# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001004726-26-002372
**Filing Date:** 2026-3
**Character Count:** 603411
**Document Hash:** 9740aa50cf983bd829322e905ffc9103
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-002372.hdr.sgml**: 20260327

**ACCESSION NUMBER**: 0001004726-26-002372

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260327

**DATE AS OF CHANGE**: 20260327

**PERIOD START**: 20260430

**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:** 26803710

**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:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5544274857.69

**Total Liabilities:** $128742662.01

**Net Assets:** $5415532195.68

**Cash Not Reported:** $23107843.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12919.08350542 | **1-Year:** -181601.68949146 | **5-Year:** -466446.40128033 | **10-Year:** -648666.92601751 | **30-Year:** -112371.39255855

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

- **3-Month:** -1548.53218068 | **1-Year:** -32553.83694216 | **5-Year:** -68476.95532172 | **10-Year:** -39506.30734762 | **30-Year:** -12481.22852361

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000034871 | 0.59%                | -0.15%               | 0.17%                |
| Class ID C000220614 | 0.62%                | -0.23%               | -0.01%               |
| Class ID C000066840 | 0.70%                | -0.25%               | 0.17%                |
| Class ID C000220613 | 0.57%                | -0.17%               | 0.15%                |
| Class ID C000175750 | 0.71%                | -0.13%               | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-81197.91               | $13578265.37                               |
| Month 2  | $-252700.34              | $-26440243.38                              |
| Month 3  | $-1400740.26             | $-10169870.67                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8066970 | PA      | $8100554.43   | 0.15%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                 | APOLLO GLOBAL MANAGEMENT INC                       | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $3027224.27   | 0.06%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                      | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573126.15    | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11564709 | PA      | $11651959.40  | 0.22%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GROUP, LLC                                                                | BROADSTREET PARTNERS INC                           | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |    985573 | PA      | $979186.92    | 0.02%             | 2031-06-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2377000 | PA      | $2381920.30   | 0.04%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LXE54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224089 | PA      | $221428.63    | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | 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      | $1729381.99   | 0.03%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS GROUP AG                                       | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4356000 | PA      | $4305564.84   | 0.08%             | 2037-03-23      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| IRV TRUST                                                                                      | IRV TRUST 2025 200P                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4904292 | PA      | $5025360.89   | 0.09%             | 2047-03-14      | Variable      | 5.29%                 | 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      | $1164580.33   | 0.02%             | 2035-06-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |  14197000 | PA      | $14022923.18  | 0.26%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2YU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7619528 | PA      | $7674620.63   | 0.14%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                              | JAB HOLDINGS BV                                    | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |    155000 | PA      | $106248.32    | 0.00%             | 2051-05-28      | Fixed         | 3.75%                 | Yes           |                  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      | $6473062.94   | 0.12%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10476690 | PA      | $9077504.38   | 0.17%             | 2052-05-20      | Fixed         | 2.50%                 | 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      | $1585770.80   | 0.03%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1587269.53   | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | 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      | $1377006.84   | 0.03%             | 2049-09-15      | Fixed         | 5.78%                 | Yes           |                  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      | $1614661.43   | 0.03%             | 2032-01-26      | Fixed         | 4.97%                 | 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      | $1825995.89   | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $3590770.92   | 0.07%             | 2031-02-10      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2299584 | PA      | $2312257.87   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LES VETEMENTS DE SPORT GILDAN INC.                                                             | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   2101000 | PA      | $2098000.38   | 0.04%             | 2035-10-07      | Fixed         | 5.40%                 | 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        |   5262500 | PA      | $5208011.02   | 0.10%             | 2052-02-15      | Fixed         | 4.59%                 | 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        |    512243 | PA      | $521226.44    | 0.01%             | 2031-06-01      | Fixed         | 5.08%                 | 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        |   8399804 | PA      | $7582966.01   | 0.14%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17510054 | PA      | $17872890.94  | 0.33%             | 2055-07-01      | 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      | $616092.82    | 0.01%             | 2039-07-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                                  | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    733000 | PA      | $654763.40    | 0.01%             | 2032-01-07      | Fixed         | 2.77%                 | 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        |   2172074 | PA      | $2234346.07   | 0.04%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29204000 | PA      | $28934775.63  | 0.53%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310000 | PA      | $1281664.77   | 0.02%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  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      | $3816133.45   | 0.07%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PTH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4678985 | PA      | $4691609.94   | 0.09%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1807564 | PA      | $1634973.32   | 0.03%             | 2053-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66870000 | PA      | $67308834.38  | 1.24%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1958087.62   | 0.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2481000 | PA      | $2579725.49   | 0.05%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  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        |    429000 | PA      | $422707.23    | 0.01%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3682114 | PA      | $3339752.05   | 0.06%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST                                                                                     | 1345 TRUST 2025 AOA                                | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1546658 | PA      | $1553558.79   | 0.03%             | 2030-06-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1882991 | PA      | $1905272.88   | 0.04%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1250000 | PA      | $966541.38    | 0.02%             | 2043-01-21      | Fixed         | 4.03%                 | Yes           |                  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      | $1682906.97   | 0.03%             | 2028-07-21      | Fixed         | 2.73%                 | 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      | $3209791.54   | 0.06%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9410500 | PA      | $9237467.36   | 0.17%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACADIA HEALTHCARE COMPANY, INC.                                                                | ACADIA HEALTHCARE CO INC                           | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3150924.62   | 0.06%             | 2033-03-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4JR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9452596 | PA      | $9050843.68   | 0.17%             | 2055-02-01      | Fixed         | 4.00%                 | 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      | $2522523.48   | 0.05%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  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      | $1306528.56   | 0.02%             | 2044-05-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| EASTERN MAINE HEALTHCARE SYSTEMS                                                               | EASTERN MAINE HEALTHCARE SYSTEMS                   | CUSIP: 276682AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3115000 | PA      | $3136146.49   | 0.06%             | 2026-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                                                              | 180 MEDICAL INC                                    | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1642758.57   | 0.03%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                    | IMPERIAL BRANDS FINANCE PLC                        | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1376000 | PA      | $1406936.42   | 0.03%             | 2035-07-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| COTERRA ENERGY INC.                                                                            | COTERRA ENERGY INC                                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1994000 | PA      | $2030294.90   | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1556000 | PA      | $1548432.52   | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3029000 | PA      | $3041567.97   | 0.06%             | 2028-10-16      | Fixed         | 5.64%                 | 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      | $2747443.00   | 0.05%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3788804 | PA      | $3810780.00   | 0.07%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1324000 | PA      | $1372512.75   | 0.03%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| LA BANQUE TORONTO-DOMINION                                                                     | TORONTO DOMINION BANK THE                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2787000 | PA      | $2834506.37   | 0.05%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  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      | $3395109.65   | 0.06%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DPKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5912870 | PA      | $5480604.10   | 0.10%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45130BEM1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1530000 | PA      | $1511182.47   | 0.03%             | 2040-07-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978000 | PA      | $1991349.13   | 0.04%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BBCCRE TRUST                                                                                   | BBCCRE TRUST                                       | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5935000 | PA      | $5426258.43   | 0.10%             | 2033-08-10      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10005644 | PA      | $9031325.23   | 0.17%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  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      | $4095271.23   | 0.08%             | 2039-02-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 49 CLO LTD                                 | CUSIP: 922972AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395276 | PA      | $1396112.83   | 0.03%             | 2037-04-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| TENNESSEE HSG DEV AGY RESIDENTIAL FIN PROG REV                                                 | TENNESSEE HOUSING DEVELOPMENT AGENCY               | CUSIP: 88046KRS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    340000 | PA      | $341940.36    | 0.01%             | 2040-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005079 | PA      | $1011692.55   | 0.02%             | 2030-06-15      | Floating      | 6.77%                 | Yes           |                  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      | $4821303.65   | 0.09%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2368958.65   | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  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      | $2851614.97   | 0.05%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC          | CUSIP: 03237FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2636000 | PA      | $2687032.53   | 0.05%             | 2032-01-20      | Fixed         | 5.39%                 | 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        |   3648352 | PA      | $3662096.26   | 0.07%             | 2029-02-15      | Fixed         | 4.80%                 | 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        |   5228982 | PA      | $5116011.90   | 0.09%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH DAKOTA HSG DEV AUTH                                                                      | SOUTH DAKOTA HOUSING DEVELOPMENT AUTHORITY         | CUSIP: 83756LDP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $540764.50    | 0.01%             | 2040-11-01      | Fixed         | 5.88%                 | No            |                  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      | $8598819.80   | 0.16%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  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      | $7412799.00   | 0.14%             | 2052-02-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                                                                       | ALTERRA MOUNTAIN CO                                | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    342682 | PA      | $342825.47    | 0.01%             | 2028-08-17      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                           | MURPHY USA INC                                     | CUSIP: 62675KAB5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | LON              | CORP              | US        |    748125 | PA      | $754267.11    | 0.01%             | 2032-04-07      | Floating      | 5.42%                 | No            |                  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      | $1857552.91   | 0.03%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  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      | $3570982.64   | 0.07%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2111320 | PA      | $2125680.02   | 0.04%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                           | CARNIVAL CORP                                      | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1754000 | PA      | $1804503.81   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BSTN COMMERCIAL MORTGAGE TRUST                                                                 | BSTN COMMERCIAL MORTGAGE TRUST 2025 1C             | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1345285 | PA      | $1378495.48   | 0.03%             | 2044-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1388050 | PA      | $1387236.66   | 0.03%             | 2038-09-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2059796 | PA      | $2059198.32   | 0.04%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2669000 | PA      | $2675399.85   | 0.05%             | 2036-10-03      | Fixed         | 5.44%                 | Yes           |                  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      | $5330368.05   | 0.10%             | 2028-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2329250.32   | 0.04%             | 2033-05-12      | Fixed         | 5.57%                 | 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      | $3373756.06   | 0.06%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2025 COPT             | CUSIP: 05618XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6028 | PA      | $6049.21      | 0.00%             | 2042-09-15      | Floating      | 5.88%                 | 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      | $3065535.71   | 0.06%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3866000 | PA      | $3956390.41   | 0.07%             | 2031-12-22      | Fixed         | 5.08%                 | 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      | $3901989.46   | 0.07%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                                                             | GFH 2025 IND MORTGAGE TRUST                        | CUSIP: 36171JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1858326.99   | 0.03%             | 2033-06-15      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                               | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3503160.56   | 0.06%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ALLEGHENY CNTY PA ARPT AUTH ARPT REV                                                           | ALLEGHENY COUNTY AIRPORT AUTHORITY                 | CUSIP: 01728LJZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    780000 | PA      | $803472.18    | 0.01%             | 2037-01-01      | Fixed         | 5.62%                 | 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      | $1381035.49   | 0.03%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  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      | $4193749.23   | 0.08%             | 2035-08-15      | Fixed         | 5.29%                 | 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        |   1495803 | PA      | $1282314.94   | 0.02%             | 2049-11-19      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| FRTKL TRUST                                                                                    | FRTKL                                              | CUSIP: 30322DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1471244.28   | 0.03%             | 2038-09-17      | Fixed         | 2.17%                 | 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        |   2668000 | PA      | $2720538.29   | 0.05%             | 2034-06-25      | Fixed         | 5.38%                 | Yes           |                  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      | $4014986.50   | 0.07%             | 2038-01-20      | Floating      | 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      | $2427733.41   | 0.04%             | 2028-03-15      | Fixed         | 6.20%                 | Yes           |                  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      | $1170992.00   | 0.02%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL L                           | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   3849000 | PA      | $3707539.83   | 0.07%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                               | PACKAGING CORP OF AMERICA                          | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   2107000 | PA      | $2134470.36   | 0.04%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN BUILDERS & CONTRACTORS SUPPLY CO., INC.                                               | AMERICAN BUILDERS CONTRACTORS SUPPLY CO INC        | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   3492000 | PA      | $3447323.64   | 0.06%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3679952 | PA      | $3690884.84   | 0.07%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA U.S. FINANCING, INC.                                                                    | TAKEDA US FINANCING INC                            | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3263231.59   | 0.06%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  12379000 | PA      | $12066517.68  | 0.22%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                  | ALPHABET INC                                       | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1505156.34   | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | 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      | $1958510.82   | 0.04%             | 2038-06-29      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3117904 | PA      | $3173829.75   | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11380799 | PA      | $11496680.75  | 0.21%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3730555.94   | 0.07%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| AIMCO CLO LTD                                                                                  | AIMCO CLO 17 LTD                                   | CUSIP: 00889JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2518121 | PA      | $2520639.17   | 0.05%             | 2037-07-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5521000 | PA      | $5460802.70   | 0.10%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   9082000 | PA      | $9378119.48   | 0.17%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  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      | $1364939.18   | 0.03%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                               | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    764014 | PA      | $765480.68    | 0.01%             | 2048-03-25      | Variable      | 5.90%                 | Yes           |                  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      | $1716250.55   | 0.03%             | 2031-07-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3005834 | PA      | $3000064.26   | 0.06%             | 2030-03-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                         | SPRINT SPECTRUM CO LLC                             | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174150 | PA      | $175275.44    | 0.00%             | 2029-09-20      | Fixed         | 5.15%                 | Yes           |                  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        |   3565000 | PA      | $3698580.55   | 0.07%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1554414 | PA      | $1458315.96   | 0.03%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                                           | ECHOSTAR CORP                                      | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  10796254 | PA      | $11834038.85  | 0.22%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  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        |    107000 | PA      | $111363.35    | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING, LLC                                                                         | DIRECTV FINANCING LLC                              | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1356801.76   | 0.03%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  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      | $3810369.66   | 0.07%             | 2044-08-10      | Fixed         | 6.34%                 | Yes           |                  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      | $12197492.21  | 0.23%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3425765 | PA      | $3510314.87   | 0.06%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y7Q50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9443020 | PA      | $9440237.54   | 0.17%             | 2055-11-01      | Fixed         | 5.00%                 | 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        |     48000 | PA      | $49192.75     | 0.00%             | 2038-12-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3661000 | PA      | $2882093.21   | 0.05%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                             | ZEGONA FINANCE PLC                                 | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1181000 | PA      | $1247548.49   | 0.02%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7QH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20136996 | PA      | $18335156.61  | 0.34%             | 2032-05-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3351067 | PA      | $3470976.19   | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | 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        |    979614 | PA      | $953944.91    | 0.02%             | 2030-12-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5545000 | PA      | $4829511.24   | 0.09%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  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      | $888881.15    | 0.02%             | 2031-07-01      | Fixed         | 1.83%                 | 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      | $2772517.27   | 0.05%             | 2030-12-16      | Fixed         | 5.62%                 | 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      | $2274769.25   | 0.04%             | 2032-03-15      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4303000 | PA      | $4245554.95   | 0.08%             | 2050-05-01      | Fixed         | 5.80%                 | 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      | $1075150.19   | 0.02%             | 2031-03-26      | Fixed         | 6.06%                 | 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      | $1129790.51   | 0.02%             | 2028-02-25      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3767557.43   | 0.07%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1858000 | PA      | $1910432.36   | 0.04%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3985634 | PA      | $3711729.38   | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   5286000 | PA      | $5373828.49   | 0.10%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                      | BAXTER INTERNATIONAL INC                           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2312000 | PA      | $2329262.93   | 0.04%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                             | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2251444.46   | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA HSG FIN AGY SINGLE FAMILY MTG REV                                                 | PENNSYLVANIA HOUSING FINANCE AGENCY                | CUSIP: 70879QR96<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1037210.62   | 0.02%             | 2040-10-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 45 CLO LTD                                 | CUSIP: 92326GBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3449756 | PA      | $3433621.49   | 0.06%             | 2035-07-20      | Fixed         | 4.94%                 | Yes           |                  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      | $2783230.92   | 0.05%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                                           | ECHOSTAR CORP                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |  14316827 | PA      | $14552304.16  | 0.27%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY                                     | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |   2382000 | PA      | $2382000.00   | 0.04%             | 2030-02-05      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                                                | CLECO POWER LLC                                    | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2668086.62   | 0.05%             | 2036-01-15      | Fixed         | 5.30%                 | 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      | $1773552.22   | 0.03%             | 2034-10-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                                    | LOCKHEED MARTIN CORP                               | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3259000 | PA      | $3318872.10   | 0.06%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                          | ATLASSIAN CORP                                     | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2441000 | PA      | $2491384.47   | 0.05%             | 2034-05-15      | Fixed         | 5.50%                 | 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      | $5442407.08   | 0.10%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                 | KROGER CO THE                                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14301.60     | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | 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      | $6393594.15   | 0.12%             | 2026-09-17      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   6639000 | PA      | $6632796.42   | 0.12%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  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      | $4589636.77   | 0.08%             | 2039-06-21      | Fixed         | 4.89%                 | Yes           |                  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      | $1128583.62   | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3366000 | PA      | $3349972.62   | 0.06%             | 2036-04-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2422206.97   | 0.04%             | 2027-10-13      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3237299 | PA      | $2752517.04   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3188435 | PA      | $2855197.51   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1404000 | PA      | $1410898.18   | 0.03%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12552269 | PA      | $12438350.38  | 0.23%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                | WEIR GROUP PLC THE                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   3204000 | PA      | $3287794.14   | 0.06%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2026 1 LLC                                   | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877507 | PA      | $879901.82    | 0.02%             | 2033-09-20      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                        | ROYAL BANK OF CANADA                               | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $1073866.95   | 0.02%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2211347 | PA      | $2194343.53   | 0.04%             | 2042-03-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4360422 | PA      | $4064731.81   | 0.08%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 2           | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402635 | PA      | $2383168.34   | 0.04%             | 2028-05-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2179029.94   | 0.04%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2186302.40   | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2393998 | PA      | $2424062.03   | 0.04%             | 2030-08-11      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15523348 | PA      | $15281116.07  | 0.28%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1199000 | PA      | $1230648.83   | 0.02%             | 2029-11-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| JANUS HENDERSON US (HOLDINGS) INC.                                                             | JANUS HENDERSON US HOLDINGS INC                    | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |   2027000 | PA      | $2036884.74   | 0.04%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1701771.14   | 0.03%             | 2038-06-17      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| BOYNE USA INC.                                                                                 | BOYNE USA INC                                      | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    858000 | PA      | $846921.24    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | UNITED STATES TREASURY BOND                        | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $16589531.25  | 0.31%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 93 CLO LTD                                  | CUSIP: 26190TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2840700 | PA      | $2843824.77   | 0.05%             | 2038-01-15      | Floating      | 4.82%                 | 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      | $2005822.68   | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2966000 | PA      | $2910246.61   | 0.05%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  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      | $1609203.44   | 0.03%             | 2039-07-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUY76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    442175 | PA      | $454165.33    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  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        |   1733000 | PA      | $1787844.39   | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1102827.10   | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                            | KILROY REALTY LP                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1811759.22   | 0.03%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1978000 | PA      | $2030181.05   | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | 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        |      5000 | PA      | $5133.22      | 0.00%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  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        |   4738000 | PA      | $4833814.36   | 0.09%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                                                              | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4787000 | PA      | $5024507.62   | 0.09%             | 2029-02-07      | Fixed         | 7.54%                 | 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      | $836210.55    | 0.02%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2541227 | PA      | $2565441.89   | 0.05%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    747448 | PA      | $752887.30    | 0.01%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                               | GATX CORP                                          | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2716558.96   | 0.05%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP, INC.                                                                        | VSP OPTICAL GROUP INC                              | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   4432000 | PA      | $4440016.90   | 0.08%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2412758 | PA      | $2426557.36   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  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      | $4587897.74   | 0.08%             | 2032-10-21      | Fixed         | 7.53%                 | 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        |   7908002 | PA      | $7137945.07   | 0.13%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3299000 | PA      | $3310513.24   | 0.06%             | 2042-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $2001.88      | 0.00%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  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      | $11119088.86  | 0.21%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                     | ALLIANZ SE                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1200000 | PA      | $1282738.31   | 0.02%             | 2053-09-06      | Fixed         | 6.35%                 | 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      | $3690188.23   | 0.07%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    694000 | PA      | $717966.60    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | 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        |     42840 | PA      | $42947.34     | 0.00%             | 2033-02-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $2500859.14   | 0.05%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2496812 | PA      | $2224328.75   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS CONSUMER PRODUCTS LLC                                                                 | REYNOLDS CONSUMER PRODUCTS LLC                     | CUSIP: 76171JAE1<br>LEI: 549300DWNZYMOSR1X343 | Long             | LON              | CORP              | US        |   1639815 | PA      | $1649653.41   | 0.03%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2321990.70   | 0.04%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                   | TPG OPERATING GROUP II LP                          | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   4277000 | PA      | $4233620.20   | 0.08%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                | UNITEDHEALTH GROUP INC                             | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1031814.60   | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                      | ORANGE SA                                          | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   3681000 | PA      | $3648533.58   | 0.07%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0N68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206361 | PA      | $210299.91    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  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        |   1421288 | PA      | $1428684.36   | 0.03%             | 2033-08-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                             | DT MIDSTREAM INC                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1875503.98   | 0.03%             | 2034-12-15      | Fixed         | 5.80%                 | 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        |   4847000 | PA      | $4857387.61   | 0.09%             | 2031-12-22      | Fixed         | 6.43%                 | 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      | $920703.76    | 0.02%             | 2044-01-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8766090 | PA      | $8127714.32   | 0.15%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                                    | AMERICAN ASSETS TRUST LP                           | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1958432.85   | 0.04%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECHNOLOGY CORPORATION                                                               | CARPENTER TECHNOLOGY CORP                          | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6929222.12   | 0.13%             | 2034-03-01      | Fixed         | 5.62%                 | 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        |   5446859 | PA      | $5603017.84   | 0.10%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9187268 | PA      | $9199821.55   | 0.17%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36122 | PA      | $37345.97     | 0.00%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                                 | CONSOLIDATED ENERGY FINANCE SA                     | CUSIP: L1957LAE1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1750000 | PA      | $1521415.00   | 0.03%             | 2030-11-18      | Floating      | 8.17%                 | No            |                  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      | $277788.15    | 0.01%             | 2035-07-01      | Fixed         | 5.11%                 | 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        |   6178562 | PA      | $5353116.06   | 0.10%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                                  | PAYCHEX INC                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2136000 | PA      | $2214070.12   | 0.04%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURCES OPERATING, LLC                                                               | PERMIAN RESOURCES OPERATING LLC                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103141.26    | 0.00%             | 2033-02-01      | Fixed         | 6.25%                 | Yes           |                  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      | $4378382.68   | 0.08%             | 2037-10-13      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1888465.12   | 0.03%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5910943 | PA      | $5337763.15   | 0.10%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2025 300             | CUSIP: 67121TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $317880.52    | 0.01%             | 2042-07-13      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N4P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2068511 | PA      | $2095574.61   | 0.04%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CITY OF CHICAGO IL                                 | CUSIP: 167486W21<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1913157.18   | 0.04%             | 2032-01-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                                     | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    722000 | PA      | $683710.74    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1869303.28   | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER ENTERTAINMENT PUBLIC LIMITED COMPANY                                                   | FLUTTER ENTERTAINMENT                              | CUSIP: N3313EAG5<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |   1866949 | PA      | $1862282.11   | 0.03%             | 2030-11-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA REV                                                                          | DISTRICT OF COLUMBIA                               | CUSIP: 25483VXG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1312674.87   | 0.02%             | 2031-04-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                          | THERMO FISHER SCIENTIFIC INC                       | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3044897.13   | 0.06%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 2                | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3873000 | PA      | $3872872.75   | 0.07%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST                                             | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2863366.80   | 0.05%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2389000 | PA      | $2363229.00   | 0.04%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4663104.08   | 0.09%             | 2041-12-15      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025 HI      | CUSIP: 949933AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $521039.14    | 0.01%             | 2042-10-15      | Variable      | 5.37%                 | 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      | $1227067.25   | 0.02%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3515236 | PA      | $3543975.45   | 0.07%             | 2030-06-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6424621 | PA      | $6508230.35   | 0.12%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    163934 | PA      | $148384.54    | 0.00%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 121 CLO LTD                                 | CUSIP: 26253VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4420009 | PA      | $4436805.03   | 0.08%             | 2037-01-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4418000 | PA      | $4268784.70   | 0.08%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10993668 | PA      | $10241808.79  | 0.19%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731850 | PA      | $683746.10    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1069758.66   | 0.02%             | 2034-09-15      | Fixed         | 5.15%                 | 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      | $920135.55    | 0.02%             | 2036-01-01      | Fixed         | 5.50%                 | 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        |    254720 | PA      | $249431.35    | 0.00%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2370000 | PA      | $2383815.22   | 0.04%             | 2040-05-18      | Fixed         | 4.86%                 | 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      | $1310139.29   | 0.02%             | 2031-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3693000 | PA      | $3652834.71   | 0.07%             | 2036-02-15      | Fixed         | 5.00%                 | 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        |   8169417 | PA      | $7797643.83   | 0.14%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  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      | $967793.14    | 0.02%             | 2032-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GENM Capital Labuan Limited                                                                    | GENM CAPITAL LABUAN LTD                            | CUSIP: 37231BAA6<br>LEI: 254900DWSHIWTSE0YG58 | Long             | DBT              | CORP              | MY        |    650000 | PA      | $599994.21    | 0.01%             | 2031-04-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1506000 | PA      | $1508461.52   | 0.03%             | 2035-04-20      | Fixed         | 5.33%                 | Yes           |                  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      | $958677.35    | 0.02%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2893171 | PA      | $2938822.05   | 0.05%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES, INC.                                                                       | ROPER TECHNOLOGIES INC                             | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   4667000 | PA      | $4656315.32   | 0.09%             | 2035-09-15      | Fixed         | 5.10%                 | 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        |   6109503 | PA      | $5831472.34   | 0.11%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5553651 | PA      | $5578484.74   | 0.10%             | 2044-12-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3662965.36   | 0.07%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: —       |
| ILLINOIS HSG DEV AUTH REV                                                                      | ILLINOIS HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 45203MN49<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2165000 | PA      | $2173241.81   | 0.04%             | 2041-10-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1706000 | PA      | $1708363.15   | 0.03%             | 2031-12-22      | Fixed         | 7.91%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    959000 | PA      | $945952.81    | 0.02%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                                                        | CHICAGO US MIDCO III LP                            | CUSIP: BL5250230<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    197251 | PA      | $196635.58    | 0.00%             | 2032-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                                                                      | STONEPEAK NILE PARENT LLC                          | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2367641.57   | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVS NON ST SUPPORTED DEBT                                               | NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: 64985SFE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1490000 | PA      | $1536353.56   | 0.03%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                                              | PERRIGO FINANCE UNLIMITED CO                       | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |   3094000 | PA      | $3042915.71   | 0.06%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NGC LTD                                                                                        | NGC 2024 I LTD                                     | CUSIP: 652927AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2671053 | PA      | $2674257.91   | 0.05%             | 2037-07-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2592531.53   | 0.05%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9863512 | PA      | $9700897.55   | 0.18%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                                                           | EAGLE MATERIALS INC                                | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   8613000 | PA      | $8437860.36   | 0.16%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSURANCE HOLDINGS LIMITED                                                             | FIDELIS INSURANCE HOLDINGS LTD                     | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   4126000 | PA      | $4456745.84   | 0.08%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| ESAB CORPORATION                                                                               | ESAB CORP                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    458000 | PA      | $470759.86    | 0.01%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  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        |   2448929 | PA      | $2446245.95   | 0.05%             | 2042-03-15      | Floating      | 4.95%                 | 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      | $2065802.17   | 0.04%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| NORTH CAROLINA HSG FIN AGY HOMEOWNERSHIP REV                                                   | NORTH CAROLINA HOUSING FINANCE AGENCY              | CUSIP: 65820BDH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $3527269.48   | 0.07%             | 2040-07-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2393492 | PA      | $2406393.09   | 0.04%             | 2033-06-15      | Fixed         | 4.84%                 | 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        |   2263331 | PA      | $2316157.62   | 0.04%             | 2046-03-01      | Fixed         | 5.40%                 | No            |                  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      | $1252228.33   | 0.02%             | 2030-03-22      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C4BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3659978 | PA      | $3674832.13   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FMG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8536526 | PA      | $8361694.21   | 0.15%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2474000 | PA      | $2482944.79   | 0.05%             | 2042-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                     | OTIS WORLDWIDE CORP                                | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2097044.24   | 0.04%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145000 | PA      | $1164767.88   | 0.02%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2262569.12   | 0.04%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                              | MORGAN STANLEY PRIVATE BANK NA                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $3642819.92   | 0.07%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10273983 | PA      | $9913939.40   | 0.18%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $270860.55    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO LTD                                                                               | 720 EAST CLO 2023 II LTD                           | CUSIP: 817941AN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2531324 | PA      | $2532680.79   | 0.05%             | 2038-10-15      | Floating      | 5.12%                 | 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      | $9875108.56   | 0.18%             | 2027-06-10      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3628000 | PA      | $3729547.72   | 0.07%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  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      | $4121874.65   | 0.08%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  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      | $1799485.71   | 0.03%             | 2040-07-17      | Fixed         | 5.24%                 | 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        |    534086 | PA      | $519893.70    | 0.01%             | 2047-12-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 45 CLO LTD                                 | CUSIP: 92326GAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6378299 | PA      | $6367660.00   | 0.12%             | 2035-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1052000 | PA      | $1063763.34   | 0.02%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JDB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2295000 | PA      | $2279790.35   | 0.04%             | 2029-10-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9757388 | PA      | $9992355.94   | 0.18%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  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      | $5084792.76   | 0.09%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  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        |   3652087 | PA      | $3640932.31   | 0.07%             | 2030-11-13      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13204000 | PA      | $11803138.13  | 0.22%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KNIFE RIVER CORPORATION                                                                        | KNIFE RIVER                                        | CUSIP: 49889LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1712062 | PA      | $1717421.26   | 0.03%             | 2032-02-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    851000 | PA      | $867226.18    | 0.02%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  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      | $1125850.58   | 0.02%             | 2030-09-16      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4124000 | PA      | $4137637.73   | 0.08%             | 2042-07-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2259027 | PA      | $2321032.21   | 0.04%             | 2031-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2821000 | PA      | $3033959.25   | 0.06%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                                                | BARINGS CLO LTD 2025 V                             | CUSIP: 06765BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3959928 | PA      | $3977585.32   | 0.07%             | 2038-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4572641.03   | 0.08%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1636266.31   | 0.03%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5920772 | PA      | $5843377.53   | 0.11%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OEG BORROWER, LLC                                                                              | OEG BORROWER LLC                                   | CUSIP: 67115HAG8<br>LEI: 254900UUVX9EYPUMP391 | Long             | LON              | CORP              | US        |    888750 | PA      | $890234.21    | 0.02%             | 2031-06-30      | Floating      | 7.20%                 | No            |                  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        |  13571572 | NS      | $13571572.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| IDAHO HSG & FIN ASSN SINGLE FAMILY MTG REV                                                     | IDAHO HOUSING FINANCE ASSOCIATION                  | CUSIP: 45130BDJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    695000 | PA      | $704629.64    | 0.01%             | 2040-07-01      | Fixed         | 5.76%                 | No            |                  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        |    293000 | PA      | $312414.82    | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORPORATION                                                            | SIX FLAGS ENTERTAINMENT CORP                       | CUSIP: 83002YAA7<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $2619130.82   | 0.05%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W34J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9342124 | PA      | $9493980.36   | 0.18%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NYAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4485324 | PA      | $4505346.56   | 0.08%             | 2035-04-01      | Fixed         | 4.46%                 | 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        |   4224684 | PA      | $3920130.91   | 0.07%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  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      | $2588810.90   | 0.05%             | 2037-04-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1336132.54   | 0.02%             | 2035-03-23      | Fixed         | 5.40%                 | 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      | $3605459.43   | 0.07%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  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      | $1241996.21   | 0.02%             | 2035-07-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7785244 | PA      | $7028771.10   | 0.13%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  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      | $2402244.90   | 0.04%             | 2027-06-15      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   7226000 | PA      | $7202046.27   | 0.13%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21867000 | PA      | $19666633.13  | 0.36%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 2                       | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2430000 | PA      | $2422433.38   | 0.04%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    930000 | PA      | $957420.63    | 0.02%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   4291000 | PA      | $4385080.31   | 0.08%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                           | BA CREDIT CARD TRUST                               | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18000 | PA      | $18274.85     | 0.00%             | 2029-05-15      | Fixed         | 4.93%                 | 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      | $2200786.21   | 0.04%             | 2039-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1873000 | PA      | $1864174.36   | 0.03%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    872000 | PA      | $901862.55    | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48139000 | PA      | $47943435.31  | 0.89%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   8209000 | PA      | $8294597.18   | 0.15%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  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      | $4348251.16   | 0.08%             | 2039-12-01      | Fixed         | 5.10%                 | No            |                  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      | $3715313.30   | 0.07%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| CHS Inc.                                                                                       | CHS INC                                            | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    400000 | NS      | $10180000.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3625929.20   | 0.07%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7443993 | PA      | $7493448.32   | 0.14%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  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      | $3900100.35   | 0.07%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3207133 | PA      | $3122141.73   | 0.06%             | 2054-10-15      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    933740 | PA      | $927013.52    | 0.02%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4810085.50   | 0.09%             | 2040-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382KLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7467161 | PA      | $5840929.67   | 0.11%             | 2050-10-20      | Fixed         | 1.00%                 | No            |                  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      | $28307954.05  | 0.52%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                                                       | TEXAS ST                                           | CUSIP: 8827244F1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2031021.88   | 0.04%             | 2041-10-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                                   | ZIMMER BIOMET HOLDINGS INC                         | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1337000 | PA      | $1357857.78   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | 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      | $1852473.77   | 0.03%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY CINCINNATI OHIO GEN RCPTS                                                           | UNIVERSITY OF CINCINNATI                           | CUSIP: 9141195D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $933035.45    | 0.02%             | 2040-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9016000 | PA      | $7527575.89   | 0.14%             | 2036-07-15      | Fixed         | 3.85%                 | 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      | $1317731.75   | 0.02%             | 2035-12-01      | Fixed         | 3.71%                 | No            |                  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        |    259928 | PA      | $260304.36    | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                         | CITIGROUP CAPITAL XIII                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     87500 | NS      | $2624125.00   | 0.05%             |  |  |  | No            |                  1 | 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      | $2716159.44   | 0.05%             | 2040-01-13      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C5HN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2015303 | PA      | $2056785.61   | 0.04%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION COMPANY, LLC                                                          | FLORIDA GAS TRANSMISSION CO LLC                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   2769000 | PA      | $2866302.99   | 0.05%             | 2035-07-15      | Fixed         | 5.75%                 | 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        |    650000 | PA      | $681449.00    | 0.01%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                                                           | WESTLAKE CORP                                      | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4359000 | PA      | $4341869.13   | 0.08%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11897550 | PA      | $10120836.43  | 0.19%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715350 | PA      | $720726.27    | 0.01%             | 2030-06-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10323504 | PA      | $10378993.69  | 0.19%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                                                        | MSD INVESTMENT CORP                                | CUSIP: 55354LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8763000 | PA      | $8719518.15   | 0.16%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  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      | $921030.41    | 0.02%             | 2034-11-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   7373000 | PA      | $7313880.56   | 0.14%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3489033 | PA      | $3565260.24   | 0.07%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2383000 | PA      | $2407681.45   | 0.04%             | 2035-03-13      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1356427.93   | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1538034.55   | 0.03%             | 2038-07-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792R57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3075000 | PA      | $3062234.50   | 0.06%             | 2043-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                 | CITIGROUP INC                                      | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2288000 | PA      | $2285151.96   | 0.04%             | 2199-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W22H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15886797 | PA      | $15609387.06  | 0.29%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                                            | VOYAGER PARENT LLC                                 | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   7855312 | PA      | $7835045.79   | 0.14%             | 2032-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS, LLC                                                          | FRONTIER COMMUNICATIONS CORP                       | CUSIP: 35906ABG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7399000 | PA      | $7431817.08   | 0.14%             | 2029-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260094 | PA      | $2270058.93   | 0.04%             | 2044-12-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                                                 | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1239000 | PA      | $1252567.36   | 0.02%             | 2037-11-05      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9163000 | PA      | $8722030.63   | 0.16%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7910387 | PA      | $7961558.16   | 0.15%             | 2055-03-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2191174 | PA      | $2098680.83   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | 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      | $2177676.00   | 0.04%             | 2038-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | 5 YEAR US TREASURY NOTE FUTURE MAR26               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       380 | NC      | $-173107.29   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COMPANIES, INC.                                                                         | ROCKET COS INC                                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $400936.26    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR TREE, INC.                                                                              | DOLLAR TREE INC                                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    524000 | PA      | $472218.36    | 0.01%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  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      | $1280634.83   | 0.02%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5650220 | PA      | $5648603.57   | 0.10%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2874000 | PA      | $2955722.83   | 0.05%             | 2035-10-15      | Fixed         | 6.15%                 | 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        |   3809013 | PA      | $3829044.06   | 0.07%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER, INC.                                                                        | CAPSTONE BORROWER INC                              | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1692679.19   | 0.03%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1531268.38   | 0.03%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  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        |   4154232 | PA      | $4182733.88   | 0.08%             | 2033-12-15      | Fixed         | 6.13%                 | Yes           |                  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      | $2660031.12   | 0.05%             | 2031-01-21      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 B   | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3726322 | PA      | $3749447.37   | 0.07%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                       | STATE STREET CORP                                  | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3588000 | PA      | $3862518.32   | 0.07%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMC79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9469929 | PA      | $8082840.33   | 0.15%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     84000 | PA      | $87891.75     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696251 | PA      | $1725025.23   | 0.03%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 902973866<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |      5000 | NS      | $3892250.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QNITY ELECTRONICS, INC.                                                                        | QNITY ELECTRONICS INC                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   2949000 | PA      | $3002763.50   | 0.06%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  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        |   3730079 | PA      | $3739996.22   | 0.07%             | 2027-12-15      | Fixed         | 6.18%                 | 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      | $464798.31    | 0.01%             | 2035-04-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718000 | PA      | $1742027.14   | 0.03%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  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      | $6105461.33   | 0.11%             | 2031-09-15      | Fixed         | 4.61%                 | 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      | $1385847.85   | 0.03%             | 2030-06-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  10638000 | PA      | $10405577.27  | 0.19%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY, INC.                                                            | FEDEX FREIGHT HOLDING CO INC                       | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3613974.00   | 0.07%             | 2036-03-15      | Fixed         | 5.25%                 | 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        |   3894990 | PA      | $3915103.43   | 0.07%             | 2053-08-20      | Fixed         | 5.00%                 | 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        |   1200384 | PA      | $1223593.52   | 0.02%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3128463 | PA      | $3072263.97   | 0.06%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1119173.96   | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2967565.04   | 0.05%             | 2038-07-17      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124099 | PA      | $121824.01    | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                         | SMITHFIELD FOODS INC                               | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $1892483.73   | 0.03%             | 2031-09-13      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                        | BOARDWALK PIPELINES LP                             | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2284485.57   | 0.04%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    207000 | PA      | $204283.13    | 0.00%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  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      | $983783.91    | 0.02%             | 2036-01-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729000 | PA      | $739882.64    | 0.01%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $20868750.00  | 0.39%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  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      | $3470774.35   | 0.06%             | 2033-01-18      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AT6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6188421 | PA      | $6277693.60   | 0.12%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2021 601L                                | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2824000 | PA      | $2487646.39   | 0.05%             | 2044-01-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                      | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    142000 | PA      | $140992.83    | 0.00%             | 2199-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JANUS INTERNATIONAL GROUP, LLC                                                                 | JANUS INTERNATIONAL GROUP LLC                      | CUSIP: 47102DAN9<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |    176320 | PA      | $175879.20    | 0.00%             | 2030-08-05      | Floating      | 6.32%                 | 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        |   3557077 | PA      | $3622058.83   | 0.07%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                | BOFA AUTO TRUST 2024 1                             | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13928 | PA      | $14045.02     | 0.00%             | 2028-11-15      | Fixed         | 5.35%                 | 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      | $1273694.90   | 0.02%             | 2039-08-01      | Fixed         | 5.58%                 | 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      | $4213368.30   | 0.08%             | 2038-01-20      | Floating      | 5.27%                 | Yes           |                  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        |    145386 | PA      | $146408.26    | 0.00%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2441267 | PA      | $2449162.22   | 0.05%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  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      | $3373668.52   | 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      | $2741095.93   | 0.05%             | 2029-01-16      | Fixed         | 6.20%                 | 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      | $3055705.67   | 0.06%             | 2040-08-17      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                                            | VENTURE GLOBAL PLAQUEMINES LNG LLC                 | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1322748.44   | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 97 CLO LTD                                  | CUSIP: 26248XAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4320772 | PA      | $4334784.26   | 0.08%             | 2038-10-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1438489.26   | 0.03%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                                                 | JH NORTH AMERICA HOLDINGS INC                      | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   9249000 | PA      | $9442878.91   | 0.17%             | 2032-07-31      | Fixed         | 6.12%                 | 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      | $3307622.49   | 0.06%             | 2045-10-01      | Fixed         | 5.67%                 | 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      | $2370066.95   | 0.04%             | 2043-04-27      | Floating      | 4.81%                 | No            |                  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        |   1700864 | PA      | $1712937.67   | 0.03%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD ISSUANCE TRUST                      | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27000 | PA      | $27463.34     | 0.00%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2130390.63   | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                                                | CONSOLIDATED COMMUNICATIONS LLC FIDIUM FIBER FINAN | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    934700 | PA      | $956884.08    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4040000 | PA      | $4165801.85   | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL LLC                         | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   3348000 | PA      | $2859404.44   | 0.05%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP.                                                                              | LAMAR MEDIA CORP                                   | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $90922.80     | 0.00%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  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      | $710474.20    | 0.01%             | 2029-04-25      | Fixed         | 5.79%                 | 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        |   6245824 | PA      | $5585709.67   | 0.10%             | 2052-03-20      | Fixed         | 3.00%                 | 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        |   3497993 | PA      | $3585631.70   | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO.                                                                                  | ORGANON CO ORGANON FOREIGN DEBT CO ISSUER BV       | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   5143000 | PA      | $4836171.56   | 0.09%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6354752 | PA      | $5735946.34   | 0.11%             | 2053-01-20      | Fixed         | 3.00%                 | 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      | $2969268.07   | 0.05%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    544000 | PA      | $564102.50    | 0.01%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  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      | $2370569.14   | 0.04%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QQK95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9087154 | PA      | $8704426.64   | 0.16%             | 2052-10-01      | 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      | $814224.62    | 0.02%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                             | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1145670.88   | 0.02%             | 2032-04-01      | Fixed         | 4.12%                 | 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      | $2210098.44   | 0.04%             | 2034-05-15      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6147666 | PA      | $6145854.44   | 0.11%             | 2055-11-01      | 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      | $4641174.85   | 0.09%             | 2038-11-05      | Variable      | 4.19%                 | Yes           |                  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        |     72646 | PA      | $74906.01     | 0.00%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FIXED INCOME CLEARING CO                                                                       | FIXED INCOME CLEARING CO                           | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |  49000000 | PA      | $49000000.00  | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO. L.L.C.                                                              | BLACKSTONE REG FINANCE CO LLC                      | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2636704.36   | 0.05%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1958301 | PA      | $1696765.90   | 0.03%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3679030.76   | 0.07%             | 2031-03-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6U8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1170204 | PA      | $1158606.61   | 0.02%             | 2046-01-01      | Fixed         | 4.50%                 | 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        |         0 | PA      | $0.01         | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST                                                                 | ARES COMMERCIAL MORTGAGE TRUST 2026 GCP            | CUSIP: 04021QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    434000 | PA      | $433999.53    | 0.01%             | 2043-02-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS, LLC                                                                  | FOCUS FINANCIAL PARTNERS LLC                       | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    226000 | PA      | $231404.58    | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  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      | $2917960.43   | 0.05%             | 2028-02-25      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC.                                                                                      | AT T INC                                           | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5086000 | PA      | $5061087.40   | 0.09%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EGU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3141915 | PA      | $3208258.77   | 0.06%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                             | INTERSTATE POWER AND LIGHT CO                      | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   3879000 | PA      | $4036909.16   | 0.07%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3712000 | PA      | $3694444.53   | 0.07%             | 2037-04-10      | Fixed         | 5.40%                 | Yes           |                  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      | $3441836.95   | 0.06%             | 2028-05-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                                                      | NORTHWESTERN MUTUAL LIFE INSURANCE CO THE          | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1568924.47   | 0.03%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2292000 | PA      | $2281758.97   | 0.04%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                                                               | DELTA 2 LUX SARL                                   | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1100000 | PA      | $1098625.00   | 0.02%             | 2031-09-19      | Floating      | 5.42%                 | 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      | $5120671.54   | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | 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      | $2857171.19   | 0.05%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  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      | $3622100.00   | 0.07%             | 2032-08-08      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4535000 | PA      | $2164045.31   | 0.04%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                             | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2580214.45   | 0.05%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRKD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6333677 | PA      | $6461588.83   | 0.12%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAA0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   9117000 | PA      | $9357253.64   | 0.17%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| 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      | $899243.93    | 0.02%             | 2031-09-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4947000 | PA      | $4629466.45   | 0.09%             | 2039-07-10      | Variable      | 3.44%                 | 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      | $2747059.24   | 0.05%             | 2034-04-15      | Floating      | 5.49%                 | Yes           |                  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      | $5451292.81   | 0.10%             | 2035-01-23      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Breakwater Energy Holdings S.a r.l.                                                            | BREAKWATER ENERGY HOLDINGS SARL                    | CUSIP: 10637BAA3<br>LEI: 984500969HAFA937F390 | Long             | DBT              | CORP              | LU        |   5770000 | PA      | $6050304.55   | 0.11%             | 2030-11-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1734934.51   | 0.03%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  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      | $1223319.60   | 0.02%             | 2032-10-14      | Fixed         | 4.89%                 | 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      | $767403.88    | 0.01%             | 2032-11-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1359848.39   | 0.03%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW                            | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6475052 | PA      | $6175712.17   | 0.11%             | 2040-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    439000 | PA      | $419070.09    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 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      | $2295400.45   | 0.04%             | 2031-11-09      | Variable      | 2.81%                 | 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        |   3151114 | PA      | $3186045.99   | 0.06%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  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      | $8931623.15   | 0.16%             | 2028-02-22      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| US FOODS, INC.                                                                                 | US FOODS INC                                       | CUSIP: 90351HAG3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |   2425500 | PA      | $2439519.39   | 0.05%             | 2031-10-03      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2700000 | PA      | $2553481.14   | 0.05%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1294569.95   | 0.02%             | 2032-08-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DTG79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1608570 | PA      | $1647149.05   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  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      | $4527588.51   | 0.08%             | 2039-08-05      | Fixed         | 5.60%                 | No            |                  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      | $1893179.64   | 0.03%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MHP COMMERCIAL MORTGAGE TRUST                                                                  | MERIT 2020                                         | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000000.03   | 0.04%             | 2027-01-15      | Floating      | 5.29%                 | 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      | $2918486.40   | 0.05%             | 2049-04-15      | Fixed         | 3.48%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1836651 | PA      | $1719982.02   | 0.03%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP CAPITAL II                                                                             | KEYCORP CAPITAL II                                 | CUSIP: 49326YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $773754.61    | 0.01%             | 2029-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS, INC.                                                               | AMC ENTERTAINMENT HOLDINGS INC                     | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   6487516 | PA      | $6435745.25   | 0.12%             | 2029-01-04      | Floating      | 10.68%                | No            |                  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      | $1205178.79   | 0.02%             | 2027-06-15      | Fixed         | 6.44%                 | 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        |    261379 | PA      | $251016.11    | 0.00%             | 2065-10-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |     27519 | PA      | $27470.95     | 0.00%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                              | AIRCASTLE LTD                                      | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1868000 | PA      | $1864855.15   | 0.03%             | 2199-12-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6379007 | PA      | $5654404.42   | 0.10%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN, INC.                                                                                 | 7 ELEVEN INC                                       | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $658945.52    | 0.01%             | 2051-02-10      | Fixed         | 2.80%                 | Yes           |                  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      | $445063.22    | 0.01%             | 2026-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2025 LEAF1 NOTES                     | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1804000 | PA      | $1826578.09   | 0.03%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2751889 | PA      | $2750271.40   | 0.05%             | 2038-09-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1208890 | PA      | $1216317.96   | 0.02%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3967643 | PA      | $4088724.49   | 0.08%             | 2052-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                      | LATAM AIRLINES GROUP SA                            | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    482000 | PA      | $505539.77    | 0.01%             | 2030-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3057185 | PA      | $2962962.11   | 0.05%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST HSG & MTG FIN AGY REV                                                            | NEW JERSEY HOUSING MORTGAGE FINANCE AGENCY         | CUSIP: 64613AMT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $446031.48    | 0.01%             | 2040-10-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749561.44    | 0.01%             | 2038-09-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                                                                        | ONEDIGITAL BORROWER LLC                            | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1797625 | PA      | $1791638.91   | 0.03%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                                          | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RUF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8365000 | PA      | $8559154.13   | 0.16%             | 2050-07-01      | Fixed         | 6.17%                 | 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      | $1986800.93   | 0.04%             | 2026-05-17      | Fixed         | 2.29%                 | Yes           |                  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      | $4125080.25   | 0.08%             | 2052-02-15      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037000 | PA      | $1038201.02   | 0.02%             | 2039-01-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404B56<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    905000 | PA      | $942472.73    | 0.02%             | 2036-12-01      | Fixed         | 5.28%                 | No            |                  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      | $929778.00    | 0.02%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                                       | DISH NETWORK CORP                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   9724000 | PA      | $10055744.08  | 0.19%             | 2027-11-15      | Fixed         | 11.75%                | 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      | $7637470.16   | 0.14%             | 2033-01-20      | Fixed         | 5.34%                 | 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      | $1475773.20   | 0.03%             | 2046-08-15      | Fixed         | 2.48%                 | Yes           |                  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      | $4079814.20   | 0.08%             | 2050-06-13      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1390415 | PA      | $1344924.88   | 0.02%             | 2050-02-01      | Fixed         | 4.00%                 | 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        |    999560 | PA      | $1010440.73   | 0.02%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618H9GQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12462474 | PA      | $12490368.40  | 0.23%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2907000 | PA      | $2933753.33   | 0.05%             | 2031-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC                                                     | DUKE ENERGY CAROLINAS SC STORM FUNDING LLC         | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1425050.61   | 0.03%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY, INC.                                                                               | NRG ENERGY INC                                     | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |   1590360 | PA      | $1591154.74   | 0.03%             | 2031-04-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548000 | PA      | $547252.31    | 0.01%             | 2034-07-15      | Fixed         | 5.48%                 | 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      | $563333.84    | 0.01%             | 2029-12-10      | Fixed         | 5.62%                 | 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      | $1931542.67   | 0.04%             | 2030-06-17      | Fixed         | 6.05%                 | 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      | $1712894.92   | 0.03%             | 2032-10-21      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16459712 | PA      | $16791950.93  | 0.31%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1570814.18   | 0.03%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4570000 | PA      | $4713499.37   | 0.09%             | 2044-07-01      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4770000 | PA      | $4785958.82   | 0.09%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                               | OLIN CORP                                          | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1685164.79   | 0.03%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  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      | $340332.57    | 0.01%             | 2040-01-05      | Variable      | 0.09%                 | Yes           |                  2 | On Loan: No      |
| KEENAN DEVELOPMENT ASSOCIATES OF TENNESSEE, LLC                                                | KEENAN DEVELOPMENT ASSOCIATES                      | CUSIP: 48730PAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116068 | PA      | $116364.06    | 0.00%             | 2028-07-15      | 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      | $2932812.67   | 0.05%             | 2029-06-15      | Fixed         | 5.64%                 | 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        |   8080689 | PA      | $7799895.61   | 0.14%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3113000 | PA      | $3161129.46   | 0.06%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                         | INTERNATIONAL GAME TECHNOLOGY PLC                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   9932000 | PA      | $9920736.43   | 0.18%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                             | SUBWAY FUNDING LLC                                 | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11897820 | PA      | $12152745.56  | 0.22%             | 2054-07-30      | Fixed         | 6.27%                 | 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      | $916858.72    | 0.02%             | 2039-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LIMITED                                                          | MACQUARIE AIRFINANCE HOLDINGS LTD                  | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    297000 | PA      | $317535.48    | 0.01%             | 2031-03-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7725204 | PA      | $7751614.19   | 0.14%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY, INC.                                                        | PETCO ANIMAL SUPPLIES INC                          | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    705219 | PA      | $703370.95    | 0.01%             | 2028-02-25      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS SYSTEM, L.L.C.                                                          | GULFSTREAM NATURAL GAS SYSTEM LLC                  | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2968827.25   | 0.05%             | 2035-07-23      | Fixed         | 5.60%                 | 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      |
| JBS N.V.                                                                                       | JBS NV JBS USA FOODS GROUP HOLDINGS INC            | CUSIP: 472140AH5<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    897000 | PA      | $904256.73    | 0.02%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| THE CARLYLE GROUP INC.                                                                         | CARLYLE GROUP INC THE                              | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |   4252000 | PA      | $4183556.08   | 0.08%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORPORATION                                                                     | NORTHERN TRUST CORP                                | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   7122000 | PA      | $7091231.62   | 0.13%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381PVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2270602 | PA      | $2269929.00   | 0.04%             | 2051-08-20      | Fixed         | 4.50%                 | No            |                  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        |   2603575 | PA      | $2620637.31   | 0.05%             | 2033-01-18      | Fixed         | 6.80%                 | 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        |   5729746 | PA      | $5891151.63   | 0.11%             | 2034-04-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007118.51   | 0.04%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NP SPE II LLC                                                                                  | NP SPE II LLC                                      | CUSIP: 62946AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5860380 | PA      | $5110339.56   | 0.09%             | 2047-10-21      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKQD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354280 | PA      | $1364975.84   | 0.03%             | 2055-04-25      | Floating      | 4.90%                 | 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      | $480666.61    | 0.01%             | 2044-08-10      | Variable      | 7.00%                 | 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      | $5859796.80   | 0.11%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| OREGON ST                                                                                      | STATE OF OREGON                                    | CUSIP: 68609UKC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2720000 | PA      | $2783164.38   | 0.05%             | 2039-05-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ARIA                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3427000 | PA      | $3483627.32   | 0.06%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  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      | $1816159.46   | 0.03%             | 2039-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES 2020 A                             | CUSIP: 247361ZW1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   2766643 | PA      | $2665859.51   | 0.05%             | 2029-12-10      | Fixed         | 2.50%                 | 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        |   1186070 | PA      | $1208636.21   | 0.02%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                                   | PETSMART INC PETSMART FINANCE CORP                 | CUSIP: 71677KAC2<br>LEI: 894500NGJMHSFNESGA67 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1188522.37   | 0.02%             | 2032-09-15      | Fixed         | 7.50%                 | Yes           |                  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      | $1757120.50   | 0.03%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| D.R. HORTON, INC.                                                                              | DR HORTON INC                                      | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   2591000 | PA      | $2681774.41   | 0.05%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP.                                                                    | TOLL BROTHERS FINANCE CORP                         | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1185427.23   | 0.02%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8521691 | PA      | $8133887.19   | 0.15%             | 2052-06-20      | Fixed         | 4.00%                 | 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      | $1996144.00   | 0.04%             | 2043-03-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2077050 | PA      | $2038290.80   | 0.04%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC                                                                     | FERTITTA ENTERTAINMENT LLC                         | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    471540 | PA      | $470149.04    | 0.01%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  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      | $3072976.41   | 0.06%             | 2035-11-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7688000 | PA      | $7364863.75   | 0.14%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    511000 | PA      | $541726.70    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUNKIN BRANDS                                                                                  | DB MASTER FINANCE LLC                              | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7470720 | PA      | $7066523.93   | 0.13%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2049000 | PA      | $2060302.76   | 0.04%             | 2042-07-15      | Floating      | 6.50%                 | Yes           |                  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      | $6301706.35   | 0.12%             | 2039-07-01      | Fixed         | 5.39%                 | No            |                  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        |   3663596 | PA      | $3696226.29   | 0.07%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  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      | $1836184.42   | 0.03%             | 2039-06-05      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                             | JACKSON PARK TRUST                                 | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4653828.29   | 0.09%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1413620.27   | 0.03%             | 2038-06-17      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKV68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1571854 | PA      | $1584393.58   | 0.03%             | 2054-09-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO 2020 8R LTD                                | CUSIP: 670898BA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3322040.75   | 0.06%             | 2038-10-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2264000 | PA      | $2267518.48   | 0.04%             | 2030-09-26      | Fixed         | 4.70%                 | Yes           |                  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      | $2772991.63   | 0.05%             | 2029-10-22      | Fixed         | 6.35%                 | 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        |    161126 | PA      | $159357.16    | 0.00%             | 2028-01-10      | Fixed         | 1.50%                 | 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      | $1417154.89   | 0.03%             | 2053-05-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| CNT HOLDINGS I CORP                                                                            | CNT HOLDINGS I CORP                                | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |   2682284 | PA      | $2677402.74   | 0.05%             | 2032-11-08      | Floating      | 6.17%                 | 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      | $4536484.71   | 0.08%             | 2044-10-01      | Fixed         | 5.89%                 | 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      | $2286079.66   | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | 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      | $96192.79     | 0.00%             | 2054-05-15      | Fixed         | 8.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7631055 | PA      | $7080183.76   | 0.13%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| MILE TRUST                                                                                     | MILE TRUST 2025 STNE                               | CUSIP: 59918AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1840500 | PA      | $1842757.56   | 0.03%             | 2030-07-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                                                      | STONEBRIAR ABF ISSUER LLC                          | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    848000 | PA      | $880032.95    | 0.02%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP                                                                   | SCIENTIFIC GAMES HOLDINGS LP                       | CUSIP: 80874DAA4<br>LEI: 549300W5GPFXXB6TQ330 | Long             | DBT              | CORP              | US        |    843000 | PA      | $770171.95    | 0.01%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  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      | $2283372.78   | 0.04%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HEALTHPEAK OP, LLC                                                                             | HEALTHPEAK OP LLC                                  | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1399340.75   | 0.03%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2735020 | PA      | $2457130.89   | 0.05%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  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      | $2956242.82   | 0.05%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL, INC.                                                              | CHOICE HOTELS INTERNATIONAL INC                    | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1598636.31   | 0.03%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W44R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9430433 | PA      | $9512074.05   | 0.18%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS FIN AUTH REV                                                                          | ILLINOIS FINANCE AUTHORITY                         | CUSIP: 45204EWE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1446164.82   | 0.03%             | 2038-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1977428.75   | 0.04%             | 2026-07-16      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| 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      | $1911224.68   | 0.04%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7414231 | PA      | $6880894.34   | 0.13%             | 2052-08-20      | Fixed         | 3.50%                 | 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      | $889000.09    | 0.02%             | 2032-10-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DF8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2545000 | PA      | $2574720.32   | 0.05%             | 2036-05-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3585963 | PA      | $3603646.85   | 0.07%             | 2044-12-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3598000 | PA      | $3680946.16   | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  27297000 | PA      | $18768871.26  | 0.35%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                                                           | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812XKR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $925179.00    | 0.02%             | 2040-07-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU LTD                                                                              | TRIMARAN CAVU LLC                                  | CUSIP: 89624GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5000500.00   | 0.09%             | 2035-01-18      | Floating      | 6.40%                 | Yes           |                  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      | $8463454.69   | 0.16%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D0PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12423517 | PA      | $12673401.67  | 0.23%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163QBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40602691 | PA      | $1578938.68   | 0.03%             | 2055-07-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2037112 | PA      | $2032837.42   | 0.04%             | 2030-08-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1328795.17   | 0.02%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BANQUE DE MONTREAL                                                                             | BANK OF MONTREAL                                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   2149000 | PA      | $1936849.91   | 0.04%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                            | AVIANCA MIDCO 2 PLC                                | CUSIP: 05369YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     74000 | PA      | $75425.17     | 0.00%             | 2031-01-28      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BVW61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9355069 | PA      | $9430686.16   | 0.17%             | 2054-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999147.00    | 0.02%             | 2036-11-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71655.39     | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2632302 | PA      | $2631430.07   | 0.05%             | 2030-03-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                           | DBJPM 16 C1 MORTGAGE TRUST                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437857 | PA      | $433465.96    | 0.01%             | 2049-05-10      | Fixed         | 3.28%                 | 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      | $4122196.26   | 0.08%             | 2036-07-17      | Variable      | 4.06%                 | Yes           |                  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      | $1185531.27   | 0.02%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                          | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1635468.17   | 0.03%             | 2035-10-01      | Fixed         | 5.50%                 | 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      | $3408902.36   | 0.06%             | 2039-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WW4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1672511 | PA      | $1727503.67   | 0.03%             | 2040-07-01      | Fixed         | 5.10%                 | 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      | $1086831.24   | 0.02%             | 2027-09-15      | Fixed         | 3.08%                 | No            |                  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        |   2208000 | PA      | $2268970.72   | 0.04%             | 2034-03-22      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8454000 | PA      | $6804149.06   | 0.13%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS N.V.                                                                                       | JBS NV JBS USA FOODS GROUP HOLDINGS INC            | CUSIP: 472140AF9<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | CORP              | NL        |    626000 | PA      | $635195.14    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                                                                                      | STATE OF HAWAII                                    | CUSIP: 419792Q41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3360000 | PA      | $3400854.13   | 0.06%             | 2034-10-01      | Fixed         | 4.64%                 | 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      | $858712.25    | 0.02%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES LP                                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2359000 | PA      | $2401793.83   | 0.04%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO CO                                     | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3650367.22   | 0.07%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1125870.25   | 0.02%             | 2029-07-20      | Fixed         | 4.29%                 | 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      | $850097.79    | 0.02%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  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        |      5362 | PA      | $5400.12      | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1524000 | PA      | $1555154.94   | 0.03%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  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      | $613703.62    | 0.01%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  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        |    590824 | PA      | $598062.76    | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2884594.80   | 0.05%             | 2052-07-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    893000 | PA      | $948124.89    | 0.02%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  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      | $940499.91    | 0.02%             | 2031-08-22      | Fixed         | 5.64%                 | 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      | $1280031.83   | 0.02%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1964000 | PA      | $2018407.33   | 0.04%             | 2031-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   4190946 | PA      | $4120747.87   | 0.08%             | 2030-01-31      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2616216.24   | 0.05%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   2471000 | PA      | $2548133.73   | 0.05%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways 2019-1 Pass Through Trusts                                                     | JETBLUE 2019 1 CLASS AA PASS THROUGH TRUST         | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225418 | PA      | $1094344.40   | 0.02%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  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      | $2456510.56   | 0.05%             | 2034-11-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS LTD FUND                                                              | PERSHING SQUARE HOLDINGS LTD FUND                  | CUSIP: 71531QAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8095537.18   | 0.15%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44854000 | PA      | $43802734.38  | 0.81%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                                                  | NETFLIX INC                                        | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2466000 | PA      | $2357045.40   | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7427118 | PA      | $7590058.00   | 0.14%             | 2055-06-01      | Fixed         | 5.50%                 | 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      | $1616922.15   | 0.03%             | 2044-08-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7072557 | PA      | $7116496.02   | 0.13%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KULU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11086259 | PA      | $10986299.50  | 0.20%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO US MIDCO III LP                                                                        | CHICAGO US MIDCO III LP                            | CUSIP: 16825PAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1328155 | PA      | $1324011.16   | 0.02%             | 2032-10-29      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                                            | RYAN SPECIALTY LLC                                 | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    495000 | PA      | $494589.15    | 0.01%             | 2031-09-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50570.34     | 0.00%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    481000 | PA      | $426088.74    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                                         | FAIR ISAAC CORP                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125221.82    | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  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      | $3276380.78   | 0.06%             | 2034-07-17      | Fixed         | 6.71%                 | 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        |   3562005 | PA      | $3625747.45   | 0.07%             | 2054-01-20      | Fixed         | 5.50%                 | 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        |   1602000 | PA      | $1631967.35   | 0.03%             | 2033-07-15      | Fixed         | 7.71%                 | 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      | $6085557.76   | 0.11%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217132 | PA      | $209930.41    | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    430000 | PA      | $443302.81    | 0.01%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1556000 | PA      | $1595212.02   | 0.03%             | 2036-07-14      | Fixed         | 5.54%                 | 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      | $1117346.15   | 0.02%             | 2029-09-25      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                                                        | MINERVA MERGER SUB INC                             | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   3644000 | PA      | $3535326.85   | 0.07%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| THE E.W. SCRIPPS COMPANY                                                                       | EW SCRIPPS CO THE                                  | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |   1615870 | PA      | $1628667.22   | 0.03%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   2908000 | PA      | $3076175.56   | 0.06%             | 2035-05-22      | Fixed         | 6.50%                 | Yes           |                  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      | $7478277.69   | 0.14%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3180750.89   | 0.06%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2947000 | PA      | $3013387.95   | 0.06%             | 2052-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47275000 | PA      | $34673257.81  | 0.64%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $2930950.88   | 0.05%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| COLUMBIA CENT CLO LIMITED                                                                      | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $3748875.00   | 0.07%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  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      | $2258500.52   | 0.04%             | 2039-06-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5169000 | PA      | $5124787.54   | 0.09%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                    | AKER BP ASA                                        | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    314000 | PA      | $308465.02    | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MMP CAPITAL LLC                                                                                | MMP CAPITAL 2025 A LLC                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960427 | PA      | $1976152.62   | 0.04%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                                  | GLOBAL ATLANTIC FIN CO                             | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1907356.00   | 0.04%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  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      | $3639828.56   | 0.07%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13571572 | NS      | $13571572.00  | 0.25%             |  |  |  | No            |                  1 | 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        |   3251383 | PA      | $3198605.71   | 0.06%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  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      | $2765242.08   | 0.05%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                                                        | MICRON TECHNOLOGY INC                              | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2751104.50   | 0.05%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1888960.71   | 0.03%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1806517.07   | 0.03%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  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      | $1003964.62   | 0.02%             | 2030-02-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1553993.50   | 0.03%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2208840.95   | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | 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      | $1380484.11   | 0.03%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CO                           | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1748895.95   | 0.03%             | 2032-07-29      | Fixed         | 2.36%                 | 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      | $3156547.13   | 0.06%             | 2029-09-25      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140A04E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3675220 | PA      | $3795391.08   | 0.07%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                     | CONSTELLATION BRANDS INC                           | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3078000 | PA      | $3040462.80   | 0.06%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36184000 | PA      | $34651833.75  | 0.64%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4646107 | PA      | $4678030.33   | 0.09%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1618000 | PA      | $1614407.32   | 0.03%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   2963000 | PA      | $3049045.52   | 0.06%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Pepsico, Inc.                                                                                  | PEPSICO INC                                        | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2562534.78   | 0.05%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2023380 | PA      | $1987747.34   | 0.04%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                             | CREDIT AGRICOLE SA                                 | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1977000 | PA      | $2090656.44   | 0.04%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1473809.16   | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1644605.87   | 0.03%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5433503 | PA      | $5341580.74   | 0.10%             | 2053-04-20      | Fixed         | 4.50%                 | 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        |   4090000 | PA      | $4180835.81   | 0.08%             | 2045-01-01      | Fixed         | 5.67%                 | No            |                  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      | $928488.19    | 0.02%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565EDD4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2353000 | PA      | $2370864.10   | 0.04%             | 2035-08-11      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10268049 | PA      | $9844666.54   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                                                                         | NVENT FINANCE SARL                                 | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   1319000 | PA      | $1375571.48   | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2969000 | PA      | $3000383.79   | 0.06%             | 2031-10-15      | Fixed         | 5.20%                 | Yes           |                  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      | $527329.83    | 0.01%             | 2035-10-01      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335157 | PA      | $2291456.64   | 0.04%             | 2038-12-17      | Fixed         | 2.13%                 | 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        |    849574 | PA      | $853851.76    | 0.02%             | 2030-07-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2294265 | PA      | $2309414.51   | 0.04%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  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      | $3530471.07   | 0.07%             | 2038-08-18      | Fixed         | 7.38%                 | 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      | $4545787.21   | 0.08%             | 2054-06-15      | Fixed         | 2.56%                 | 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      | $3138504.90   | 0.06%             | 2044-11-01      | Fixed         | 5.90%                 | No            |                  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      | $989435.88    | 0.02%             | 2043-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                           | ORLANDO HEALTH OBLIGATED GROUP                     | CUSIP: 686514AP5<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |    245000 | PA      | $255883.24    | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | 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      | $2786392.75   | 0.05%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  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      | $2651862.47   | 0.05%             | 2032-07-20      | Fixed         | 5.49%                 | 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      | $42817.56     | 0.00%             | 2031-04-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ECOLAB INC.                                                                                    | ECOLAB INC                                         | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1389003.55   | 0.03%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                   | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3252000 | PA      | $3391977.18   | 0.06%             | 2035-05-26      | Fixed         | 5.58%                 | 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        |   4731796 | PA      | $4758954.07   | 0.09%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2223449.60   | 0.04%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  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      | $1630201.93   | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | 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      | $4020748.00   | 0.07%             | 2030-10-12      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7715298 | PA      | $7015792.17   | 0.13%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC.                                                                                 | KKR CO INC                                         | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |   3542000 | PA      | $3506257.52   | 0.06%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                                            | VOYAGER PARENT LLC                                 | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |   3633000 | PA      | $3862286.42   | 0.07%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TOPGOLF CALLAWAY BRAND                                                                         | TOPGOLF CALLAWAY BRAND                             | CUSIP: 89071LAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175014 | PA      | $175357.04    | 0.00%             | 2030-03-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749000 | PA      | $757199.89    | 0.01%             | 2033-03-25      | Fixed         | 5.68%                 | 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      | $2938536.08   | 0.05%             | 2029-12-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| MERITAGE HOMES CORPORATION                                                                     | MERITAGE HOMES CORP                                | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2116360.17   | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  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      | $6209154.40   | 0.11%             | 2049-11-22      | Fixed         | 5.78%                 | 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        |   1133111 | PA      | $1143734.61   | 0.02%             | 2032-05-20      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| BALLYROCK CLO LTD                                                                              | BALLYROCK CLO 30 LTD                               | CUSIP: 05876UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1906748.80   | 0.04%             | 2038-10-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18708285 | PA      | $19154290.86  | 0.35%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  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        |   3115833 | PA      | $3131052.04   | 0.06%             | 2027-06-25      | Fixed         | 6.91%                 | 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      | $3392443.23   | 0.06%             | 2039-10-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                      | AT T INC                                           | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    489000 | PA      | $467664.43    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  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      | $4692.02      | 0.00%             | 2029-05-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781000 | PA      | $779934.97    | 0.01%             | 2031-04-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1428369.92   | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                                                   | PETSMART LLC                                       | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |   3056818 | PA      | $3052232.96   | 0.06%             | 2032-08-09      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | 10 YEAR US TREASURY NOTE FUTURE MAR26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1050 | NC      | $-954208.50   | -0.02%            |  |  |  | No            |                  1 | 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      | $1870832.67   | 0.03%             | 2039-12-01      | Fixed         | 4.94%                 | No            |                  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      | $1482347.03   | 0.03%             | 2033-08-22      | Fixed         | 6.97%                 | Yes           |                  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      | $2591363.14   | 0.05%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17895357 | PA      | $18062738.93  | 0.33%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3567098 | PA      | $3306321.65   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2688941.45   | 0.05%             | 2031-06-07      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1478000 | PA      | $1562126.45   | 0.03%             | 2035-04-25      | Fixed         | 5.85%                 | 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      | $2293332.32   | 0.04%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                                           | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  16947000 | PA      | $16974832.39  | 0.31%             | 2029-10-01      | Fixed         | 5.25%                 | 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      | $3651424.10   | 0.07%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DEU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1078644 | PA      | $1043353.55   | 0.02%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128K45F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23940 | PA      | $24886.89     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961000 | PA      | $969930.15    | 0.02%             | 2030-03-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3386000 | PA      | $3428223.42   | 0.06%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP, LLC                                                                      | GREAT AMERICAN OUTDOORS                            | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    894079 | PA      | $892961.01    | 0.02%             | 2032-03-05      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                           | META PLATFORMS INC                                 | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4546000 | PA      | $4318787.97   | 0.08%             | 2055-11-15      | Fixed         | 5.62%                 | 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      | $3688820.14   | 0.07%             | 2034-01-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7119000 | PA      | $7377346.96   | 0.14%             | 2040-01-13      | Variable      | 5.47%                 | 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      | $2403352.67   | 0.04%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606098 | PA      | $509290.94    | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| KELLANOVA                                                                                      | KELLANOVA                                          | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    263000 | PA      | $231891.69    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   1873000 | PA      | $1933983.46   | 0.04%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UNJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4410000 | PA      | $4434026.68   | 0.08%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                                                                         | COLOSSUS ACQUIRECO LLC                             | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1490010.64   | 0.03%             | 2032-07-30      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2990054.68   | 0.06%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   9198000 | PA      | $8557957.04   | 0.16%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006510.21   | 0.06%             | 2030-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Vanderbilt University Medical Center                                                           | VANDERBILT UNIVERSITY MEDICAL CENTER               | CUSIP: 921814AA7<br>LEI: 549300UBBPKGW2V30M83 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1287134.34   | 0.02%             | 2037-07-01      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                              | SUMITOMO MITSUI TRUST GROUP INC                    | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | CORP              | JP        |   4722000 | PA      | $4738634.27   | 0.09%             | 2036-09-11      | Fixed         | 5.42%                 | 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      | $437740.54    | 0.01%             | 2035-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1717686 | PA      | $1606354.62   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 47 CLO LTD                                 | CUSIP: 92330DAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2349369 | PA      | $2352893.05   | 0.04%             | 2036-04-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3762141 | PA      | $3319257.86   | 0.06%             | 2053-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert, LLC                                                                      | ASPLUNDH TREE EXPERT LLC                           | CUSIP: 04538FAE9<br>LEI: 549300R0YQTCFHYAL481 | Long             | LON              | CORP              | US        |    583709 | PA      | $584193.48    | 0.01%             | 2031-05-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1522246 | PA      | $1570233.76   | 0.03%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2859679 | PA      | $2897522.22   | 0.05%             | 2032-04-25      | Fixed         | 5.18%                 | 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        |    845278 | PA      | $853880.60    | 0.02%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    909000 | PA      | $916231.25    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                                | GE HEALTHCARE TECHNOLOGIES INC                     | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2806172.25   | 0.05%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5044000 | PA      | $4443057.84   | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3408065 | PA      | $3471597.48   | 0.06%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWE74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3996286 | PA      | $4018310.71   | 0.07%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3683000 | PA      | $3654409.29   | 0.07%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 2                      | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1864688 | PA      | $1859525.80   | 0.03%             | 2031-04-25      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2073072 | PA      | $1782423.02   | 0.03%             | 2051-08-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C9JX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5473330 | PA      | $5622226.57   | 0.10%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                     | BFLD COMMERCIAL MORTGAGE TRUST 2025 5MW            | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499757.84    | 0.01%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                                | BACARDI LTD BACARDI MARTINI BV                     | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    121000 | PA      | $121928.85    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381NQK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4274489 | PA      | $4278641.32   | 0.08%             | 2065-06-20      | Fixed         | 4.50%                 | 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        |     63000 | PA      | $64341.30     | 0.00%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2362000 | PA      | $2425857.51   | 0.04%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CV3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1007632 | PA      | $1031509.08   | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                               | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1420415.79   | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                        | BPCE SA                                            | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3123000 | PA      | $3328980.25   | 0.06%             | 2036-01-14      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2022 LLC                      | CUSIP: 89656RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2206054 | PA      | $2190556.94   | 0.04%             | 2052-05-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11253751 | PA      | $11437393.17  | 0.21%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1857000 | PA      | $1884360.81   | 0.03%             | 2031-03-17      | Fixed         | 4.96%                 | 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      | $4138318.53   | 0.08%             | 2049-05-20      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2333150 | PA      | $2311886.83   | 0.04%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9L93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2972259 | PA      | $2923376.36   | 0.05%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  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      | $2250487.03   | 0.04%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978000 | PA      | $1983966.03   | 0.04%             | 2036-10-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21697000 | PA      | $22381811.56  | 0.41%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  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      | $1196757.91   | 0.02%             | 2040-02-15      | Floating      | 6.39%                 | 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        |     75965 | PA      | $76862.14     | 0.00%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  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      | $3252401.53   | 0.06%             | 2036-05-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DURA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15894910 | PA      | $16238557.30  | 0.30%             | 2054-10-01      | Fixed         | 5.50%                 | 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      | $2755219.96   | 0.05%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BANK                                                                                           | BANK                                               | CUSIP: 06541FBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4938443.41   | 0.09%             | 2050-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYYE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5356534 | PA      | $5441962.19   | 0.10%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6152984 | PA      | $6054038.92   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | 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        |  10252196 | PA      | $10435660.46  | 0.19%             | 2054-02-20      | 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        |   3041000 | PA      | $3174650.95   | 0.06%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROUP, INC.                                                                | AFFILIATED MANAGERS GROUP INC                      | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   6733000 | PA      | $6733105.27   | 0.12%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                    | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5086000 | PA      | $5069429.81   | 0.09%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203112 | PA      | $208769.96    | 0.00%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  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      | $4568529.39   | 0.08%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  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      | $2276558.24   | 0.04%             | 2031-05-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                          | REGENCY CENTERS LP                                 | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1721730.35   | 0.03%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2786472 | PA      | $2695306.42   | 0.05%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1845000 | PA      | $1845419.88   | 0.03%             | 2033-10-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1465661.03   | 0.03%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   4628639 | PA      | $4620770.05   | 0.09%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  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      | $2769740.87   | 0.05%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    458000 | PA      | $454866.11    | 0.01%             | 2199-12-31      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    708000 | PA      | $753117.45    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES INC                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1019998.50   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2289660 | PA      | $2269699.84   | 0.04%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0U37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10210582 | PA      | $10382917.03  | 0.19%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  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        |     76636 | PA      | $76589.20     | 0.00%             | 2040-12-09      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081000 | PA      | $1093453.02   | 0.02%             | 2030-07-25      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2556236 | PA      | $2569890.09   | 0.05%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  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        |   1177000 | PA      | $1211336.16   | 0.02%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9431898 | PA      | $8741639.53   | 0.16%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO 2025 48 LTD                                | CUSIP: 67122YAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7551963 | PA      | $7619175.47   | 0.14%             | 2038-12-15      | Floating      | 5.06%                 | Yes           |                  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      | $2895876.09   | 0.05%             | 2038-08-18      | Fixed         | 6.75%                 | 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      | $2044045.85   | 0.04%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  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        |   7369314 | PA      | $6957677.69   | 0.13%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12487000 | PA      | $10057888.28  | 0.19%             | 2053-02-15      | Fixed         | 3.62%                 | 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      | $10506330.11  | 0.19%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD.                                                                        | AS MILEAGE PLAN IP LTD                             | CUSIP: G0541TAC9<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   4142538 | PA      | $4164575.98   | 0.08%             | 2031-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480056 | PA      | $1483127.92   | 0.03%             | 2033-09-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7688034 | PA      | $7798940.36   | 0.14%             | 2054-11-01      | Fixed         | 5.50%                 | 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        |    814221 | PA      | $772900.83    | 0.01%             | 2051-07-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2286000 | PA      | $2273557.86   | 0.04%             | 2038-11-05      | Fixed         | 3.72%                 | Yes           |                  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      | $4056439.13   | 0.07%             | 2039-10-01      | Fixed         | 5.31%                 | 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      | $1151470.74   | 0.02%             | 2061-03-15      | Fixed         | 1.85%                 | Yes           |                  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      | $3762036.21   | 0.07%             | 2030-02-28      | Fixed         | 5.41%                 | 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      | $1631350.90   | 0.03%             | 2039-11-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES, INC.                                                                     | ALBERTSONS COS INC                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   3846000 | PA      | $3781364.09   | 0.07%             | 2034-03-31      | Fixed         | 5.75%                 | 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      | $1640299.06   | 0.03%             | 2033-10-17      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| MSCI INC.                                                                                      | MSCI INC                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2339845.78   | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                         | BRIGHTSTAR LOTTERY PLC BRIGHTSTAR GLOBAL           | CUSIP: 108922AA3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   5485000 | PA      | $5450083.35   | 0.10%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6988487 | PA      | $7117730.87   | 0.13%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C15G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2813841 | PA      | $2872566.33   | 0.05%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42937000 | PA      | $42165475.78  | 0.78%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Four Seasons Holdings Inc.                                                                     | FOUR SEASONS HOTELS                                | CUSIP: 35100DAW6<br>LEI: 549300KN76IMZYPMJC43 | Long             | LON              | CORP              | CA        |   3299410 | PA      | $3318117.58   | 0.06%             | 2032-09-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3340911 | PA      | $3408911.43   | 0.06%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1102650 | PA      | $1112752.26   | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17184093 | PA      | $17505898.13  | 0.32%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  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      | $5117356.22   | 0.09%             | 2036-02-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV                                           | WISCONSIN HOUSING ECONOMIC DEVELOPMENT AUTHORITY   | CUSIP: 97689QB62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    645000 | PA      | $643250.45    | 0.01%             | 2041-09-01      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2366000 | PA      | $2316123.94   | 0.04%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  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        |   3778913 | PA      | $3808521.44   | 0.07%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                                           | ERAC USA FINANCE LLC                               | CUSIP: 26884TAW2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1682089.02   | 0.03%             | 2033-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2560169 | PA      | $2629033.97   | 0.05%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1836650.96   | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3858980 | PA      | $3930845.27   | 0.07%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   7347000 | PA      | $7345457.13   | 0.14%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                                  | METLIFE INC                                        | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3431000 | PA      | $4112466.49   | 0.08%             | 2068-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | ONEMAIN FINANCIAL ISSUANCE TRUST 2022 3            | CUSIP: 68269PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3596000 | PA      | $3631666.98   | 0.07%             | 2034-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                                                      | CRH AMERICA FINANCE INC                            | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    631000 | PA      | $645116.28    | 0.01%             | 2055-01-09      | Fixed         | 5.88%                 | 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      | $1657610.06   | 0.03%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  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      | $4601485.05   | 0.08%             | 2031-07-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    826000 | PA      | $829504.45    | 0.02%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3489343 | PA      | $3457342.84   | 0.06%             | 2030-08-15      | Floating      | 6.98%                 | 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      | $799286.88    | 0.01%             | 2030-04-15      | Fixed         | 6.77%                 | 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      | $4624316.72   | 0.09%             | 2039-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRPW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12738799 | PA      | $11806529.76  | 0.22%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2548716.65   | 0.05%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  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      | $10009030.90  | 0.18%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                | CIGNA GROUP THE                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2412806.89   | 0.04%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2592649 | PA      | $2639299.34   | 0.05%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  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      | $817634.50    | 0.02%             | 2029-06-20      | Fixed         | 5.49%                 | 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        |   2798507 | PA      | $2737788.30   | 0.05%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2638000 | PA      | $2614693.65   | 0.05%             | 2036-11-14      | Fixed         | 4.91%                 | 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        |    246860 | PA      | $162441.21    | 0.00%             | 2035-07-19      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384P7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4385239 | PA      | $4050019.57   | 0.07%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN HSG & ECONOMIC DEV AUTH HOME OWNERSHIP REV                                           | WISCONSIN HOUSING ECONOMIC DEVELOPMENT AUTHORITY   | CUSIP: 97689QYF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4125000 | PA      | $4259349.20   | 0.08%             | 2040-09-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17545081 | PA      | $17935530.19  | 0.33%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  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      | $1840528.58   | 0.03%             | 2053-06-15      | Fixed         | 3.11%                 | No            |                  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      | $1848184.24   | 0.03%             | 2044-11-01      | Fixed         | 6.02%                 | No            |                  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      | $1926293.55   | 0.04%             | 2036-02-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425U3X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5010044 | PA      | $4783298.37   | 0.09%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2019 LLC                      | CUSIP: 89657BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2843361 | PA      | $2838281.31   | 0.05%             | 2049-04-17      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QMVY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         0 | PA      | $0.08         | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                         | LOWE S COS INC                                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5712000 | PA      | $5667458.91   | 0.10%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   5696000 | PA      | $5687056.23   | 0.11%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES, INC.                                                                       | LUMEN TECHNOLOGIES INC                             | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   6299888 | PA      | $6310912.88   | 0.12%             | 2028-06-01      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2681000 | PA      | $2698303.62   | 0.05%             | 2032-02-17      | Fixed         | 5.08%                 | 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        |   1131726 | PA      | $1148942.03   | 0.02%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL, INC.                                                                  | RAYMOND JAMES FINANCIAL INC                        | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   3014000 | PA      | $2985939.66   | 0.06%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2275435 | PA      | $2037600.93   | 0.04%             | 2052-01-20      | 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      | $1687085.87   | 0.03%             | 2055-04-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2302353 | PA      | $2263926.49   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                  | NYC COMMERCIAL MORTGAGE TRUST 2025 300P            | CUSIP: 67121TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2022148 | PA      | $2039977.09   | 0.04%             | 2042-07-13      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                          | FOUNDRY JV HOLDCO LLC                              | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2389944.83   | 0.04%             | 2039-01-25      | Fixed         | 6.30%                 | 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      | $1561001.41   | 0.03%             | 2039-11-01      | Fixed         | 5.28%                 | 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      | $1176711.95   | 0.02%             | 2039-07-01      | Fixed         | 5.38%                 | 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      | $4475712.72   | 0.08%             | 2044-07-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UDH5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2521937.06   | 0.05%             | 2039-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1797835.46   | 0.03%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W3M63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9326906 | PA      | $9333137.21   | 0.17%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63303000 | PA      | $55765986.56  | 1.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4003100 | PA      | $4097811.64   | 0.08%             | 2032-04-25      | Fixed         | 5.79%                 | 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        |   6017308 | PA      | $5431361.63   | 0.10%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   3619000 | PA      | $3744526.93   | 0.07%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                                    | KIOXIA HOLDINGS CORP                               | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    134000 | PA      | $140050.48    | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2025745 | PA      | $2048038.30   | 0.04%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14659314 | PA      | $14975767.46  | 0.28%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  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      | $4210974.60   | 0.08%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                      | SAUDI ARABIAN OIL CO                               | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              |  | SA        |   7468000 | PA      | $7337310.00   | 0.14%             | 2036-02-02      | Fixed         | 5.00%                 | 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      | $8480722.92   | 0.16%             | 2041-09-15      | Floating      | 5.52%                 | Yes           |                  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      | $1270544.45   | 0.02%             | 2043-11-01      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                        | DUKE ENERGY CORP                                   | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4432000 | PA      | $3398537.38   | 0.06%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    702000 | PA      | $640425.58    | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  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        |   1312768 | PA      | $1312391.76   | 0.02%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9640406 | PA      | $9006750.56   | 0.17%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE                                   | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $262207.83    | 0.00%             | 2033-06-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                                            | RESIDEO FUNDING INC                                | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1548140.49   | 0.03%             | 2032-07-15      | Fixed         | 6.50%                 | 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      | $1156298.68   | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                  | BROADCOM INC                                       | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2054000 | PA      | $2050836.84   | 0.04%             | 2036-01-15      | Fixed         | 4.95%                 | 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      | $1058995.15   | 0.02%             | 2030-06-17      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2739524 | PA      | $2754788.21   | 0.05%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSITY HOUSTON TEX UNIV REVS                                                               | UNIVERSITY OF HOUSTON                              | CUSIP: 914302MS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $367194.51    | 0.01%             | 2037-02-15      | Fixed         | 4.86%                 | No            |                  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      | $4424502.02   | 0.08%             | 2026-09-17      | Fixed         | 2.06%                 | Yes           |                  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      | $768917.28    | 0.01%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                      | ALCON FINANCE CORP                                 | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173236.20    | 0.00%             | 2052-12-06      | Fixed         | 5.75%                 | 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        |   1425000 | PA      | $1422765.94   | 0.03%             | 2039-07-01      | Fixed         | 5.43%                 | No            |                  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      | $2578293.81   | 0.05%             | 2032-02-17      | Fixed         | 5.18%                 | 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      | $3431403.03   | 0.06%             | 2039-09-19      | Fixed         | 5.07%                 | Yes           |                  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      | $4746303.11   | 0.09%             | 2052-11-10      | Variable      | 3.34%                 | 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      | $4649772.81   | 0.09%             | 2039-11-15      | Fixed         | 5.81%                 | 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      | $1783767.49   | 0.03%             | 2039-01-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 48 CLO LTD                                 | CUSIP: 92340YAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2485000 | PA      | $2486165.47   | 0.05%             | 2036-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4399000 | PA      | $4329363.83   | 0.08%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    427000 | PA      | $432582.52    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $2029993.05   | 0.04%             | 2035-01-15      | Fixed         | 5.35%                 | 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      | $2493564.38   | 0.05%             | 2029-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COMPEER FINANCIAL, FLCA                                                                        | COMPEER FIN FLCA PCA                               | CUSIP: 20454PAC7<br>LEI: 549300EWFHPBZH38K695 | Long             | DBT              | CORP              | US        |    978000 | PA      | $870908.55    | 0.02%             | 2036-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489000 | PA      | $507075.12    | 0.01%             | 2033-05-12      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORPORATION                                                                              | TELUS CORP                                         | CUSIP: 87971MCQ4<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   2745000 | PA      | $2773619.54   | 0.05%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  11357000 | PA      | $11373692.22  | 0.21%             | 2035-08-26      | Fixed         | 5.05%                 | Yes           |                  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      | $1265977.35   | 0.02%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613000 | PA      | $621691.23    | 0.01%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  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      | $454060.27    | 0.01%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CUCX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3912901 | PA      | $4041353.74   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  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      | $1061647.19   | 0.02%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  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      | $4431886.28   | 0.08%             | 2028-08-15      | Fixed         | 1.44%                 | Yes           |                  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      | $2763847.49   | 0.05%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8301474 | PA      | $8136126.31   | 0.15%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA, INC.                                                                                   | ARCOSA INC                                         | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |   1341250 | PA      | $1342926.56   | 0.02%             | 2032-06-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1595118 | PA      | $1612326.71   | 0.03%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  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      | $7501877.51   | 0.14%             | 2027-06-15      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                               | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |  10507000 | PA      | $10298508.78  | 0.19%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3632845 | PA      | $3694026.99   | 0.07%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                       | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC            | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2805617.00   | 0.05%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED NOTES                                                           | TRUIST BANK AUTO CREDIT LINKED NOTES SERIES 2025 1 | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2783365 | PA      | $2796000.78   | 0.05%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  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      | $3178017.04   | 0.06%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31425UWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12784521 | PA      | $12999313.51  | 0.24%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4787014 | PA      | $4852539.06   | 0.09%             | 2030-08-11      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7333546 | PA      | $7212098.99   | 0.13%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2023 A LLC                            | CUSIP: 62890QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3049000 | PA      | $3163426.89   | 0.06%             | 2030-06-17      | Fixed         | 8.04%                 | Yes           |                  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      | $1109780.01   | 0.02%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4877883 | PA      | $4988514.38   | 0.09%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                                                       | UKG INC                                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   4811000 | PA      | $4808399.24   | 0.09%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3620603 | PA      | $3661265.03   | 0.07%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2349000 | PA      | $2430795.72   | 0.04%             | 2030-06-20      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1973301.32   | 0.04%             | 2030-08-15      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 2                       | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2172000 | PA      | $2172683.36   | 0.04%             | 2034-08-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3974175 | PA      | $3698961.08   | 0.07%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                                    | HOUSTON GALLERIA MALL TRUST 2025 HGLR              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1592694 | PA      | $1648966.32   | 0.03%             | 2045-02-05      | Variable      | 5.46%                 | 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      | $2959212.64   | 0.05%             | 2033-03-28      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ACADEMY, LTD.                                                                                  | ACADEMY LTD                                        | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |    106457 | PA      | $106423.54    | 0.00%             | 2027-11-06      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   7281000 | PA      | $7217899.80   | 0.13%             | 2035-11-15      | Fixed         | 5.55%                 | 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      | $407585.97    | 0.01%             | 2034-10-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                    | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3778000 | PA      | $3728923.78   | 0.07%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HLW65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4110942 | PA      | $4165511.96   | 0.08%             | 2039-04-25      | Fixed         | 5.00%                 | 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        |   3323934 | PA      | $3360253.16   | 0.06%             | 2039-06-21      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4215483 | PA      | $4280541.42   | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  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      | $2605798.48   | 0.05%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS, L.P.                                                                 | CHENIERE ENERGY PARTNERS LP                        | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1848845.48   | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                               | EASTERN ENERGY GAS HOLDINGS LLC                    | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4319000 | PA      | $4564734.26   | 0.08%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3077956 | PA      | $3097151.76   | 0.06%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                        | AMERICAN AIRLINES INC                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1634870.66   | 0.03%             | 2036-05-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427Q5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14173006 | PA      | $13903326.13  | 0.26%             | 2055-12-01      | Fixed         | 4.50%                 | 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      | $1417680.71   | 0.03%             | 2030-03-15      | Fixed         | 5.69%                 | 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      | $3671515.86   | 0.07%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                        | BAYER US FINANCE II LLC                            | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1835986.56   | 0.03%             | 2038-06-25      | Fixed         | 4.62%                 | 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      | $583667.23    | 0.01%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                         | CVS HEALTH CORP                                    | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    918000 | PA      | $954043.99    | 0.02%             | 2054-12-10      | Fixed         | 6.75%                 | 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      | $4246282.48   | 0.08%             | 2055-04-20      | Fixed         | 5.88%                 | 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      | $3252572.98   | 0.06%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                                             | BURFORD CAPITAL GLOBAL FINANCE LLC                 | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    786000 | PA      | $760421.29    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER, LLC                                                                     | PANTHER ESCROW ISSUER LLC                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $566541.99    | 0.01%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  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        |    684000 | PA      | $708105.12    | 0.01%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY WAREHOUSE CORPORATION                                                  | BURLINGTON COAT FACTORY WAREHOUSE CORP             | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |   4764688 | PA      | $4764687.50   | 0.09%             | 2031-09-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2531000 | PA      | $2517328.07   | 0.05%             | 2035-10-31      | Fixed         | 5.87%                 | 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        |   1748559 | PA      | $1792783.87   | 0.03%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THE HERSHEY COMPANY                                                                            | HERSHEY CO THE                                     | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    720000 | PA      | $738677.08    | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9378996 | PA      | $9436507.32   | 0.17%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD                                                                                    | OCP CLO LTD                                        | CUSIP: 671026BA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4666894 | PA      | $4720096.59   | 0.09%             | 2039-01-17      | Fixed         | 5.19%                 | Yes           |                  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        |   2959527 | PA      | $3024835.93   | 0.06%             | 2040-12-01      | Fixed         | 5.10%                 | 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      | $8633213.60   | 0.16%             | 2036-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1424000 | PA      | $1473707.75   | 0.03%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| SOTHEBYS ARTFI MASTER TRUST                                                                    | SOTHEBY S ARTFI MASTER TRUST                       | CUSIP: 83589DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1866000 | PA      | $1866874.78   | 0.03%             | 2033-06-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 244435000 | PA      | $250927804.69 | 4.63%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQ5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7872026 | PA      | $8122740.63   | 0.15%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                 | ING GROEP NV                                       | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2818000 | PA      | $3037773.49   | 0.06%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| EP WEALTH ADVISORS, LLC                                                                        | EP WEALTH ADVISORS INC                             | CUSIP: 29416NAB2<br>LEI: 254900EMIFA00FZWU856 | Long             | LON              | CORP              | US        |    500000 | PA      | $503440.00    | 0.01%             | 2032-10-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD.                                                                           | NCL CORP LTD                                       | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   5264000 | PA      | $5396393.22   | 0.10%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2022000 | PA      | $2040344.01   | 0.04%             | 2041-10-15      | Floating      | 6.63%                 | Yes           |                  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      | $2193506.21   | 0.04%             | 2028-08-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                      | J M SMUCKER CO THE                                 | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    688000 | PA      | $743836.28    | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3840000 | PA      | $3906580.61   | 0.07%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| CARLISLE COMPANIES INCORPORATED                                                                | CARLISLE COS INC                                   | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   2112000 | PA      | $2140040.63   | 0.04%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3625367 | PA      | $3644167.30   | 0.07%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  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      | $2782944.55   | 0.05%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NF95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11965907 | PA      | $12030224.79  | 0.22%             | 2055-04-01      | Fixed         | 5.00%                 | 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        |   1398808 | PA      | $1415523.27   | 0.03%             | 2033-12-15      | Fixed         | 5.64%                 | 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      | $216728.68    | 0.00%             | 2034-07-01      | Fixed         | 5.06%                 | 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      | $3242440.29   | 0.06%             | 2036-10-15      | Floating      | 4.69%                 | 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      | $3945450.07   | 0.07%             | 2029-12-20      | Fixed         | 7.03%                 | 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      | $10466086.87  | 0.19%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1850140.64   | 0.03%             | 2041-12-15      | Fixed         | 3.16%                 | 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      | $469790.20    | 0.01%             | 2030-10-15      | Fixed         | 6.77%                 | 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      | $4747647.51   | 0.09%             | 2039-06-05      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    779000 | PA      | $809677.02    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0RB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2205970 | PA      | $2211921.65   | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | 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      | $1979430.76   | 0.04%             | 2029-01-22      | Fixed         | 6.06%                 | Yes           |                  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        |   1188162 | PA      | $1128686.47   | 0.02%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   7602000 | PA      | $7884946.44   | 0.15%             | 2032-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENJA9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4613000 | PA      | $3921419.04   | 0.07%             | 2034-12-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691274 | PA      | $1711222.58   | 0.03%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1899069.38   | 0.04%             | 2199-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                 | DRYDEN 113 CLO LTD                                 | CUSIP: 26253EBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3202490 | PA      | $3207210.47   | 0.06%             | 2037-10-15      | Floating      | 5.12%                 | Yes           |                  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      | $3371132.98   | 0.06%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3836000 | PA      | $3781375.36   | 0.07%             | 2036-10-22      | Fixed         | 4.81%                 | 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      | $683302.88    | 0.01%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                      | KRAFT HEINZ FOODS CO                               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   9322000 | PA      | $10381461.84  | 0.19%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  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        |    880000 | PA      | $790732.80    | 0.01%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                    | WESTPAC BANKING CORP                               | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $985425.85    | 0.02%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                                      | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC          | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1902569.11   | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                                                           | SHIFT4 PAYMENTS LLC                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255034.47    | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  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      | $358003.51    | 0.01%             | 2032-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    254000 | PA      | $192349.83    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  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      | $3961301.71   | 0.07%             | 2050-02-20      | Variable      | 5.91%                 | Yes           |                  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        |   2367000 | PA      | $2399930.72   | 0.04%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO COMPANY                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18527000 | PA      | $18501672.04  | 0.34%             | 2199-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                                           | HUBBELL INC                                        | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1123120.78   | 0.02%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES, INC.                                                                     | AGILENT TECHNOLOGIES INC                           | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81743.89     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON MEDICAL CENTER CORPORATION                                                              | BOSTON MEDICAL CENTER CORP                         | CUSIP: 10103DAB2<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2935959.52   | 0.05%             | 2028-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4848495 | PA      | $4879587.77   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  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        |   5619117 | PA      | $5612265.86   | 0.10%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC 2020 WEST A                                   | CUSIP: 12655QAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2133682.34   | 0.04%             | 2035-02-15      | Fixed         | 3.04%                 | 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      | $1336302.68   | 0.02%             | 2032-08-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COLORADO HSG & FIN AUTH                                                                        | COLORADO HOUSING AND FINANCE AUTHORITY             | CUSIP: 19648GJU7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8585000 | PA      | $8780970.41   | 0.16%             | 2039-11-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| LATAM Airlines Group S.A.                                                                      | LATAM AIRLINES GROUP SA                            | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1602000 | PA      | $1680401.82   | 0.03%             | 2031-01-07      | Fixed         | 7.62%                 | 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        |   2130826 | PA      | $1943859.04   | 0.04%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $3090953.52   | 0.06%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2545577.32   | 0.05%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3672199.07   | 0.07%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204595.23    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1597785.01   | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAE8<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   3813000 | PA      | $3837833.50   | 0.07%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  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      | $2422075.69   | 0.04%             | 2028-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS CO                                 | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2123000 | PA      | $2107655.66   | 0.04%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SANDISK CORPORATION                                                                            | SANDISK CORPORATION                                | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1060000 | PA      | $1061325.00   | 0.02%             | 2031-12-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13418186 | PA      | $12864668.77  | 0.24%             | 2032-08-25      | Variable      | 3.53%                 | No            |                  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      | $5385157.49   | 0.10%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4010000 | PA      | $4123764.54   | 0.08%             | 2039-07-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12864000 | PA      | $12552450.00  | 0.23%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6639798 | PA      | $6670357.10   | 0.12%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & CO.                                                                      | ARTHUR J GALLAGHER CO                              | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    671000 | PA      | $692379.12    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                                                            | AVIANCA MIDCO 2 PLC                                | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5051000 | PA      | $5175359.15   | 0.10%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: —       |
| MINNESOTA ST HSG FIN AGY                                                                       | MINNESOTA HOUSING FINANCE AGENCY                   | CUSIP: 60416UEN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3590000 | PA      | $3711281.10   | 0.07%             | 2039-07-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M7LP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7483566 | PA      | $7629662.20   | 0.14%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3633000 | PA      | $3616111.20   | 0.07%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| BLOCK, INC.                                                                                    | BLOCK INC                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2250485.47   | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $2958527.72   | 0.05%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4175448 | PA      | $3900999.13   | 0.07%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $23261875.00  | 0.43%             | 2042-05-15      | Fixed         | 3.25%                 | 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        |      2822 | PA      | $2835.07      | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  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      | $2817798.89   | 0.05%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025 A | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854000 | PA      | $860871.65    | 0.02%             | 2029-06-20      | Fixed         | 5.09%                 | 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      | $2747315.59   | 0.05%             | 2039-07-01      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2282000 | PA      | $2289413.50   | 0.04%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| LBA TRUST                                                                                      | LBA TRUST 2024 7IND                                | CUSIP: 52109XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1462534 | PA      | $1463769.50   | 0.03%             | 2041-10-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                           | M T BANK CORP                                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2133000 | PA      | $2154436.65   | 0.04%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FTL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3903555 | PA      | $3869109.08   | 0.07%             | 2046-01-01      | 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      | $994402.35    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | Yes           |                  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      | $4536430.32   | 0.08%             | 2028-04-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| CRC INSURANCE GROUP, LLC                                                                       | TIH INSURANCE HOLDINGS LLC                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    563105 | PA      | $560818.63    | 0.01%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W37J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2228149 | PA      | $2187179.78   | 0.04%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2456925.60   | 0.05%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| JANE STREET GROUP, LLC                                                                         | JANE STREET GROUP JSG FINANCE INC                  | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   7735000 | PA      | $8042481.30   | 0.15%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                 | BNP PARIBAS                                        | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $457307.68    | 0.01%             | 2032-04-19      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4855094 | PA      | $4546684.48   | 0.08%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9035000 | PA      | $9073649.02   | 0.17%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EM80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3469445 | PA      | $3517428.94   | 0.06%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  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      | $3310157.62   | 0.06%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                      | REGAL REXNORD CORP                                 | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    177000 | PA      | $189115.65    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  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      | $1170133.00   | 0.02%             | 2045-07-01      | Fixed         | 5.83%                 | No            |                  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      | $1383639.86   | 0.03%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| PETCO HEALTH WELLNESS BANK LOAN B                                                              | PETCO HEALTH WELLNESS BANK LOAN B                  | CUSIP: 71601HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5135000 | PA      | $5013043.75   | 0.09%             | 2031-01-22      | Floating      | 7.92%                 | 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      | $1629221.07   | 0.03%             | 2044-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    593324 | PA      | $602337.41    | 0.01%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1374000 | PA      | $1405337.12   | 0.03%             | 2031-09-15      | Fixed         | 5.36%                 | Yes           |                  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        |   4356831 | PA      | $4393047.09   | 0.08%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4486567 | PA      | $4493173.85   | 0.08%             | 2041-10-15      | Floating      | 6.13%                 | Yes           |                  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      | $3567167.82   | 0.07%             | 2041-07-15      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 B               | CUSIP: 06764YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2286093 | PA      | $2287292.97   | 0.04%             | 2050-09-13      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08163DBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2417000 | PA      | $1393634.47   | 0.03%             | 2054-04-15      | Variable      | 2.99%                 | Yes           |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2391000 | PA      | $2396664.84   | 0.04%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  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      | $5150453.96   | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    936000 | PA      | $940490.76    | 0.02%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                                                | BARINGS CLO LTD 2025 V                             | CUSIP: 06765BAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635957 | PA      | $1639081.68   | 0.03%             | 2038-10-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2433682 | PA      | $2448282.91   | 0.05%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP.                                                                          | WMG ACQUISITION CORP                               | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |  12735000 | PA      | $12228780.74  | 0.23%             | 2030-07-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1496881.24   | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  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        |    566215 | PA      | $566385.42    | 0.01%             | 2028-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1825357 | PA      | $1581491.96   | 0.03%             | 2053-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                          | ONE BRYANT PARK                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13034000 | PA      | $12144300.76  | 0.22%             | 2049-09-13      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| MONEYGRAM INTERNATIONAL, INC.                                                                  | MOBIUS MERGER SUB INC                              | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   6316000 | PA      | $3760608.30   | 0.07%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557722 | PA      | $1579594.14   | 0.03%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1147000 | PA      | $1137336.53   | 0.02%             | 2030-09-25      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4181292 | PA      | $3875614.28   | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | 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      | $7338419.62   | 0.14%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1786595.21   | 0.03%             | 2032-07-21      | Fixed         | 2.30%                 | 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        |   4751347 | PA      | $4794906.01   | 0.09%             | 2041-09-01      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAD0<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   1189000 | PA      | $1187554.82   | 0.02%             | 2033-09-20      | Fixed         | 4.76%                 | 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      | $1885080.49   | 0.03%             | 2026-09-06      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAE2<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |   1446916 | PA      | $1475084.96   | 0.03%             | 2032-09-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| ASCOT GROUP LIMITED                                                                            | ASCOT GROUP LTD                                    | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   3383000 | PA      | $3503554.09   | 0.06%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38000000 | PA      | $38510625.00  | 0.71%             | 2041-02-15      | Fixed         | 4.75%                 | 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      | $895540.53    | 0.02%             | 2054-06-15      | Fixed         | 5.88%                 | 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      | $2007677.03   | 0.04%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| JACKSON PARK TRUST                                                                             | JACKSON PARK TRUST                                 | CUSIP: 46868RAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4582501.87   | 0.08%             | 2039-10-14      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| 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      | $1151248.07   | 0.02%             | 2030-10-15      | Fixed         | 5.81%                 | Yes           |                  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        |   2391534 | PA      | $2395798.58   | 0.04%             | 2030-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BONDS                                 | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85283500 | PA      | $87282332.03  | 1.61%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                                      | VIPER ENERGY PARTNERS LLC OLD                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2758767.55   | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  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      | $2780116.54   | 0.05%             | 2039-10-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP FINCO PTY LTD                                                                   | ARDONAGH GROUP FINCO PTY LTD                       | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1635168 | PA      | $1628022.71   | 0.03%             | 2031-03-07      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1095000 | PA      | $1276072.77   | 0.02%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  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      | $2769562.24   | 0.05%             | 2037-04-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX CORPORATION                                                                             | ROBLOX CORP                                        | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |   7294000 | PA      | $6983975.46   | 0.13%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SGH2 LLC                                                                                       | SGH2 LLC                                           | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1195843 | PA      | $1198115.00   | 0.02%             | 2032-08-18      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3849272 | PA      | $3679877.62   | 0.07%             | 2053-07-01      | Fixed         | 4.00%                 | 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      | $1663422.27   | 0.03%             | 2049-11-19      | Fixed         | 6.44%                 | 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      | $6797337.86   | 0.13%             | 2030-04-15      | Fixed         | 6.61%                 | 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      | $2722105.65   | 0.05%             | 2039-06-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST #1                                                                        | AMERICAN TOWER TRUST                               | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3803680.23   | 0.07%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3480523 | PA      | $3541627.23   | 0.07%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST HSG & CMNTY DEV AUTH SINGLE FAMILY MTG REV                                          | INDIANA HOUSING COMMUNITY DEVELOPMENT AUTHORITY    | CUSIP: 45505WDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    945000 | PA      | $951132.28    | 0.02%             | 2040-07-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 2                  | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2406000 | PA      | $2410819.97   | 0.04%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                                                 | BNP PARIBAS SA                                     | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $533962.18    | 0.01%             | 2035-02-20      | Fixed         | 5.74%                 | Yes           |                  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      | $3289372.36   | 0.06%             | 2031-04-15      | Fixed         | 5.56%                 | 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      | $1271257.56   | 0.02%             | 2030-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                                   | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1057926.42   | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UTAH HSG CORP SINGLE FAMILY MTG REV                                                            | UTAH HOUSING CORP                                  | CUSIP: 917437KS3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $505769.84    | 0.01%             | 2036-07-01      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS INC.                                                                                | DK CROWN HOLDINGS INC                              | CUSIP: 23326SAB3<br>LEI: 2549006G33IUL6IVOD83 | Long             | LON              | CORP              | US        |    992500 | PA      | $992500.00    | 0.02%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1506000 | PA      | $1502793.61   | 0.03%             | 2035-04-20      | Fixed         | 4.82%                 | Yes           |                  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      | $1152883.51   | 0.02%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORPORATION                                                                            | CALPINE CORP                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2354978.64   | 0.04%             | 2028-03-15      | Fixed         | 5.12%                 | 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        |   1480000 | PA      | $1481045.03   | 0.03%             | 2039-07-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143413.84    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  17585000 | PA      | $19804930.40  | 0.37%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                           | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AJ9<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  17669000 | PA      | $17913722.98  | 0.33%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    426000 | PA      | $443794.37    | 0.01%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RELIANCE, INC.                                                                                 | RELIANCE INC                                       | CUSIP: 759509AB8<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $2103224.92   | 0.04%             | 2036-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1212000 | PA      | $1240641.07   | 0.02%             | 2031-12-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1469702.02   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    934060 | PA      | $952350.16    | 0.02%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $4674030.13   | 0.09%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9730306 | PA      | $9318982.42   | 0.17%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    702008 | PA      | $706264.13    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 1                      | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170054 | PA      | $3194013.74   | 0.06%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3432632 | PA      | $3431438.80   | 0.06%             | 2029-11-25      | Floating      | 4.29%                 | 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        |   2846461 | PA      | $2903436.33   | 0.05%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939609 | PA      | $1972833.58   | 0.04%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27615000 | PA      | $26428417.97  | 0.49%             | 2033-05-15      | Fixed         | 3.38%                 | 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        |   3768404 | PA      | $3812421.64   | 0.07%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC.                                                                 | JEFFERIES FINANCIAL GROUP INC                      | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1094050.04   | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  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        |  13571572 | NS      | $13571572.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205567.93    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11903613 | PA      | $10715146.56  | 0.20%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                                       | VULCAN MATERIALS CO                                | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    256000 | PA      | $254644.31    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  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      | $4966443.82   | 0.09%             | 2036-03-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5143000 | PA      | $5155476.77   | 0.10%             | 2033-07-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| TEXTRON INC.                                                                                   | TEXTRON INC                                        | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2622101.47   | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  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        |   2750411 | PA      | $2793336.21   | 0.05%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  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      | $827235.75    | 0.02%             | 2029-02-05      | Floating      | 5.41%                 | 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      | $489939.20    | 0.01%             | 2034-05-15      | Fixed         | 2.60%                 | Yes           |                  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        |   1769932 | PA      | $1726083.80   | 0.03%             | 2029-11-01      | 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      | $4565300.68   | 0.08%             | 2032-03-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QXP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9446447 | PA      | $9468305.89   | 0.17%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AUEX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2017728 | PA      | $2079249.86   | 0.04%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                             | PUBLIC SERVICE CO OF OKLAHOMA                      | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   2701000 | PA      | $2762364.78   | 0.05%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10509740 | PA      | $10535684.95  | 0.19%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  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      | $1803046.79   | 0.03%             | 2027-12-27      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE ACES                                    | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1901321 | PA      | $1885336.05   | 0.03%             | 2027-02-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                     | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  11913000 | PA      | $8416319.03   | 0.16%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  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      | $3413379.47   | 0.06%             | 2028-06-26      | Fixed         | 2.95%                 | Yes           |                  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      | $1467041.74   | 0.03%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                                      | APOLLO DEBT SOLUTIONS BDC                          | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1247909.25   | 0.02%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2613000 | PA      | $2664488.34   | 0.05%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPYE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6066178 | PA      | $6211218.41   | 0.11%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2623667 | PA      | $2683425.89   | 0.05%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC.                                                                                   | TRIMBLE INC                                        | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1069.15      | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | 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      | $2599418.03   | 0.05%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                   | CADENCE DESIGN SYSTEMS INC                         | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    542000 | PA      | $538790.25    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    302000 | PA      | $249616.92    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | 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        |   3913496 | PA      | $3928817.69   | 0.07%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PDH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8151693 | PA      | $8178142.02   | 0.15%             | 2055-06-01      | Fixed         | 5.00%                 | 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      | $3296242.94   | 0.06%             | 2028-11-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $22115625.00  | 0.41%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2737119.02   | 0.05%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                      | WILLIS NORTH AMERICA INC                           | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1064359.66   | 0.02%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                          | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   6306000 | PA      | $5464362.42   | 0.10%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CHARLOTTE N C CTFS PARTN                                                                       | CITY OF CHARLOTTE NC                               | CUSIP: 1610376K7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    890000 | PA      | $915007.42    | 0.02%             | 2040-06-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC.                                                                  | ALIMENTATION COUCHE TARD INC                       | CUSIP: 01626PAX4<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   4226000 | PA      | $4232926.57   | 0.08%             | 2035-09-29      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                  | ACRISURE LLC ACRISURE FINANCE INC                  | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1690740.79   | 0.03%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10108967 | PA      | $10376477.21  | 0.19%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                              | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3058843.85   | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                  | MAD COMMERCIAL MORTGAGE TRUST 2025 11MD            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4697000 | PA      | $4723600.87   | 0.09%             | 2042-10-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4C70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4665400 | PA      | $4754539.96   | 0.09%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3768330 | PA      | $3815068.39   | 0.07%             | 2030-08-11      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2022 CSMO             | CUSIP: 05610MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4012800 | PA      | $4016582.88   | 0.07%             | 2027-06-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 143825000 | PA      | $152859007.81 | 2.82%             | 2037-05-15      | Fixed         | 5.00%                 | 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      | $1048531.41   | 0.02%             | 2050-07-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2024 1 LLC                                   | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14588 | PA      | $14717.73     | 0.00%             | 2028-08-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | 30 YEAR US TREASURY BOND FUTURE MAR26              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1285 | NC      | $-1529240.00  | -0.03%            |  |  |  | No            |                  1 | 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      | $1662459.15   | 0.03%             | 2031-01-21      | Fixed         | 5.37%                 | 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      | $3123704.15   | 0.06%             | 2038-08-18      | Fixed         | 6.94%                 | Yes           |                  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        |     78000 | PA      | $79397.46     | 0.00%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  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      | $3729166.45   | 0.07%             | 2039-11-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3170145 | PA      | $3016621.13   | 0.06%             | 2034-11-01      | Fixed         | 2.50%                 | 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      | $2557759.64   | 0.05%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                                     | CULLEN FROST BANKERS INC                           | CUSIP: 229899AB5<br>LEI: 529900V2E9G9AY665O34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999957.12    | 0.02%             | 2027-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3476944 | PA      | $3012430.04   | 0.06%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  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        |   1196000 | PA      | $1306206.07   | 0.02%             | 2039-01-08      | Fixed         | 8.12%                 | Yes           |                  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        |   1625000 | PA      | $1630922.74   | 0.03%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  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      | $2815404.16   | 0.05%             | 2033-03-28      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ASPEN INSURANCE HOLDINGS LIMITED                                                               | ASPEN INSURANCE HOLDINGS LTD                       | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   1202000 | PA      | $1254453.31   | 0.02%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                                          | TD SYNNEX CORP                                     | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   2667000 | PA      | $2640411.38   | 0.05%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   7682000 | PA      | $7982495.70   | 0.15%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| CINCINNATI BELL INC.                                                                           | CINCINNATI BELL INC                                | CUSIP: 17187MAU4<br>LEI: 549300JYVZOCUJOHL272 | Long             | LON              | CORP              | US        |    482609 | PA      | $480799.42    | 0.01%             | 2028-11-24      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1403326.77   | 0.03%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| LYRA MUSIC ASSETS LP                                                                           | LYRA MUSIC ASSETS DELAWARE LP                      | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4630816 | PA      | $4692456.61   | 0.09%             | 2065-09-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7480627 | PA      | $7193636.20   | 0.13%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                                                          | JEFFERIES FINANCE LLC JFIN                         | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1755249.63   | 0.03%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS, INC.                                                             | CHS COMMUNITY HEALTH SYS                           | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448625.00    | 0.01%             | 2031-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y REV                                                               | METROPOLITAN TRANSPORTATION AUTHORITY              | CUSIP: 59261A6H5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1090000 | PA      | $1169159.47   | 0.02%             | 2030-11-15      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BYCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2927410 | PA      | $2940091.59   | 0.05%             | 2053-03-01      | 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        |   2696000 | PA      | $2884185.73   | 0.05%             | 2038-01-25      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| PROOFPOINT, INC.                                                                               | PROOFPOINT INC                                     | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    465572 | PA      | $461791.15    | 0.01%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                               | MARSH MCLENNAN COS INC                             | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    513000 | PA      | $494756.34    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  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      | $935511.44    | 0.02%             | 2039-01-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                                     | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2025 HY | CUSIP: 05942CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $765936.35    | 0.01%             | 2042-12-15      | Floating      | 5.58%                 | Yes           |                  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      | $3852879.64   | 0.07%             | 2036-02-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| BLUELINX HOLDINGS INC.                                                                         | BLUELINX HOLDINGS INC                              | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2009183.20   | 0.04%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                                          | AMRIZE FINANCE US LLC                              | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    738000 | PA      | $763778.51    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  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      | $2124210.42   | 0.04%             | 2040-01-05      | Variable      | 2.08%                 | 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        |   3287522 | PA      | $3415320.59   | 0.06%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13571572 | NS      | $13571572.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                             | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |  17235000 | PA      | $12447795.96  | 0.23%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5086000 | PA      | $5065175.12   | 0.09%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  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      | $803155.44    | 0.01%             | 2035-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4487745.50   | 0.08%             | 2056-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  11225000 | PA      | $11192303.15  | 0.21%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KUKX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9578554 | PA      | $9492188.71   | 0.18%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2958663 | PA      | $2963779.16   | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                                                      | PPL CAPITAL FUNDING INC                            | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    690000 | PA      | $703704.15    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL, INC.                                                           | LIGHT WONDER INTERNATIONAL INC                     | CUSIP: 80875AAY7<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    965392 | PA      | $961772.07    | 0.02%             | 2029-04-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                                                            | VENTURE 50 CLO LTD                                 | CUSIP: 92333CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2716500 | PA      | $2721389.70   | 0.05%             | 2037-10-20      | Floating      | 4.92%                 | Yes           |                  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      | $3579053.99   | 0.07%             | 2029-07-23      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2171039 | PA      | $2184520.02   | 0.04%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA HSG FIN CORP REV                                                                       | FLORIDA HOUSING FINANCE CORP                       | CUSIP: 34074M5Z0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2665000 | PA      | $2768518.43   | 0.05%             | 2044-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY, LLC                                                                            | RYAN SPECIALTY LLC                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3822177.93   | 0.07%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4031000 | PA      | $4128332.42   | 0.08%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                                    | ZOETIS INC                                         | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   3714000 | PA      | $3737176.35   | 0.07%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2524953 | PA      | $2407503.13   | 0.04%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT SOLUTIONS INC                                                                          | ELEMENT SOLUTIONS INC                              | CUSIP: BL5316569<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002660.00   | 0.02%             | 2030-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                               | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $1952137.49   | 0.04%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937000 | PA      | $1940752.63   | 0.04%             | 2033-03-25      | Fixed         | 4.87%                 | 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      | $3586994.74   | 0.07%             | 2034-05-15      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2267152.71   | 0.04%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                                          | CHENIERE ENERGY INC                                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500158.86    | 0.01%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075000 | PA      | $926191.19    | 0.02%             | 2046-11-10      | Fixed         | 2.17%                 | 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      | $4892874.93   | 0.09%             | 2031-04-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   3399000 | PA      | $3458782.00   | 0.06%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer