | 0.02%             | 2043-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $3392951.76   | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Compeer Financial, FLCA                                                                        | COMPEER FIN FLCA PCA                               | CUSIP: 20454PAC7<br>LEI: 549300EWFHPBZH38K695 | Long             | DBT              | CORP              | US        |    978000 | PA      | $693842.27    | 0.01%             | 2036-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3574304.68   | 0.07%             | 2028-06-26      | Variable      | 2.33%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                             | ZEGONA FINANCE PLC                                 | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1381000 | PA      | $1471474.23   | 0.03%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 1                | CUSIP: 24702HAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2125281 | PA      | $2137136.21   | 0.04%             | 2029-03-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4535000 | PA      | $2206560.94   | 0.04%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS, INC.                                                                     | AOT PACKAGING PRODUCTS ACQUISITIONCO LLC           | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    457011 | PA      | $450069.03    | 0.01%             | 2028-03-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                                        | AMERICAN TOWER TRUST                               | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3805258.89   | 0.07%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6182487 | PA      | $6215507.09   | 0.12%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8787926 | PA      | $8652110.49   | 0.17%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1858000 | PA      | $1903948.09   | 0.04%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO IV LTD                                | CUSIP: 81785BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2767000 | PA      | $2763618.73   | 0.05%             | 2037-04-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                          | SBNA AUTO LEASE 2024 B                             | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875965 | PA      | $1910469.06   | 0.04%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8374183.52   | 0.16%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3262500 | PA      | $3101846.34   | 0.06%             | 2052-02-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                            | CALPINE CORP                                       | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  17433000 | PA      | $16779804.59  | 0.32%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                 | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2821712.10   | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| WEST VIRGINIA ST HSG DEV FD                                                                    | WEST VIRGINIA HOUSING DEVELOPMENT FUND             | CUSIP: 95662NQX9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1849162.76   | 0.04%             | 2044-11-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16953529 | PA      | $16309296.74  | 0.31%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                                                              | DOLLAR TREE INC                                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    524000 | PA      | $454611.34    | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                          | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    297000 | PA      | $305217.59    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BYCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3255887 | PA      | $3202929.04   | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D0PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12970877 | PA      | $12973876.82  | 0.25%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 3           | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $152900.40    | 0.00%             | 2033-02-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   3399000 | PA      | $3319465.48   | 0.06%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437KT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1970000 | PA      | $1992520.81   | 0.04%             | 2039-07-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST                                          | JETBLUE 2020 1 CLASS A PASS THROUGH TRUST          | CUSIP: 477164AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2913228 | PA      | $2941816.03   | 0.06%             | 2030-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2595308.04   | 0.05%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                          | ATLASSIAN CORP                                     | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2670550.23   | 0.05%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST                  | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3207000 | PA      | $3299125.43   | 0.06%             | 2034-07-17      | Fixed         | 6.71%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CH3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3208000 | PA      | $3160225.41   | 0.06%             | 2034-03-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: —       |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   5986000 | PA      | $6001153.95   | 0.11%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XEC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1590000 | PA      | $1599678.14   | 0.03%             | 2039-07-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA FINANCE P.L.C.                                                                  | VISTAJET MALTA FINANCE PLC VISTA INC               | CUSIP: 92841HAA0<br>LEI: 5299001UK94VGT0CPQ36 | Long             | DBT              | CORP              | MT        |     84000 | PA      | $82071.54     | 0.00%             | 2028-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| CULLEN/FROST BANKERS, INC.                                                                     | CULLEN FROST BANKERS INC                           | CUSIP: 229899AB5<br>LEI: 529900V2E9G9AY665O34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987569.22    | 0.02%             | 2027-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                                  | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   6847000 | PA      | $6818264.40   | 0.13%             | 2199-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                                     | AGILENT TECHNOLOGIES INC                           | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     82000 | PA      | $78807.85     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3949043.85   | 0.08%             | 2052-02-15      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    430000 | PA      | $417683.97    | 0.01%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2457000 | PA      | $2497207.69   | 0.05%             | 2029-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                                             | ENSTAR FINANCE LLC                                 | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3427000 | PA      | $3401227.80   | 0.06%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2046099 | PA      | $1743934.48   | 0.03%             | 2053-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    870000 | PA      | $897759.58    | 0.02%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   2469000 | PA      | $2504043.01   | 0.05%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1917949.57   | 0.04%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972KDL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3620000 | PA      | $3694333.29   | 0.07%             | 2039-11-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                            | CNT HOLDINGS I CORP                                | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   2702554 | PA      | $2686419.39   | 0.05%             | 2032-11-08      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| THE FEDERAL HOME LOAN BANKS                                                                    | FEDERAL HOME LOAN BANK                             | CUSIP: 3130B2RP2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   9040000 | PA      | $8971205.60   | 0.17%             | 2034-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4440072 | PA      | $4511195.79   | 0.09%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2397541 | PA      | $2165387.83   | 0.04%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2024 A                  | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3772646 | PA      | $3861899.49   | 0.07%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $4372478.24   | 0.08%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3830222 | PA      | $3853908.61   | 0.07%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  20523000 | PA      | $18321902.66  | 0.35%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2383870.94   | 0.05%             | 2027-10-13      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1424000 | PA      | $1481957.83   | 0.03%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                              | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   3789000 | PA      | $3721545.32   | 0.07%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico, S.A.B. de C.V.                                                               | GRUPO AEROMEXICO SAB DE CV                         | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2026000 | PA      | $1875801.05   | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6475052 | PA      | $5983354.47   | 0.11%             | 2040-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $21902343.75  | 0.42%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD ISSUANCE TRUST                      | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2077000 | PA      | $2108583.33   | 0.04%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CUCX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4362624 | PA      | $4442361.22   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3053441 | PA      | $2981230.15   | 0.06%             | 2030-03-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8855440.05   | 0.17%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   8561000 | PA      | $8592772.76   | 0.16%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| ALASKA AIRLINES 2020-1 PASS THRU TRUST                                                         | ALASKA AIRLINES 2020 1 CLASS B PASS THROUGH TRUST  | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1031255 | PA      | $1037118.66   | 0.02%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6596924 | PA      | $5791826.95   | 0.11%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596939 | PA      | $613584.94    | 0.01%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                                             | VIKING CRUISES LTD                                 | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   1709000 | PA      | $1705531.84   | 0.03%             | 2027-09-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                                | BACARDI LTD BACARDI MARTINI BV                     | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   2562000 | PA      | $2486502.92   | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4117135 | PA      | $4058172.57   | 0.08%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO, LLC                                                                             | SOLERA LLC                                         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    233958 | PA      | $225256.90    | 0.00%             | 2028-06-04      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST SERIES 2024 4                 | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    814000 | PA      | $822827.46    | 0.02%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11585000 | PA      | $12433832.95  | 0.24%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY HOUSTON TEX UNIV REVS                                                               | UNIVERSITY OF HOUSTON                              | CUSIP: 914302MS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $362248.10    | 0.01%             | 2037-02-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                      | 6297782 LLC                                        | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2245395.00   | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1058211 | PA      | $1059723.40   | 0.02%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20136996 | PA      | $17952881.90  | 0.34%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1866000 | PA      | $1816277.34   | 0.03%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4802401.29   | 0.09%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| NP SPE II LLC                                                                                  | NP SPE II LLC                                      | CUSIP: 62946AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5875000 | PA      | $5658321.19   | 0.11%             | 2047-10-21      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4597936 | PA      | $4666169.70   | 0.09%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST                                                                                      | STATE OF OREGON                                    | CUSIP: 68609UKC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2758711.11   | 0.05%             | 2039-05-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1698000 | PA      | $1725690.97   | 0.03%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404B56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $901752.83    | 0.02%             | 2036-12-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4413639.59   | 0.08%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254BK5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1483045.04   | 0.03%             | 2033-03-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AKL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $436064.28    | 0.01%             | 2035-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2022 3                       | CUSIP: 403951AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4076000 | PA      | $4084219.23   | 0.08%             | 2029-08-20      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                 | CITIGROUP INC                                      | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4281000 | PA      | $4278887.96   | 0.08%             | 2199-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4406751.76   | 0.08%             | 2041-12-15      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7510443.68   | 0.14%             | 2027-06-15      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12747202 | PA      | $12937601.30  | 0.25%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                           | ERAC USA FINANCE LLC                               | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $2791257.41   | 0.05%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2019 4                  | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4335431 | PA      | $4310923.33   | 0.08%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| BERLIN PACKAGING L.L.C.                                                                        | BERLIN PACKAGING LLC                               | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |    482580 | PA      | $478825.61    | 0.01%             | 2031-06-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    927000 | PA      | $893898.74    | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2021 1            | CUSIP: 32059FAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3981000 | PA      | $3981000.00   | 0.08%             | 2027-04-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388050 | PA      | $1375938.48   | 0.03%             | 2038-09-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                              | LAMAR MEDIA CORP                                   | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2430061.59   | 0.05%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                         | JP MORGAN CHASE COMMERCIAL SECURITIES CROP         | CUSIP: 46651EAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1799221.60   | 0.03%             | 2039-06-05      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                              | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3017000 | PA      | $3024226.62   | 0.06%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                                                 | CAMB COMMERCIAL MORTGAGE TRUST                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1703315.65   | 0.03%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6764384 | PA      | $6782064.26   | 0.13%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2790704.05   | 0.05%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21388000 | PA      | $22270255.00  | 0.43%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 2                | CUSIP: 24703GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1975000 | PA      | $1986550.21   | 0.04%             | 2029-01-22      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4100000 | PA      | $4160877.21   | 0.08%             | 2039-07-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                                                  | DIAGEO INVESTMENT CORP                             | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2850423.09   | 0.05%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 A               | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3969000 | PA      | $4045508.66   | 0.08%             | 2050-06-13      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 1                  | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2888000 | PA      | $2923303.75   | 0.06%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1661000 | PA      | $1392398.68   | 0.03%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4318205.59   | 0.08%             | 2028-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  16341000 | PA      | $16594610.29  | 0.32%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 A                | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1080000 | PA      | $1079711.13   | 0.02%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $128990.30    | 0.00%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023 1   | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2541000 | PA      | $2607500.54   | 0.05%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2021 M | CUSIP: 03881VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5150000 | PA      | $4365200.80   | 0.08%             | 2054-06-15      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37961CS11<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |  15900000 | PA      | $15897836.01  | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4450597 | PA      | $4021655.86   | 0.08%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3525565 | PA      | $3536709.53   | 0.07%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    511000 | PA      | $527413.33    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                           | FEDERAL REALTY INVESTMEN                           | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2356443.90   | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H74A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5064959 | PA      | $4463612.84   | 0.09%             | 2032-03-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    559000 | PA      | $583843.22    | 0.01%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   3572000 | PA      | $3547824.11   | 0.07%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2970669.78   | 0.06%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| IRV TRUST                                                                                      | IRV TRUST 2025 200P                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4904292 | PA      | $4910922.02   | 0.09%             | 2047-03-14      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2187486 | PA      | $2103367.40   | 0.04%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                         | SPRINT SPECTRUM CO LLC                             | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232200 | PA      | $233901.39    | 0.00%             | 2029-09-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                         | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU | CUSIP: 46639JAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647406 | PA      | $628019.70    | 0.01%             | 2047-12-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2022 OANA                                | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4500008.04   | 0.09%             | 2037-04-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                           | SOUTHERN CO THE                                    | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1725673.91   | 0.03%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3652395 | PA      | $3425324.78   | 0.07%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                          | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26401000 | PA      | $26525302.39  | 0.51%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994097.96   | 0.04%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AUEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3119249 | PA      | $3177428.31   | 0.06%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3299798 | PA      | $3118368.83   | 0.06%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                                    | AMERICAN ASSETS TRUST LP                           | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2689325.50   | 0.05%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16315503 | PA      | $16386169.78  | 0.31%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7183000 | PA      | $5972089.86   | 0.11%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CV3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1289310 | PA      | $1291125.70   | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                 | KROGER CO THE                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93405.05     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03881BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1349718.20   | 0.03%             | 2053-05-15      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QXK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2763755.29   | 0.05%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                                                      | BRITISH AIR 19 1 CLASS A PTT                       | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1189532 | PA      | $1127545.86   | 0.02%             | 2030-12-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3053000 | PA      | $3027374.80   | 0.06%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4060055.53   | 0.08%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2506173 | PA      | $2465128.86   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3666721.21   | 0.07%             | 2031-03-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                               | DELTA 2 LUX SARL                                   | CUSIP: BL4752806<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    350000 | PA      | $348033.00    | 0.01%             | 2031-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  20136000 | PA      | $20093915.76  | 0.38%             | 2199-12-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8281779 | NS      | $8281778.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC.                                                                                | DK CROWN HOLDINGS INC                              | CUSIP: 23326SAB3<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |   1000000 | PA      | $990210.00    | 0.02%             | 2032-03-04      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                                           | NCL CORPORATION LTD                                | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    403000 | PA      | $401111.18    | 0.01%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8603399 | PA      | $7622549.86   | 0.15%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y REV                                                               | METROPOLITAN TRANSPORTATION AUTHORITY              | CUSIP: 59259YGE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5280581.28   | 0.10%             | 2030-11-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                                    | PILGRIM S PRIDE CORP                               | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520788.52    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                                                         | TRACTOR SUPPLY CO                                  | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1343846.11   | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6157214 | PA      | $5916231.74   | 0.11%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3168000 | PA      | $2803961.93   | 0.05%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   6005000 | PA      | $6022586.40   | 0.12%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12593GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3399000 | PA      | $3322875.50   | 0.06%             | 2050-07-10      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633333 | PA      | $630895.76    | 0.01%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                                    | GENM CAPITAL LABUAN LTD                            | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    650000 | PA      | $573461.66    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1601255.03   | 0.03%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10887897 | PA      | $9646598.18   | 0.18%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                      | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3169000 | PA      | $3096488.04   | 0.06%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO CO                                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2612575.07   | 0.05%             | 2199-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                                                | ACADIA HEALTHCARE CO INC                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1299534.96   | 0.02%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6371667 | PA      | $6399815.09   | 0.12%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N4P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2744333 | PA      | $2759263.89   | 0.05%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BON SECOURS CHARITY HEALTH SYSTEM, INC.                                                        | BON SECOURS CHARITY HEALTH SYSTEM INC              | CUSIP: 09776UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4974400.00   | 0.10%             | 2025-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| La Compagnie de Telephone Bell du Canada ou Bell Canada                                        | BELL CANADA                                        | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   2597000 | PA      | $2602470.76   | 0.05%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                    | AKER BP ASA                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   6518000 | PA      | $6115788.10   | 0.12%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2032427.78   | 0.04%             | 2033-06-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: —       |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3480523 | PA      | $3479169.49   | 0.07%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC           | CUSIP: 03236VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216000 | PA      | $1206142.55   | 0.02%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235303 | PA      | $1242569.13   | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12860000 | PA      | $12151353.58  | 0.23%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                                          | CHENIERE ENERGY INC                                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494113.07    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9266561 | PA      | $8662809.72   | 0.17%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORPORATION                                                                         | MURPHY OIL CORP                                    | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1316149.05   | 0.03%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915805 | PA      | $921198.35    | 0.02%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C15G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3301832 | PA      | $3316437.39   | 0.06%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCCRE TRUST                                                                                   | BBCCRE TRUST                                       | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5935000 | PA      | $5767740.91   | 0.11%             | 2033-08-10      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4524000 | PA      | $4521918.18   | 0.09%             | 2039-06-21      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: P2121YAX6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    480906 | PA      | $480007.13    | 0.01%             | 2027-08-09      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1413979.79   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BJ'S WHOLESALE CLUB, INC.                                                                      | BJ S WHOLESALE CLUB INC                            | CUSIP: 09179FAX0<br>LEI: 549300H2XDOGOSR9L398 | Long             | LON              | CORP              | US        |    825000 | PA      | $826889.25    | 0.02%             | 2029-02-05      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                                                   | FLUTTER ENTERTAINMENT                              | CUSIP: N3313EAG5<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |   1881237 | PA      | $1849500.90   | 0.04%             | 2030-11-30      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437007 | PA      | $438573.82    | 0.01%             | 2033-06-15      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| BOSTON MEDICAL CENTER CORPORATION                                                              | BOSTON MEDICAL CENTER CORP                         | CUSIP: 10103DAB2<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2921686.28   | 0.06%             | 2028-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS, INC.                                                                     | CROWDSTRIKE HOLDINGS INC                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1306471.86   | 0.02%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3459052 | PA      | $3587879.13   | 0.07%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2037000 | PA      | $2088600.55   | 0.04%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0U37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10931949 | PA      | $10929597.24  | 0.21%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3907000 | PA      | $4171972.74   | 0.08%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER, LLC                                                                     | PANTHER ESCROW ISSUER LLC                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1398976.76   | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6791839 | PA      | $6905134.65   | 0.13%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   5581000 | PA      | $5329877.99   | 0.10%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                                      | FARM CREDIT BANK OF TEXAS                          | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | CORP              | US        |  19908000 | PA      | $19697654.86  | 0.38%             | 2199-12-31      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9438733 | PA      | $9587691.01   | 0.18%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 48 CLO LTD                                 | CUSIP: 92340YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3052999 | PA      | $3065742.22   | 0.06%             | 2036-10-20      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                             | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $9105628.50   | 0.17%             | 2027-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12864000 | PA      | $12743400.00  | 0.24%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7300000 | PA      | $7337336.99   | 0.14%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE                    | CUSIP: 95002RAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1788571.59   | 0.03%             | 2053-06-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2716000 | PA      | $2783740.07   | 0.05%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1382000 | PA      | $1389312.91   | 0.03%             | 2030-06-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715862 | PA      | $2753152.98   | 0.05%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1517000 | PA      | $1516277.22   | 0.03%             | 2031-01-15      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4094000 | PA      | $4147886.33   | 0.08%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| ACADEMY, LTD.                                                                                  | ACADEMY LTD                                        | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |    109250 | PA      | $108521.17    | 0.00%             | 2027-11-06      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939609 | PA      | $1965031.12   | 0.04%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   5989000 | PA      | $5964516.75   | 0.11%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER, LLC                                                                      | GTCR W 2 MERGER SUB LLC                            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |  22065000 | PA      | $23268952.29  | 0.44%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AOA MORTGAGE TRUST                                                                             | AOA 2021 1177 MORTGAGE TRUST                       | CUSIP: 00192NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10600000 | PA      | $9401207.06   | 0.18%             | 2038-10-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3565746 | PA      | $3702704.55   | 0.07%             | 2034-04-17      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                               | DELTA 2 LUX SARL                                   | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    750000 | PA      | $745785.00    | 0.01%             | 2031-09-19      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17895357 | PA      | $17898063.79  | 0.34%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                | PALMER SQUARE LOAN FUNDING LTD                     | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3004695.00   | 0.06%             | 2030-10-15      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                      | REGAL REXNORD CORP                                 | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  19241000 | PA      | $19603885.26  | 0.37%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381000 | PA      | $1402300.50   | 0.03%             | 2030-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3145000 | PA      | $3225536.86   | 0.06%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                                                           | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    972724 | PA      | $969485.24    | 0.02%             | 2029-04-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP                           | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2088329.54   | 0.04%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NP SPE X L P                                                                                   | NP SPE II LLC                                      | CUSIP: 62947AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2034643 | PA      | $1973273.96   | 0.04%             | 2049-11-19      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP ECONOMIC DEV REV                                                 | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 57420NCR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1325301.36   | 0.03%             | 2031-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1955485.26   | 0.04%             | 2026-05-17      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                        | MICRON TECHNOLOGY INC                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3464040.94   | 0.07%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                   | GS MORTGAGE SECURITIES TRUST 2019 GSA1             | CUSIP: 36261PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4548007.84   | 0.09%             | 2052-11-10      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018 AUS     | CUSIP: 94990EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4094789.33   | 0.08%             | 2036-07-17      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERMZ1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4527000 | PA      | $4522201.38   | 0.09%             | 2039-08-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LBA TRUST                                                                                      | LBA TRUST 2024 7IND                                | CUSIP: 52109XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2059350 | PA      | $2050881.38   | 0.04%             | 2041-10-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3920178 | PA      | $3939413.61   | 0.08%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   7028000 | PA      | $6946825.92   | 0.13%             | 2199-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1139000 | PA      | $1157609.52   | 0.02%             | 2030-10-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING LLC                        | CUSIP: 42806MAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3326059.42   | 0.06%             | 2028-06-26      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FIN AUTH N H REV                                                                      | NEW HAMPSHIRE BUSINESS FINANCE AUTHORITY           | CUSIP: 63607YCF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3580000 | PA      | $3525341.31   | 0.07%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584000 | PA      | $2611680.26   | 0.05%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1490258 | PA      | $1405249.95   | 0.03%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4232884 | PA      | $4167465.53   | 0.08%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9228466 | PA      | $8186194.63   | 0.16%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642000 | PA      | $1672861.77   | 0.03%             | 2055-04-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8429746 | PA      | $8419458.96   | 0.16%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $1703092.63   | 0.03%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                        | MARIAN UNIVERSITY INC                              | CUSIP: 45506D4F9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1130000 | PA      | $1081253.75   | 0.02%             | 2027-09-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE PLC                                                                          | JEFFERIES FINANCE PLC                              | CUSIP: BL4769248<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4389000 | PA      | $4383513.75   | 0.08%             | 2031-10-09      | None          | 7.32%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    254000 | PA      | $189235.08    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   6367000 | PA      | $5589174.86   | 0.11%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1921000 | PA      | $1864004.29   | 0.04%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93000 | PA      | $97319.21     | 0.00%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910000 | PA      | $920413.08    | 0.02%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CO                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3293090.53   | 0.06%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2198721.19   | 0.04%             | 2031-01-15      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                               | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2288324.31   | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9035000 | PA      | $8918312.98   | 0.17%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4620000 | PA      | $4652175.60   | 0.09%             | 2044-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| PHOENIX ARIZ CIVIC IMPT CORP EXCISE TAX REV                                                    | CITY OF PHOENIX CIVIC IMPROVEMENT CORP             | CUSIP: 71884AH77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $861618.58    | 0.02%             | 2031-07-01      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                       | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021 1    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388000 | PA      | $1328998.13   | 0.03%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                                          | JEFFERIES FINANCE LLC JFIN                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1734046.89   | 0.03%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3359784 | PA      | $3230585.26   | 0.06%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4197000 | PA      | $4161350.68   | 0.08%             | 2038-01-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO VII LTD                               | CUSIP: 81800WAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2587000 | PA      | $2548404.55   | 0.05%             | 2037-04-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Alaska Air Pass Through Trust 2020-1A                                                          | ALASKA AIRLINES 2020 TR                            | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3883516 | PA      | $3851323.18   | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1     | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4350000 | PA      | $4362684.80   | 0.08%             | 2027-06-10      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                             | PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP   | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2501783.82   | 0.05%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9L93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3234231 | PA      | $3085024.55   | 0.06%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8617142 | PA      | $8105600.23   | 0.15%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145000 | PA      | $1171852.48   | 0.02%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2236312.56   | 0.04%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1231159 | PA      | $1230512.88   | 0.02%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4696432 | PA      | $4891210.02   | 0.09%             | 2031-04-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST COLLEGE BLDG AUTH REV                                                         | MASSACHUSETTS STATE COLLEGE BUILDING AUTHORITY     | CUSIP: 575831GN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000 | PA      | $4584.84      | 0.00%             | 2029-05-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140A04E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3985152 | PA      | $4067558.82   | 0.08%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 1    | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2944000 | PA      | $2928476.03   | 0.06%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7060463.25   | 0.13%             | 2052-02-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015 NXS4    | CUSIP: 94989XBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4944525.04   | 0.09%             | 2048-12-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22560049 | PA      | $23649969.97  | 0.45%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LP                     | CUSIP: 42806MAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833000 | PA      | $1756434.07   | 0.03%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12673649 | PA      | $12891180.54  | 0.25%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2306609 | PA      | $2250177.58   | 0.04%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4263269 | PA      | $4305063.44   | 0.08%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C4BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3882338 | PA      | $3826193.08   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XDB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4070000 | PA      | $4009827.83   | 0.08%             | 2039-10-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4956000 | PA      | $4934342.28   | 0.09%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                      | KRAFT HEINZ FOODS CO                               | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2606474.07   | 0.05%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 6582078Q1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1829666.38   | 0.03%             | 2039-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1719000 | PA      | $1648034.89   | 0.03%             | 2028-07-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                           | DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST            | CUSIP: 23312RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $97.66        | 0.00%             | 2036-08-10      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    276601 | PA      | $272709.42    | 0.01%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                                                                  | MERIT 2020                                         | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1978791.61   | 0.04%             | 2027-01-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    836000 | PA      | $831885.17    | 0.02%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8593866 | PA      | $7624594.83   | 0.15%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                                                               | PROOFPOINT INC                                     | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    469126 | PA      | $466076.25    | 0.01%             | 2028-08-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE, INC.                                                                          | AXON ENTERPRISE INC                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   3872000 | PA      | $3951189.07   | 0.08%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2267995 | PA      | $2163364.59   | 0.04%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190526 | PA      | $181696.16    | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3420786 | PA      | $2990938.15   | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8435944 | PA      | $8305567.82   | 0.16%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2022 STAR                                | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2804149 | PA      | $2786012.48   | 0.05%             | 2039-08-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                 | BNP PARIBAS                                        | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $439925.96    | 0.01%             | 2032-04-19      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS FIN AUTH REV                                                                          | ILLINOIS FINANCE AUTHORITY                         | CUSIP: 45204EWE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1425088.69   | 0.03%             | 2038-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15659828 | PA      | $13756993.73  | 0.26%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERGE5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4532000 | PA      | $4533133.00   | 0.09%             | 2034-06-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                   | GS MORTGAGE SECURITIES TRUST 2019 GSA1             | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3717281.43   | 0.07%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4351147 | PA      | $4363508.38   | 0.08%             | 2037-10-13      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GMW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1585000 | PA      | $1521574.00   | 0.03%             | 2039-11-01      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10233500 | PA      | $9554774.98   | 0.18%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2444000 | PA      | $2518301.96   | 0.05%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    948000 | PA      | $956101.73    | 0.02%             | 2031-05-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| THE HOWARD HUGHES CORPORATION                                                                  | HOWARD HUGHES CORP THE                             | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |   3597000 | PA      | $3190143.44   | 0.06%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2081403 | PA      | $1750249.31   | 0.03%             | 2051-08-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17389445 | PA      | $17394166.68  | 0.33%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4037625 | PA      | $3764086.14   | 0.07%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                               | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   6464422 | PA      | $6407883.54   | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425UWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13720453 | PA      | $13716436.95  | 0.26%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: G0541TAB1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   4174000 | PA      | $4150542.12   | 0.08%             | 2031-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2259027 | PA      | $2318787.63   | 0.04%             | 2031-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GJU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9065000 | PA      | $9032134.95   | 0.17%             | 2039-11-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1212000 | PA      | $1204663.42   | 0.02%             | 2032-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  15775000 | PA      | $15672183.36  | 0.30%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4098461 | PA      | $4136179.01   | 0.08%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3457770.74   | 0.07%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LINCOLN CENTER FOR THE PERFORMING ARTS, INC.                                                   | LINCOLN CENTER FOR ARTS                            | CUSIP: 533097AA9<br>LEI: 5493005I1IFCGZIFFQ41 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1279427.56   | 0.02%             | 2035-12-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | 30 YEAR US TREASURY BOND FUTURE JUN25              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1393 | NC      | $1831638.74   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8454000 | PA      | $7000968.75   | 0.13%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140LER82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4278914 | PA      | $3594032.74   | 0.07%             | 2034-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4524000 | PA      | $4547221.50   | 0.09%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185000 | PA      | $1229525.30   | 0.02%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29375000 | PA      | $27254492.19  | 0.52%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                        | ROYAL BANK OF CANADA                               | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3486000 | PA      | $3536440.04   | 0.07%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                           | ORLANDO HEALTH OBLIGATED GROUP                     | CUSIP: 686514AP5<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251092.39    | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5279140 | PA      | $5201852.17   | 0.10%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | CREDIT SUISSE GROUP AG                             | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4000000 | PA      | $3580313.34   | 0.07%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | SKYMILES IP LTD                                    | CUSIP: 24736CBS2<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | LON              | CORP              | KY        |     68139 | PA      | $68635.72     | 0.00%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2724000 | PA      | $2799151.70   | 0.05%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3578101 | PA      | $3603333.15   | 0.07%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| ESAB CORPORATION                                                                               | ESAB CORP                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    458000 | PA      | $464240.20    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4325739.82   | 0.08%             | 2026-09-17      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3366093 | PA      | $3379172.74   | 0.06%             | 2039-09-19      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5876067 | PA      | $5650106.49   | 0.11%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2909349 | PA      | $2930317.38   | 0.06%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1237000 | PA      | $1251995.28   | 0.02%             | 2030-03-22      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2811000 | PA      | $2900197.63   | 0.06%             | 2029-12-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2939508.32   | 0.06%             | 2033-03-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                                         | DIRECTV FINANCING LLC                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4339000 | PA      | $4122103.62   | 0.08%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1809000 | PA      | $1813969.21   | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |   2381964 | PA      | $2371554.99   | 0.05%             | 2028-10-18      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS CO                                 | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3722523.55   | 0.07%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                          | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AE3<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1894813.19   | 0.04%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    936000 | PA      | $944065.52    | 0.02%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1968831 | PA      | $1807645.54   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                            | HERSHEY CO THE                                     | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   4312000 | PA      | $4352013.23   | 0.08%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                                                                          | HOLCIM FINANCE US LLC                              | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   4758000 | PA      | $4756858.89   | 0.09%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3753906.43   | 0.07%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2605769 | PA      | $2562707.95   | 0.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $4570480.48   | 0.09%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107998 | PA      | $107965.84    | 0.00%             | 2032-05-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792Q41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3360000 | PA      | $3337577.01   | 0.06%             | 2034-10-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2265957 | PA      | $2235646.62   | 0.04%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                                   | ZIMMER BIOMET HOLDINGS INC                         | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $2126949.43   | 0.04%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2024 A                 | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2749000 | PA      | $2772791.35   | 0.05%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4305734 | PA      | $4233662.33   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5295000 | PA      | $5335341.38   | 0.10%             | 2028-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63303000 | PA      | $57398017.03  | 1.10%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2601000 | PA      | $2597722.77   | 0.05%             | 2032-07-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1176000 | PA      | $1158632.71   | 0.02%             | 2035-06-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                           | DEUTSCHE BANK COMMERCIAL MORTGAGE TRUST            | CUSIP: 23312RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $2316294.91   | 0.04%             | 2036-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| MHC COMMERCIAL MORTGAGE TRUST                                                                  | MHC COMMERCIAL MORTGAGE TRUST 2021 MHC             | CUSIP: 55316VAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1590022.15   | 0.03%             | 2038-04-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488466.69   | 0.03%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                                  | FOCUS FINANCIAL PARTNERS LLC                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    226000 | PA      | $227236.50    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RHODE ISLAND HSG & MTG FIN CORP                                                                | RHODE ISLAND HOUSING MORTGAGE FINANCE CORP         | CUSIP: 76221SCU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2715000 | PA      | $2785333.73   | 0.05%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2493492 | PA      | $2535122.12   | 0.05%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2023 II LTD                           | CUSIP: 817941AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3755000 | PA      | $3758927.73   | 0.07%             | 2036-10-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023  | CUSIP: 96042UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1208633.74   | 0.02%             | 2027-06-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792R57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3075000 | PA      | $2977350.83   | 0.06%             | 2043-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                          | DISTRICT OF COLUMBIA                               | CUSIP: 25483VXG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1315527.99   | 0.03%             | 2031-04-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1538000 | PA      | $1595965.49   | 0.03%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1411000 | PA      | $1475753.22   | 0.03%             | 2033-08-22      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| JW COMMERCIAL MORTGAGE TRUST                                                                   | JW COMMERCIAL MORTGAGE TRUST 2024 MRCO             | CUSIP: 46657XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715862 | PA      | $2701193.41   | 0.05%             | 2039-06-15      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                    | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1433781.16   | 0.03%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $901105.56    | 0.02%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7409699 | PA      | $7291991.53   | 0.14%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3090290 | PA      | $3113947.88   | 0.06%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                               | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $1871145.64   | 0.04%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 121 CLO LTD                                 | CUSIP: 26253VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4420009 | PA      | $4403115.73   | 0.08%             | 2037-01-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQ5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8936793 | PA      | $9122255.76   | 0.17%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                    | CAESARS ENTERTAINMENT INC                          | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2890821.29   | 0.06%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MURPHY USA INC                                                                                 | MURPHY USA INC                                     | CUSIP: BL5048261<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $752407.50    | 0.01%             | 2032-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3862149 | PA      | $3874772.28   | 0.07%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451667 | PA      | $450345.40    | 0.01%             | 2026-06-25      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                              | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1868000 | PA      | $1813236.96   | 0.03%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2288646.36   | 0.04%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16033343 | PA      | $16181106.77  | 0.31%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1618000 | PA      | $1601360.99   | 0.03%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                           | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1433100.67   | 0.03%             | 2046-08-15      | Fixed         | 2.48%                 | Yes           |                  2 | On Loan: No      |
| TRIMBLE INC.                                                                                   | TRIMBLE INC                                        | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56140.87     | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4514940 | PA      | $4107697.49   | 0.08%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    906000 | PA      | $916439.80    | 0.02%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AKJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    390000 | PA      | $405861.81    | 0.01%             | 2034-10-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    458000 | PA      | $443985.12    | 0.01%             | 2199-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $23380000.00  | 0.45%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2022 I LTD                            | CUSIP: 81785AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997000 | PA      | $3942696.76   | 0.08%             | 2038-01-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4065745 | PA      | $4002909.54   | 0.08%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4480000 | PA      | $4400189.61   | 0.08%             | 2035-03-13      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| US FOODS, INC.                                                                                 | US FOODS INC                                       | CUSIP: 90351HAG3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |   2443875 | PA      | $2449153.77   | 0.05%             | 2031-10-03      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2515000 | PA      | $2526275.55   | 0.05%             | 2028-01-21      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2071847 | PA      | $2082469.30   | 0.04%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715862 | PA      | $2756276.44   | 0.05%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2961724 | PA      | $2603451.28   | 0.05%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2624000 | PA      | $2694536.90   | 0.05%             | 2040-01-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 140862000 | PA      | $150656310.94 | 2.88%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2995000 | PA      | $3004230.59   | 0.06%             | 2028-12-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2487305 | PA      | $2385231.30   | 0.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP                                                                                  | CQP HOLDCO LP BIP V CHINOOK HOLDCO LLC             | CUSIP: 12657NAA8<br>LEI: 549300LPL012JY5D4B69 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961128.02    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| COX COMMUNICATIONS, INC.                                                                       | COX COMMUNICATIONS INC                             | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2139000 | PA      | $2151308.71   | 0.04%             | 2033-06-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TR                            | CUSIP: 89621ABU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3625000 | PA      | $3636942.47   | 0.07%             | 2028-08-28      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45129Y6Q4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1942471.44   | 0.04%             | 2039-07-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1707789.52   | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                            | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1509424.83   | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL 2021 SFR4                     | CUSIP: 74333EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2351000 | PA      | $2294335.47   | 0.04%             | 2038-05-17      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                        | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2839000 | PA      | $2864703.54   | 0.05%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7906616 | PA      | $7146766.36   | 0.14%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LIMITED                                                                         | ARDONAGH FINCO LTD                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   1450000 | PA      | $1482627.84   | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    826000 | PA      | $830817.95    | 0.02%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33180000 | PA      | $32853384.38  | 0.63%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $446450.53    | 0.01%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6965359 | PA      | $6171258.41   | 0.12%             | 2053-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTRAL TEX REGL MOBILITY AUTH REV                                                             | CENTRAL TEXAS REGIONAL MOBILITY AUTHORITY          | CUSIP: 155498JF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    855000 | PA      | $790743.04    | 0.02%             | 2029-01-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WFM0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5331415.20   | 0.10%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    998000 | PA      | $1009447.06   | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4495260 | PA      | $4577739.44   | 0.09%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2217954 | PA      | $2271928.20   | 0.04%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2676786.27   | 0.05%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425000 | PA      | $3567601.96   | 0.07%             | 2038-08-18      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY REV                                              | INDIANA HOUSING COMMUNITY DEVELOPMENT AUTHORITY    | CUSIP: 45505T7Q8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1170000 | PA      | $1179270.06   | 0.02%             | 2045-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149000 | PA      | $1158741.68   | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2776000 | PA      | $2844232.94   | 0.05%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      5000 | NS      | $4220000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENJA9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4613000 | PA      | $3862326.51   | 0.07%             | 2034-12-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3890155 | PA      | $3891645.90   | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                      | J M SMUCKER CO THE                                 | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1261485.71   | 0.02%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    788004 | PA      | $718763.27    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS, INC.                                                                       | SPIRIT AEROSYSTEMS INC                             | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   5467000 | PA      | $5830353.08   | 0.11%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5216175 | PA      | $4789133.37   | 0.09%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                                                          | COMERICA INC                                       | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   6181000 | PA      | $6131650.52   | 0.12%             | 2199-12-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| COLUMBIA CENT CLO LIMITED                                                                      | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3683133.75   | 0.07%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   4521000 | PA      | $4336779.58   | 0.08%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1377816.68   | 0.03%             | 2038-06-17      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3855811 | PA      | $3938412.76   | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QF57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1610000 | PA      | $1623168.95   | 0.03%             | 2044-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2616945.95   | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077000 | PA      | $1108073.38   | 0.02%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1252223.62   | 0.02%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2019 LLC                      | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950745 | PA      | $2908453.74   | 0.06%             | 2049-04-17      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2024 C              | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265000 | PA      | $1268887.14   | 0.02%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $1942303.85   | 0.04%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                                                  | BLP COMMERCIAL MORTGAGE TRUST 2025 IND             | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570000 | PA      | $2520202.30   | 0.05%             | 2042-03-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                   | JBS USA FOOD FINANCE                               | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |    444000 | PA      | $455583.96    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1561148.45   | 0.03%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45129Y7X8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4285000 | PA      | $4316764.81   | 0.08%             | 2045-01-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1075136.78   | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $742520.18    | 0.01%             | 2038-09-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2751889 | PA      | $2727876.96   | 0.05%             | 2038-09-15      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461000 | PA      | $473435.75    | 0.01%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1841000 | PA      | $1873177.04   | 0.04%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4486567 | PA      | $4451515.70   | 0.09%             | 2041-10-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                                               | PERMIAN RESOURCES OPERATING LLC                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    854000 | PA      | $834576.18    | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI BELL INC.                                                                           | CINCINNATI BELL INC                                | CUSIP: 17187MAT7<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    485034 | PA      | $481639.13    | 0.01%             | 2028-11-24      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    748000 | PA      | $760824.19    | 0.01%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                             | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $2438713.96   | 0.05%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2254000 | PA      | $2271553.94   | 0.04%             | 2031-05-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    770206 | PA      | $803057.56    | 0.02%             | 2030-04-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  92967500 | PA      | $95901786.72  | 1.83%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10833188 | PA      | $10634899.48  | 0.20%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1633671.35   | 0.03%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEBRASKA INVT FIN AUTH SINGLE FAMILY HSG REV                                                   | NEBRASKA INVESTMENT FINANCE AUTHORITY              | CUSIP: 63968M7L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1980000 | PA      | $1978648.90   | 0.04%             | 2043-03-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5736024 | PA      | $5767609.89   | 0.11%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UNJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4420000 | PA      | $4446000.95   | 0.08%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1075159.51   | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2425350.00   | 0.05%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350870 | PA      | $1374004.91   | 0.03%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                         | SMITHFIELD FOODS INC                               | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1812074.50   | 0.03%             | 2031-09-13      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEV FING AUTH GOVERNMENTAL LEASE REV                                     | PENNSYLVANIA ST ECON DEV FINGAUTH GOVTL            | CUSIP: 70869HBB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1855000 | PA      | $1732450.72   | 0.03%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE CDO LTD                                    | CUSIP: 92330DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2806000 | PA      | $2806841.80   | 0.05%             | 2036-04-20      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                                             | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $825680.00    | 0.02%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2014-1 Pass Through Trusts                                                     | UNITED AIRLINES 2014 1 CLASS A                     | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5964926 | PA      | $5882159.21   | 0.11%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                             | JACKSON PARK TRUST                                 | CUSIP: 46868RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4434264.90   | 0.08%             | 2039-10-14      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2023 LEAF1 NOTES                     | CUSIP: 551925AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1882000 | PA      | $1892710.35   | 0.04%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5796000 | PA      | $5951654.39   | 0.11%             | 2040-01-13      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128K45F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25478 | PA      | $26369.04     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12562000 | PA      | $11978245.12  | 0.23%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4642705.20   | 0.09%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12487000 | PA      | $10336894.69  | 0.20%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRANDS CORP.                                                                  | TOPGOLF CALLAWAY BRAND                             | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   1880000 | PA      | $1763289.60   | 0.03%             | 2030-03-12      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 4           | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2266000 | PA      | $2239634.41   | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                         | CITIGROUP CAPITAL XIII                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     87500 | NS      | $2607500.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  74467000 | PA      | $73559433.44  | 1.41%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FLA AVIATION REV                                                               | MIAMI DADE CNTY FL AVIATION REVENUE                | CUSIP: 59333P6H6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $871583.94    | 0.02%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                                                                         | NVENT FINANCE SARL                                 | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   1744000 | PA      | $1727839.38   | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2259000 | PA      | $2284650.15   | 0.04%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Four Seasons Holdings Inc.                                                                     | FOUR SEASONS HOTELS LTD                            | CUSIP: 35100DAV8<br>LEI: 549300KN76IMZYPMJC43 | Long             | LON              | CORP              | CA        |   3324492 | PA      | $3324924.58   | 0.06%             | 2029-11-30      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5063000 | PA      | $5190081.26   | 0.10%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1337000 | PA      | $1392844.32   | 0.03%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MASSACHUSETTS ST HSG FIN AGY HSG REV                                                           | MASSACHUSETTS HOUSING FINANCE AGENCY               | CUSIP: 57587GP66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1985000 | PA      | $1874057.05   | 0.04%             | 2039-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                         | SLM STUDENT LOAN TRUST 2012 6                      | CUSIP: 78447GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2342712.25   | 0.04%             | 2043-04-27      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2083985.80   | 0.04%             | 2030-11-16      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1852220 | PA      | $1822215.33   | 0.03%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP MED FACS REV                                         | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP MED FACS | CUSIP: 414008CS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1290274.50   | 0.02%             | 2029-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12765916 | PA      | $11305168.62  | 0.22%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST 2023 B                      | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1362000 | PA      | $1372147.88   | 0.03%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE                    | CUSIP: 95003LAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1168836.44   | 0.02%             | 2040-02-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                                                                              | TRIMARAN CAVU LLC                                  | CUSIP: 89624GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5011380.00   | 0.10%             | 2035-01-18      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                 | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13757 | PA      | $13715.42     | 0.00%             | 2029-02-26      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero BBVA Mexico                 | BBVA BANCOMER SA TEXAS                             | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   3682000 | PA      | $3746375.57   | 0.07%             | 2039-01-08      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP REV                                                              | STATE BOARD OF ADMINISTRATION FINANCE CORP         | CUSIP: 341271AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26804000 | PA      | $27381249.60  | 0.52%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4527000 | PA      | $4596802.45   | 0.09%             | 2031-07-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                                  | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2562000 | PA      | $2602010.13   | 0.05%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                      | ALCON FINANCE CORP                                 | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    952000 | PA      | $920865.19    | 0.02%             | 2052-12-06      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812U7J1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4535000 | PA      | $4597942.36   | 0.09%             | 2039-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                   | CADENCE DESIGN SYSTEMS INC                         | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    542000 | PA      | $530248.59    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BANK                                                                                           | BANK                                               | CUSIP: 06541FBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4860074.06   | 0.09%             | 2050-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4292026 | PA      | $3912334.83   | 0.07%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2805029.70   | 0.05%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                                                 | TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KNE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2722030.79   | 0.05%             | 2039-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2023 I LTD                            | CUSIP: 81785EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3002622.00   | 0.06%             | 2036-04-15      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                             | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3158085 | PA      | $3220668.24   | 0.06%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4190000 | PA      | $4448936.13   | 0.09%             | 2032-10-21      | Fixed         | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9580032 | PA      | $8946132.40   | 0.17%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                                              | CP EF ASSET SECURITIZATION II LLC                  | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480077 | PA      | $484741.64    | 0.01%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2021 VOLT             | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216000 | PA      | $213278.34    | 0.00%             | 2036-09-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2381787.54   | 0.05%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6097000 | PA      | $5691314.58   | 0.11%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                           | BLUE OWL FINANCE LLC                               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2782000 | PA      | $2809909.80   | 0.05%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13699336 | PA      | $13701165.86  | 0.26%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M8E4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $611082.13    | 0.01%             | 2039-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYYE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6091145 | PA      | $6143604.83   | 0.12%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2979000 | PA      | $2931127.47   | 0.06%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| TRESTLES CLO LTD                                                                               | TRESTLES CLO 2017 1 LTD                            | CUSIP: 89532WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $887483.00    | 0.02%             | 2034-07-21      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638000 | PA      | $1665103.80   | 0.03%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCOTT TRUST                                                                                    | SCOTT TRUST 2023 SFS                               | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2357143 | PA      | $2382868.25   | 0.05%             | 2028-03-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                                  | GLOBAL ATLANTIC FIN CO                             | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   4002000 | PA      | $4441390.52   | 0.08%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2216733 | PA      | $2212292.38   | 0.04%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3990058 | PA      | $4011766.03   | 0.08%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3432000 | PA      | $3347690.41   | 0.06%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hawaiian Airlines 2013-1 Pass Through Trusts                                                   | HAWAIIAN AIRLINES 2013 1 CLASS A PASS THROUGH CERT | CUSIP: 419838AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4103389 | PA      | $3960713.48   | 0.08%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                             | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   4277000 | PA      | $4400903.81   | 0.08%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                               | MARSH MCLENNAN COS INC                             | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    513000 | PA      | $486656.23    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5195140 | PA      | $5143103.74   | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  12015000 | PA      | $11489888.43  | 0.22%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                     | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2386668.55   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8330000 | PA      | $8494498.60   | 0.16%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                                 | COMMERCIAL MORTGAGE PASS THROUGH                   | CUSIP: 449653AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2170791.67   | 0.04%             | 2032-03-15      | Variable      | 3.95%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100952.74    | 0.00%             | 2031-12-22      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67875 | PA      | $67871.08     | 0.00%             | 2032-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY HSG REV                                             | NEW YORK CITY HOUSING DEVELOPMENT CORP             | CUSIP: 64972KDM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3070000 | PA      | $3111267.88   | 0.06%             | 2044-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                   | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3752000 | PA      | $3821997.28   | 0.07%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    908510 | PA      | $921248.94    | 0.02%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                                    | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2063079.58   | 0.04%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV                                                 | UPTOWN DEVELOPMENT AUTHORITY                       | CUSIP: 916856HC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $346488.98    | 0.01%             | 2032-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                                  | METLIFE INC                                        | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   7523000 | PA      | $7449484.31   | 0.14%             | 2199-12-31      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC            | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   3592000 | PA      | $3566873.10   | 0.07%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3623210.16   | 0.07%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 2                     | CUSIP: 142921AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3283408.34   | 0.06%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3410624 | PA      | $3435131.07   | 0.07%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 1           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2247047.76   | 0.04%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2673993 | PA      | $2620565.37   | 0.05%             | 2030-03-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Markel Group Inc.                                                                              | MARKEL GROUP INC                                   | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   6616000 | PA      | $6591618.96   | 0.13%             | 2199-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   3430000 | PA      | $3448326.22   | 0.07%             | 2028-05-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2019 30HY MORTGAGE TRUST              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1906211 | PA      | $1779884.44   | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                                                      | PPL CAPITAL FUNDING INC                            | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    690000 | PA      | $690492.34    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                             | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505410.72   | 0.05%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUY76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7630994 | PA      | $7764608.66   | 0.15%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION TRUST                                                                   | AERCAP GLOBAL AVIATION T                           | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |   3711000 | PA      | $3713869.74   | 0.07%             | 2045-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AKK7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $462895.54    | 0.01%             | 2035-04-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2021 4                     | CUSIP: 14317JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2831000 | PA      | $2756443.03   | 0.05%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERYP0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   6224000 | PA      | $6155971.68   | 0.12%             | 2034-10-30      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                                | APA CORP                                           | CUSIP: 00188AS10<br>LEI: 549300VCIWLRHYVSHC79 | Long             | STIV             | CORP              | US        |  51700000 | PA      | $51692772.34  | 0.99%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UDH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2570000 | PA      | $2667554.79   | 0.05%             | 2039-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715534 | PA      | $2792079.58   | 0.05%             | 2054-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                         | SLM STUDENT LOAN TRUST 2003 14                     | CUSIP: 78442GKP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289406 | PA      | $276143.59    | 0.01%             | 2065-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                                            | RYAN SPECIALTY LLC                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6431614.58   | 0.12%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERHK0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4597000 | PA      | $4593736.13   | 0.09%             | 2044-06-17      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1366752.51   | 0.03%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   3200000 | PA      | $2913038.28   | 0.06%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NEVADA HSG DIV SINGLE FAMILY MTG REV                                                           | NEVADA HOUSING DIVISION                            | CUSIP: 641279B37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2260000 | PA      | $2182703.90   | 0.04%             | 2039-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST 2023 A                      | CUSIP: 88167PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6381000 | PA      | $6402172.52   | 0.12%             | 2027-07-20      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2339117 | PA      | $2367108.07   | 0.05%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2290406.86   | 0.04%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DURA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16440363 | PA      | $16477270.87  | 0.31%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GA85<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1255000 | PA      | $1272568.97   | 0.02%             | 2043-11-01      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C9JX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6375937 | PA      | $6496643.69   | 0.12%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2359049.14   | 0.05%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053000 | PA      | $1075983.81   | 0.02%             | 2031-03-26      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                         | JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST      | CUSIP: 46592FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 226300000 | PA      | $511392.74    | 0.01%             | 2040-01-05      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4187512 | PA      | $4186714.14   | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 93 CLO LTD                                  | CUSIP: 26190TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169000 | PA      | $2160538.73   | 0.04%             | 2038-01-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                             | NORTHWESTERN MUTUAL GLOBAL FUNDING                 | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   4372000 | PA      | $4466806.98   | 0.09%             | 2030-01-13      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $916516.88    | 0.02%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5545000 | PA      | $4672646.22   | 0.09%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7893300 | PA      | $7568155.59   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1043000 | PA      | $1063467.65   | 0.02%             | 2030-06-17      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377REQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1193163.97   | 0.02%             | 2026-08-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                               | EASTERN ENERGY GAS HOLDINGS LLC                    | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4819000 | PA      | $4973464.83   | 0.10%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2168219 | PA      | $2179501.44   | 0.04%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES, LP                                                                       | RHP HOTEL PROPERTIES LP RHP FINANCE CORP           | CUSIP: 749571AG0<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71790.21     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2403817.89   | 0.05%             | 2027-06-15      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                                                | FIRST CITIZENS BANCSHARE                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2843222.06   | 0.05%             | 2030-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2021 REV2             | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $479557.30    | 0.01%             | 2034-05-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5955360 | PA      | $6040373.08   | 0.12%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1998159 | PA      | $2059678.67   | 0.04%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| AON CORPORATION                                                                                | AON CORP AON GLOBAL HOLDINGS PLC                   | CUSIP: 03740LAG7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    699000 | PA      | $709654.72    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5108900 | PA      | $5093094.58   | 0.10%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                          | ONE BRYANT PARK                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7791000 | PA      | $6990386.43   | 0.13%             | 2049-09-13      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2817859 | PA      | $2874212.06   | 0.05%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4009000 | PA      | $4071612.33   | 0.08%             | 2039-02-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK N Y CITY INDL DEV AGY REV                                                             | NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY        | CUSIP: 64971PLM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $773695.68    | 0.01%             | 2035-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                    | DIAMOND RESORTS OWNER TRUST 2021 1                 | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313609 | PA      | $309468.17    | 0.01%             | 2033-11-21      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                 | BNP PARIBAS SA                                     | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $523705.49    | 0.01%             | 2035-02-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: —       |
| HOUSTON GALLERIA MALL TRUST                                                                    | HOUSTON GALLERIA MALL TRUST 2025 HGLR              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1592694 | PA      | $1616838.32   | 0.03%             | 2045-02-05      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3252996 | PA      | $3307358.53   | 0.06%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 49 CLO LTD                                 | CUSIP: 922972AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1717262 | PA      | $1715373.34   | 0.03%             | 2037-04-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                     | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    475214 | PA      | $462445.41    | 0.01%             | 2029-01-27      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4947000 | PA      | $4461078.92   | 0.09%             | 2039-07-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824000 | PA      | $806060.63    | 0.02%             | 2038-11-05      | Variable      | 4.33%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3430267 | PA      | $3412171.15   | 0.07%             | 2033-01-18      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                | BOFA AUTO TRUST 2024 1                             | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2268000 | PA      | $2291990.00   | 0.04%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| RELIANCE, INC.                                                                                 | RELIANCE INC                                       | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $2030462.89   | 0.04%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4691000 | PA      | $4884500.76   | 0.09%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| American Airlines 2017-2B Class B Pass Through Trust                                           | AMERICAN AIRLINES TRUST                            | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2761533 | PA      | $2722913.05   | 0.05%             | 2027-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | 10 YEAR US TREASURY NOTE FUTURE JUN25              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1095 | NC      | $3701419.74   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESEE & WYOMING INC.                                                                         | GENESEE WYOMING INC                                | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $3145827.40   | 0.06%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8281779 | NS      | $8281778.88   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                      | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    142000 | PA      | $134971.07    | 0.00%             | 2199-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP.                                                                          | WMG ACQUISITION CORP                               | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  15910000 | PA      | $14640540.60  | 0.28%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                    | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1410395.63   | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3836000 | PA      | $3300034.08   | 0.06%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2023 I LTD                            | CUSIP: 81785EAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $5755732.75   | 0.11%             | 2036-04-15      | Floating      | 10.11%                | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3036000 | PA      | $3138028.03   | 0.06%             | 2038-08-18      | Variable      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4530743 | PA      | $4132631.40   | 0.08%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6394000 | PA      | $6456340.18   | 0.12%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| TEXAS ST DEPT HSG & CMNTY AFFAIRS RESIDENTIAL MTG REV                                          | TEXAS DEPARTMENT OF HOUSING COMMUNITY AFFAIRS      | CUSIP: 882750YT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $928573.14    | 0.02%             | 2039-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1673784.51   | 0.03%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2392930.70   | 0.05%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                  | BROADCOM INC                                       | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22000 | PA      | $18511.89     | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 3                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1822000 | PA      | $1836245.94   | 0.04%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NRTH MORTGAGE TRUST                                                                            | NRTH 2024 PARK MORTGAGE TRUST                      | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3860000 | PA      | $3830098.47   | 0.07%             | 2041-03-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2175000 | PA      | $2275205.22   | 0.04%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3866000 | PA      | $3947637.99   | 0.08%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| NP SPE X L P                                                                                   | NP SPE II LLC                                      | CUSIP: 62947AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1747581 | PA      | $1605024.49   | 0.03%             | 2049-11-19      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2626859 | PA      | $2648414.68   | 0.05%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3728000 | PA      | $3737150.79   | 0.07%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6467881 | PA      | $6200255.18   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2977000 | PA      | $2991957.50   | 0.06%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA LLC                                   | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1884895 | PA      | $1773781.11   | 0.03%             | 2061-03-15      | Fixed         | 1.98%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4280702 | PA      | $4160436.78   | 0.08%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UGH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1248491.32   | 0.02%             | 2039-08-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                          | LAS VEGAS SANDS CORP                               | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   5059000 | PA      | $4966024.66   | 0.09%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 PASS THROUGH TRUSTS                                                     | UNITED AIR 2019 2 B PTT                            | CUSIP: 90932KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2371932 | PA      | $2251832.28   | 0.04%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  12449000 | PA      | $12994143.50  | 0.25%             | 2029-08-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    563000 | PA      | $589018.41    | 0.01%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DF8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2582004.11   | 0.05%             | 2036-05-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                           | DBJPM 16 C1 MORTGAGE TRUST                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579500 | PA      | $570364.16    | 0.01%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $915500.90    | 0.02%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3176000 | PA      | $3203135.55   | 0.06%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1266769.00   | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3415458 | PA      | $2848359.92   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                    | SOUTH JERSEY TRANSPORTATION AUTHORITY              | CUSIP: 838536JW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $438277.69    | 0.01%             | 2026-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 93 CLO LTD                                  | CUSIP: 26190TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3342000 | PA      | $3341916.45   | 0.06%             | 2038-01-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SANDISK CORPORATION                                                                            | SANDISK CORPORATION                                | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5300000 | PA      | $5048250.00   | 0.10%             | 2031-12-13      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST HSG DEV AUTH SINGLE FAMILY MTG REV                                                 | MICHIGAN STATE HOUSING DEVELOPMENT AUTHORITY       | CUSIP: 594654YK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4485000 | PA      | $4318672.58   | 0.08%             | 2039-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11880557 | PA      | $11917865.81  | 0.23%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2947000 | PA      | $3015167.06   | 0.06%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1422710.20   | 0.03%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                               | WORLD OMNI AUTO RECEIVABLES TRUST                  | CUSIP: 98164CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4940129.03   | 0.09%             | 2028-04-17      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3038178.93   | 0.06%             | 2031-06-07      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS, INC.                                                                             | VAIL RESORTS INC                                   | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2814552.68   | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   3886000 | PA      | $3925056.63   | 0.07%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6691405 | PA      | $5928536.80   | 0.11%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2760000 | PA      | $2765974.65   | 0.05%             | 2027-08-16      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2023 1     | CUSIP: 90945CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2158829 | PA      | $2159995.10   | 0.04%             | 2028-07-10      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | UNITED STATES TREASURY BOND                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $16703359.38  | 0.32%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   8281779 | NS      | $8281778.86   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BOYNE USA INC.                                                                                 | BOYNE USA INC                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1627013.86   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER, LLC                                                                      | BOOST NEWCO BORROWER LLC                           | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |   3291750 | PA      | $3283520.63   | 0.06%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1296327.44   | 0.02%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                     | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2004000 | PA      | $1375545.60   | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400429 | PA      | $1405226.86   | 0.03%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                             | CREDIT AGRICOLE SA                                 | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1977000 | PA      | $2008769.38   | 0.04%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     71000 | PA      | $48281.42     | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333PAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3038867.20   | 0.06%             | 2040-08-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                         | J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T  | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4683767.03   | 0.09%             | 2039-06-05      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                    | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3781000 | PA      | $3785726.25   | 0.07%             | 2037-10-15      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1652579.81   | 0.03%             | 2038-06-17      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                                    | MINERA MEXICO SA DE CV                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   5204000 | PA      | $5201197.41   | 0.10%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3409043.50   | 0.07%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP, LLC                                                                      | GREAT AMERICAN OUTDOORS                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    900852 | PA      | $879006.26    | 0.02%             | 2032-03-05      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                                 | EPR PROPERTIES                                     | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2131650.19   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 2 LLC              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1482526 | PA      | $1491305.01   | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3276000 | PA      | $3309085.54   | 0.06%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3207000 | PA      | $3333874.78   | 0.06%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO LTD                                                                          | BARROW HANLEY CLO II LTD                           | CUSIP: 06875RAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2816000 | PA      | $2816701.18   | 0.05%             | 2035-10-20      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1103482.26   | 0.02%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4296000 | PA      | $4298985.81   | 0.08%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3437901.24   | 0.07%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO COMPANY                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1725566.54   | 0.03%             | 2199-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                              | SWEPCO STORM RECOVERY FUNDING LLC                  | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4914000 | PA      | $4890820.84   | 0.09%             | 2041-09-01      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8865000 | PA      | $8630062.49   | 0.16%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| GEO GROUP INC THE                                                                              | GEO GROUP INC THE                                  | CUSIP: 36170EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1695317 | PA      | $1714915.05   | 0.03%             | 2029-04-14      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414528 | PA      | $396274.81    | 0.01%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4007014 | PA      | $4019596.85   | 0.08%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olin Corporation                                                                               | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   6424000 | PA      | $6097417.20   | 0.12%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2838000 | PA      | $2849017.97   | 0.05%             | 2028-01-21      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                             | DT MIDSTREAM INC                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1794393.02   | 0.03%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2023 II LTD                           | CUSIP: 817941AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2816000 | PA      | $2824250.88   | 0.05%             | 2036-10-15      | Floating      | 9.45%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3629000 | PA      | $3611395.09   | 0.07%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21400000 | PA      | $21610656.25  | 0.41%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST                          | CUSIP: 50117EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647933 | PA      | $643513.43    | 0.01%             | 2026-10-15      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4286000 | PA      | $4109736.17   | 0.08%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer