# EDGAR Filing Document

**Accession Number:** 0001141819
**File Stem:** 0000894189-26-002744
**Filing Date:** 2026-1
**Character Count:** 942739
**Document Hash:** ef92d554ae962c2488b1515960df7340
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-002744.hdr.sgml**: 20260129

**ACCESSION NUMBER**: 0000894189-26-002744

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260129

**DATE AS OF CHANGE**: 20260129

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10401
- **FILM NUMBER:** 26575135

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

---

| |
|:---|
| **Performance Trust Total Return Bond Fund** |
| **Schedule of Investments** |
| **November 30, 2025 (Unaudited)** |

---

---

| | | | |
|:---|:---|:---|:---|
| **MUNICIPAL BONDS - 24.4%** | **Par** |  | **Value**  |
| **Alabama - 0.0%<sup>(a)</sup>** | **Alabama - 0.0%<sup>(a)</sup>** | **Alabama - 0.0%<sup>(a)</sup>** |  |
|  Baldwin County Public Building Authority, 2.00%, 03/01/2046 | $1260000  |  | $781719 |
| **Alaska - 0.0%<sup>(a)</sup>** | **Alaska - 0.0%<sup>(a)</sup>** | **Alaska - 0.0%<sup>(a)</sup>** |  |
|  Alaska Municipal Bond Bank Authority, 3.03%, 12/01/2041 | 4100000 |  | 3226440 |
| **Arizona - 0.1%** | **Arizona - 0.1%** | **Arizona - 0.1%** |  |
|  Salt River Project Agricultural Improvement & Power District, 4.84%, 01/01/2041 | 9665000 |  | 9545413 |
| **California - 5.1%** | **California - 5.1%** | **California - 5.1%** |  |
|  Acton-Agua Dulce Unified School District, 0.00%, 05/01/2039 <sup>(b)</sup> | 5550000 |  | 3277912 |
|  Alameda Corridor Transportation Authority, 0.00%, 10/01/2038 <sup>(b)</sup> | 2050000 |  | 1076074 |
|  Alameda County Joint Powers Authority, 7.05%, 12/01/2044 | 31110000 |  | 35821301 |
|  Alvord Unified School District, 0.00%, 08/01/2046 | 2105000 |  | 2567849 |
|  Bakersfield City School District, 0.00%, 05/01/2047 | 9765000 |  | 7689515 |
| Bay Area Toll Authority | Bay Area Toll Authority | Bay Area Toll Authority |  |
| &nbsp;&nbsp; 6.92%, 04/01/2040 | 7180000 |  | 8261856 |
| &nbsp;&nbsp; 6.26%, 04/01/2049 | 12010000 |  | 12958272 |
| &nbsp;&nbsp; 7.04%, 04/01/2050 | 3455000 |  | 4035550 |
| &nbsp;&nbsp; 6.91%, 10/01/2050 | 6850000 |  | 7940478 |
|  California Health Facilities Financing Authority, 5.00%, 11/01/2047 | 12000000 |  | 13636753 |
|  California Infrastructure & Economic Development Bank, 0.00%, 01/01/2065 <sup>(c)(d)</sup> | 7505000 |  | 6379250 |
|  Campbell Union School District, 0.00%, 08/01/2040 <sup>(b)</sup> | 4600000 |  | 2655962 |
|  City of Fresno, CA Water System Revenue, 6.75%, 06/01/2040 | 4085000 |  | 4625899 |
| City of Los Angeles, CA Department of Airports | City of Los Angeles, CA Department of Airports | City of Los Angeles, CA Department of Airports |  |
| &nbsp;&nbsp; 1.88%, 05/15/2030 | 230000 |  | 204397 |
| &nbsp;&nbsp; 7.05%, 05/15/2040 | 15845000 |  | 18627609 |
|  City of Los Angeles, CA Wastewater System Revenue, 5.81%, 06/01/2040 | 15110000 |  | 16184146 |
|  City of Ontario, CA, 3.78%, 06/01/2038 | 3000000 |  | 2733873 |
|  City of San Francisco, CA Public Utilities Commission Water Revenue, 6.95%, 11/01/2050 | 5000000 |  | 5666485 |
|  Contra Costa Community College District, 6.50%, 08/01/2034 | 2470000 |  | 2667133 |
|  Cucamonga Valley Water District Financing Authority, 3.01%, 09/01/2042 | 5000000 |  | 3972756 |
|  Dry Creek Joint Elementary School District, 0.00%, 08/01/2038 <sup>(b)</sup> | 3640000 |  | 2300602 |
|  East Bay Municipal Utility District Water System Revenue, 5.87%, 06/01/2040 | 23755000 |  | 25568286 |
|  East Side Union High School District, 5.32%, 04/01/2036 | 5920000 |  | 6085718 |
|  Fullerton Public Financing Authority, 7.75%, 05/01/2031 | 895000 |  | 977365 |
|  Glendora Unified School District, 0.00%, 08/01/2039 <sup>(b)</sup> | 5175000 |  | 3172791 |
|  Golden State Tobacco Securitization Corp., 3.00%, 06/01/2046 | 8750000 |  | 7918906 |
|  Inland Empire Tobacco Securitization Corp., 3.68%, 06/01/2038 | 15350000 |  | 14883225 |
|  Lakeside Union School District, 0.00%, 08/01/2040 <sup>(b)</sup> | 4000000 |  | 2329568 |
| Los Angeles Community College District, CA | Los Angeles Community College District, CA | Los Angeles Community College District, CA |  |
| &nbsp;&nbsp; 6.60%, 08/01/2042 | 13620000 |  | 15029349 |
| &nbsp;&nbsp; 6.75%, 08/01/2049 | 12800000 |  | 14497867 |
| Los Angeles Department of Water & Power | Los Angeles Department of Water & Power | Los Angeles Department of Water & Power |  |
| &nbsp;&nbsp; 6.57%, 07/01/2045 | 18900000 |  | 20602452 |
| &nbsp;&nbsp; 6.60%, 07/01/2050 | 23010000 |  | 25149058 |
|  Northern California Sanitation Agencies Financing Authority, 6.33%, 08/01/2040 | 13320000 |  | 14799001 |
|  Orange County Sanitation District, 5.58%, 02/01/2040 | 1000000 |  | 1051491 |
|  Palomar Community College District, 2.99%, 08/01/2044 | 6000000 |  | 4524577 |
|  Paramount Unified School District, 3.27%, 08/01/2051 | 13425000 |  | 9538763 |
|  Perris Union High School District, 2.70%, 09/01/2042 | 3000000 |  | 2243526 |
|  Poway Unified School District, 0.00%, 08/01/2040 <sup>(b)</sup> | 12000000 |  | 7012246 |
|  Riverside County Infrastructure Financing Authority, 3.19%, 11/01/2041 | 4755000 |  | 3842456 |
|  Riverside County Transportation Commission Sales Tax Revenue, 6.81%, 06/01/2039 | 15505000 |  | 17615705 |
|  San Bernardino, CA Community College District, 0.00%, 08/01/2044 <sup>(b)</sup> | 10000000 |  | 4374982 |
|  San Diego County Regional Transportation Commission, 5.91%, 04/01/2048 | 16900000 |  | 17411259 |
|  San Diego County Water Authority, 6.14%, 05/01/2049 | 5900000 |  | 6182516 |
| San Diego Unified School District | San Diego Unified School District | San Diego Unified School District |  |
| &nbsp;&nbsp; 0.00%, 07/01/2039 <sup>(b)</sup> | 1495000 |  | 923648 |
| &nbsp;&nbsp; 0.00%, 07/01/2041 <sup>(b)</sup> | 8500000 |  | 4658643 |
| &nbsp;&nbsp; 0.00%, 07/01/2044 <sup>(b)</sup> | 3000000 |  | 1371464 |
|  San Francisco City & County Public Utilities Commission Wastewater Revenue, 5.82%, 10/01/2040 | 16035000 |  | 16973976 |
|  San Francisco City & County Redevelopment Financing Authority, 0.00%, 08/01/2036 <sup>(b)</sup> | 5240000 |  | 3203582 |
| State of California | State of California | State of California |  |
| &nbsp;&nbsp; 7.55%, 04/01/2039 | 20000000 |  | 24655110 |
| &nbsp;&nbsp; 7.60%, 11/01/2040 | 28000000 |  | 34889042 |
| University of California | University of California | University of California |  |
| &nbsp;&nbsp; 4.86%, 05/15/2112 | 22360000 |  | 19057095 |
| &nbsp;&nbsp; 4.77%, 05/15/2115 | 23732000 |  | 19846291 |
|  Yuba Community College District, 0.00%, 08/01/2038 <sup>(b)</sup> | 5055000 |  | 3279533 |
|  |  |  | 516953163 |
| **Colorado - 0.8%** | **Colorado - 0.8%** | **Colorado - 0.8%** |  |
|  Board of Governors of Colorado State University System, 6.06%, 03/01/2040 | 3730000 |  | 3996967 |
|  City & County of Denver, CO Airport System Revenue, 6.41%, 11/15/2039 | 10310000 |  | 11687025 |
|  City of Aurora, CO Water Revenue, 2.72%, 08/01/2046 | 2285000 |  | 1609025 |
| City of Colorado Springs, CO Utilities System Revenue | City of Colorado Springs, CO Utilities System Revenue | City of Colorado Springs, CO Utilities System Revenue |  |
| &nbsp;&nbsp; 5.55%, 11/15/2039 | 5875000 |  | 6154934 |
| &nbsp;&nbsp; 6.01%, 11/15/2039 | 1000000 |  | 1083691 |
| &nbsp;&nbsp; 6.62%, 11/15/2040 | 15050000 |  | 17264588 |
|  City of Fountain, CO Electric Water & Wastewater Utility Enterprise Revenue, 3.20%, 12/01/2043 | 2655000 |  | 2084720 |
|  City of Fruita, CO Healthcare Revenue, 5.00%, 01/01/2028 | 1410000 |  | 1401246 |
|  Colorado Health Facilities Authority, 3.85%, 11/01/2049 | 2030000 |  | 1616117 |
|  Denver City & County School District No. 1, 3.00%, 12/01/2043 | 2500000 |  | 2060359 |
|  Regional Transportation District Sales Tax Revenue, 5.84%, 11/01/2050 | 31475000 |  | 32505340 |
|  State of Colorado, 6.65%, 09/15/2045 | 3500000 |  | 3903875 |
|  |  |  | 85367887 |
| **District of Columbia - 0.6%** | **District of Columbia - 0.6%** | **District of Columbia - 0.6%** |  |
|  District of Columbia Water & Sewer Authority, 4.81%, 10/01/2114 | 23106000 |  | 20520436 |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority Dulles Toll Road Revenue | Metropolitan Washington Airports Authority Dulles Toll Road Revenue |  |
| &nbsp;&nbsp; 7.46%, 10/01/2046 | 7400000 |  | 8955284 |
| &nbsp;&nbsp; 8.00%, 10/01/2047 | 27825000 |  | 35149803 |
|  |  |  | 64625523 |
| **Florida - 1.2%** | **Florida - 1.2%** | **Florida - 1.2%** |  |
| City of Gainesville, FL | City of Gainesville, FL | City of Gainesville, FL |  |
| &nbsp;&nbsp; 0.00%, 10/01/2028 <sup>(b)</sup> | 1400000 |  | 1248911 |
| &nbsp;&nbsp; 3.05%, 10/01/2040 | 10840000 |  | 8989686 |
| City of Gainesville, FL Utilities System Revenue | City of Gainesville, FL Utilities System Revenue | City of Gainesville, FL Utilities System Revenue |  |
| &nbsp;&nbsp; 5.66%, 10/01/2039 | 8025000 |  | 8456922 |
| &nbsp;&nbsp; 6.02%, 10/01/2040 | 32020000 |  | 35051996 |
| County of Miami-Dade, FL | County of Miami-Dade, FL | County of Miami-Dade, FL |  |
| &nbsp;&nbsp; 0.00%, 10/01/2042 <sup>(b)</sup> | 19460000 |  | 9622077 |
| &nbsp;&nbsp; 0.00%, 10/01/2044 <sup>(b)</sup> | 51500000 |  | 21937965 |
| &nbsp;&nbsp; 0.00%, 10/01/2045 <sup>(b)</sup> | 16110000 |  | 6526114 |
|  County of Miami-Dade, FL Transit System, 5.62%, 07/01/2040 | 18665000 |  | 19732142 |
| JEA Water & Sewer System Revenue | JEA Water & Sewer System Revenue | JEA Water & Sewer System Revenue |  |
| &nbsp;&nbsp; 5.89%, 10/01/2040 | 1000000 |  | 1054806 |
| &nbsp;&nbsp; 3.00%, 10/01/2041 | 5045000 |  | 4415559 |
|  |  |  | 117036178 |
| **Georgia - 0.0%<sup>(a)</sup>** | **Georgia - 0.0%<sup>(a)</sup>** | **Georgia - 0.0%<sup>(a)</sup>** |  |
|  County of Fulton, GA, 5.15%, 07/01/2039 | 1110000 |  | 1141043 |
|  Tift County Hospital Authority, 2.98%, 12/01/2042 | 2950000 |  | 2301067 |
|  |  |  | 3442110 |
| **Hawaii - 0.1%** | **Hawaii - 0.1%** | **Hawaii - 0.1%** |  |
|  City & County Honolulu, HI Wastewater System Revenue, 2.57%, 07/01/2041 | 5000000 |  | 3851671 |
|  State of Hawaii, 2.83%, 10/01/2039 | 3950000 |  | 3147066 |
|  |  |  | 6998737 |
| **Illinois - 0.5%** | **Illinois - 0.5%** | **Illinois - 0.5%** |  |
|  Chicago O'Hare International Airport, 6.40%, 01/01/2040 | 25935000 |  | 29307772 |
|  Illinois Finance Authority, 3.51%, 05/15/2041 | 7000000 |  | 5741147 |
| Metropolitan Pier & Exposition Authority | Metropolitan Pier & Exposition Authority | Metropolitan Pier & Exposition Authority |  |
| &nbsp;&nbsp; 0.00%, 06/15/2036 <sup>(b)</sup> | 4025000 |  | 2707270 |
| &nbsp;&nbsp; 0.00%, 06/15/2038 <sup>(b)</sup> | 2750000 |  | 1669488 |
| &nbsp;&nbsp; 0.00%, 06/15/2043 <sup>(b)</sup> | 9975000 |  | 4582513 |
| &nbsp;&nbsp; 0.00%, 06/15/2045 <sup>(b)</sup> | 23055000 |  | 9419932 |
|  Metropolitan Water Reclamation District of Greater Chicago, 5.72%, 12/01/2038 | 1000000 |  | 1059302 |
|  |  |  | 54487424 |
| **Indiana - 0.5%** | **Indiana - 0.5%** | **Indiana - 0.5%** |  |
|  Indiana Finance Authority, 6.60%, 02/01/2039 | 34760000 |  | 39268375 |
|  Indianapolis Local Public Improvement Bond Bank, 2.47%, 01/01/2040 | 9500000 |  | 7529422 |
|  |  |  | 46797797 |
| **Kansas - 0.0%<sup>(a)</sup>** | **Kansas - 0.0%<sup>(a)</sup>** | **Kansas - 0.0%<sup>(a)</sup>** |  |
|  Kansas Development Finance Authority, 4.93%, 04/15/2045 | 2040000 |  | 2055926 |
| **Kentucky - 0.2%** | **Kentucky - 0.2%** | **Kentucky - 0.2%** |  |
|  County of Warren, KY, 4.40%, 12/01/2038 | 3100000 |  | 3028040 |
| Louisville and Jefferson County Metropolitan Sewer District | Louisville and Jefferson County Metropolitan Sewer District | Louisville and Jefferson County Metropolitan Sewer District |  |
| &nbsp;&nbsp; 5.98%, 05/15/2040 | 7950000 |  | 8695947 |
| &nbsp;&nbsp; 2.25%, 05/15/2044 | 5250000 |  | 3545515 |
|  University of Kentucky, 5.70%, 11/01/2039 | 6250000 |  | 6563637 |
|  |  |  | 21833139 |
| **Louisiana - 0.1%** | **Louisiana - 0.1%** | **Louisiana - 0.1%** |  |
|  City of New Orleans, LA Sewerage Service Revenue, 2.84%, 06/01/2041 | 2500000 |  | 1964131 |
| City of New Orleans, LA Water System Revenue | City of New Orleans, LA Water System Revenue | City of New Orleans, LA Water System Revenue |  |
| &nbsp;&nbsp; 2.89%, 12/01/2041 | 7140000 |  | 5580551 |
| &nbsp;&nbsp; 2.99%, 12/01/2045 | 5060000 |  | 3683824 |
|  East Baton Rouge Sewerage Commission, 2.44%, 02/01/2039 | 2500000 |  | 2005196 |
|  |  |  | 13233702 |
| **Maine - 0.2%** | **Maine - 0.2%** | **Maine - 0.2%** |  |
| City of Portland, ME | City of Portland, ME | City of Portland, ME |  |
| &nbsp;&nbsp; 2.50%, 04/01/2039 | 1760000 |  | 1488202 |
| &nbsp;&nbsp; 2.50%, 04/01/2040 | 1760000 |  | 1436806 |
| &nbsp;&nbsp; 2.50%, 04/01/2041 | 1760000 |  | 1393686 |
|  Maine Health & Higher Educational Facilities Authority, 3.12%, 07/01/2043 | 18415000 |  | 14594027 |
|  |  |  | 18912721 |
| **Maryland - 0.2%** | **Maryland - 0.2%** | **Maryland - 0.2%** |  |
|  Maryland Economic Development Corp., 5.43%, 05/31/2056 | 3800000 |  | 3742733 |
|  Maryland Health & Higher Educational Facilities Authority, 3.05%, 07/01/2040 | 10000000 |  | 7965345 |
|  Maryland Stadium Authority, 2.81%, 05/01/2040 | 7000000 |  | 5663164 |
|  |  |  | 17371242 |
| **Massachusetts - 0.7%** | **Massachusetts - 0.7%** | **Massachusetts - 0.7%** |  |
| Commonwealth of Massachusetts | Commonwealth of Massachusetts | Commonwealth of Massachusetts |  |
| &nbsp;&nbsp; 5.46%, 12/01/2039 | 14150000 |  | 14718714 |
| &nbsp;&nbsp; 2.38%, 09/01/2043 | 3250000 |  | 2401988 |
| &nbsp;&nbsp; 2.81%, 09/01/2043 | 2150000 |  | 1616288 |
|  Commonwealth of Massachusetts Transportation Fund Revenue, 5.73%, 06/01/2040 | 15755000 |  | 16684350 |
| Massachusetts School Building Authority | Massachusetts School Building Authority | Massachusetts School Building Authority |  |
| &nbsp;&nbsp; 5.72%, 08/15/2039 | 20755000 |  | 21881801 |
| &nbsp;&nbsp; 2.95%, 05/15/2043 | 16580000 |  | 12945016 |
|  Massachusetts State College Building Authority, 5.93%, 05/01/2040 | 550000 |  | 581496 |
| University of Massachusetts Building Authority | University of Massachusetts Building Authority | University of Massachusetts Building Authority |  |
| &nbsp;&nbsp; 3.01%, 11/01/2043 | 1000000 |  | 779338 |
| &nbsp;&nbsp; 3.50%, 11/01/2044 | 4000000 |  | 3245820 |
|  |  |  | 74854811 |
| **Michigan - 1.0%** | **Michigan - 1.0%** | **Michigan - 1.0%** |  |
|  City of Detroit, MI, 4.00%, 04/01/2044 <sup>(c)</sup> | 8650568 |  | 6863554 |
|  Detroit City School District, 7.75%, 05/01/2039 | 26045000 |  | 30544435 |
| Michigan Finance Authority | Michigan Finance Authority | Michigan Finance Authority |  |
| &nbsp;&nbsp; 3.27%, 06/01/2039 | 17425000 |  | 16667204 |
| &nbsp;&nbsp; 3.56%, 06/15/2045 | 5215000 |  | 4169387 |
|  Michigan State University, 4.17%, 08/15/2122 | 24213000 |  | 17948194 |
|  Plymouth-Canton Community School District, 3.00%, 05/01/2040 | 1675000 |  | 1518377 |
|  University of Michigan, 4.45%, 04/01/2122 | 24976000 |  | 20149208 |
|  Western School District, 2.90%, 05/01/2040 | 1500000 |  | 1194323 |
|  |  |  | 99054682 |
| **Minnesota - 0.3%** | **Minnesota - 0.3%** | **Minnesota - 0.3%** |  |
|  Southern Minnesota Municipal Power Agency, 5.93%, 01/01/2043 | 1450000 |  | 1512194 |
|  Western Minnesota Municipal Power Agency, 6.77%, 01/01/2046 | 17040000 |  | 19023650 |
|  White Bear Lake Independent School District No. 624, 3.00%, 02/01/2044 | 8330000 |  | 6786750 |
|  |  |  | 27322594 |
| **Mississippi - 0.0%<sup>(a)</sup>** | **Mississippi - 0.0%<sup>(a)</sup>** | **Mississippi - 0.0%<sup>(a)</sup>** |  |
|  Mississippi Development Bank, 5.46%, 10/01/2036 | 4445000 |  | 4574154 |
| **Missouri - 0.2%** | **Missouri - 0.2%** | **Missouri - 0.2%** |  |
|  Kansas City Land Clearance Redevelopment Authority, 6.40%, 10/15/2040 <sup>(e)</sup> | 7825000 |  | 7713316 |
|  Missouri Joint Municipal Electric Utility Commission, 6.89%, 01/01/2042 | 11845000 |  | 13030073 |
|  |  |  | 20743389 |
| **Nebraska - 0.2%** | **Nebraska - 0.2%** | **Nebraska - 0.2%** |  |
|  Lancaster County School District 001, 3.00%, 01/15/2043 | 6075000 |  | 5157732 |
|  Omaha Public Power District, 3.00%, 02/01/2046 | 10000000 |  | 7923880 |
|  West Haymarket Joint Public Agency, 6.75%, 12/15/2045 | 5000000 |  | 5710021 |
|  |  |  | 18791633 |
| **Nevada - 0.4%** | **Nevada - 0.4%** | **Nevada - 0.4%** |  |
|  County of Clark Department of Aviation, 6.82%, 07/01/2045 | 33715000 |  | 38250453 |
| **New Hampshire - 0.2%** | **New Hampshire - 0.2%** | **New Hampshire - 0.2%** |  |
|  New Hampshire Business Finance Authority, 3.28%, 10/01/2037 | 4770000 |  | 3242587 |
|  New Hampshire State Turnpike System, 6.01%, 11/01/2039 | 16745000 |  | 17994497 |
|  |  |  | 21237084 |
| **New Jersey - 0.7%** | **New Jersey - 0.7%** | **New Jersey - 0.7%** |  |
|  Bergen County Improvement Authority, 5.76%, 06/01/2040 | 1980000 |  | 2107611 |
|  City of Bayonne, NJ, 2.81%, 07/01/2039 | 5725000 |  | 4622147 |
|  Clifton Board of Education, 2.13%, 08/15/2044 | 4560000 |  | 3001997 |
|  County of Essex, NJ, 2.00%, 09/01/2044 | 3560000 |  | 2358498 |
|  New Jersey Institute of Technology, 3.42%, 07/01/2042 | 6455000 |  | 5242471 |
| New Jersey Transportation Trust Fund Authority | New Jersey Transportation Trust Fund Authority | New Jersey Transportation Trust Fund Authority |  |
| &nbsp;&nbsp; 0.00%, 12/15/2039 <sup>(b)</sup> | 43300000 |  | 25045456 |
| &nbsp;&nbsp; 0.00%, 12/15/2040 <sup>(b)</sup> | 10145000 |  | 5553681 |
| New Jersey Turnpike Authority | New Jersey Turnpike Authority | New Jersey Turnpike Authority |  |
| &nbsp;&nbsp; 7.41%, 01/01/2040 | 20442000 |  | 24684880 |
| &nbsp;&nbsp; 7.10%, 01/01/2041 | 2054000 |  | 2405597 |
|  |  |  | 75022338 |
| **New York - 1.3%** | **New York - 1.3%** | **New York - 1.3%** |  |
|  City of New York, NY, 5.97%, 03/01/2036 | 1645000 |  | 1750121 |
|  Long Island Power Authority, 5.85%, 05/01/2041 | 9250000 |  | 9555004 |
|  Metropolitan Transportation Authority, 7.34%, 11/15/2039 | 21965000 |  | 26295301 |
|  New York City Industrial Development Agency, 2.44%, 01/01/2036 | 5895000 |  | 4741077 |
| New York City Municipal Water Finance Authority | New York City Municipal Water Finance Authority | New York City Municipal Water Finance Authority |  |
| &nbsp;&nbsp; 5.75%, 06/15/2041 | 12480000 |  | 12833318 |
| &nbsp;&nbsp; 5.72%, 06/15/2042 | 5650000 |  | 5794081 |
| &nbsp;&nbsp; 6.01%, 06/15/2042 | 15630000 |  | 16495402 |
| &nbsp;&nbsp; 5.88%, 06/15/2044 | 3740000 |  | 3889110 |
| New York Liberty Development Corp. | New York Liberty Development Corp. | New York Liberty Development Corp. |  |
| &nbsp;&nbsp; 3.00%, 02/15/2042 | 5500000 |  | 4746911 |
| &nbsp;&nbsp; 2.75%, 02/15/2044 | 12500000 |  | 9441309 |
|  New York State Dormitory Authority, 5.10%, 08/01/2034 | 1875000 |  | 1757576 |
|  Triborough Bridge & Tunnel Authority, 5.50%, 11/15/2039 | 29655000 |  | 31023231 |
|  Western Nassau County Water Authority, 2.96%, 04/01/2041 | 1500000 |  | 1206547 |
|  |  |  | 129528988 |
| **Ohio - 1.0%** | **Ohio - 1.0%** | **Ohio - 1.0%** |  |
| American Municipal Power, Inc. | American Municipal Power, Inc. | American Municipal Power, Inc. |  |
| &nbsp;&nbsp; 6.05%, 02/15/2043 | 13670000 |  | 14348264 |
| &nbsp;&nbsp; 6.45%, 02/15/2044 | 18045000 |  | 19449834 |
| &nbsp;&nbsp; 8.08%, 02/15/2050 | 9575000 |  | 12360615 |
|  County of Hamilton, OH, 3.76%, 06/01/2042 | 11955000 |  | 10070372 |
|  Ohio Higher Educational Facility Commission, 4.50%, 12/01/2026 | 2740000 |  | 2725136 |
| Ohio State University | Ohio State University | Ohio State University |  |
| &nbsp;&nbsp; 4.91%, 06/01/2040 | 23165000 |  | 23119295 |
| &nbsp;&nbsp; 4.80%, 06/01/2111 | 23075000 |  | 19711526 |
|  |  |  | 101785042 |
| **Oklahoma - 0.3%** | **Oklahoma - 0.3%** | **Oklahoma - 0.3%** |  |
| Oklahoma Development Finance Authority | Oklahoma Development Finance Authority | Oklahoma Development Finance Authority |  |
| &nbsp;&nbsp; 5.45%, 08/15/2028 | 10620000 |  | 10558205 |
| &nbsp;&nbsp; 5.27%, 10/01/2042 | 8830585 |  | 9086709 |
| &nbsp;&nbsp; 4.62%, 06/01/2044 | 5000000 |  | 4923696 |
|  Oklahoma Municipal Power Authority, 6.44%, 01/01/2045 | 800000 |  | 866605 |
|  |  |  | 25435215 |
| **Oregon - 0.2%** | **Oregon - 0.2%** | **Oregon - 0.2%** |  |
|  Clackamas & Washington Counties School District No. 3, 0.00%, 06/15/2038 <sup>(b)</sup> | 1900000 |  | 1133792 |
|  Multnomah & Clackamas Counties School District No. 10JT Gresham-Barlow, 0.00%, 06/15/2039 <sup>(b)</sup> | 9500000 |  | 5274805 |
| Salem-Keizer School District No. 24J | Salem-Keizer School District No. 24J | Salem-Keizer School District No. 24J |  |
| &nbsp;&nbsp; 0.00%, 06/15/2039 <sup>(b)</sup> | 3000000 |  | 1705944 |
| &nbsp;&nbsp; 0.00%, 06/15/2040 <sup>(b)</sup> | 12395000 |  | 6576802 |
|  State of Oregon, 5.38%, 08/01/2039 | 3870000 |  | 4007926 |
|  Tri-County Metropolitan Transportation District of Oregon, 2.86%, 09/01/2041 | 750000 |  | 604270 |
|  |  |  | 19303539 |
| **Pennsylvania - 1.1%** | **Pennsylvania - 1.1%** | **Pennsylvania - 1.1%** |  |
|  Berks County Industrial Development Authority, 4.45%, 05/15/2027 | 545000 |  | 544214 |
|  Commonwealth Financing Authority, 3.53%, 06/01/2042 | 4775000 |  | 4109182 |
|  Montgomery County Industrial Development Authority, 3.15%, 11/15/2028 | 10000000 |  | 9348628 |
| Pennsylvania Economic Development Financing Authority | Pennsylvania Economic Development Financing Authority | Pennsylvania Economic Development Financing Authority |  |
| &nbsp;&nbsp; 6.53%, 06/15/2039 | 6500000 |  | 7211712 |
| &nbsp;&nbsp; 3.14%, 06/15/2042 | 7645000 |  | 6150543 |
| Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission | Pennsylvania Turnpike Commission |  |
| &nbsp;&nbsp; 6.11%, 12/01/2039 | 37990000 |  | 41382952 |
| &nbsp;&nbsp; 3.00%, 12/01/2042 | 9830000 |  | 8242433 |
| &nbsp;&nbsp; 5.51%, 12/01/2045 | 1535000 |  | 1520158 |
| &nbsp;&nbsp; 5.56%, 12/01/2049 | 13490000 |  | 13325237 |
|  Union County Hospital Authority, 4.40%, 08/01/2028 | 665000 |  | 668159 |
|  University of Pittsburgh-of the Commonwealth System of Higher Education, 3.56%, 09/15/2119 | 31069000 |  | 20083514 |
|  |  |  | 112586732 |
| **Puerto Rico - 0.1%** | **Puerto Rico - 0.1%** | **Puerto Rico - 0.1%** |  |
|  GDB Debt Recovery Authority of Puerto Rico, 7.50%, 08/20/2040 | 6813584 |  | 6633357 |
|  Puerto Rico Highway & Transportation Authority, 0.00%, 07/01/2026 <sup>(b)</sup> | 7000000 |  | 6702500 |
|  |  |  | 13335857 |
| **Rhode Island - 0.0%<sup>(a)</sup>** | **Rhode Island - 0.0%<sup>(a)</sup>** | **Rhode Island - 0.0%<sup>(a)</sup>** |  |
|  State of Rhode Island, 2.25%, 08/01/2041 | 1550000 |  | 1152537 |
| **South Carolina - 0.1%** | **South Carolina - 0.1%** | **South Carolina - 0.1%** |  |
|  South Carolina Public Service Authority, 6.45%, 01/01/2050 | 11175000 |  | 12305083 |
|  |  |  | 12305083 |
| **Tennessee - 0.7%** | **Tennessee - 0.7%** | **Tennessee - 0.7%** |  |
| County of Putnam, TN | County of Putnam, TN | County of Putnam, TN |  |
| &nbsp;&nbsp; 2.00%, 04/01/2038 | 4115000 |  | 3304516 |
| &nbsp;&nbsp; 2.00%, 04/01/2039 | 4195000 |  | 3284355 |
| &nbsp;&nbsp; 2.13%, 04/01/2041 | 4360000 |  | 3232059 |
|  Metropolitan Government Nashville & Davidson County Sports Authority, 5.60%, 07/01/2056 | 13200000 |  | 13655734 |
|  Metropolitan Government of Nashville & Davidson County, 1.75%, 01/01/2037 | 34350000 |  | 27407240 |
|  Metropolitan Government of Nashville & Davidson County, TN Water & Sewer Revenue, 6.69%, 07/01/2041 | 1545000 |  | 1765250 |
| New Memphis Arena Public Building Authority | New Memphis Arena Public Building Authority | New Memphis Arena Public Building Authority |  |
| &nbsp;&nbsp; 0.00%, 04/01/2044 <sup>(b)</sup> | 6020000 |  | 2341883 |
| &nbsp;&nbsp; 0.00%, 04/01/2045 <sup>(b)</sup> | 6000000 |  | 2201515 |
| &nbsp;&nbsp; 0.00%, 04/01/2046 <sup>(b)</sup> | 4900000 |  | 1695171 |
|  Tennessee State School Bond Authority, 2.66%, 11/01/2045 | 11710000 |  | 8264865 |
|  |  |  | 67152588 |
| **Texas - 4.1%** | **Texas - 4.1%** | **Texas - 4.1%** |  |
| Austin Independent School District | Austin Independent School District | Austin Independent School District |  |
| &nbsp;&nbsp; 1.88%, 08/01/2038 | 12265000 |  | 9505311 |
| &nbsp;&nbsp; 5.25%, 08/01/2043 | 5000000 |  | 5537119 |
| &nbsp;&nbsp; 5.25%, 08/01/2045 | 3000000 |  | 3274454 |
|  Central Texas Regional Mobility Authority, 3.27%, 01/01/2045 | 4310000 |  | 3285549 |
| City of Dallas, TX | City of Dallas, TX | City of Dallas, TX |  |
| &nbsp;&nbsp; 0.00%, 02/15/2032 <sup>(b)</sup> | 15000000 |  | 11523528 |
| &nbsp;&nbsp; 0.00%, 02/15/2034 <sup>(b)</sup> | 14315000 |  | 9923353 |
|  City of Fort Worth, TX Drainage Utility System Revenue, 2.25%, 02/15/2044 | 4590000 |  | 3278858 |
| City of Frisco, TX | City of Frisco, TX | City of Frisco, TX |  |
| &nbsp;&nbsp; 2.00%, 02/15/2039 | 4835000 |  | 3810057 |
| &nbsp;&nbsp; 2.00%, 02/15/2040 | 4925000 |  | 3722308 |
| City of Houston, TX | City of Houston, TX | City of Houston, TX |  |
| &nbsp;&nbsp; 6.29%, 03/01/2032 | 655000 |  | 700058 |
| &nbsp;&nbsp; 5.54%, 03/01/2037 | 7100000 |  | 7608027 |
|  City of Irving, TX, 7.38%, 08/15/2044 | 3500000 |  | 3501560 |
| City of San Antonio, TX Electric & Gas Systems Revenue | City of San Antonio, TX Electric & Gas Systems Revenue | City of San Antonio, TX Electric & Gas Systems Revenue |  |
| &nbsp;&nbsp; 5.99%, 02/01/2039 | 25134000 |  | 27183233 |
| &nbsp;&nbsp; 5.72%, 02/01/2041 | 22345000 |  | 22503395 |
|  Colony Economic Development Corp., 7.25%, 10/01/2042 | 5000000 |  | 4950970 |
|  County of Bexar, TX, 3.03%, 08/15/2041 | 5515000 |  | 4392614 |
| Dallas Area Rapid Transit | Dallas Area Rapid Transit | Dallas Area Rapid Transit |  |
| &nbsp;&nbsp; 2.82%, 12/01/2042 | 5000000 |  | 3908650 |
| &nbsp;&nbsp; 6.00%, 12/01/2044 | 17335000 |  | 18165790 |
|  Dallas Convention Center Hotel Development Corp., 7.09%, 01/01/2042 | 28295000 |  | 32137184 |
|  Dallas County Hospital District, 5.62%, 08/15/2044 | 2965000 |  | 2991586 |
| Dallas Fort Worth International Airport | Dallas Fort Worth International Airport | Dallas Fort Worth International Airport |  |
| &nbsp;&nbsp; 3.09%, 11/01/2040 | 21265000 |  | 17713001 |
| &nbsp;&nbsp; 5.00%, 11/01/2042 | 1225000 |  | 1216342 |
|  Downtown Dallas Development Authority, 0.00%, 08/15/2036 <sup>(b)</sup> | 6730000 |  | 4045847 |
|  Elgin Independent School District, 3.00%, 08/01/2046 | 4000000 |  | 3198570 |
| Forney Independent School District | Forney Independent School District | Forney Independent School District |  |
| &nbsp;&nbsp; 2.50%, 08/15/2039 | 7330000 |  | 6110644 |
| &nbsp;&nbsp; 2.50%, 08/15/2040 | 7300000 |  | 5947267 |
| &nbsp;&nbsp; 2.50%, 08/15/2041 | 4385000 |  | 3495314 |
|  Fort Bend Grand Parkway Toll Road Authority, 3.00%, 03/01/2039 | 2150000 |  | 1951637 |
|  Frenship Independent School District, 3.00%, 02/15/2046 | 7000000 |  | 5543072 |
|  Godley Independent School District, 3.00%, 02/15/2046 | 15460000 |  | 12303360 |
|  Grand Parkway Transportation Corp., 5.18%, 10/01/2042 | 8825000 |  | 9055129 |
|  Humble Independent School District, 3.00%, 02/15/2041 | 4500000 |  | 3964698 |
|  Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue, 2.99%, 11/01/2041 | 36610000 |  | 29221384 |
|  New Hope Cultural Education Facilities Corp., 4.00%, 08/01/2026 <sup>(f)</sup> | 169148 |  | 0 |
| North Texas Tollway Authority | North Texas Tollway Authority | North Texas Tollway Authority |  |
| &nbsp;&nbsp; 8.41%, 02/01/2030 | 3743000 |  | 4049308 |
| &nbsp;&nbsp; 3.01%, 01/01/2043 | 1000000 |  | 773113 |
| &nbsp;&nbsp; 6.72%, 01/01/2049 | 33890000 |  | 38358708 |
|  Port of Beaumont Industrial Development Authority, 4.10%, 01/01/2028 <sup>(e)</sup> | 10500000 |  | 9517078 |
|  Port of Beaumont Navigation District, 10.00%, 07/01/2026 <sup>(e)</sup> | 6500000 |  | 6524608 |
|  Stafford Municipal School District, 3.08%, 08/15/2041 | 1525000 |  | 1278160 |
| State of Texas | State of Texas | State of Texas |  |
| &nbsp;&nbsp; 2.13%, 08/01/2037 | 3430000 |  | 2872156 |
| &nbsp;&nbsp; 5.52%, 04/01/2039 | 41820000 |  | 43881651 |
| Texas Public Finance Authority | Texas Public Finance Authority | Texas Public Finance Authority |  |
| &nbsp;&nbsp; 2.47%, 02/01/2040 | 1100000 |  | 830918 |
| &nbsp;&nbsp; 2.96%, 02/01/2041 | 1455000 |  | 1166912 |
|  Texas Transportation Commission, 2.47%, 10/01/2044 | 5000000 |  | 3507094 |
|  Texas Water Development Board, 3.00%, 10/15/2045 | 11435000 |  | 9072267 |
|  Westwood Independent School District, 3.00%, 02/15/2047 | 3565000 |  | 2824654 |
|  |  |  | 410326496 |
| **Utah - 0.1%** | **Utah - 0.1%** | **Utah - 0.1%** |  |
|  City of Ogden City, UT Sewer & Water Revenue, 3.00%, 06/15/2045 | 3100000 |  | 2438631 |
|  County of Salt Lake, UT Convention Hotel Revenue, 5.75%, 10/01/2047 <sup>(e)</sup> | 5000000 |  | 4433047 |
|  |  |  | 6871678 |
| **Virginia - 0.5%** | **Virginia - 0.5%** | **Virginia - 0.5%** |  |
|  Hampton Roads Sanitation District, 2.78%, 02/01/2039 | 1300000 |  | 1059203 |
| University of Virginia | University of Virginia | University of Virginia |  |
| &nbsp;&nbsp; 6.20%, 09/01/2039 | 10045000 |  | 11298457 |
| &nbsp;&nbsp; 4.18%, 09/01/2117 | 26130000 |  | 20050722 |
| &nbsp;&nbsp; 3.23%, 09/01/2119 | 27950000 |  | 16476536 |
| Virginia Housing Development Authority | Virginia Housing Development Authority | Virginia Housing Development Authority |  |
| &nbsp;&nbsp; 3.90%, 04/01/2042 | 3155000 |  | 2692707 |
| &nbsp;&nbsp; 2.96%, 09/01/2045 | 1205000 |  | 874645 |
|  |  |  | 52452270 |
| **Washington - 1.4%** | **Washington - 1.4%** | **Washington - 1.4%** |  |
|  Central Puget Sound Regional Transit Authority, 5.49%, 11/01/2039 | 38190000 |  | 39917277 |
| City of Tacoma, WA Water Revenue | City of Tacoma, WA Water Revenue | City of Tacoma, WA Water Revenue |  |
| &nbsp;&nbsp; 5.75%, 12/01/2039 | 20000000 |  | 21173304 |
| &nbsp;&nbsp; 5.62%, 12/01/2040 | 6740000 |  | 7012279 |
|  Douglas County Public Utility District No. 1 Wells Hydroelectric Project Revenue, 5.50%, 09/01/2040 | 8850000 |  | 8947894 |
|  Grant County Public Utility District No. 2 Priest Rapids Hydroelectric Project, 2.92%, 01/01/2040 | 2500000 |  | 2084769 |
| King County Housing Authority | King County Housing Authority | King County Housing Authority |  |
| &nbsp;&nbsp; 3.00%, 11/01/2039 | 3600000 |  | 3218311 |
| &nbsp;&nbsp; 3.00%, 06/01/2040 | 19040000 |  | 16349429 |
| &nbsp;&nbsp; 3.00%, 08/01/2040 | 5725000 |  | 4924757 |
|  King County Public Hospital District No 4, 5.50%, 12/01/2035 | 1000000 |  | 1005135 |
|  NJB Properties, 5.51%, 12/01/2036 | 6580000 |  | 6993812 |
| University of Washington | University of Washington | University of Washington |  |
| &nbsp;&nbsp; 6.06%, 07/01/2039 | 10660000 |  | 11734757 |
| &nbsp;&nbsp; 5.00%, 10/01/2040 | 6305000 |  | 6284839 |
|  Washington Biomedical Research Facilities 3, 6.52%, 07/01/2042 | 5220000 |  | 5754371 |
|  Washington State University, 7.40%, 04/01/2041 | 4000000 |  | 4705687 |
|  |  |  | 140106621 |
| **Wisconsin - 0.2%** | **Wisconsin - 0.2%** | **Wisconsin - 0.2%** |  |
| County of Marathon, WI | County of Marathon, WI | County of Marathon, WI |  |
| &nbsp;&nbsp; 2.00%, 02/01/2037 | 2380000 |  | 1913474 |
| &nbsp;&nbsp; 2.00%, 02/01/2038 | 2635000 |  | 2061888 |
| &nbsp;&nbsp; 2.00%, 02/01/2039 | 2565000 |  | 1940105 |
|  Milwaukee Redevelopment Authority, 0.00%, 04/01/2039 <sup>(b)</sup> | 1000000 |  | 500049 |
| Public Finance Authority | Public Finance Authority | Public Finance Authority |  |
| &nbsp;&nbsp; 7.50%, 06/01/2029 <sup>(e)</sup> | 5750000 |  | 5611761 |
| &nbsp;&nbsp; 5.29%, 07/01/2029 | 5000000 |  | 5069500 |
| &nbsp;&nbsp; 4.15%, 05/15/2031 | 3635000 |  | 3646592 |
|  |  |  | 20743369 |
| **TOTAL MUNICIPAL BONDS** (Cost $2,487,878,039) | **TOTAL MUNICIPAL BONDS** (Cost $2,487,878,039) |  | 2475606274 |
| **CORPORATE BONDS - 20.1%** | **Par** |  | **Value**  |
| **Aerospace & Defense - 0.2%** | **Aerospace & Defense - 0.2%** | **Aerospace & Defense - 0.2%** |  |
|  Moog, Inc., 4.25%, 12/15/2027 <sup>(e)</sup> | 10393000 |  | 10341057 |
| TransDigm, Inc. | TransDigm, Inc. | TransDigm, Inc. |  |
| &nbsp;&nbsp; 6.38%, 03/01/2029 <sup>(e)</sup> | 500000 |  | 515608 |
| &nbsp;&nbsp; 6.63%, 03/01/2032 <sup>(e)</sup> | 5000000 |  | 5203115 |
| &nbsp;&nbsp; 6.38%, 05/31/2033 <sup>(e)</sup> | 2500000 |  | 2568740 |
| &nbsp;&nbsp; 6.25%, 01/31/2034 <sup>(e)</sup> | 500000 |  | 518770 |
| &nbsp;&nbsp; 6.75%, 01/31/2034 <sup>(e)</sup> | 750000 |  | 784132 |
|  |  |  | 19931422 |
| **Automobile Components - 0.3%** | **Automobile Components - 0.3%** | **Automobile Components - 0.3%** |  |
|  Aptiv Swiss Holdings Ltd., 5.15%, 09/13/2034 | 7970000 |  | 8082260 |
| Dana, Inc. | Dana, Inc. | Dana, Inc. |  |
| &nbsp;&nbsp; 5.63%, 06/15/2028 | 6065000 |  | 6072278 |
| &nbsp;&nbsp; 4.50%, 02/15/2032 | 4208000 |  | 4130692 |
|  Garrett Motion Holdings, Inc., 7.75%, 05/31/2032 <sup>(e)</sup> | 5150000 |  | 5447315 |
|  Phinia, Inc., 6.63%, 10/15/2032 <sup>(e)</sup> | 5399000 |  | 5610176 |
|  |  |  | 29342721 |
| **Automobiles - 0.1%** | **Automobiles - 0.1%** | **Automobiles - 0.1%** |  |
|  Thor Industries, Inc., 4.00%, 10/15/2029 <sup>(e)</sup> | 8850000 |  | 8480982 |
| **Banks - 4.1%** | **Banks - 4.1%** | **Banks - 4.1%** |  |
|  Atlantic Union Bankshares Corp., 2.88% to 12/15/2026 then 3 mo. Term SOFR + 1.86%, 12/15/2031 | 5000000 |  | 4532805 |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd. |  |
| &nbsp;&nbsp; 6.74%, 12/08/2032 <sup>(e)</sup> | 7000000 |  | 7790312 |
| &nbsp;&nbsp; 5.20% to 09/30/2034 then 1 yr. CMT Rate + 1.47%, 09/30/2035 <sup>(e)</sup> | 5000000 |  | 5060536 |
|  Bank of America Corp., 5.74% to 02/12/2035 then SOFR + 1.70%, 02/12/2036 | 4500000 |  | 4731473 |
|  Bank of Montreal, 3.09% to 01/10/2032 then 5 yr. CMT Rate + 1.40%, 01/10/2037 | 15000000 |  | 13497435 |
|  Bank OZK, 2.75% to 10/01/2026 then 3 mo. Term SOFR + 2.09%, 10/01/2031 | 14675000 |  | 13843074 |
|  Barclays PLC, 6.13% to 06/15/2026 then 5 yr. CMT Rate + 5.87%, Perpetual | 20050000 |  | 20080155 |
|  BOKF NA, 6.11% to 11/06/2035 then 5 yr. CMT Rate + 2.00%, 11/06/2040 | 5750000 |  | 5861014 |
|  BPCE SA, 6.51% to 01/18/2034 then SOFR + 2.79%, 01/18/2035 <sup>(e)</sup> | 10471000 |  | 11207390 |
|  Byline Bancorp, Inc., 6.88% to 08/15/2030 then 3 mo. Term SOFR + 3.22%, 08/15/2035 <sup>(e)</sup> | 6500000 |  | 6685544 |
|  CNB Financial Corp., 3.25% to 06/15/2026 then 3 mo. Term SOFR + 2.58%, 06/15/2031 <sup>(e)</sup> | 3000000 |  | 2882078 |
| Commonwealth Bank of Australia | Commonwealth Bank of Australia | Commonwealth Bank of Australia |  |
| &nbsp;&nbsp; 5.84%, 03/13/2034 <sup>(e)</sup> | 5000000 |  | 5303234 |
| &nbsp;&nbsp; 5.93% to 03/14/2045 then 1 yr. CMT Rate + 1.32%, 03/14/2046 <sup>(e)</sup> | 5000000 |  | 5193741 |
|  Deutsche Bank AG, 7.08% to 02/10/2033 then SOFR + 3.65%, 02/10/2034 | 3000000 |  | 3300765 |
|  Equity Bancshares, Inc., 7.13% to 08/01/2030 then SOFR + 3.49%, 08/01/2035 | 4000000 |  | 4104132 |
|  Fifth Third Bancorp, 8.25%, 03/01/2038 | 10000000 |  | 12395245 |
|  First Busey Corp., 5.00% to 06/15/2027 then 3 mo. Term SOFR + 2.52%, 06/15/2032 | 5000000 |  | 4817039 |
|  First Citizens BancShares, Inc./NC, 6.25% to 03/12/2035 then 5 yr. CMT Rate + 1.97%, 03/12/2040 | 14766000 |  | 15112115 |
|  First Financial Bancorp, 6.38% to 12/01/2030 then 3 mo. Term SOFR + 3.00%, 12/01/2035 | 12150000 |  | 12280005 |
|  First Financial Bancorp., 8.96% (3 mo. Term SOFR + 5.09%), 05/15/2030 | 10500000 |  | 10485310 |
|  First Interstate BancSystem, Inc., 7.63% to 06/15/2030 then 3 mo. Term SOFR + 3.98%, 06/15/2035 | 5000000 |  | 5237500 |
|  First Mid Bancshares, Inc., 7.71% (3 mo. Term SOFR + 3.83%), 10/15/2030 | 3905000 |  | 3869519 |
|  First National of Nebraska, Inc., 7.25% to 06/15/2030 then 3 mo. Term SOFR + 3.61%, 06/15/2035 <sup>(e)</sup> | 15550000 |  | 16192958 |
|  FNB Corp./PA, 5.72% to 12/11/2029 then SOFR + 1.93%, 12/11/2030 | 7850000 |  | 8029329 |
|  Hilltop Holdings, Inc., 6.13% to 05/15/2030 then 3 mo. Term SOFR + 5.80%, 05/15/2035 | 11750000 |  | 11573750 |
|  Home BancShares, Inc., 3.13% to 01/30/2027 then 3 mo. Term SOFR + 1.82%, 01/30/2032 | 18436000 |  | 16867715 |
|  Huntington Bancshares, Inc., 6.14% to 11/18/2034 then 5 yr. CMT Rate + 1.70%, 11/18/2039 | 1000000 |  | 1043681 |
|  Independent Bank Corp., 7.25% to 04/01/2030 then 3 mo. Term SOFR + 3.53%, 04/01/2035 | 11500000 |  | 12045851 |
| JPMorgan Chase & Co. | JPMorgan Chase & Co. | JPMorgan Chase & Co. |  |
| &nbsp;&nbsp; 6.25% to 10/23/2033 then SOFR + 1.81%, 10/23/2034 | 10000000 |  | 11076091 |
| &nbsp;&nbsp; 5.34% to 01/23/2034 then SOFR + 1.62%, 01/23/2035 | 3000000 |  | 3139438 |
|  Mercantile Bank Corp., 3.25% to 01/30/2027 then 3 mo. Term SOFR + 2.12%, 01/30/2032 | 7000000 |  | 6601111 |
|  National Australia Bank Ltd., 3.35% to 01/12/2032 then 5 yr. CMT Rate + 1.70%, 01/12/2037 <sup>(e)</sup> | 9500000 |  | 8750714 |
|  NatWest Group PLC, 6.48% to 06/01/2029 then 5 yr. CMT Rate + 2.20%, 06/01/2034 | 1000000 |  | 1051301 |
|  Nicolet Bankshares, Inc., 3.13% to 07/15/2026 then 3 mo. Term SOFR + 2.38%, 07/15/2031 | 4000000 |  | 3765868 |
|  Old National Bank/Evansville IN, 5.88%, 09/29/2026 | 7515000 |  | 7564836 |
|  PNC Financial Services Group, Inc., 5.68% to 01/22/2034 then SOFR + 1.90%, 01/22/2035 | 5000000 |  | 5297064 |
|  Regions Bank, 6.45%, 06/26/2037 | 15677000 |  | 17145236 |
| Renasant Corp. | Renasant Corp. | Renasant Corp. |  |
| &nbsp;&nbsp; 3.00% to 12/01/2026 then 3 mo. Term SOFR + 1.91%, 12/01/2031 | 8030000 |  | 7487975 |
| &nbsp;&nbsp; 4.50% to 09/15/2030 then 3 mo. Term SOFR + 4.03%, 09/15/2035 | 9900000 |  | 9243761 |
|  Simmons First National Corp., 6.25% to 10/01/2030 then 3 mo. Term SOFR + 3.02%, 10/01/2035 | 10000000 |  | 10145400 |
| Southside Bancshares, Inc. | Southside Bancshares, Inc. | Southside Bancshares, Inc. |  |
| &nbsp;&nbsp; 7.53% (3 mo. Term SOFR + 3.66%), 11/15/2030 | 5000000 |  | 4953717 |
| &nbsp;&nbsp; 7.00% to 08/15/2030 then 3 mo. Term SOFR + 3.57%, 08/15/2035 | 7900000 |  | 8105303 |
|  SouthState Corp., 7.00% to 06/13/2030 then SOFR + 3.19%, 06/13/2035 | 10500000 |  | 11052910 |
|  Synovus Financial Corp., 7.54% to 02/07/2029 then 5 yr. Mid Swap Rate USD + 3.38%, 02/07/2029 | 4000000 |  | 4184860 |
|  Texas Capital Bancshares, Inc., 4.00% to 05/06/2026 then 5 yr. CMT Rate + 3.15%, 05/06/2031 | 10942000 |  | 10781444 |
|  Texas Capital Bank, 5.25%, 01/31/2026 | 5250000 |  | 5250231 |
|  Towne Bank, 3.13% to 02/15/2027 then 3 mo. Term SOFR + 1.68%, 02/15/2032 | 4750000 |  | 4310673 |
| Trustmark Corp. | Trustmark Corp. | Trustmark Corp. |  |
| &nbsp;&nbsp; 3.63% to 12/01/2025 then 3 mo. Term SOFR + 3.39%, 12/01/2030 | 6500000 |  | 6500000 |
| &nbsp;&nbsp; 6.00% to 12/01/2030 then 3 mo. Term SOFR + 2.60%, 12/01/2035 | 15000000 |  | 15055147 |
|  Wells Fargo & Co., 4.89% to 09/15/2035 then SOFR + 1.34%, 09/15/2036 | 2000000 |  | 2017965 |
|  Wintrust Financial Corp., 4.85%, 06/06/2029 | 7200000 |  | 7154900 |
|  WSFS Financial Corp., 2.75% to 12/15/2025 then 3 mo. Term SOFR + 2.49%, 12/15/2030 | 5470000 |  | 5465898 |
|  |  |  | 420125548 |
| **Beverages - 0.2%** | **Beverages - 0.2%** | **Beverages - 0.2%** |  |
|  Coca-Cola Co., 5.40%, 05/13/2064 | 15000000 |  | 14996978 |
| **Biotechnology - 0.2%** | **Biotechnology - 0.2%** | **Biotechnology - 0.2%** |  |
| AbbVie, Inc. | AbbVie, Inc. | AbbVie, Inc. |  |
| &nbsp;&nbsp; 4.40%, 11/06/2042 | 11398000 |  | 10360771 |
| &nbsp;&nbsp; 5.50%, 03/15/2064 | 8000000 |  | 7980089 |
|  Gilead Sciences, Inc., 4.80%, 04/01/2044 | 3000000 |  | 2813472 |
|  |  |  | 21154332 |
| **Broadline Retail - 0.3%** | **Broadline Retail - 0.3%** | **Broadline Retail - 0.3%** |  |
| Amazon.com, Inc. | Amazon.com, Inc. | Amazon.com, Inc. |  |
| &nbsp;&nbsp; 3.25%, 05/12/2061 | 11310000 |  | 7497080 |
| &nbsp;&nbsp; 5.55%, 11/20/2065 | 25000000 |  | 25137136 |
|  |  |  | 32634216 |
| **Building Products - 0.3%** | **Building Products - 0.3%** | **Building Products - 0.3%** |  |
| Builders FirstSource, Inc. | Builders FirstSource, Inc. | Builders FirstSource, Inc. |  |
| &nbsp;&nbsp; 5.00%, 03/01/2030 <sup>(e)</sup> | 11250000 |  | 11212453 |
| &nbsp;&nbsp; 4.25%, 02/01/2032 <sup>(e)</sup> | 7800000 |  | 7419957 |
| &nbsp;&nbsp; 6.75%, 05/15/2035 <sup>(e)</sup> | 1850000 |  | 1953494 |
|  Masterbrand, Inc., 7.00%, 07/15/2032 <sup>(e)</sup> | 3000000 |  | 3098685 |
|  Standard Building Solutions, Inc., 6.25%, 08/01/2033 <sup>(e)</sup> | 3750000 |  | 3848944 |
|  |  |  | 27533533 |
| **Capital Markets - 0.3%** | **Capital Markets - 0.3%** | **Capital Markets - 0.3%** |  |
| Ares Capital Corp. | Ares Capital Corp. | Ares Capital Corp. |  |
| &nbsp;&nbsp; 3.20%, 11/15/2031 | 14773000 |  | 13091495 |
| &nbsp;&nbsp; 5.80%, 03/08/2032 | 7250000 |  | 7334732 |
|  Brookfield Corp., 7.38%, 03/01/2033 | 3000000 |  | 3479136 |
|  MSCI, Inc., 3.63%, 11/01/2031 <sup>(e)</sup> | 9567000 |  | 9033652 |
|  |  |  | 32939015 |
| **Chemicals - 0.1%** | **Chemicals - 0.1%** | **Chemicals - 0.1%** |  |
|  Avient Corp., 6.25%, 11/01/2031 <sup>(e)</sup> | 8122000 |  | 8296477 |
| **Commercial Services & Supplies - 0.1%** | **Commercial Services & Supplies - 0.1%** | **Commercial Services & Supplies - 0.1%** |  |
|  ADT Security Corp., 5.88%, 10/15/2033 <sup>(e)</sup> | 3900000 |  | 3968075 |
|  Central Storage Safety Project Trust, 4.82%, 02/01/2038 <sup>(e)</sup> | 5145280 |  | 4965308 |
|  Cimpress PLC, 7.38%, 09/15/2032 <sup>(e)</sup> | 2500000 |  | 2553330 |
|  |  |  | 11486713 |
| **Communications Equipment - 0.0%<sup>(a)</sup>** | **Communications Equipment - 0.0%<sup>(a)</sup>** | **Communications Equipment - 0.0%<sup>(a)</sup>** |  |
|  Cisco Systems, Inc., 5.35%, 02/26/2064 | 3000000 |  | 2919342 |
| **Construction Materials - 0.0%<sup>(a)</sup>** | **Construction Materials - 0.0%<sup>(a)</sup>** | **Construction Materials - 0.0%<sup>(a)</sup>** |  |
| Quikrete Holdings, Inc. | Quikrete Holdings, Inc. | Quikrete Holdings, Inc. |  |
| &nbsp;&nbsp; 6.38%, 03/01/2032 <sup>(e)</sup> | 2000000 |  | 2078440 |
| &nbsp;&nbsp; 6.75%, 03/01/2033 <sup>(e)</sup> | 1500000 |  | 1563161 |
|  |  |  | 3641601 |
| **Consumer Finance - 0.8%** | **Consumer Finance - 0.8%** | **Consumer Finance - 0.8%** |  |
| Ally Financial, Inc. | Ally Financial, Inc. | Ally Financial, Inc. |  |
| &nbsp;&nbsp; 6.70%, 02/14/2033 | 16294000 |  | 17069309 |
| &nbsp;&nbsp; 6.65% to 01/17/2035 then 5 yr. CMT Rate + 2.45%, 01/17/2040 | 2000000 |  | 2010838 |
|  Credit Acceptance Corp., 6.63%, 03/15/2030 <sup>(e)</sup> | 7821000 |  | 7778810 |
| Ford Motor Credit Co., LLC | Ford Motor Credit Co., LLC | Ford Motor Credit Co., LLC |  |
| &nbsp;&nbsp; 7.35%, 03/06/2030 | 7324000 |  | 7863362 |
| &nbsp;&nbsp; 7.12%, 11/07/2033 | 10250000 |  | 11051265 |
| General Motors Financial Co., Inc. | General Motors Financial Co., Inc. | General Motors Financial Co., Inc. |  |
| &nbsp;&nbsp; 5.95%, 04/04/2034 | 3750000 |  | 3948513 |
| &nbsp;&nbsp; 5.45%, 09/06/2034 | 7000000 |  | 7138791 |
| OneMain Finance Corp. | OneMain Finance Corp. | OneMain Finance Corp. |  |
| &nbsp;&nbsp; 3.88%, 09/15/2028 | 2645000 |  | 2568949 |
| &nbsp;&nbsp; 6.63%, 05/15/2029 | 9500000 |  | 9842190 |
| &nbsp;&nbsp; 5.38%, 11/15/2029 | 8853000 |  | 8846451 |
| &nbsp;&nbsp; 6.13%, 05/15/2030 | 1500000 |  | 1525334 |
| &nbsp;&nbsp; 6.50%, 03/15/2033 | 5000000 |  | 5028300 |
|  |  |  | 84672112 |
| **Containers & Packaging - 0.4%** | **Containers & Packaging - 0.4%** | **Containers & Packaging - 0.4%** |  |
|  Ball Corp., 5.50%, 09/15/2033 | 4100000 |  | 4180094 |
|  Berry Global, Inc., 5.65%, 01/15/2034 | 16102000 |  | 16890314 |
|  Graphic Packaging International, LLC, 3.75%, 02/01/2030 <sup>(e)</sup> | 14683000 |  | 13917646 |
|  Sealed Air Corp., 5.00%, 04/15/2029 <sup>(e)</sup> | 1849000 |  | 1863300 |
|  |  |  | 36851354 |
| **Distributors - 0.0%<sup>(a)</sup>** | **Distributors - 0.0%<sup>(a)</sup>** | **Distributors - 0.0%<sup>(a)</sup>** |  |
|  Genuine Parts Co., 2.75%, 02/01/2032 | 5000000 |  | 4434388 |
| **Diversified Consumer Services - 2.2%** | **Diversified Consumer Services - 2.2%** | **Diversified Consumer Services - 2.2%** |  |
| California Institute of Technology | California Institute of Technology | California Institute of Technology |  |
| &nbsp;&nbsp; 4.70%, 11/01/2111 | 16053000 |  | 13197822 |
| &nbsp;&nbsp; 4.28%, 09/01/2116 | 3800000 |  | 2799781 |
| &nbsp;&nbsp; 3.65%, 09/01/2119 | 8908000 |  | 5844887 |
|  Case Western Reserve University, 5.41%, 06/01/2122 | 18780000 |  | 17822229 |
|  Claremont Mckenna College, 3.78%, 01/01/2122 | 16026000 |  | 10759938 |
| Massachusetts Institute of Technology | Massachusetts Institute of Technology | Massachusetts Institute of Technology |  |
| &nbsp;&nbsp; 7.25%, 11/02/2096 | 2750000 |  | 3588920 |
| &nbsp;&nbsp; 5.60%, 07/01/2111 | 18680000 |  | 19108497 |
| &nbsp;&nbsp; 4.68%, 07/01/2114 | 22861000 |  | 19583268 |
| &nbsp;&nbsp; 3.89%, 07/01/2116 | 27233000 |  | 19466257 |
| Nature Conservancy | Nature Conservancy | Nature Conservancy |  |
| &nbsp;&nbsp; 1.71%, 07/01/2031 | 1250000 |  | 1068497 |
| &nbsp;&nbsp; 1.81%, 07/01/2032 | 1150000 |  | 962775 |
| &nbsp;&nbsp; 1.86%, 07/01/2033 | 532000 |  | 432405 |
| Prime Security Services Borrower, LLC | Prime Security Services Borrower, LLC | Prime Security Services Borrower, LLC |  |
| &nbsp;&nbsp; 5.75%, 04/15/2026 <sup>(e)</sup> | 807000 |  | 810164 |
| &nbsp;&nbsp; 3.38%, 08/31/2027 <sup>(e)</sup> | 8670000 |  | 8474250 |
|  Service Corp. International, 4.00%, 05/15/2031 | 9144000 |  | 8738128 |
| Trustees of the University of Pennsylvania | Trustees of the University of Pennsylvania | Trustees of the University of Pennsylvania |  |
| &nbsp;&nbsp; 4.67%, 09/01/2112 | 16424000 |  | 13920845 |
| &nbsp;&nbsp; 3.61%, 02/15/2119 | 27778000 |  | 18139916 |
|  United Jewish Appeal-Federation of Jewish Philanthropies of New York, Inc., 2.15%, 02/01/2031 | 4565000 |  | 4163866 |
| University of Southern California | University of Southern California | University of Southern California |  |
| &nbsp;&nbsp; 5.25%, 10/01/2111 | 21972000 |  | 21259909 |
| &nbsp;&nbsp; 3.23%, 10/01/2120 | 19679000 |  | 11740280 |
|  Washington University, 4.35%, 04/15/2122 | 25246000 |  | 19574290 |
|  YMCA Greater New York - 2025, 2.30%, 08/01/2026 | 2895000 |  | 2848317 |
|  YMCA of Greater New York, 2.30%, 08/01/2026 | 2835000 |  | 2793844 |
|  |  |  | 227099085 |
| **Diversified REITs - 0.1%** | **Diversified REITs - 0.1%** | **Diversified REITs - 0.1%** |  |
| Global Net Lease, Inc. | Global Net Lease, Inc. | Global Net Lease, Inc. |  |
| &nbsp;&nbsp; 3.75%, 12/15/2027 <sup>(e)</sup> | 1650000 |  | 1602740 |
| &nbsp;&nbsp; 4.50%, 09/30/2028 <sup>(e)</sup> | 5000000 |  | 4877959 |
|  |  |  | 6480699 |
| **Diversified Telecommunication Services - 0.2%** | **Diversified Telecommunication Services - 0.2%** | **Diversified Telecommunication Services - 0.2%** |  |
|  AT&T, Inc., 5.55%, 11/01/2045 | 5000000 |  | 4916121 |
|  Verizon Communications, Inc., 5.75%, 11/30/2045 | 10000000 |  | 10092480 |
|  |  |  | 15008601 |
| **Electric Utilities - 0.5%** | **Electric Utilities - 0.5%** | **Electric Utilities - 0.5%** |  |
|  Brazos Securitization LLC, 5.41%, 09/01/2050 <sup>(e)</sup> | 9700000 |  | 9489697 |
|  Denton County Electric Cooperative, Inc., Series 2022, 5.32%, 02/15/2048 <sup>(e)</sup> | 17000000 |  | 16918186 |
|  PG&E Recovery Funding LLC, 5.53%, 06/01/2049 | 20000000 |  | 20497424 |
|  SCE Recovery Funding LLC, 5.54%, 09/15/2050 | 4000000 |  | 4077351 |
|  |  |  | 50982658 |
| **Electrical Equipment - 0.3%** | **Electrical Equipment - 0.3%** | **Electrical Equipment - 0.3%** |  |
| Regal Rexnord Corp. | Regal Rexnord Corp. | Regal Rexnord Corp. |  |
| &nbsp;&nbsp; 6.30%, 02/15/2030 | 1906000 |  | 2025625 |
| &nbsp;&nbsp; 6.40%, 04/15/2033 | 5850000 |  | 6312440 |
|  Sensata Technologies BV, 4.00%, 04/15/2029 <sup>(e)</sup> | 6427000 |  | 6282007 |
| Sensata Technologies, Inc. | Sensata Technologies, Inc. | Sensata Technologies, Inc. |  |
| &nbsp;&nbsp; 4.38%, 02/15/2030 <sup>(e)</sup> | 10338000 |  | 10104847 |
| &nbsp;&nbsp; 3.75%, 02/15/2031 <sup>(e)</sup> | 2955000 |  | 2767399 |
| &nbsp;&nbsp; 6.63%, 07/15/2032 <sup>(e)</sup> | 3500000 |  | 3662428 |
|  |  |  | 31154746 |
| **Electronic Equipment, Instruments & Components - 0.3%** | **Electronic Equipment, Instruments & Components - 0.3%** | **Electronic Equipment, Instruments & Components - 0.3%** |  |
|  CDW Finance Corp., 5.55%, 08/22/2034 | 8087000 |  | 8324179 |
|  Corning, Inc., 5.75%, 08/15/2040 | 18803000 |  | 19745577 |
|  |  |  | 28069756 |
| **Financial Services - 0.4%** | **Financial Services - 0.4%** | **Financial Services - 0.4%** |  |
|  American AgCredit Corp., 5.25% to 06/15/2026 then 5 yr. CMT Rate + 4.50%, Perpetual <sup>(e)</sup> | 6500000 |  | 6356708 |
|  American AGcredit FLCA, 3.38% to 06/15/2031 then SOFR + 2.12%, 06/15/2036 <sup>(e)</sup> | 10000000 |  | 8389461 |
|  Compeer Financial ACA, 7.88% to 02/15/2031 then 5 yr. CMT Rate + 4.16%, Perpetual <sup>(e)</sup> | 8625000 |  | 8682467 |
| Compeer Financial FLCA | Compeer Financial FLCA | Compeer Financial FLCA |  |
| &nbsp;&nbsp; 2.75% to 06/01/2026 then 3 mo. Term SOFR + 2.03%, 06/01/2031 <sup>(e)</sup> | 5000000 |  | 4849903 |
| &nbsp;&nbsp; 3.38% to 06/01/2031 then SOFR + 1.97%, 06/01/2036 <sup>(e)</sup> | 4750000 |  | 3856910 |
|  Global Payments, Inc., 5.55%, 11/15/2035 | 5250000 |  | 5248537 |
|  |  |  | 37383986 |
| **Food Products - 0.2%** | **Food Products - 0.2%** | **Food Products - 0.2%** |  |
| Mars, Inc. | Mars, Inc. | Mars, Inc. |  |
| &nbsp;&nbsp; 2.38%, 07/16/2040 <sup>(e)</sup> | 4960000 |  | 3622454 |
| &nbsp;&nbsp; 5.65%, 05/01/2045 <sup>(e)</sup> | 4000000 |  | 4095301 |
| &nbsp;&nbsp; 5.80%, 05/01/2065 <sup>(e)</sup> | 10830000 |  | 11129601 |
|  Post Holdings, Inc., 6.25%, 10/15/2034 <sup>(e)</sup> | 1000000 |  | 1018142 |
|  |  |  | 19865498 |
| **Ground Transportation - 0.2%** | **Ground Transportation - 0.2%** | **Ground Transportation - 0.2%** |  |
|  ERAC USA Finance, LLC, 7.00%, 10/15/2037 <sup>(e)</sup> | 18952000 |  | 22180608 |
| **Healthcare Equipment & Supplies - 0.0%<sup>(a)</sup>** | **Healthcare Equipment & Supplies - 0.0%<sup>(a)</sup>** | **Healthcare Equipment & Supplies - 0.0%<sup>(a)</sup>** |  |
|  Teleflex, Inc., 4.25%, 06/01/2028 <sup>(e)</sup> | 2800000 |  | 2764292 |
| **Healthcare Providers & Services - 1.7%** | **Healthcare Providers & Services - 1.7%** | **Healthcare Providers & Services - 1.7%** |  |
|  Baptist Health South Florida, Inc., 4.34%, 11/15/2041 | 14760000 |  | 13120296 |
| Centene Corp. | Centene Corp. | Centene Corp. |  |
| &nbsp;&nbsp; 4.63%, 12/15/2029 | 4000000 |  | 3870181 |
| &nbsp;&nbsp; 3.38%, 02/15/2030 | 6950000 |  | 6393561 |
| &nbsp;&nbsp; 3.00%, 10/15/2030 | 11090000 |  | 9903536 |
| &nbsp;&nbsp; 2.50%, 03/01/2031 | 11000000 |  | 9490938 |
|  Cleveland Clinic Foundation, 4.86%, 01/01/2114 | 21636000 |  | 19015642 |
|  CommonSpirit Health, 5.58%, 09/01/2045 | 7000000 |  | 6960696 |
|  Dignity Health, 5.27%, 11/01/2064 | 10000000 |  | 9214847 |
|  Hackensack Meridian Health, Inc., 2.68%, 09/01/2041 | 14920000 |  | 10970542 |
|  HCA, Inc., 5.45%, 09/15/2034 | 2000000 |  | 2076709 |
|  Kaiser Foundation Hospitals, 4.15%, 05/01/2047 | 10000000 |  | 8495664 |
| Molina Healthcare, Inc. | Molina Healthcare, Inc. | Molina Healthcare, Inc. |  |
| &nbsp;&nbsp; 4.38%, 06/15/2028 <sup>(e)</sup> | 9904000 |  | 9645313 |
| &nbsp;&nbsp; 6.50%, 02/15/2031 <sup>(e)</sup> | 5000000 |  | 5113821 |
| New York and Presbyterian Hospital | New York and Presbyterian Hospital | New York and Presbyterian Hospital |  |
| &nbsp;&nbsp; 4.76%, 08/01/2116 | 15050000 |  | 12684551 |
| &nbsp;&nbsp; 3.95%, 08/01/2119 | 5000000 |  | 3549919 |
| Orlando Health Obligated Group | Orlando Health Obligated Group | Orlando Health Obligated Group |  |
| &nbsp;&nbsp; 2.89%, 10/01/2035 | 1000000 |  | 875215 |
| &nbsp;&nbsp; 5.48%, 10/01/2035 | 5000000 |  | 5248893 |
|  Penn State Health, 3.81%, 11/01/2049 | 5920000 |  | 4271016 |
|  Piedmont Healthcare, Inc., 2.72%, 01/01/2042 | 12924000 |  | 9314312 |
|  Sutter Health, 3.16%, 08/15/2040 | 14677000 |  | 11784020 |
|  Tenet Healthcare Corp., 6.00%, 11/15/2033 <sup>(e)</sup> | 500000 |  | 516604 |
|  Toledo Hospital, 6.02%, 11/15/2048 | 6980000 |  | 6985591 |
|  UnitedHealth Group, Inc., 5.50%, 07/15/2044 | 5000000 |  | 5042208 |
|  |  |  | 174544075 |
| **Hotel & Resort REITs - 0.2%** | **Hotel & Resort REITs - 0.2%** | **Hotel & Resort REITs - 0.2%** |  |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |  |
| &nbsp;&nbsp; 5.70%, 06/15/2032 | 5000000 |  | 5221299 |
| &nbsp;&nbsp; 5.70%, 07/01/2034 | 2000000 |  | 2073278 |
| &nbsp;&nbsp; 5.50%, 04/15/2035 | 8000000 |  | 8139427 |
|  |  |  | 15434004 |
| **Hotels, Restaurants & Leisure - 0.7%** | **Hotels, Restaurants & Leisure - 0.7%** | **Hotels, Restaurants & Leisure - 0.7%** |  |
|  Bloomin' Brands, Inc., 5.13%, 04/15/2029 <sup>(e)</sup> | 7650000 |  | 6864640 |
|  Choice Hotels International, Inc., 5.85%, 08/01/2034 | 12250000 |  | 12596925 |
| Hilton Grand Vacations Borrower LLC, Inc. | Hilton Grand Vacations Borrower LLC, Inc. | Hilton Grand Vacations Borrower LLC, Inc. |  |
| &nbsp;&nbsp; 4.88%, 07/01/2031 <sup>(e)</sup> | 1950000 |  | 1807841 |
| &nbsp;&nbsp; 6.63%, 01/15/2032 <sup>(e)</sup> | 4000000 |  | 4076632 |
|  Hyatt Hotels Corp., 5.75%, 03/30/2032 | 3000000 |  | 3149753 |
|  Light & Wonder International, Inc., 6.25%, 10/01/2033 <sup>(e)</sup> | 1500000 |  | 1510155 |
|  Marriott Ownership Resorts, Inc., 6.50%, 10/01/2033 <sup>(e)</sup> | 11175000 |  | 10634969 |
|  Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp., 4.88%, 05/01/2029 <sup>(e)</sup> | 12289000 |  | 12038853 |
|  Papa John's International, Inc., 3.88%, 09/15/2029 <sup>(e)</sup> | 4374000 |  | 4221132 |
| Station Casinos, LLC | Station Casinos, LLC | Station Casinos, LLC |  |
| &nbsp;&nbsp; 4.50%, 02/15/2028 <sup>(e)</sup> | 4818000 |  | 4771280 |
| &nbsp;&nbsp; 4.63%, 12/01/2031 <sup>(e)</sup> | 400000 |  | 378862 |
| &nbsp;&nbsp; 6.63%, 03/15/2032 <sup>(e)</sup> | 4500000 |  | 4611677 |
|  Wyndham Hotels & Resorts, Inc., 4.38%, 08/15/2028 <sup>(e)</sup> | 5730000 |  | 5658345 |
|  |  |  | 72321064 |
| **Household Durables - 0.7%** | **Household Durables - 0.7%** | **Household Durables - 0.7%** |  |
| Ashton Woods USA, LLC | Ashton Woods USA, LLC | Ashton Woods USA, LLC |  |
| &nbsp;&nbsp; 4.63%, 04/01/2030 <sup>(e)</sup> | 8100000 |  | 7675234 |
| &nbsp;&nbsp; 6.88%, 08/01/2033 <sup>(e)</sup> | 4500000 |  | 4527067 |
|  Century Communities, Inc., 3.88%, 08/15/2029 <sup>(e)</sup> | 8646000 |  | 8234285 |
|  Installed Building Products, Inc., 5.75%, 02/01/2028 <sup>(e)</sup> | 8113000 |  | 8156356 |
|  K Hovnanian Enterprises, Inc., 8.00%, 04/01/2031 <sup>(e)</sup> | 3250000 |  | 3347172 |
|  KB Home, 4.80%, 11/15/2029 | 1882000 |  | 1885965 |
| M/I Homes, Inc. | M/I Homes, Inc. | M/I Homes, Inc. |  |
| &nbsp;&nbsp; 4.95%, 02/01/2028 | 4763000 |  | 4753218 |
| &nbsp;&nbsp; 3.95%, 02/15/2030 | 9816000 |  | 9428875 |
|  Meritage Homes Corp., 5.65%, 03/15/2035 | 8450000 |  | 8677543 |
| Newell Brands, Inc. | Newell Brands, Inc. | Newell Brands, Inc. |  |
| &nbsp;&nbsp; 6.38%, 05/15/2030 | 2616000 |  | 2520446 |
| &nbsp;&nbsp; 6.63%, 05/15/2032 | 1000000 |  | 944142 |
|  Somnigroup International, Inc., 3.88%, 10/15/2031 <sup>(e)</sup> | 5241000 |  | 4917093 |
|  Taylor Morrison Communities, Inc., 5.75%, 11/15/2032 <sup>(e)</sup> | 1750000 |  | 1804857 |
|  TopBuild Corp., 5.63%, 01/31/2034 <sup>(e)</sup> | 750000 |  | 760805 |
|  |  |  | 67633058 |
| **Interactive Media & Services - 0.3%** | **Interactive Media & Services - 0.3%** | **Interactive Media & Services - 0.3%** |  |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |  |
| &nbsp;&nbsp; 5.30%, 05/15/2065 | 6000000 |  | 5904414 |
| &nbsp;&nbsp; 5.70%, 11/15/2075 | 5000000 |  | 5146733 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |  |
| &nbsp;&nbsp; 5.50%, 11/15/2045 | 9000000 |  | 9008276 |
| &nbsp;&nbsp; 5.75%, 11/15/2065 | 10000000 |  | 9965333 |
|  |  |  | 30024756 |
| **IT Services - 0.1%** | **IT Services - 0.1%** | **IT Services - 0.1%** |  |
|  ASGN, Inc., 4.63%, 05/15/2028 <sup>(e)</sup> | 7650000 |  | 7504912 |
| **Life Sciences Tools & Services - 0.3%** | **Life Sciences Tools & Services - 0.3%** | **Life Sciences Tools & Services - 0.3%** |  |
|  Avantor Funding, Inc., 4.63%, 07/15/2028 <sup>(e)</sup> | 2900000 |  | 2874930 |
| Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. | Charles River Laboratories International, Inc. |  |
| &nbsp;&nbsp; 3.75%, 03/15/2029 <sup>(e)</sup> | 21200000 |  | 20471697 |
| &nbsp;&nbsp; 4.00%, 03/15/2031 <sup>(e)</sup> | 250000 |  | 236721 |
|  Icon Investments Six DAC, 6.00%, 05/08/2034 | 4500000 |  | 4774280 |
| IQVIA, Inc. | IQVIA, Inc. | IQVIA, Inc. |  |
| &nbsp;&nbsp; 5.00%, 10/15/2026 <sup>(e)</sup> | 1300000 |  | 1300147 |
| &nbsp;&nbsp; 5.00%, 05/15/2027 <sup>(e)</sup> | 3000000 |  | 3001894 |
| &nbsp;&nbsp; 6.25%, 06/01/2032 <sup>(e)</sup> | 1500000 |  | 1570822 |
|  |  |  | 34230491 |
| **Machinery - 0.3%** | **Machinery - 0.3%** | **Machinery - 0.3%** |  |
| Allison Transmission, Inc. | Allison Transmission, Inc. | Allison Transmission, Inc. |  |
| &nbsp;&nbsp; 4.75%, 10/01/2027 <sup>(e)</sup> | 5299000 |  | 5294756 |
| &nbsp;&nbsp; 5.88%, 06/01/2029 <sup>(e)</sup> | 1750000 |  | 1780081 |
| &nbsp;&nbsp; 3.75%, 01/30/2031 <sup>(e)</sup> | 13782000 |  | 12863113 |
| &nbsp;&nbsp; 5.88%, 12/01/2033 <sup>(e)</sup> | 2250000 |  | 2271914 |
|  Wabash National Corp., 4.50%, 10/15/2028 <sup>(e)</sup> | 6333000 |  | 5804776 |
|  |  |  | 28014640 |
| **Media - 0.3%** | **Media - 0.3%** | **Media - 0.3%** |  |
|  CCO Holdings Capital Corp., 4.25%, 01/15/2034 <sup>(e)</sup> | 6750000 |  | 5726078 |
| Charter Communications Operating, LLC | Charter Communications Operating, LLC | Charter Communications Operating, LLC |  |
| &nbsp;&nbsp; 5.85%, 12/01/2035 | 4250000 |  | 4261708 |
| &nbsp;&nbsp; 3.50%, 03/01/2042 | 11138000 |  | 7822647 |
| Sirius XM Radio LLC | Sirius XM Radio LLC | Sirius XM Radio LLC |  |
| &nbsp;&nbsp; 4.00%, 07/15/2028 <sup>(e)</sup> | 4771000 |  | 4654793 |
| &nbsp;&nbsp; 3.88%, 09/01/2031 <sup>(e)</sup> | 10524000 |  | 9605796 |
|  |  |  | 32071022 |
| **Mortgage Real Estate Investment Trusts (REITs) - 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) - 0.1%** | **Mortgage Real Estate Investment Trusts (REITs) - 0.1%** |  |
|  Arbor Realty SR, Inc., 5.00%, 12/30/2028 <sup>(e)</sup> | 5000000 |  | 4616954 |
|  Arbor Realty Trust, Inc., 4.50%, 03/15/2027 <sup>(e)</sup> | 5000000 |  | 4830248 |
|  |  |  | 9447202 |
| **Personal Care Products - 0.0%<sup>(a)</sup>** | **Personal Care Products - 0.0%<sup>(a)</sup>** | **Personal Care Products - 0.0%<sup>(a)</sup>** |  |
|  Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International US LLC, 5.60%, 01/15/2031 <sup>(e)</sup> | 2250000 |  | 2266646 |
| **Pharmaceuticals - 0.6%** | **Pharmaceuticals - 0.6%** | **Pharmaceuticals - 0.6%** |  |
|  Amneal Pharmaceuticals LLC, 6.88%, 08/01/2032 <sup>(e)</sup> | 1200000 |  | 1269032 |
| Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. | Bristol-Myers Squibb Co. |  |
| &nbsp;&nbsp; 4.13%, 06/15/2039 | 10481000 |  | 9664043 |
| &nbsp;&nbsp; 5.65%, 02/22/2064 | 15500000 |  | 15649111 |
|  Eli Lilly & Co., 5.65%, 10/15/2065 | 10000000 |  | 10357502 |
| Pfizer Investment Enterprises Pte Ltd. | Pfizer Investment Enterprises Pte Ltd. | Pfizer Investment Enterprises Pte Ltd. |  |
| &nbsp;&nbsp; 5.11%, 05/19/2043 | 5000000 |  | 4876700 |
| &nbsp;&nbsp; 5.34%, 05/19/2063 | 3000000 |  | 2849149 |
|  Wyeth, LLC, 5.95%, 04/01/2037 | 12603000 |  | 13779956 |
|  |  |  | 58445493 |
| **Professional Services - 0.7%** | **Professional Services - 0.7%** | **Professional Services - 0.7%** |  |
|  Amentum Holdings, Inc., 7.25%, 08/01/2032 <sup>(e)</sup> | 9043000 |  | 9499283 |
| Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. | Booz Allen Hamilton, Inc. |  |
| &nbsp;&nbsp; 5.95%, 08/04/2033 | 4000000 |  | 4212334 |
| &nbsp;&nbsp; 5.95%, 04/15/2035 | 23000000 |  | 23924567 |
|  CACI International, Inc., 6.38%, 06/15/2033 <sup>(e)</sup> | 2750000 |  | 2870323 |
| Science Applications International Corp. | Science Applications International Corp. | Science Applications International Corp. |  |
| &nbsp;&nbsp; 4.88%, 04/01/2028 <sup>(e)</sup> | 27078000 |  | 26914755 |
| &nbsp;&nbsp; 5.88%, 11/01/2033 <sup>(e)</sup> | 1750000 |  | 1744465 |
|  |  |  | 69165727 |
| **Real Estate Management & Development - 0.1%** | **Real Estate Management & Development - 0.1%** | **Real Estate Management & Development - 0.1%** |  |
|  Cushman & Wakefield US Borrower LLC, 6.75%, 05/15/2028 <sup>(e)</sup> | 2300000 |  | 2327096 |
|  MMH Master LLC, 6.75%, 02/01/2044 <sup>(e)</sup> | 10250000 |  | 10540078 |
|  Wildflower Improvement Association, 6.63%, 03/01/2031 <sup>(e)</sup> | 2047183 |  | 2028087 |
|  |  |  | 14895261 |
| **Retail REITs - 0.2%** | **Retail REITs - 0.2%** | **Retail REITs - 0.2%** |  |
| Simon Property Group LP | Simon Property Group LP | Simon Property Group LP |  |
| &nbsp;&nbsp; 6.75%, 02/01/2040 | 8902000 |  | 10369448 |
| &nbsp;&nbsp; 4.75%, 03/15/2042 | 5981000 |  | 5594948 |
|  |  |  | 15964396 |
| **Semiconductors & Semiconductor Equipment - 0.0%<sup>(a)</sup>** | **Semiconductors & Semiconductor Equipment - 0.0%<sup>(a)</sup>** | **Semiconductors & Semiconductor Equipment - 0.0%<sup>(a)</sup>** |  |
|  Amkor Technology, Inc., 5.88%, 10/01/2033 <sup>(e)</sup> | 750000 |  | 764453 |
| **Software - 0.4%** | **Software - 0.4%** | **Software - 0.4%** |  |
|  Microsoft Corp., 3.04%, 03/17/2062 | 9000000 |  | 5837264 |
| Open Text Corp. | Open Text Corp. | Open Text Corp. |  |
| &nbsp;&nbsp; 3.88%, 02/15/2028 <sup>(e)</sup> | 8825000 |  | 8615180 |
| &nbsp;&nbsp; 3.88%, 12/01/2029 <sup>(e)</sup> | 6680000 |  | 6341806 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. |  |
| &nbsp;&nbsp; 6.50%, 04/15/2038 | 10000000 |  | 10472632 |
| &nbsp;&nbsp; 5.88%, 09/26/2045 | 12250000 |  | 11557875 |
|  |  |  | 42824757 |
| **Specialty Retail - 1.0%** | **Specialty Retail - 1.0%** | **Specialty Retail - 1.0%** |  |
| Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. | Asbury Automotive Group, Inc. |  |
| &nbsp;&nbsp; 4.75%, 03/01/2030 | 5000000 |  | 4913012 |
| &nbsp;&nbsp; 5.00%, 02/15/2032 <sup>(e)</sup> | 12200000 |  | 11883456 |
| AutoNation, Inc. | AutoNation, Inc. | AutoNation, Inc. |  |
| &nbsp;&nbsp; 3.85%, 03/01/2032 | 11086000 |  | 10446056 |
| &nbsp;&nbsp; 5.89%, 03/15/2035 | 9000000 |  | 9400096 |
|  Group 1 Automotive, Inc., 4.00%, 08/15/2028 <sup>(e)</sup> | 14014000 |  | 13739628 |
| Home Depot, Inc. | Home Depot, Inc. | Home Depot, Inc. |  |
| &nbsp;&nbsp; 3.30%, 04/15/2040 | 3600000 |  | 2981440 |
| &nbsp;&nbsp; 5.40%, 09/15/2040 | 11497000 |  | 12007729 |
|  Ken Garff Automotive, LLC, 4.88%, 09/15/2028 <sup>(e)</sup> | 16197000 |  | 16173241 |
| Lithia Motors, Inc. | Lithia Motors, Inc. | Lithia Motors, Inc. |  |
| &nbsp;&nbsp; 3.88%, 06/01/2029 <sup>(e)</sup> | 8772000 |  | 8459008 |
| &nbsp;&nbsp; 4.38%, 01/15/2031 <sup>(e)</sup> | 7000000 |  | 6723627 |
|  Penske Automotive Group, Inc., 3.75%, 06/15/2029 | 9450000 |  | 9144700 |
|  |  |  | 105871993 |
| **Technology Hardware, Storage & Peripherals - 0.3%** | **Technology Hardware, Storage & Peripherals - 0.3%** | **Technology Hardware, Storage & Peripherals - 0.3%** |  |
|  Dell International LLC / EMC Corp., 5.10%, 02/15/2036 | 3500000 |  | 3496668 |
|  Dell International, LLC, 8.10%, 07/15/2036 | 18910000 |  | 23071181 |
|  |  |  | 26567849 |
| **Textiles, Apparel & Luxury Goods - 0.1%** | **Textiles, Apparel & Luxury Goods - 0.1%** | **Textiles, Apparel & Luxury Goods - 0.1%** |  |
|  Wolverine World Wide, Inc., 4.00%, 08/15/2029 <sup>(e)</sup> | 11450000 |  | 10510593 |
| **Trading Companies & Distributors - 0.2%** | **Trading Companies & Distributors - 0.2%** | **Trading Companies & Distributors - 0.2%** |  |
| Ashtead Capital, Inc. | Ashtead Capital, Inc. | Ashtead Capital, Inc. |  |
| &nbsp;&nbsp; 5.50%, 08/11/2032 <sup>(e)</sup> | 8553000 |  | 8848283 |
| &nbsp;&nbsp; 5.95%, 10/15/2033 <sup>(e)</sup> | 4000000 |  | 4251326 |
| Herc Holdings, Inc. | Herc Holdings, Inc. | Herc Holdings, Inc. |  |
| &nbsp;&nbsp; 6.63%, 06/15/2029 <sup>(e)</sup> | 2000000 |  | 2075652 |
| &nbsp;&nbsp; 7.00%, 06/15/2030 <sup>(e)</sup> | 1000000 |  | 1050532 |
|  United Rentals North America, Inc., 3.75%, 01/15/2032 | 5100000 |  | 4796106 |
|  |  |  | 21021899 |
| **TOTAL CORPORATE BONDS** (Cost $2,015,249,285) | **TOTAL CORPORATE BONDS** (Cost $2,015,249,285) |  | 2039954954 |
| **NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 15.4%** | **Par** |  | **Value**  |
| Arbor Multifamily Mortgage Securities Trust | Arbor Multifamily Mortgage Securities Trust | Arbor Multifamily Mortgage Securities Trust |  |
| &nbsp;&nbsp; Series 2021-MF2, Class C, 2.81%, 06/15/2054 <sup>(c)(e)</sup> | 4300000 |  | 3827597 |
| &nbsp;&nbsp; Series 2021-MF3, Class B, 2.51%, 10/15/2054 <sup>(e)</sup> | 2000000 |  | 1755518 |
| &nbsp;&nbsp; Series 2022-MF4, Class B, 3.39%, 02/15/2055 <sup>(c)(e)</sup> | 10302000 |  | 9346794 |
| &nbsp;&nbsp; Series 2022-MF4, Class C, 3.39%, 02/15/2055 <sup>(c)(e)</sup> | 1000000 |  | 891716 |
| &nbsp;&nbsp; Series 2022-MF4, Class XD, 1.39%, 02/15/2055 <sup>(c)(e)(g)</sup> | 19700000 |  | 1348577 |
| Arbor Realty Trust, Inc. | Arbor Realty Trust, Inc. | Arbor Realty Trust, Inc. |  |
| &nbsp;&nbsp; Series 2020-MF1, Class AS, 3.06%, 05/15/2053 <sup>(c)(e)</sup> | 4650000 |  | 4364893 |
| &nbsp;&nbsp; Series 2020-MF1, Class B, 3.72%, 05/15/2053 <sup>(c)(e)</sup> | 4500000 |  | 4290989 |
| BANK | BANK | BANK |  |
| &nbsp;&nbsp; Series 2017-BN4, Class A3, 3.36%, 05/15/2050 | 9946550 |  | 9855164 |
| &nbsp;&nbsp; Series 2017-BN5, Class A4, 3.13%, 06/15/2060 | 12160687 |  | 12007978 |
| &nbsp;&nbsp; Series 2018-BN10, Class D, 2.60%, 02/15/2061 <sup>(e)</sup> | 2000000 |  | 1720416 |
| &nbsp;&nbsp; Series 2019-BN16, Class XA, 1.09%, 02/15/2052 <sup>(c)(g)</sup> | 70800475 |  | 1605939 |
| &nbsp;&nbsp; Series 2019-BN17, Class XB, 0.71%, 04/15/2052 <sup>(c)(g)</sup> | 123653000 |  | 2195966 |
| &nbsp;&nbsp; Series 2019-BN17, Class XD, 1.74%, 04/15/2052 <sup>(c)(e)(g)</sup> | 11541000 |  | 528385 |
| &nbsp;&nbsp; Series 2019-BN19, Class A2, 2.93%, 08/15/2061 | 1939197 |  | 1855284 |
| &nbsp;&nbsp; Series 2019-BN21, Class XD, 1.22%, 10/17/2052 <sup>(c)(e)(g)</sup> | 18699333 |  | 701952 |
| &nbsp;&nbsp; Series 2019-BN23, Class B, 3.46%, 12/15/2052 | 3350000 |  | 3005660 |
| &nbsp;&nbsp; Series 2019-BN23, Class C, 3.62%, 12/15/2052 <sup>(c)</sup> | 8713000 |  | 7559966 |
| &nbsp;&nbsp; Series 2019-BN23, Class XB, 0.26%, 12/15/2052 <sup>(c)(g)</sup> | 238421000 |  | 1756757 |
| &nbsp;&nbsp; Series 2019-BN24, Class XB, 0.30%, 11/15/2062 <sup>(c)(g)</sup> | 174693000 |  | 1493014 |
| &nbsp;&nbsp; Series 2020-BN25, Class B, 3.04%, 01/15/2063 <sup>(c)</sup> | 7401500 |  | 6675622 |
| &nbsp;&nbsp; Series 2020-BN25, Class XA, 0.98%, 01/15/2063 <sup>(c)(g)</sup> | 155384104 |  | 4378398 |
| &nbsp;&nbsp; Series 2020-BN26, Class A2, 2.04%, 03/15/2063 | 4140858 |  | 3933745 |
| &nbsp;&nbsp; Series 2020-BN26, Class XB, 0.70%, 03/15/2063 <sup>(c)(g)</sup> | 226593000 |  | 5457492 |
| &nbsp;&nbsp; Series 2020-BN28, Class B, 2.34%, 03/15/2063 | 1938000 |  | 1687782 |
| &nbsp;&nbsp; Series 2020-BN28, Class XB, 1.09%, 03/15/2063 <sup>(c)(g)</sup> | 29969467 |  | 1256722 |
| &nbsp;&nbsp; Series 2020-BN29, Class AS, 2.21%, 11/15/2053 | 3930532 |  | 3448068 |
| &nbsp;&nbsp; Series 2020-BN29, Class B, 2.42%, 11/15/2053 | 3375000 |  | 2912389 |
| &nbsp;&nbsp; Series 2020-BN29, Class C, 3.14%, 11/15/2053 <sup>(c)</sup> | 9270000 |  | 7773157 |
| &nbsp;&nbsp; Series 2020-BN29, Class D, 2.50%, 11/15/2053 <sup>(e)</sup> | 3750000 |  | 2908872 |
| &nbsp;&nbsp; Series 2020-BN29, Class XB, 0.73%, 11/15/2053 <sup>(c)(g)</sup> | 132417000 |  | 3790715 |
| &nbsp;&nbsp; Series 2020-BN30, Class B, 2.45%, 12/15/2053 <sup>(c)</sup> | 1090000 |  | 940703 |
| &nbsp;&nbsp; Series 2020-BN30, Class C, 2.76%, 12/15/2053 <sup>(c)</sup> | 5450000 |  | 4564848 |
| &nbsp;&nbsp; Series 2020-BN30, Class D, 2.50%, 12/15/2053 <sup>(c)(e)</sup> | 9150000 |  | 7214618 |
| &nbsp;&nbsp; Series 2021-BN32, Class C, 3.37%, 04/15/2054 <sup>(c)</sup> | 800000 |  | 689421 |
| &nbsp;&nbsp; Series 2021-BN32, Class D, 2.50%, 04/15/2054 <sup>(c)(e)</sup> | 5000000 |  | 3895610 |
| &nbsp;&nbsp; Series 2021-BN32, Class XB, 0.35%, 04/15/2054 <sup>(c)(g)</sup> | 152569000 |  | 1880627 |
| &nbsp;&nbsp; Series 2021-BN34, Class AS, 2.57%, 06/15/2063 | 1500000 |  | 1307942 |
| &nbsp;&nbsp; Series 2021-BN34, Class B, 2.75%, 06/15/2063 <sup>(c)</sup> | 8000000 |  | 6766792 |
| &nbsp;&nbsp; Series 2021-BN34, Class XA, 1.07%, 06/15/2063 <sup>(c)(g)</sup> | 94625067 |  | 3523137 |
| &nbsp;&nbsp; Series 2021-BN35, Class B, 2.53%, 06/15/2064 | 6365000 |  | 5540330 |
| &nbsp;&nbsp; Series 2021-BN35, Class C, 2.90%, 06/15/2064 <sup>(c)</sup> | 8755000 |  | 7505385 |
| &nbsp;&nbsp; Series 2021-BN35, Class XA, 1.13%, 06/15/2064 <sup>(c)(g)</sup> | 104845822 |  | 4322605 |
| &nbsp;&nbsp; Series 2021-BN38, Class XA, 0.91%, 12/15/2064 <sup>(c)(g)</sup> | 40007062 |  | 1592969 |
| &nbsp;&nbsp; Series 2022-BN40, Class D, 2.50%, 03/15/2064 <sup>(e)</sup> | 3955000 |  | 3029500 |
| &nbsp;&nbsp; Series 2023-BN45, Class XD, 2.52%, 02/15/2056 <sup>(c)(e)(g)</sup> | 22611000 |  | 3062280 |
| &nbsp;&nbsp; Series 2024-BN47, Class XA, 1.04%, 06/15/2057 <sup>(c)(g)</sup> | 65026409 |  | 3602092 |
| &nbsp;&nbsp; Series 2024-BN47, Class XB, 0.61%, 06/15/2057 <sup>(c)(g)</sup> | 220695000 |  | 6596750 |
| &nbsp;&nbsp; Series 2024-BN48, Class XB, 0.85%, 10/15/2057 <sup>(c)(g)</sup> | 228218000 |  | 11493081 |
| &nbsp;&nbsp; Series 2025-BN49, Class AS, 6.03%, 03/15/2058 <sup>(c)</sup> | 7000000 |  | 7446815 |
| &nbsp;&nbsp; Series 2025-BN49, Class ASB, 5.64%, 03/15/2058 | 10000000 |  | 10648152 |
| &nbsp;&nbsp; Series 2025-BN49, Class XA, 0.83%, 03/15/2058 <sup>(c)(g)</sup> | 149849460 |  | 7047360 |
| &nbsp;&nbsp; Series 2025-BN50, Class AS, 6.07%, 05/15/2068 <sup>(c)</sup> | 6976000 |  | 7443151 |
| BANK5 | BANK5 | BANK5 |  |
| &nbsp;&nbsp; Series 2023-5YR3, Class A2, 6.26%, 09/15/2056 | 9989830 |  | 10411082 |
| &nbsp;&nbsp; Series 2023-5YR3, Class B, 7.56%, 09/15/2056 <sup>(c)</sup> | 7790000 |  | 8215170 |
| &nbsp;&nbsp; Series 2023-5YR4, Class AS, 7.27%, 12/15/2056 <sup>(c)</sup> | 7500000 |  | 8025744 |
| &nbsp;&nbsp; Series 2024-5YR10, Class AS, 5.64%, 10/15/2057 | 11625000 |  | 12020278 |
| &nbsp;&nbsp; Series 2024-5YR10, Class B, 6.14%, 10/15/2057 <sup>(c)</sup> | 5000000 |  | 5168404 |
| &nbsp;&nbsp; Series 2024-5YR10, Class XA, 1.40%, 10/15/2057 <sup>(c)(g)</sup> | 80876115 |  | 3233476 |
| &nbsp;&nbsp; Series 2024-5YR11, Class AS, 6.14%, 11/15/2057 | 4250000 |  | 4473125 |
| &nbsp;&nbsp; Series 2024-5YR12, Class AS, 6.12%, 12/15/2057 <sup>(c)</sup> | 11045000 |  | 11627719 |
| &nbsp;&nbsp; Series 2024-5YR6, Class XA, 0.97%, 05/15/2057 <sup>(c)(e)(g)</sup> | 112636292 |  | 2665527 |
| &nbsp;&nbsp; Series 2024-5YR7, Class AS, 6.49%, 06/15/2057 <sup>(c)</sup> | 7000000 |  | 7403437 |
| &nbsp;&nbsp; Series 2024-5YR7, Class XA, 1.57%, 06/15/2057 <sup>(c)(g)</sup> | 142379633 |  | 5891370 |
| &nbsp;&nbsp; Series 2024-5YR8, Class B, 6.91%, 08/15/2057 <sup>(c)</sup> | 8900000 |  | 9414509 |
| &nbsp;&nbsp; Series 2024-5YR8, Class C, 7.00%, 08/15/2057 <sup>(c)</sup> | 6000000 |  | 6207833 |
| &nbsp;&nbsp; Series 2024-5YR9, Class AS, 6.18%, 08/15/2057 <sup>(c)</sup> | 11200000 |  | 11762807 |
| &nbsp;&nbsp; Series 2025-5YR13, Class AS, 6.10%, 01/15/2058 <sup>(c)</sup> | 10000000 |  | 10478473 |
| &nbsp;&nbsp; Series 2025-5YR14, Class AS, 6.07%, 04/15/2058 <sup>(c)</sup> | 7000000 |  | 7360046 |
| &nbsp;&nbsp; Series 2025-5YR14, Class XA, 1.20%, 04/15/2058 <sup>(c)(g)</sup> | 66571071 |  | 2576241 |
| BANK5 Trust | BANK5 Trust | BANK5 Trust |  |
| &nbsp;&nbsp; Series 2024-5YR8, Class D, 4.00%, 08/15/2057 <sup>(e)</sup> | 1000000 |  | 912424 |
| &nbsp;&nbsp; Series 2025-5YR14, Class D, 4.25%, 04/15/2058 <sup>(e)</sup> | 3600000 |  | 3258477 |
| &nbsp;&nbsp; Series 2025-5YR15, Class XA, 1.44%, 07/15/2058 <sup>(c)(g)</sup> | 41982292 |  | 2094488 |
| &nbsp;&nbsp; Series 2025-5YR16, Class XA, 1.28%, 08/15/2063 <sup>(c)(g)</sup> | 74304549 |  | 3367839 |
| &nbsp;&nbsp; Series 2025-5YR17, Class B, 5.99%, 11/15/2058 <sup>(c)</sup> | 4000000 |  | 4149506 |
| &nbsp;&nbsp; Series 2025-5YR17, Class XA, 1.40%, 11/15/2058 <sup>(c)(g)</sup> | 130975785 |  | 6580001 |
| &nbsp;&nbsp; Series 2025-5YR18, Class AS, 5.47%, 12/15/2058 | 5000000 |  | 5162830 |
| &nbsp;&nbsp; Series 2025-5YR18, Class B, 5.72%, 12/15/2058 | 7000000 |  | 7227794 |
| &nbsp;&nbsp; Series 2025-5YR18, Class XA, 1.05%, 12/15/2058 <sup>(c)(g)</sup> | 75000000 |  | 3437550 |
| BBCMS Trust | BBCMS Trust | BBCMS Trust |  |
| &nbsp;&nbsp; Series 2020-C6, Class XA, 1.13%, 02/15/2053 <sup>(c)(g)</sup> | 87309974 |  | 2992156 |
| &nbsp;&nbsp; Series 2020-C6, Class XB, 0.76%, 02/15/2053 <sup>(c)(g)</sup> | 59000000 |  | 1569589 |
| &nbsp;&nbsp; Series 2020-C7, Class XA, 1.70%, 04/15/2053 <sup>(c)(g)</sup> | 21104040 |  | 936369 |
| &nbsp;&nbsp; Series 2020-C7, Class XB, 1.08%, 04/15/2053 <sup>(c)(g)</sup> | 17140000 |  | 671888 |
| &nbsp;&nbsp; Series 2021-C10, Class XA, 1.33%, 07/15/2054 <sup>(c)(g)</sup> | 71252706 |  | 3508583 |
| &nbsp;&nbsp; Series 2021-C10, Class XB, 1.13%, 07/15/2054 <sup>(c)(g)</sup> | 74931500 |  | 3636770 |
| &nbsp;&nbsp; Series 2021-C11, Class XB, 1.07%, 09/15/2054 <sup>(c)(g)</sup> | 29540000 |  | 1470321 |
| &nbsp;&nbsp; Series 2021-C12, Class B, 2.76%, 11/15/2054 | 9000000 |  | 7598798 |
| &nbsp;&nbsp; Series 2021-C12, Class XA, 1.04%, 11/15/2054 <sup>(c)(g)</sup> | 98635213 |  | 3825567 |
| &nbsp;&nbsp; Series 2021-C12, Class XB, 0.70%, 11/15/2054 <sup>(c)(g)</sup> | 59992000 |  | 1986185 |
| &nbsp;&nbsp; Series 2021-C9, Class AS, 2.53%, 02/15/2054 | 8500000 |  | 7575936 |
| &nbsp;&nbsp; Series 2021-C9, Class XB, 1.11%, 02/15/2054 <sup>(c)(g)</sup> | 68467000 |  | 3054758 |
| &nbsp;&nbsp; Series 2022-C14, Class XA, 0.81%, 02/15/2055 <sup>(c)(g)</sup> | 96529302 |  | 3077451 |
| &nbsp;&nbsp; Series 2022-C14, Class XB, 0.37%, 02/15/2055 <sup>(c)(g)</sup> | 166823000 |  | 3324832 |
| &nbsp;&nbsp; Series 2022-C15, Class XD, 1.45%, 04/15/2055 <sup>(c)(e)(g)</sup> | 25000000 |  | 1953212 |
| &nbsp;&nbsp; Series 2022-C17, Class XA, 1.32%, 09/15/2055 <sup>(c)(g)</sup> | 64813947 |  | 4070945 |
| &nbsp;&nbsp; Series 2022-C17, Class XB, 0.66%, 09/15/2055 <sup>(c)(g)</sup> | 52655000 |  | 1898713 |
| &nbsp;&nbsp; Series 2023-C19, Class A2B, 5.75%, 04/15/2056 | 10000000 |  | 10159518 |
| &nbsp;&nbsp; Series 2023-C21, Class A2, 6.51%, 09/15/2056 <sup>(c)</sup> | 9604991 |  | 10097279 |
| &nbsp;&nbsp; Series 2024-5C27, Class XA, 1.04%, 07/15/2057 <sup>(c)(e)(g)</sup> | 58650964 |  | 1486608 |
| &nbsp;&nbsp; Series 2024-5C29, Class AS, 5.63%, 09/15/2057 | 10000000 |  | 10324298 |
| &nbsp;&nbsp; Series 2024-5C31, Class A3, 5.61%, 12/15/2057 | 5000000 |  | 5232657 |
| &nbsp;&nbsp; Series 2024-5C31, Class AS, 5.85%, 12/15/2057 <sup>(c)</sup> | 11500000 |  | 11972791 |
| &nbsp;&nbsp; Series 2024-5C31, Class XA, 1.28%, 12/15/2057 <sup>(c)(g)</sup> | 80284627 |  | 3047805 |
| &nbsp;&nbsp; Series 2024-5C31, Class XB, 0.94%, 12/15/2057 <sup>(c)(e)(g)</sup> | 169223000 |  | 4859577 |
| &nbsp;&nbsp; Series 2024-C24, Class XA, 1.86%, 02/15/2057 <sup>(c)(g)</sup> | 63077287 |  | 5936885 |
| &nbsp;&nbsp; Series 2024-C24, Class XB, 1.57%, 02/15/2057 <sup>(c)(g)</sup> | 32630000 |  | 2861103 |
| &nbsp;&nbsp; Series 2024-C26, Class XA, 1.24%, 05/15/2057 <sup>(c)(g)</sup> | 116081828 |  | 8228251 |
| &nbsp;&nbsp; Series 2024-C28, Class AS, 5.84%, 09/15/2057 <sup>(c)</sup> | 5000000 |  | 5272749 |
| &nbsp;&nbsp; Series 2024-C28, Class XA, 1.33%, 09/15/2057 <sup>(c)(g)</sup> | 36380528 |  | 2730842 |
| &nbsp;&nbsp; Series 2024-C28, Class XB, 0.82%, 09/15/2057 <sup>(c)(e)(g)</sup> | 154907000 |  | 7453242 |
| &nbsp;&nbsp; Series 2024-C30, Class XA, 1.07%, 11/15/2057 <sup>(c)(g)</sup> | 114084701 |  | 7002998 |
| &nbsp;&nbsp; Series 2025-5C33, Class AS, 6.17%, 03/15/2058 <sup>(c)</sup> | 15000000 |  | 15843003 |
| &nbsp;&nbsp; Series 2025-5C33, Class XA, 1.04%, 03/15/2058 <sup>(c)(g)</sup> | 101029101 |  | 3100917 |
| &nbsp;&nbsp; Series 2025-5C36, Class AS, 5.84%, 08/15/2058 <sup>(c)</sup> | 8000000 |  | 8360632 |
| &nbsp;&nbsp; Series 2025-5C36, Class XA, 1.29%, 08/15/2058 <sup>(c)(g)</sup> | 74783442 |  | 3325493 |
| &nbsp;&nbsp; Series 2025-5C37, Class XA, 1.88%, 09/15/2058 <sup>(c)(g)</sup> | 81988405 |  | 5581320 |
| &nbsp;&nbsp; Series 2025-C32, Class AS, 5.93%, 02/15/2062 | 10000000 |  | 10627380 |
| &nbsp;&nbsp; Series 2025-C32, Class XA, 1.36%, 02/15/2062 <sup>(c)(g)</sup> | 63924665 |  | 5327264 |
| &nbsp;&nbsp; Series 2025-C32, Class XB, 1.00%, 02/15/2062 <sup>(c)(e)(g)</sup> | 76851000 |  | 4702559 |
| &nbsp;&nbsp; Series 2025-C35, Class AS, 5.84%, 07/15/2058 <sup>(c)</sup> | 5000000 |  | 5298576 |
| &nbsp;&nbsp; Series 2025-C35, Class XA, 0.86%, 07/15/2058 <sup>(c)(g)</sup> | 128598595 |  | 6590781 |
| &nbsp;&nbsp; Series 2025-C35, Class XD, 1.87%, 07/15/2058 <sup>(c)(e)(g)</sup> | 12022000 |  | 1533614 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |
| &nbsp;&nbsp; Series 2019-B12, Class XB, 0.57%, 08/15/2052 <sup>(c)(e)(g)</sup> | 93260000 |  | 1206150 |
| &nbsp;&nbsp; Series 2019-B13, Class XB, 0.50%, 08/15/2057 <sup>(c)(e)(g)</sup> | 82774000 |  | 1077022 |
| &nbsp;&nbsp; Series 2019-B13, Class XD, 1.60%, 08/15/2057 <sup>(c)(e)(g)</sup> | 12071000 |  | 565596 |
| &nbsp;&nbsp; Series 2019-B9, Class XA, 1.17%, 03/15/2052 <sup>(c)(g)</sup> | 27095089 |  | 692597 |
| &nbsp;&nbsp; Series 2019-B9, Class XD, 2.16%, 03/15/2052 <sup>(c)(e)(g)</sup> | 11513000 |  | 613598 |
| &nbsp;&nbsp; Series 2020-B16, Class XA, 0.91%, 02/15/2053 <sup>(c)(g)</sup> | 114914202 |  | 3333718 |
| &nbsp;&nbsp; Series 2020-B16, Class XB, 0.23%, 02/15/2053 <sup>(c)(e)(g)</sup> | 70467000 |  | 638720 |
| &nbsp;&nbsp; Series 2020-B20, Class XB, 0.64%, 10/15/2053 <sup>(c)(g)</sup> | 79394000 |  | 1796059 |
| &nbsp;&nbsp; Series 2021-B23, Class XA, 1.36%, 02/15/2054 <sup>(c)(g)</sup> | 65546139 |  | 3033626 |
| &nbsp;&nbsp; Series 2021-B23, Class XB, 1.01%, 02/15/2054 <sup>(c)(e)(g)</sup> | 105441000 |  | 4580505 |
| &nbsp;&nbsp; Series 2021-B24, Class XA, 1.25%, 03/15/2054 <sup>(c)(g)</sup> | 65932687 |  | 2553520 |
| &nbsp;&nbsp; Series 2021-B24, Class XB, 0.70%, 03/15/2054 <sup>(c)(g)</sup> | 99123000 |  | 2951863 |
| &nbsp;&nbsp; Series 2021-B25, Class XA, 1.19%, 04/15/2054 <sup>(c)(g)</sup> | 77913787 |  | 3325096 |
| &nbsp;&nbsp; Series 2021-B25, Class XB, 0.78%, 04/15/2054 <sup>(c)(g)</sup> | 93350000 |  | 3068657 |
| &nbsp;&nbsp; Series 2021-B26, Class B, 2.67%, 06/15/2054 <sup>(c)</sup> | 8850000 |  | 7434568 |
| &nbsp;&nbsp; Series 2021-B26, Class C, 2.97%, 06/15/2054 <sup>(c)</sup> | 1650000 |  | 1295172 |
| &nbsp;&nbsp; Series 2021-B26, Class D, 2.00%, 06/15/2054 <sup>(e)</sup> | 2250000 |  | 1603967 |
| &nbsp;&nbsp; Series 2021-B26, Class XD, 1.46%, 06/15/2054 <sup>(c)(e)(g)</sup> | 10836000 |  | 723129 |
| &nbsp;&nbsp; Series 2021-B27, Class B, 2.36%, 07/15/2054 | 6000000 |  | 4907777 |
| &nbsp;&nbsp; Series 2021-B27, Class C, 2.70%, 07/15/2054 | 2000000 |  | 1502714 |
| &nbsp;&nbsp; Series 2021-B27, Class D, 2.00%, 07/15/2054 <sup>(e)</sup> | 5000000 |  | 3342233 |
| &nbsp;&nbsp; Series 2021-B27, Class XA, 1.35%, 07/15/2054 <sup>(c)(g)</sup> | 50428089 |  | 2401441 |
| &nbsp;&nbsp; Series 2021-B27, Class XD, 1.60%, 07/15/2054 <sup>(c)(e)(g)</sup> | 28014000 |  | 1997757 |
| &nbsp;&nbsp; Series 2021-B28, Class XA, 1.35%, 08/15/2054 <sup>(c)(g)</sup> | 109271656 |  | 5416093 |
| &nbsp;&nbsp; Series 2021-B28, Class XB, 1.06%, 08/15/2054 <sup>(c)(g)</sup> | 32491000 |  | 1586129 |
| &nbsp;&nbsp; Series 2021-B29, Class B, 2.45%, 09/15/2054 | 1089000 |  | 913559 |
| &nbsp;&nbsp; Series 2021-B29, Class C, 2.75%, 09/15/2054 <sup>(c)</sup> | 7050000 |  | 5664451 |
| &nbsp;&nbsp; Series 2021-B29, Class D, 2.00%, 09/15/2054 <sup>(e)</sup> | 6000000 |  | 4342678 |
| &nbsp;&nbsp; Series 2021-B29, Class XD, 1.41%, 09/15/2054 <sup>(c)(e)(g)</sup> | 27615000 |  | 1719335 |
| &nbsp;&nbsp; Series 2021-B30, Class C, 2.99%, 11/15/2054 <sup>(c)</sup> | 8181000 |  | 6393657 |
| &nbsp;&nbsp; Series 2021-B30, Class E, 2.00%, 11/15/2054 <sup>(e)</sup> | 2250000 |  | 1074206 |
| &nbsp;&nbsp; Series 2021-B30, Class XB, 0.59%, 11/15/2054 <sup>(c)(e)(g)</sup> | 83683000 |  | 2414263 |
| &nbsp;&nbsp; Series 2021-B30, Class XD, 1.41%, 11/15/2054 <sup>(c)(e)(g)</sup> | 18582000 |  | 1188436 |
| &nbsp;&nbsp; Series 2021-B31, Class XA, 0.87%, 12/15/2054 <sup>(c)(g)</sup> | 142087188 |  | 4933551 |
| &nbsp;&nbsp; Series 2021-B31, Class XB, 0.54%, 12/15/2054 <sup>(c)(e)(g)</sup> | 124409000 |  | 3142857 |
| &nbsp;&nbsp; Series 2021-B31, Class XD, 1.26%, 12/15/2054 <sup>(c)(e)(g)</sup> | 31991000 |  | 1966883 |
| &nbsp;&nbsp; Series 2022-B32, Class AS, 3.53%, 01/15/2055 <sup>(c)</sup> | 10000000 |  | 8856286 |
| &nbsp;&nbsp; Series 2022-B32, Class XD, 1.64%, 01/15/2055 <sup>(c)(e)(g)</sup> | 39202000 |  | 2839119 |
| &nbsp;&nbsp; Series 2022-B33, Class XD, 1.73%, 03/15/2055 <sup>(c)(e)(g)</sup> | 21919000 |  | 1806391 |
| &nbsp;&nbsp; Series 2023-B38, Class A2, 5.63%, 04/15/2056 | 12000000 |  | 12297094 |
| &nbsp;&nbsp; Series 2024-V10, Class AS, 5.73%, 09/15/2057 <sup>(c)</sup> | 10000000 |  | 10327604 |
| &nbsp;&nbsp; Series 2024-V10, Class XA, 1.52%, 09/15/2057 <sup>(c)(g)</sup> | 62995083 |  | 2728487 |
| &nbsp;&nbsp; Series 2024-V11, Class AM, 6.20%, 11/15/2057 <sup>(c)</sup> | 10000000 |  | 10503554 |
| &nbsp;&nbsp; Series 2024-V12, Class A3, 5.74%, 12/15/2057 | 6000000 |  | 6308527 |
| &nbsp;&nbsp; Series 2024-V12, Class AS, 6.03%, 12/15/2057 <sup>(c)</sup> | 10000000 |  | 10436506 |
| &nbsp;&nbsp; Series 2024-V5, Class AM, 6.42%, 01/10/2057 <sup>(c)</sup> | 5900000 |  | 6172095 |
| &nbsp;&nbsp; Series 2024-V6, Class XA, 1.58%, 03/15/2057 <sup>(c)(g)</sup> | 117251614 |  | 4558684 |
| &nbsp;&nbsp; Series 2024-V8, Class AM, 6.86%, 07/15/2057 <sup>(c)</sup> | 5140000 |  | 5470599 |
| &nbsp;&nbsp; Series 2024-V9, Class AS, 6.06%, 08/15/2057 <sup>(c)</sup> | 10000000 |  | 10452730 |
| &nbsp;&nbsp; Series 2025-B41, Class AS, 5.75%, 07/15/2068 | 5250000 |  | 5492037 |
| &nbsp;&nbsp; Series 2025-B41, Class XA, 1.21%, 07/15/2068 <sup>(c)(g)</sup> | 84825059 |  | 6471702 |
| &nbsp;&nbsp; Series 2025-V13, Class AS, 6.13%, 02/15/2058 <sup>(c)</sup> | 15000000 |  | 15757724 |
| &nbsp;&nbsp; Series 2025-V13, Class XA, 1.13%, 02/15/2058 <sup>(c)(g)</sup> | 100000000 |  | 3236470 |
| &nbsp;&nbsp; Series 2025-V14, Class AM, 6.09%, 04/15/2057 <sup>(c)</sup> | 10000000 |  | 10502307 |
| &nbsp;&nbsp; Series 2025-V14, Class XA, 0.98%, 04/15/2057 <sup>(c)(g)</sup> | 181851669 |  | 5413997 |
| &nbsp;&nbsp; Series 2025-V15, Class AS, 6.17%, 06/15/2058 | 6000000 |  | 6332834 |
| &nbsp;&nbsp; Series 2025-V15, Class B, 6.43%, 06/15/2058 | 10000000 |  | 10493372 |
| &nbsp;&nbsp; Series 2025-V15, Class XA, 1.35%, 06/15/2058 <sup>(c)(g)</sup> | 94562637 |  | 4246212 |
| &nbsp;&nbsp; Series 2025-V16, Class AS, 5.86%, 08/15/2058 <sup>(c)</sup> | 10000000 |  | 10464745 |
| &nbsp;&nbsp; Series 2025-V16, Class XA, 1.17%, 08/15/2058 <sup>(c)(g)</sup> | 104602495 |  | 4146715 |
| &nbsp;&nbsp; Series 2025-V17, Class XA, 1.73%, 09/15/2058 <sup>(c)(g)</sup> | 72280000 |  | 4552830 |
| &nbsp;&nbsp; Series 2025-V18, Class XA, 1.47%, 10/15/2058 <sup>(c)(e)(g)</sup> | 147022654 |  | 7927711 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |  |
| &nbsp;&nbsp; Series 2022-C1, Class C, 3.62%, 02/17/2055 <sup>(c)</sup> | 2000000 |  | 1747770 |
| &nbsp;&nbsp; Series 2022-C1, Class XD, 1.89%, 02/17/2055 <sup>(c)(e)(g)</sup> | 30550000 |  | 2879780 |
| &nbsp;&nbsp; Series 2023-C5, Class A2, 6.52%, 06/15/2056 | 10000000 |  | 10311647 |
| &nbsp;&nbsp; Series 2023-C7, Class XA, 1.04%, 12/15/2056 <sup>(c)(e)(g)</sup> | 100158120 |  | 4667418 |
| &nbsp;&nbsp; Series 2024-5C3, Class AS, 6.29%, 02/15/2057 <sup>(c)</sup> | 5750000 |  | 6004945 |
| &nbsp;&nbsp; Series 2024-5C3, Class XA, 1.35%, 02/15/2057 <sup>(c)(g)</sup> | 101189000 |  | 3136353 |
| &nbsp;&nbsp; Series 2024-5C7, Class AS, 5.89%, 11/15/2057 <sup>(c)</sup> | 5500000 |  | 5678372 |
| &nbsp;&nbsp; Series 2024-C10, Class XB, 0.41%, 11/15/2057 <sup>(c)(g)</sup> | 135745000 |  | 3233758 |
| &nbsp;&nbsp; Series 2024-C9, Class XA, 1.08%, 07/15/2057 <sup>(c)(g)</sup> | 49926931 |  | 3137214 |
| &nbsp;&nbsp; Series 2024-C9, Class XB, 0.55%, 07/15/2057 <sup>(c)(g)</sup> | 181757000 |  | 5835908 |
| &nbsp;&nbsp; Series 2025-5C10, Class XA, 1.58%, 05/15/2058 <sup>(c)(g)</sup> | 72224185 |  | 3713934 |
| &nbsp;&nbsp; Series 2025-5C11, Class AS, 5.94%, 07/15/2058 | 6000000 |  | 6280079 |
| &nbsp;&nbsp; Series 2025-5C11, Class XA, 1.33%, 07/15/2058 <sup>(c)(g)</sup> | 61967900 |  | 2864485 |
| &nbsp;&nbsp; Series 2025-5C11, Class XD, 2.40%, 07/15/2058 <sup>(c)(e)(g)</sup> | 23390000 |  | 2104384 |
| &nbsp;&nbsp; Series 2025-5C12, Class XA, 1.66%, 10/15/2058 <sup>(c)(g)</sup> | 108996766 |  | 6725885 |
| &nbsp;&nbsp; Series 2025-C11, Class AS, 5.98%, 02/15/2058 | 5174000 |  | 5501440 |
| &nbsp;&nbsp; Series 2025-C11, Class ASB, 5.68%, 02/15/2058 | 4500000 |  | 4802427 |
| &nbsp;&nbsp; Series 2025-C11, Class XA, 1.32%, 02/15/2058 <sup>(c)(g)</sup> | 131235518 |  | 10556598 |
| &nbsp;&nbsp; Series 2025-C13, Class AS, 5.69%, 10/15/2058 | 7500000 |  | 7792939 |
| &nbsp;&nbsp; Series 2025-C13, Class XA, 1.22%, 10/15/2058 <sup>(c)(g)</sup> | 118276161 |  | 9341215 |
| Bombardier Capital Mortgage Securitization Corp. | Bombardier Capital Mortgage Securitization Corp. | Bombardier Capital Mortgage Securitization Corp. |  |
| &nbsp;&nbsp; Series 2025-5C6, Class B, 5.98%, 10/15/2058 <sup>(c)</sup> | 6747000 |  | 7022216 |
| &nbsp;&nbsp; Series 2025-5C6, Class C, 5.83%, 10/15/2058 <sup>(c)</sup> | 2463000 |  | 2478061 |
| &nbsp;&nbsp; Series 2025-5C6, Class XA, 1.58%, 10/15/2058 <sup>(c)(g)</sup> | 87169872 |  | 4953550 |
|  BRCK Trust 2025-830B, Series 2025-830B, Class A, 4.96%, 12/10/2030 <sup>(c)(e)</sup> | 10000000 |  | 10000000 |
| California Housing Finance Agency | California Housing Finance Agency | California Housing Finance Agency |  |
| &nbsp;&nbsp; Series 2021-1, Class X, 0.80%, 11/20/2035 <sup>(g)</sup> | 26929261 |  | 1120796 |
| &nbsp;&nbsp; Series 2021-3, Class X, 0.79%, 08/20/2036 <sup>(g)</sup> | 24652962 |  | 1095085 |
|  Cantor Commercial Real Estate Lending LP, Series 2019-CF2, Class XB, 0.74%, 11/15/2052 <sup>(c)(g)</sup> | 134736000 |  | 2859152 |
|  CCUBS Commercial Mortgage Trust, Series 2017-C1, Class XB, 0.39%, 11/15/2050 <sup>(c)(g)</sup> | 40062667 |  | 227892 |
|  CHI Commercial Mortgage Trust, Series 2025-110W, Class A, 5.10%, 12/13/2037 <sup>(c)(e)</sup> | 2500000 |  | 2514244 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2016-C1, Class B, 4.12%, 05/10/2049 | 13459943 |  | 13328984 |
| &nbsp;&nbsp; Series 2016-C1, Class C, 5.11%, 05/10/2049 <sup>(c)</sup> | 8348000 |  | 8246179 |
| &nbsp;&nbsp; Series 2016-C2, Class B, 3.18%, 08/10/2049 | 9403500 |  | 9222888 |
| &nbsp;&nbsp; Series 2016-P6, Class B, 4.29%, 12/10/2049 <sup>(c)</sup> | 6835000 |  | 6439320 |
| &nbsp;&nbsp; Series 2017-B1, Class XB, 0.28%, 08/15/2050 <sup>(c)(g)</sup> | 38016000 |  | 116561 |
| &nbsp;&nbsp; Series 2017-C4, Class XA, 1.12%, 10/12/2050 <sup>(c)(g)</sup> | 29875968 |  | 436052 |
| &nbsp;&nbsp; Series 2017-C4, Class XB, 0.35%, 10/12/2050 <sup>(c)(g)</sup> | 42746500 |  | 211629 |
| &nbsp;&nbsp; Series 2017-P7, Class XB, 0.75%, 04/14/2050 <sup>(c)(g)</sup> | 45124000 |  | 301952 |
| &nbsp;&nbsp; Series 2017-P8, Class B, 4.19%, 09/15/2050 | 4160000 |  | 3755437 |
| &nbsp;&nbsp; Series 2018-B2, Class XB, 0.52%, 03/10/2051 <sup>(c)(g)</sup> | 49202000 |  | 449268 |
| &nbsp;&nbsp; Series 2018-C5, Class XB, 0.48%, 06/10/2051 <sup>(c)(e)(g)</sup> | 28400000 |  | 244760 |
| &nbsp;&nbsp; Series 2019-C7, Class B, 3.67%, 12/15/2072 <sup>(c)</sup> | 10000000 |  | 9310679 |
| &nbsp;&nbsp; Series 2019-C7, Class XA, 0.94%, 12/15/2072 <sup>(c)(g)</sup> | 68239559 |  | 1947878 |
| &nbsp;&nbsp; Series 2019-C7, Class XB, 0.38%, 12/15/2072 <sup>(c)(e)(g)</sup> | 50711000 |  | 544352 |
| &nbsp;&nbsp; Series 2019-C7, Class XD, 1.30%, 12/15/2072 <sup>(c)(e)(g)</sup> | 39933000 |  | 1733879 |
| &nbsp;&nbsp; Series 2019-GC41, Class AS, 3.02%, 08/10/2056 | 10339000 |  | 9580024 |
| &nbsp;&nbsp; Series 2019-GC41, Class XA, 1.16%, 08/10/2056 <sup>(c)(g)</sup> | 48115957 |  | 1383040 |
| &nbsp;&nbsp; Series 2020-GC46, Class XA, 1.08%, 02/15/2053 <sup>(c)(g)</sup> | 82642403 |  | 2769719 |
| &nbsp;&nbsp; Series 2020-GC46, Class XB, 0.43%, 02/15/2053 <sup>(c)(e)(g)</sup> | 92457000 |  | 1300380 |
|  Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2017-CD3, Class XB, 0.75%, 02/10/2050 <sup>(c)(g)</sup> | 61857000 |  | 459777 |
| Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates | Commercial Mortgage Pass Through Certificates |  |
| &nbsp;&nbsp; Series 2019-GC44, Class XD, 1.13%, 08/15/2057 <sup>(c)(e)(g)</sup> | 19460000 |  | 717103 |
| &nbsp;&nbsp; Series 2024-277P, Class A, 6.34%, 08/10/2044 <sup>(e)</sup> | 8000000 |  | 8449637 |
| &nbsp;&nbsp; Series 2024-CBM, Class A2, 5.87%, 12/10/2041 <sup>(c)(e)</sup> | 7525000 |  | 7700781 |
| CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust | CSAIL Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2015-C1, Class XD, 0.50%, 04/15/2050 <sup>(c)(e)(g)</sup> | 62192000 |  | 10442 |
| &nbsp;&nbsp; Series 2016-C5, Class XD, 1.00%, 11/15/2048 <sup>(c)(e)(g)</sup> | 46821000 |  | 3788 |
| &nbsp;&nbsp; Series 2017-C8, Class XB, 0.43%, 06/15/2050 <sup>(c)(g)</sup> | 74773000 |  | 330183 |
| &nbsp;&nbsp; Series 2019-C17, Class XA, 1.45%, 09/15/2052 <sup>(c)(g)</sup> | 75509035 |  | 2812545 |
| &nbsp;&nbsp; Series 2019-C18, Class C, 4.04%, 12/15/2052 <sup>(c)</sup> | 7737000 |  | 7227165 |
| &nbsp;&nbsp; Series 2019-C18, Class D, 2.50%, 12/15/2052 <sup>(e)</sup> | 2275000 |  | 1902184 |
| &nbsp;&nbsp; Series 2019-C18, Class XA, 1.12%, 12/15/2052 <sup>(c)(g)</sup> | 90954289 |  | 2825213 |
| GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II | GS Mortgage Securities Corp. II |  |
| &nbsp;&nbsp; Series 2012-BWTR, Class A, 2.95%, 11/05/2034 <sup>(e)</sup> | 19406 |  | 16861 |
| &nbsp;&nbsp; Series 2012-BWTR, Class B, 3.26%, 11/05/2034 <sup>(e)</sup> | 6608000 |  | 4095870 |
| &nbsp;&nbsp; Series 2016-GS3, Class B, 3.40%, 10/10/2049 <sup>(c)</sup> | 10417000 |  | 10122345 |
| &nbsp;&nbsp; Series 2017-GS8, Class XB, 0.51%, 11/10/2050 <sup>(c)(g)</sup> | 44642000 |  | 302182 |
| &nbsp;&nbsp; Series 2018-GS10, Class XD, 1.55%, 07/10/2051 <sup>(c)(e)(g)</sup> | 24049000 |  | 887045 |
| &nbsp;&nbsp; Series 2019-GC38, Class XD, 2.06%, 02/10/2052 <sup>(c)(e)(g)</sup> | 20916000 |  | 1109876 |
| &nbsp;&nbsp; Series 2019-GC39, Class XB, 0.76%, 05/10/2052 <sup>(c)(g)</sup> | 69588000 |  | 1425949 |
| &nbsp;&nbsp; Series 2019-GC39, Class XD, 1.74%, 05/10/2052 <sup>(c)(e)(g)</sup> | 24645000 |  | 1205821 |
| &nbsp;&nbsp; Series 2019-GSA1, Class XA, 0.93%, 11/10/2052 <sup>(c)(g)</sup> | 69158604 |  | 1787625 |
| &nbsp;&nbsp; Series 2020-GSA2, Class XB, 1.03%, 12/12/2053 <sup>(c)(e)(g)</sup> | 73324000 |  | 3057486 |
| JP Morgan Chase Commercial Mortgage Securities Trust | JP Morgan Chase Commercial Mortgage Securities Trust | JP Morgan Chase Commercial Mortgage Securities Trust |  |
| &nbsp;&nbsp; Series 2007-CB20, Class X1, 0.00%, 02/12/2051 <sup>(c)(e)(g)</sup> | 59947 |  | 0 |
| &nbsp;&nbsp; Series 2017-JP6, Class XB, 0.70%, 07/15/2050 <sup>(c)(g)</sup> | 68830000 |  | 557213 |
|  JPMBB Commercial Mortgage Securities Trust, Series 2015-C32, Class XD, 0.50%, 11/15/2048 <sup>(c)(e)(g)</sup> | 23066000 |  | 932 |
|  JPMDB Commercial Mortgage Securities Trust, Series 2016-C4, Class B, 3.64%, 12/15/2049 <sup>(c)</sup> | 5500000 |  | 5058142 |
|  Mcp Holding Co. LLC, Series 2015-GC30, Class B, 4.09%, 05/10/2050 <sup>(c)</sup> | 2044128 |  | 1959552 |
|  Morgan Stanley ABS Capital I, Inc., Series 2021-L7, Class XB, 0.52%, 10/15/2054 <sup>(c)(g)</sup> | 143080000 |  | 3374299 |
| Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust | Morgan Stanley Bank of America Merrill Lynch Trust |  |
| &nbsp;&nbsp; Series 2015-C27, Class B, 4.49%, 12/15/2047 <sup>(c)</sup> | 3000000 |  | 2963625 |
| &nbsp;&nbsp; Series 2016-C31, Class XD, 1.39%, 11/15/2049 <sup>(c)(e)(g)</sup> | 21212500 |  | 185308 |
| &nbsp;&nbsp; Series 2017-C34, Class B, 4.11%, 11/15/2052 <sup>(c)</sup> | 11524000 |  | 10861271 |
| &nbsp;&nbsp; Series 2017-C34, Class D, 2.70%, 11/15/2052 <sup>(e)</sup> | 4953000 |  | 3675104 |
| &nbsp;&nbsp; Series 2025-5C1, Class AS, 6.01%, 03/15/2058 <sup>(c)</sup> | 2396000 |  | 2500898 |
| &nbsp;&nbsp; Series 2025-5C1, Class XA, 1.38%, 03/15/2058 <sup>(c)(g)</sup> | 47995878 |  | 2088281 |
| &nbsp;&nbsp; Series 2025-C35, Class AS, 5.97%, 08/15/2058 <sup>(c)</sup> | 10000000 |  | 10655620 |
| &nbsp;&nbsp; Series 2025-C35, Class ASB, 5.49%, 08/15/2058 | 4443000 |  | 4680149 |
| &nbsp;&nbsp; Series 2025-C35, Class XA, 1.18%, 08/15/2058 <sup>(c)(g)</sup> | 106315669 |  | 7743066 |
| &nbsp;&nbsp; Series 2025-C35, Class XD, 2.21%, 08/15/2058 <sup>(c)(e)(g)</sup> | 18091000 |  | 2760958 |
|  Morgan Stanley Capital I Trust, Series 2016-BN2, Class XB, 0.64%, 11/15/2049 <sup>(c)(g)</sup> | 58680000 |  | 282351 |
| Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. | Morgan Stanley Capital I, Inc. |  |
| &nbsp;&nbsp; Series 2017-H1, Class B, 4.08%, 06/15/2050 | 1270000 |  | 1237558 |
| &nbsp;&nbsp; Series 2017-H1, Class C, 4.28%, 06/15/2050 <sup>(c)</sup> | 7959000 |  | 7517090 |
| &nbsp;&nbsp; Series 2017-H1, Class XD, 2.29%, 06/15/2050 <sup>(c)(e)(g)</sup> | 8725000 |  | 251689 |
| &nbsp;&nbsp; Series 2017-HR2, Class B, 4.06%, 12/15/2050 <sup>(c)</sup> | 6000000 |  | 5842593 |
| &nbsp;&nbsp; Series 2017-HR2, Class C, 4.46%, 12/15/2050 <sup>(c)</sup> | 10576000 |  | 10113087 |
| &nbsp;&nbsp; Series 2018-H3, Class XB, 0.53%, 07/15/2051 <sup>(c)(g)</sup> | 135712000 |  | 1260507 |
| &nbsp;&nbsp; Series 2018-H3, Class XD, 2.02%, 07/15/2051 <sup>(c)(e)(g)</sup> | 15363500 |  | 632687 |
| &nbsp;&nbsp; Series 2019-H7, Class C, 4.13%, 07/15/2052 | 10401000 |  | 9569827 |
| &nbsp;&nbsp; Series 2019-H7, Class D, 3.00%, 07/15/2052 <sup>(e)</sup> | 2402000 |  | 2042945 |
| &nbsp;&nbsp; Series 2019-H7, Class XB, 0.78%, 07/15/2052 <sup>(c)(g)</sup> | 130723000 |  | 2832728 |
| &nbsp;&nbsp; Series 2019-L2, Class XB, 0.78%, 03/15/2052 <sup>(c)(g)</sup> | 127093000 |  | 2378965 |
| &nbsp;&nbsp; Series 2021-L5, Class B, 3.10%, 05/15/2054 | 10627000 |  | 9529888 |
| &nbsp;&nbsp; Series 2021-L5, Class D, 2.50%, 05/15/2054 <sup>(e)</sup> | 3500000 |  | 2640611 |
| &nbsp;&nbsp; Series 2021-L5, Class XB, 0.83%, 05/15/2054 <sup>(c)(g)</sup> | 70387500 |  | 2488219 |
| &nbsp;&nbsp; Series 2021-L6, Class B, 2.95%, 06/15/2054 <sup>(c)</sup> | 7500000 |  | 6516767 |
|  MSWF Commercial Mortgage Trust, Series 2023-2, Class XA, 1.14%, 12/15/2056 <sup>(c)(g)</sup> | 22510839 |  | 1270582 |
|  New Hampshire Business Finance Authority, Series 2023-2, Class X, 0.81%, 01/20/2038 <sup>(c)(g)</sup> | 32113135 |  | 1653505 |
| UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust | UBS Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2017-C1, Class XB, 1.06%, 06/15/2050 <sup>(c)(g)</sup> | 13000000 |  | 143962 |
| &nbsp;&nbsp; Series 2017-C6, Class XB, 0.70%, 12/15/2050 <sup>(c)(g)</sup> | 63420500 |  | 628573 |
| &nbsp;&nbsp; Series 2017-C7, Class XB, 0.48%, 12/15/2050 <sup>(c)(g)</sup> | 170396000 |  | 1420421 |
| &nbsp;&nbsp; Series 2018-C12, Class XA, 1.01%, 08/15/2051 <sup>(c)(g)</sup> | 38496495 |  | 717475 |
| &nbsp;&nbsp; Series 2018-C12, Class XB, 0.39%, 08/15/2051 <sup>(c)(g)</sup> | 139858000 |  | 1090948 |
| &nbsp;&nbsp; Series 2018-C13, Class XB, 0.41%, 10/15/2051 <sup>(c)(g)</sup> | 128678000 |  | 1236197 |
| &nbsp;&nbsp; Series 2018-C13, Class XD, 2.19%, 10/15/2051 <sup>(c)(e)(g)</sup> | 16442000 |  | 859009 |
| &nbsp;&nbsp; Series 2018-C14, Class XB, 0.39%, 12/15/2051 <sup>(c)(g)</sup> | 114392000 |  | 1062301 |
| &nbsp;&nbsp; Series 2018-C8, Class A3, 3.72%, 02/15/2051 | 2000458 |  | 1979269 |
| &nbsp;&nbsp; Series 2019-C17, Class XB, 0.99%, 10/15/2052 <sup>(c)(g)</sup> | 128213000 |  | 3877456 |
| &nbsp;&nbsp; Series 2019-C18, Class AS, 3.38%, 12/15/2052 <sup>(c)</sup> | 9000000 |  | 8418614 |
| UBS-Barclays Commercial Mortgage Trust | UBS-Barclays Commercial Mortgage Trust | UBS-Barclays Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2019-C3, Class XB, 0.92%, 05/15/2052 <sup>(c)(g)</sup> | 56340000 |  | 1364200 |
| &nbsp;&nbsp; Series 2019-C4, Class XB, 1.25%, 08/15/2052 <sup>(c)(g)</sup> | 43170000 |  | 1580592 |
| &nbsp;&nbsp; Series 2019-C5, Class XB, 0.47%, 11/15/2052 <sup>(c)(g)</sup> | 174774000 |  | 2040224 |
| &nbsp;&nbsp; Series 2019-C5, Class XD, 1.45%, 11/15/2052 <sup>(c)(e)(g)</sup> | 12996000 |  | 586416 |
|  Washington State Housing Finance Commission, Series 2021-1, Class X, 0.73%, 12/20/2035 <sup>(c)(g)</sup> | 19808210 |  | 754495 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |  |
| &nbsp;&nbsp; Series 2016-C37, Class C, 4.61%, 12/15/2049 <sup>(c)</sup> | 11213000 |  | 10845922 |
| &nbsp;&nbsp; Series 2016-C37, Class D, 3.31%, 12/15/2049 <sup>(c)(e)</sup> | 8200000 |  | 7448765 |
| &nbsp;&nbsp; Series 2016-LC24, Class XB, 1.11%, 10/15/2049 <sup>(c)(g)</sup> | 66264075 |  | 412686 |
| &nbsp;&nbsp; Series 2017-C40, Class B, 4.37%, 10/15/2050 <sup>(c)</sup> | 2000000 |  | 1908905 |
| &nbsp;&nbsp; Series 2017-C40, Class C, 4.44%, 10/15/2050 <sup>(c)</sup> | 1670000 |  | 1544205 |
| &nbsp;&nbsp; Series 2017-C42, Class XB, 0.44%, 12/15/2050 <sup>(c)(g)</sup> | 116750000 |  | 804454 |
| &nbsp;&nbsp; Series 2017-RB1, Class XB, 0.88%, 03/15/2050 <sup>(c)(g)</sup> | 69254209 |  | 618267 |
| &nbsp;&nbsp; Series 2018-C43, Class C, 4.51%, 03/15/2051 <sup>(c)</sup> | 4033000 |  | 3747711 |
| &nbsp;&nbsp; Series 2018-C45, Class B, 4.56%, 06/16/2051 | 3477000 |  | 3398757 |
| &nbsp;&nbsp; Series 2018-C45, Class C, 4.73%, 06/15/2051 | 4004000 |  | 3850021 |
| &nbsp;&nbsp; Series 2018-C47, Class AS, 4.67%, 09/15/2061 <sup>(c)</sup> | 8000000 |  | 7981166 |
| &nbsp;&nbsp; Series 2018-C47, Class XB, 0.27%, 09/15/2061 <sup>(c)(g)</sup> | 164144000 |  | 818570 |
| &nbsp;&nbsp; Series 2018-C48, Class B, 4.90%, 01/15/2052 <sup>(c)</sup> | 5000000 |  | 4840420 |
| &nbsp;&nbsp; Series 2018-C48, Class XB, 0.37%, 01/15/2052 <sup>(c)(g)</sup> | 138642000 |  | 1171733 |
| &nbsp;&nbsp; Series 2019-C49, Class B, 4.55%, 03/15/2052 | 8947000 |  | 8770485 |
| &nbsp;&nbsp; Series 2019-C49, Class C, 4.87%, 03/15/2052 <sup>(c)</sup> | 3863000 |  | 3766894 |
| &nbsp;&nbsp; Series 2019-C49, Class D, 3.00%, 03/15/2052 <sup>(e)</sup> | 3250000 |  | 2689092 |
| &nbsp;&nbsp; Series 2019-C49, Class XB, 0.76%, 03/15/2052 <sup>(c)(g)</sup> | 125812000 |  | 2309418 |
| &nbsp;&nbsp; Series 2019-C50, Class XB, 1.03%, 05/15/2052 <sup>(c)(g)</sup> | 36427311 |  | 996396 |
| &nbsp;&nbsp; Series 2019-C51, Class XB, 0.77%, 06/15/2052 <sup>(c)(g)</sup> | 130394000 |  | 2735275 |
| &nbsp;&nbsp; Series 2019-C52, Class C, 3.56%, 08/15/2052 | 7073000 |  | 6060752 |
| &nbsp;&nbsp; Series 2019-C52, Class XA, 1.71%, 08/15/2052 <sup>(c)(g)</sup> | 50565778 |  | 2272204 |
| &nbsp;&nbsp; Series 2019-C52, Class XB, 1.23%, 08/15/2052 <sup>(c)(g)</sup> | 113763146 |  | 4132207 |
| &nbsp;&nbsp; Series 2019-C53, Class B, 3.51%, 10/15/2052 <sup>(c)</sup> | 5200000 |  | 4836991 |
| &nbsp;&nbsp; Series 2019-C53, Class C, 3.58%, 10/15/2052 <sup>(c)</sup> | 3275000 |  | 2955522 |
| &nbsp;&nbsp; Series 2019-C53, Class XB, 0.63%, 10/15/2052 <sup>(c)(g)</sup> | 105325000 |  | 1874574 |
| &nbsp;&nbsp; Series 2020-C55, Class XB, 0.92%, 02/15/2053 <sup>(c)(g)</sup> | 58030370 |  | 2149619 |
| &nbsp;&nbsp; Series 2020-C56, Class XB, 0.30%, 06/15/2053 <sup>(c)(g)</sup> | 127035000 |  | 1332381 |
| &nbsp;&nbsp; Series 2020-C57, Class C, 4.16%, 08/15/2053 <sup>(c)</sup> | 6290000 |  | 5791563 |
| &nbsp;&nbsp; Series 2020-C57, Class D, 2.50%, 08/15/2053 <sup>(e)</sup> | 3254077 |  | 2607875 |
| &nbsp;&nbsp; Series 2020-C57, Class XA, 2.17%, 08/15/2053 <sup>(c)(g)</sup> | 21500532 |  | 1550083 |
| &nbsp;&nbsp; Series 2020-C57, Class XB, 0.81%, 08/15/2053 <sup>(c)(g)</sup> | 74972000 |  | 2313733 |
| &nbsp;&nbsp; Series 2020-C58, Class XB, 1.23%, 07/15/2053 <sup>(c)(g)</sup> | 109974000 |  | 5267535 |
| &nbsp;&nbsp; Series 2021-C59, Class C, 3.28%, 04/15/2054 | 7648000 |  | 6394239 |
| &nbsp;&nbsp; Series 2021-C59, Class XB, 1.03%, 04/15/2054 <sup>(c)(g)</sup> | 65782000 |  | 2792143 |
| &nbsp;&nbsp; Series 2021-C59, Class XD, 1.58%, 04/15/2054 <sup>(c)(e)(g)</sup> | 40274000 |  | 2644931 |
| &nbsp;&nbsp; Series 2021-C60, Class B, 2.73%, 08/15/2054 | 7114678 |  | 6140100 |
| &nbsp;&nbsp; Series 2021-C60, Class C, 2.74%, 08/15/2054 | 4475000 |  | 3723832 |
| &nbsp;&nbsp; Series 2021-C60, Class XA, 1.62%, 08/15/2054 <sup>(c)(g)</sup> | 39893999 |  | 2437783 |
| &nbsp;&nbsp; Series 2021-C60, Class XB, 1.21%, 08/15/2054 <sup>(c)(g)</sup> | 40551000 |  | 2250333 |
| &nbsp;&nbsp; Series 2021-C61, Class AS, 2.86%, 11/15/2054 | 5400000 |  | 4830835 |
| &nbsp;&nbsp; Series 2021-C61, Class B, 3.11%, 11/15/2054 | 6221000 |  | 5465465 |
| &nbsp;&nbsp; Series 2021-C61, Class XD, 1.53%, 11/15/2054 <sup>(c)(e)(g)</sup> | 9132000 |  | 640761 |
| &nbsp;&nbsp; Series 2024-5C1, Class AS, 6.52%, 07/15/2057 | 6000000 |  | 6316634 |
| &nbsp;&nbsp; Series 2024-5C2, Class AS, 6.35%, 11/15/2057 <sup>(c)</sup> | 12901000 |  | 13593588 |
| &nbsp;&nbsp; Series 2024-C63, Class XA, 1.21%, 08/15/2057 <sup>(c)(g)</sup> | 70622488 |  | 5008773 |
| &nbsp;&nbsp; Series 2024-C63, Class XB, 0.59%, 08/15/2057 <sup>(c)(g)</sup> | 147039000 |  | 4893973 |
| &nbsp;&nbsp; Series 2025-5C3, Class AS, 6.39%, 01/15/2058 <sup>(c)</sup> | 5000000 |  | 5310413 |
| &nbsp;&nbsp; Series 2025-5C3, Class B, 6.54%, 01/15/2058 <sup>(c)</sup> | 1500000 |  | 1583782 |
| &nbsp;&nbsp; Series 2025-5C4, Class AS, 6.09%, 05/15/2058 | 6000000 |  | 6339439 |
| &nbsp;&nbsp; Series 2025-5C4, Class XA, 1.35%, 05/15/2058 <sup>(c)(g)</sup> | 41304702 |  | 1834544 |
| &nbsp;&nbsp; Series 2025-5C5, Class AS, 5.92%, 07/15/2058 | 10000000 |  | 10452352 |
| &nbsp;&nbsp; Series 2025-C64, Class AS, 5.84%, 02/15/2058 <sup>(c)</sup> | 14500000 |  | 15319079 |
| &nbsp;&nbsp; Series 2025-C64, Class XA, 1.24%, 02/15/2058 <sup>(c)(g)</sup> | 104957033 |  | 7649877 |
| &nbsp;&nbsp; Series 2025-C64, Class XD, 2.35%, 02/15/2058 <sup>(c)(e)(g)</sup> | 10909000 |  | 1697199 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Wells Fargo Commercial Mortgage Trust 2024-1CHI | Wells Fargo Commercial Mortgage Trust 2024-1CHI |  |
| &nbsp;&nbsp; Series 2025-C65, Class AS, 5.67%, 10/15/2058 <sup>(c)</sup> | 10000000 |  | 10414156 |
| &nbsp;&nbsp; Series 2025-C65, Class XA, 1.31%, 10/15/2058 <sup>(c)(g)</sup> | 73313551 |  | 6129519 |
| **TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $1,606,333,112) | **TOTAL NON-AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $1,606,333,112) |  | 1559798481 |
| **U.S. TREASURY SECURITIES - 11.7%** | **Par** |  | **Value**  |
| United States Treasury Notes/Bonds | United States Treasury Notes/Bonds | United States Treasury Notes/Bonds |  |
| &nbsp;&nbsp; 4.38%, 08/15/2043 | 195000000 |  | 190155469 |
| &nbsp;&nbsp; 4.75%, 11/15/2043 | 50000000 |  | 51045898 |
| &nbsp;&nbsp; 4.50%, 02/15/2044 | 34750000 |  | 34346846 |
| &nbsp;&nbsp; 4.63%, 05/15/2044 | 10000000 |  | 10031250 |
| &nbsp;&nbsp; 4.75%, 02/15/2045 | 250000000 |  | 254013673 |
| &nbsp;&nbsp; 4.88%, 08/15/2045 | 55000000 |  | 56735937 |
| United States Treasury Strip Principal | United States Treasury Strip Principal | United States Treasury Strip Principal |  |
| &nbsp;&nbsp; 0.00%, 02/15/2042 <sup>(b)</sup> | 100000000 |  | 47645899 |
| &nbsp;&nbsp; 0.00%, 05/15/2042 <sup>(b)</sup> | 150000000 |  | 70447300 |
| &nbsp;&nbsp; 0.00%, 08/15/2042 <sup>(b)</sup> | 150000000 |  | 69407505 |
| &nbsp;&nbsp; 0.00%, 11/15/2042 <sup>(b)</sup> | 150000000 |  | 68400748 |
| &nbsp;&nbsp; 0.00%, 02/15/2043 <sup>(b)</sup> | 150000000 |  | 67381244 |
| &nbsp;&nbsp; 0.00%, 05/15/2043 <sup>(b)</sup> | 110000000 |  | 48748022 |
| &nbsp;&nbsp; 0.00%, 02/15/2044 <sup>(b)</sup> | 75000000 |  | 31872472 |
| &nbsp;&nbsp; 0.00%, 05/15/2044 <sup>(b)</sup> | 150000000 |  | 62908533 |
| &nbsp;&nbsp; 0.00%, 08/15/2044 <sup>(b)</sup> | 150000000 |  | 62066775 |
| &nbsp;&nbsp; 0.00%, 11/15/2044 <sup>(b)</sup> | 158000000 |  | 64510996 |
| **TOTAL U.S. TREASURY SECURITIES** (Cost $1,164,993,282) | **TOTAL U.S. TREASURY SECURITIES** (Cost $1,164,993,282) |  | 1189718567 |
| **COLLATERALIZED LOAN OBLIGATIONS - 9.3%** | **Par** |  | **Value**  |
| Alinea CLO | Alinea CLO | Alinea CLO |  |
| &nbsp;&nbsp; Series 2018-1A, Class CR, 5.23% (3 mo. Term SOFR + 1.35%), 07/20/2031 <sup>(e)</sup> | 6720000 |  | 6719704 |
| &nbsp;&nbsp; Series 2018-1A, Class DR, 6.13% (3 mo. Term SOFR + 2.25%), 07/20/2031 <sup>(e)</sup> | 3000000 |  | 2994879 |
| Allegany Park CLO Ltd. | Allegany Park CLO Ltd. | Allegany Park CLO Ltd. |  |
| &nbsp;&nbsp; Series 2019-1A, Class BRR, 5.38% (3 mo. Term SOFR + 1.50%), 01/20/2035 <sup>(e)</sup> | 10000000 |  | 10008280 |
| &nbsp;&nbsp; Series 2019-1A, Class DRR, 6.73% (3 mo. Term SOFR + 2.85%), 01/20/2035 <sup>(e)</sup> | 4850000 |  | 4794002 |
|  Allegro CLO Ltd., Series 2019-1A, Class ARR, 5.01% (3 mo. Term SOFR + 1.13%), 04/20/2032 <sup>(e)</sup> | 448109 |  | 448092 |
|  Annisa CLO Ltd., Series 2016-2A, Class BRR, 5.38% (3 mo. Term SOFR + 1.50%), 07/20/2031 <sup>(e)</sup> | 14415000 |  | 14419988 |
| Apidos CLO | Apidos CLO | Apidos CLO |  |
| &nbsp;&nbsp; Series 2012-11A, Class ER4, 9.88% (3 mo. Term SOFR + 6.00%), 04/17/2034 <sup>(e)</sup> | 4500000 |  | 4503267 |
| &nbsp;&nbsp; Series 2015-23A, Class DRR, 6.50% (3 mo. Term SOFR + 2.60%), 04/15/2033 <sup>(e)</sup> | 5000000 |  | 4999660 |
| &nbsp;&nbsp; Series 2016-24A, Class DR, 9.95% (3 mo. Term SOFR + 6.06%), 10/20/2030 <sup>(e)</sup> | 2550000 |  | 2517291 |
| &nbsp;&nbsp; Series 2019-31A, Class ER, 10.77% (3 mo. Term SOFR + 6.86%), 04/15/2031 <sup>(e)</sup> | 4400000 |  | 4415242 |
| &nbsp;&nbsp; Series 2019-32A, Class B1R, 5.38% (3 mo. Term SOFR + 1.50%), 01/20/2033 <sup>(e)</sup> | 7160000 |  | 7172609 |
| &nbsp;&nbsp; Series 2021-36A, Class B, 5.75% (3 mo. Term SOFR + 1.86%), 07/20/2034 <sup>(e)</sup> | 1950000 |  | 1951570 |
| &nbsp;&nbsp; Series 2022-39A, Class D2R, 7.77% (3 mo. Term SOFR + 3.60%), 10/21/2038 <sup>(e)</sup> | 4000000 |  | 3999588 |
| &nbsp;&nbsp; Series 2022-41A, Class ER, 9.53% (3 mo. Term SOFR + 5.65%), 10/20/2037 <sup>(e)</sup> | 2000000 |  | 2020394 |
| &nbsp;&nbsp; Series 2023-46A, Class D2R, 7.46% (3 mo. Term SOFR + 3.55%), 10/24/2038 <sup>(e)</sup> | 4500000 |  | 4514944 |
| &nbsp;&nbsp; Series XXXA, Class A2R, 5.38% (3 mo. Term SOFR + 1.50%), 10/18/2031 <sup>(e)</sup> | 9000000 |  | 9004806 |
| &nbsp;&nbsp; Series XXXA, Class BR, 5.73% (3 mo. Term SOFR + 1.85%), 10/18/2031 <sup>(e)</sup> | 7680000 |  | 7685192 |
| ARES CLO | ARES CLO | ARES CLO |  |
| &nbsp;&nbsp; Series 2015-2A, Class D2R2, 7.88% (3 mo. Term SOFR + 4.00%), 07/17/2038 <sup>(e)</sup> | 1910000 |  | 1903439 |
| &nbsp;&nbsp; Series 2017-44A, Class A3R3, 5.40% (3 mo. Term SOFR + 1.50%), 04/15/2034 <sup>(e)</sup> | 15000000 |  | 14988165 |
| &nbsp;&nbsp; Series 2017-44A, Class CRR, 6.65% (3 mo. Term SOFR + 2.75%), 04/15/2034 <sup>(e)</sup> | 4950000 |  | 4956628 |
| &nbsp;&nbsp; Series 2019-52A, Class BRR, 5.21% (3 mo. Term SOFR + 1.35%), 04/22/2031 <sup>(e)</sup> | 10760000 |  | 10752414 |
| &nbsp;&nbsp; Series 2019-52A, Class DRR, 6.36% (3 mo. Term SOFR + 2.50%), 04/22/2031 <sup>(e)</sup> | 5750000 |  | 5760499 |
| &nbsp;&nbsp; Series 2019-53A, Class D1R2, 10.00% (3 mo. Term SOFR + 2.45%), 10/24/2036 <sup>(e)</sup> | 4800000 |  | 4800000 |
| &nbsp;&nbsp; Series 2021-61A, Class A2R, 5.61% (3 mo. Term SOFR + 1.73%), 04/20/2037 <sup>(e)</sup> | 5000000 |  | 5016320 |
| &nbsp;&nbsp; Series 2021-62A, Class BR, 5.36% (3 mo. Term SOFR + 1.50%), 01/25/2034 <sup>(e)</sup> | 10000000 |  | 9999570 |
| &nbsp;&nbsp; Series 2022-64A, Class ER, 10.40% (3 mo. Term SOFR + 6.50%), 10/24/2039 <sup>(e)</sup> | 1000000 |  | 1007295 |
|  ArrowMark Colorado Holdings, Series 2018-10A, Class CR, 5.38% (3 mo. Term SOFR + 1.50%), 10/20/2031 <sup>(e)</sup> | 4750000 |  | 4749777 |
|  Atlas Senior Loan Fund Ltd., Series 2018-11A, Class A1L, 5.22% (3 mo. Term SOFR + 1.36%), 07/26/2031 <sup>(e)</sup> | 243868 |  | 243885 |
| Bardot CLO | Bardot CLO | Bardot CLO |  |
| &nbsp;&nbsp; Series 2019-2A, Class BRR, 5.21% (3 mo. Term SOFR + 1.35%), 10/22/2032 <sup>(e)</sup> | 10675000 |  | 10654664 |
| &nbsp;&nbsp; Series 2019-2A, Class DRR, 6.36% (3 mo. Term SOFR + 2.50%), 10/22/2032 <sup>(e)</sup> | 4275000 |  | 4251855 |
| Basswood Park CLO Ltd. | Basswood Park CLO Ltd. | Basswood Park CLO Ltd. |  |
| &nbsp;&nbsp; Series 2021-1A, Class BR, 5.38% (3 mo. Term SOFR + 1.50%), 04/20/2034 <sup>(e)</sup> | 6500000 |  | 6504452 |
| &nbsp;&nbsp; Series 2021-1A, Class DR, 6.53% (3 mo. Term SOFR + 2.65%), 04/20/2034 <sup>(e)</sup> | 2750000 |  | 2723922 |
|  BCRED MML CLO, Series 2022-1A, Class C, 6.63% (3 mo. Term SOFR + 2.75%), 04/20/2035 <sup>(e)</sup> | 2000000 |  | 1994394 |
| Benefit Street Partners CLO Ltd. | Benefit Street Partners CLO Ltd. | Benefit Street Partners CLO Ltd. |  |
| &nbsp;&nbsp; Series 2021-24A, Class BR, 5.38% (3 mo. Term SOFR + 1.50%), 10/20/2034 <sup>(e)</sup> | 10000000 |  | 10007510 |
| &nbsp;&nbsp; Series 2021-25A, Class BR, 5.35% (3 mo. Term SOFR + 1.45%), 01/15/2035 <sup>(e)</sup> | 9250000 |  | 9245606 |
| &nbsp;&nbsp; Series 2023-33A, Class D, 8.11% (3 mo. Term SOFR + 4.25%), 01/25/2036 <sup>(e)</sup> | 1000000 |  | 1004241 |
|  Benefit Street Partners CLO XII LLC, Series 2020-22A, Class BRR, 5.43% (3 mo. Term SOFR + 1.55%), 04/20/2035 <sup>(e)</sup> | 7500000 |  | 7513140 |
| Blackstone, Inc. | Blackstone, Inc. | Blackstone, Inc. |  |
| &nbsp;&nbsp; Series 2018-1A, Class B, 5.54% (3 mo. Term SOFR + 1.66%), 04/17/2030 <sup>(e)</sup> | 3659667 |  | 3659667 |
| &nbsp;&nbsp; Series 2018-1A, Class D, 6.74% (3 mo. Term SOFR + 2.86%), 04/17/2030 <sup>(e)</sup> | 1600000 |  | 1600000 |
| &nbsp;&nbsp; Series 2018-1A, Class E, 9.54% (3 mo. Term SOFR + 5.66%), 04/17/2030 <sup>(e)</sup> | 5000000 |  | 5000000 |
| BlueMountain CLO Ltd. | BlueMountain CLO Ltd. | BlueMountain CLO Ltd. |  |
| &nbsp;&nbsp; Series 2014-2A, Class BR2, 5.90% (3 mo. Term SOFR + 2.01%), 10/20/2030 <sup>(e)</sup> | 7330000 |  | 7338026 |
| &nbsp;&nbsp; Series 2018-1A, Class B, 5.80% (3 mo. Term SOFR + 1.96%), 07/30/2030 <sup>(e)</sup> | 9496770 |  | 9521557 |
| &nbsp;&nbsp; Series 2018-3A, Class BR, 5.71% (3 mo. Term SOFR + 1.85%), 10/25/2030 <sup>(e)</sup> | 1165000 |  | 1167561 |
|  Bowling Green Park CLO LLC, Series 2019-1A, Class BRR, 5.33% (3 mo. Term SOFR + 1.45%), 04/18/2035 <sup>(e)</sup> | 8540000 |  | 8528087 |
|  Buckhorn Park CLO Ltd., Series 2019-1A, Class B1RR, 5.48% (3 mo. Term SOFR + 1.60%), 07/18/2034 <sup>(e)</sup> | 12000000 |  | 12022848 |
|  Buttermilk Park CLO, Series 2018-1A, Class A2R, 5.27% (3 mo. Term SOFR + 1.37%), 10/15/2031 <sup>(e)</sup> | 2000000 |  | 1999910 |
| Carlyle Global Market Strategies | Carlyle Global Market Strategies | Carlyle Global Market Strategies |  |
| &nbsp;&nbsp; Series 2019-1A, Class A2R2, 5.28% (3 mo. Term SOFR + 1.40%), 04/20/2031 <sup>(e)</sup> | 10000000 |  | 10010120 |
| &nbsp;&nbsp; Series 2019-1A, Class CR2, 6.48% (3 mo. Term SOFR + 2.60%), 04/20/2031 <sup>(e)</sup> | 2000000 |  | 1996536 |
| &nbsp;&nbsp; Series 2019-3A, Class DRR, 11.22% (3 mo. Term SOFR + 7.34%), 04/20/2037 <sup>(e)</sup> | 1050000 |  | 1062344 |
| &nbsp;&nbsp; Series 2021-9A, Class BR, 5.48% (3 mo. Term SOFR + 1.60%), 10/20/2034 <sup>(e)</sup> | 15000000 |  | 15025485 |
| &nbsp;&nbsp; Series 2023-5A, Class D, 8.96% (3 mo. Term SOFR + 5.10%), 01/27/2036 <sup>(e)</sup> | 10750000 |  | 10776692 |
| Carlyle Group, Inc. | Carlyle Group, Inc. | Carlyle Group, Inc. |  |
| &nbsp;&nbsp; Series 2015-1A, Class BR3, 5.70% (3 mo. Term SOFR + 1.81%), 07/20/2031 <sup>(e)</sup> | 7500000 |  | 7510245 |
| &nbsp;&nbsp; Series 2015-4A, Class BR3, 5.33% (3 mo. Term SOFR + 1.45%), 07/20/2032 <sup>(e)</sup> | 1250000 |  | 1249942 |
| &nbsp;&nbsp; Series 2015-4A, Class CR2, 6.43% (3 mo. Term SOFR + 2.55%), 07/20/2032 <sup>(e)</sup> | 3400000 |  | 3399776 |
| &nbsp;&nbsp; Series 2015-5A, Class CR4, 6.33% (3 mo. Term SOFR + 2.45%), 01/20/2032 <sup>(e)</sup> | 10100000 |  | 10100000 |
|  Cedar Funding Ltd., Series 2019-11A, Class A2R2, 5.09% (3 mo. Term SOFR + 1.30%), 05/29/2032 <sup>(e)</sup> | 5000000 |  | 4994455 |
|  Chenango Park CLO, Series 2018-1A, Class CR, 6.65% (3 mo. Term SOFR + 2.75%), 04/15/2030 <sup>(e)</sup> | 5750000 |  | 5790164 |
| CIFC Funding Ltd. | CIFC Funding Ltd. | CIFC Funding Ltd. |  |
| &nbsp;&nbsp; Series 2017-4A, Class A1R, 5.08% (3 mo. Term SOFR + 1.21%), 10/24/2030 <sup>(e)</sup> | 396859 |  | 397193 |
| &nbsp;&nbsp; Series 2023-2A, Class C, 6.77% (3 mo. Term SOFR + 2.90%), 01/21/2037 <sup>(e)</sup> | 1500000 |  | 1501716 |
| &nbsp;&nbsp; Series 2023-3A, Class B, 6.18% (3 mo. Term SOFR + 2.30%), 01/20/2037 <sup>(e)</sup> | 4790000 |  | 4794694 |
| Dryden Senior Loan Fund | Dryden Senior Loan Fund | Dryden Senior Loan Fund |  |
| &nbsp;&nbsp; Series 2016-45A, Class A1RR, 4.98% (3 mo. Term SOFR + 1.08%), 10/15/2030 <sup>(e)</sup> | 6971707 |  | 6974691 |
| &nbsp;&nbsp; Series 2016-45A, Class BRR, 5.55% (3 mo. Term SOFR + 1.65%), 10/15/2030 <sup>(e)</sup> | 6350000 |  | 6363462 |
| &nbsp;&nbsp; Series 2019-80A, Class BRR, 5.38% (3 mo. Term SOFR + 1.50%), 01/17/2033 <sup>(e)</sup> | 10500000 |  | 10506373 |
| &nbsp;&nbsp; Series 2020-78A, Class B1R, 5.83% (3 mo. Term SOFR + 1.95%), 04/17/2037 <sup>(e)</sup> | 1210000 |  | 1214044 |
| &nbsp;&nbsp; Series 2020-83A, Class B1R, 5.83% (3 mo. Term SOFR + 1.95%), 04/18/2037 <sup>(e)</sup> | 2885000 |  | 2894575 |
| &nbsp;&nbsp; Series 2020-83A, Class C1R, 6.23% (3 mo. Term SOFR + 2.35%), 04/18/2037 <sup>(e)</sup> | 1285000 |  | 1289981 |
| &nbsp;&nbsp; Series 2020-86A, Class A2R2, 5.36% (3 mo. Term SOFR + 1.48%), 07/17/2034 <sup>(e)</sup> | 11420000 |  | 11419429 |
| &nbsp;&nbsp; Series 2020-86A, Class BR2, 5.48% (3 mo. Term SOFR + 1.60%), 07/17/2034 <sup>(e)</sup> | 10000000 |  | 10008050 |
| Elmwood CLO Ltd. | Elmwood CLO Ltd. | Elmwood CLO Ltd. |  |
| &nbsp;&nbsp; Series 2022-2A, Class DR, 6.76% (3 mo. Term SOFR + 2.90%), 04/22/2035 <sup>(e)</sup> | 3000000 |  | 2992152 |
| &nbsp;&nbsp; Series 2023-2A, Class ER, 9.79% (3 mo. Term SOFR + 5.90%), 04/16/2036 <sup>(e)</sup> | 4400000 |  | 4353967 |
| Fort Greene Park CLO | Fort Greene Park CLO | Fort Greene Park CLO |  |
| &nbsp;&nbsp; Series 2025-2A, Class BR, 5.21% (3 mo. Term SOFR + 1.35%), 04/22/2034 <sup>(e)</sup> | 19500000 |  | 19462969 |
| &nbsp;&nbsp; Series 2025-2A, Class DR, 6.21% (3 mo. Term SOFR + 2.35%), 04/22/2034 <sup>(e)</sup> | 1750000 |  | 1733487 |
|  Fortress Credit BSL Ltd., Series 2021-1A, Class BR, 5.51% (3 mo. Term SOFR + 1.60%), 04/20/2033 <sup>(e)</sup> | 8250000 |  | 8245198 |
| GoldenTree Loan Management US CLO | GoldenTree Loan Management US CLO | GoldenTree Loan Management US CLO |  |
| &nbsp;&nbsp; Series 2017-1A, Class B1R3, 5.23% (3 mo. Term SOFR + 1.35%), 04/20/2034 <sup>(e)</sup> | 20000000 |  | 19999120 |
| &nbsp;&nbsp; Series 2017-1A, Class DR3, 6.28% (3 mo. Term SOFR + 2.40%), 04/20/2034 <sup>(e)</sup> | 4000000 |  | 3970676 |
| Goldentree Loan Opportunities Ltd. | Goldentree Loan Opportunities Ltd. | Goldentree Loan Opportunities Ltd. |  |
| &nbsp;&nbsp; Series 2019-6A, Class BR2, 5.28% (3 mo. Term SOFR + 1.40%), 04/20/2035 <sup>(e)</sup> | 8675000 |  | 8641662 |
| &nbsp;&nbsp; Series 2020-8A, Class BRR, 5.43% (3 mo. Term SOFR + 1.55%), 10/20/2034 <sup>(e)</sup> | 15000000 |  | 15017955 |
| &nbsp;&nbsp; Series 2021-11A, Class BR, 5.43% (3 mo. Term SOFR + 1.55%), 10/20/2034 <sup>(e)</sup> | 15000000 |  | 15018315 |
| &nbsp;&nbsp; Series 2021-9A, Class DJ, 8.63% (3 mo. Term SOFR + 4.75%), 04/20/2037 <sup>(e)</sup> | 3000000 |  | 3024750 |
| &nbsp;&nbsp; Series 2022-14A, Class ER, 9.78% (3 mo. Term SOFR + 5.90%), 07/20/2037 <sup>(e)</sup> | 3500000 |  | 3540852 |
| &nbsp;&nbsp; Series 2022-15A, Class DJ, 7.61% (3 mo. Term SOFR + 3.75%), 10/20/2038 <sup>(e)</sup> | 1250000 |  | 1250000 |
| &nbsp;&nbsp; Series 2023-17A, Class DJ, 7.88% (3 mo. Term SOFR + 4.00%), 01/20/2039 <sup>(e)</sup> | 2000000 |  | 2002474 |
| &nbsp;&nbsp; Series 2023-18A, Class ER, 0.00% (3 mo. Term SOFR + 4.75%), 01/20/2037 <sup>(e)</sup> | 1000000 |  | 1000000 |
| &nbsp;&nbsp; Series 2025-26A, Class DJ, 8.17% (3 mo. Term SOFR + 3.90%), 07/20/2038 <sup>(e)</sup> | 1250000 |  | 1253166 |
|  Harbor Park CLO Ltd., Series 2018-1A, Class BR2, 5.28% (3 mo. Term SOFR + 1.40%), 01/20/2031 <sup>(e)</sup> | 12120000 |  | 12119455 |
|  Highbridge Loan Management Ltd., Series 5A-2015, Class B1R3, 5.43% (3 mo. Term SOFR + 1.53%), 10/15/2030 <sup>(e)</sup> | 7500000 |  | 7506022 |
| Invesco CLO Ltd. | Invesco CLO Ltd. | Invesco CLO Ltd. |  |
| &nbsp;&nbsp; Series 2023-4A, Class D, 9.13% (3 mo. Term SOFR + 5.25%), 01/18/2037 <sup>(e)</sup> | 9250000 |  | 9262256 |
| &nbsp;&nbsp; Series 2024-1RA, Class BR, 6.00% (3 mo. Term SOFR + 2.10%), 04/15/2037 <sup>(e)</sup> | 8000000 |  | 8036032 |
| KKR CLO Trust | KKR CLO Trust | KKR CLO Trust |  |
| &nbsp;&nbsp; Series 15A, Class BR2, 5.43% (3 mo. Term SOFR + 1.55%), 01/18/2032 <sup>(e)</sup> | 3350000 |  | 3353729 |
| &nbsp;&nbsp; Series 20A, Class BR, 5.44% (3 mo. Term SOFR + 1.55%), 10/16/2030 <sup>(e)</sup> | 15000000 |  | 15001995 |
| &nbsp;&nbsp; Series 23A, Class BR, 5.43% (3 mo. Term SOFR + 1.55%), 10/20/2031 <sup>(e)</sup> | 10480000 |  | 10490721 |
| &nbsp;&nbsp; Series 44A, Class A2, 5.93% (3 mo. Term SOFR + 2.05%), 01/20/2036 <sup>(e)</sup> | 3000000 |  | 3003324 |
|  KKR Static CLO Trust, Series 2022-1A, Class AR2, 4.86% (3 mo. Term SOFR + 0.98%), 07/20/2031 <sup>(e)</sup> | 5508653 |  | 5507887 |
| LCM LP | LCM LP | LCM LP |  |
| &nbsp;&nbsp; Series 15A, Class DR, 7.85% (3 mo. Term SOFR + 3.96%), 07/20/2030 <sup>(e)</sup> | 6756791 |  | 6798480 |
| &nbsp;&nbsp; Series 16A, Class BR2, 5.92% (3 mo. Term SOFR + 2.01%), 10/15/2031 <sup>(e)</sup> | 4000000 |  | 4008548 |
| &nbsp;&nbsp; Series 16A, Class CR2, 6.32% (3 mo. Term SOFR + 2.41%), 10/15/2031 <sup>(e)</sup> | 5100000 |  | 5113739 |
| &nbsp;&nbsp; Series 17A, Class BRR, 5.77% (3 mo. Term SOFR + 1.86%), 10/15/2031 <sup>(e)</sup> | 1650000 |  | 1652188 |
| &nbsp;&nbsp; Series 27A, Class C, 6.11% (3 mo. Term SOFR + 2.21%), 07/16/2031 <sup>(e)</sup> | 2700000 |  | 2702786 |
| &nbsp;&nbsp; Series 29A, Class BR, 5.77% (3 mo. Term SOFR + 1.86%), 04/15/2031 <sup>(e)</sup> | 5005000 |  | 5013549 |
|  LCM XIII LP, Series 14A, Class CR, 6.00% (3 mo. Term SOFR + 2.11%), 07/20/2031 <sup>(e)</sup> | 3003084 |  | 3003988 |
| Madison Park Funding Ltd. | Madison Park Funding Ltd. | Madison Park Funding Ltd. |  |
| &nbsp;&nbsp; Series 13A, Class BR2, 5.16% (3 mo. Term SOFR + 1.30%), 11/21/2030 <sup>(e)</sup> | 7000000 |  | 6999706 |
| &nbsp;&nbsp; Series 13A, Class CR2, 5.56% (3 mo. Term SOFR + 1.70%), 11/21/2030 <sup>(e)</sup> | 3853500 |  | 3860363 |
| &nbsp;&nbsp; Series 2015-19A, Class AR3, 5.46% (3 mo. Term SOFR + 1.60%), 01/22/2037 <sup>(e)</sup> | 15250000 |  | 15271075 |
| &nbsp;&nbsp; Series 2015-19A, Class DR3, 8.11% (3 mo. Term SOFR + 4.25%), 01/22/2037 <sup>(e)</sup> | 2100000 |  | 2107827 |
| &nbsp;&nbsp; Series 2016-24A, Class BR2, 5.43% (3 mo. Term SOFR + 1.55%), 10/20/2029 <sup>(e)</sup> | 10634151 |  | 10644658 |
| &nbsp;&nbsp; Series 2016-24A, Class CR2, 5.93% (3 mo. Term SOFR + 2.05%), 10/20/2029 <sup>(e)</sup> | 5250000 |  | 5259403 |
| &nbsp;&nbsp; Series 2018-30A, Class XR, 4.84% (3 mo. Term SOFR + 0.95%), 07/16/2037 <sup>(e)</sup> | 3000000 |  | 3001374 |
| &nbsp;&nbsp; Series 2020-46A, Class B1RR, 5.40% (3 mo. Term SOFR + 1.50%), 10/15/2034 <sup>(e)</sup> | 1750000 |  | 1750623 |
| Magnetite CLO Ltd. | Magnetite CLO Ltd. | Magnetite CLO Ltd. |  |
| &nbsp;&nbsp; Series 2017-19A, Class CRR, 5.63% (3 mo. Term SOFR + 1.75%), 04/17/2034 <sup>(e)</sup> | 10000000 |  | 10013220 |
| &nbsp;&nbsp; Series 2017-19A, Class ERR, 8.98% (3 mo. Term SOFR + 5.10%), 04/17/2034 <sup>(e)</sup> | 4750000 |  | 4661365 |
| &nbsp;&nbsp; Series 2019-23A, Class DR, 7.17% (3 mo. Term SOFR + 3.31%), 01/25/2035 <sup>(e)</sup> | 3700000 |  | 3705539 |
| &nbsp;&nbsp; Series 2019-23A, Class ER, 10.42% (3 mo. Term SOFR + 6.56%), 01/25/2035 <sup>(e)</sup> | 2750000 |  | 2726584 |
| &nbsp;&nbsp; Series 2019-24A, Class DR, 6.95% (3 mo. Term SOFR + 3.05%), 04/15/2035 <sup>(e)</sup> | 3000000 |  | 3002820 |
| &nbsp;&nbsp; Series 2020-27A, Class ERR, 8.68% (3 mo. Term SOFR + 4.75%), 10/20/2038 <sup>(e)</sup> | 4450000 |  | 4390130 |
| &nbsp;&nbsp; Series 2022-32A, Class D2R, 7.83% (3 mo. Term SOFR + 3.65%), 10/15/2037 <sup>(e)</sup> | 3500000 |  | 3504298 |
| &nbsp;&nbsp; Series 2022-35A, Class CR, 6.56% (3 mo. Term SOFR + 2.70%), 10/25/2036 <sup>(e)</sup> | 2000000 |  | 2003228 |
| &nbsp;&nbsp; Series 2023-37A, Class D2R, 7.40% (3 mo. Term SOFR + 3.50%), 10/25/2038 <sup>(e)</sup> | 2500000 |  | 2500000 |
| &nbsp;&nbsp; Series 2023-39A, Class D1R, 6.56% (3 mo. Term SOFR + 2.70%), 01/25/2037 <sup>(e)</sup> | 4000000 |  | 4004064 |
| &nbsp;&nbsp; Series 2025-45A, Class D1, 6.40% (3 mo. Term SOFR + 2.50%), 04/15/2038 <sup>(e)</sup> | 1690000 |  | 1687605 |
| &nbsp;&nbsp; Series 2025-50A, Class D2, 8.21% (3 mo. Term SOFR + 3.90%), 07/25/2038 <sup>(e)</sup> | 1400000 |  | 1407988 |
| &nbsp;&nbsp; Series 2025-51A, Class D2, 7.39% (3 mo. Term SOFR + 3.50%), 10/25/2038 <sup>(e)</sup> | 2750000 |  | 2732136 |
| &nbsp;&nbsp; Series 2025-52A, Class D2, 0.00% (3 mo. Term SOFR + 3.45%), 01/25/2039 <sup>(e)</sup> | 4850000 |  | 4854850 |
|  Marathon CLO Ltd., Series 2021-16A, Class A1JR, 5.38% (3 mo. Term SOFR + 1.48%), 04/15/2034 <sup>(e)</sup> | 8000000 |  | 8004656 |
|  Marble Point CLO, Series 2019-1A, Class A1R2, 4.90% (3 mo. Term SOFR + 1.04%), 07/23/2032 <sup>(e)</sup> | 3620805 |  | 3618727 |
| Neuberger Berman CLO Ltd. | Neuberger Berman CLO Ltd. | Neuberger Berman CLO Ltd. |  |
| &nbsp;&nbsp; Series 2018-27A, Class ER, 10.65% (3 mo. Term SOFR + 6.75%), 07/15/2038 <sup>(e)</sup> | 1500000 |  | 1521000 |
| &nbsp;&nbsp; Series 2019-34A, Class D2R2, 7.98% (3 mo. Term SOFR + 4.10%), 07/20/2039 <sup>(e)</sup> | 1500000 |  | 1509862 |
| &nbsp;&nbsp; Series 2020-39A, Class ER, 11.08% (3 mo. Term SOFR + 7.20%), 04/20/2038 <sup>(e)</sup> | 3625000 |  | 3635973 |
| &nbsp;&nbsp; Series 2021-43A, Class BR, 5.33% (3 mo. Term SOFR + 1.45%), 07/17/2036 <sup>(e)</sup> | 14440000 |  | 14450094 |
| &nbsp;&nbsp; Series 2021-43A, Class DR, 6.53% (3 mo. Term SOFR + 2.65%), 07/17/2036 <sup>(e)</sup> | 5000000 |  | 4990050 |
| &nbsp;&nbsp; Series 2021-45A, Class BR, 5.46% (3 mo. Term SOFR + 1.55%), 10/14/2036 <sup>(e)</sup> | 10000000 |  | 10007410 |
| &nbsp;&nbsp; Series 2021-46A, Class DR, 6.53% (3 mo. Term SOFR + 2.65%), 01/20/2037 <sup>(e)</sup> | 1500000 |  | 1496901 |
| &nbsp;&nbsp; Series 2025-62A, Class D2, 7.47% (3 mo. Term SOFR + 3.60%), 10/17/2039 <sup>(e)</sup> | 4000000 |  | 3974016 |
| Oaktree CLO Ltd. | Oaktree CLO Ltd. | Oaktree CLO Ltd. |  |
| &nbsp;&nbsp; Series 2019-4A, Class BRR, 5.80% (3 mo. Term SOFR + 1.92%), 07/20/2037 <sup>(e)</sup> | 2200000 |  | 2210052 |
| &nbsp;&nbsp; Series 2024-25A, Class B, 5.93% (3 mo. Term SOFR + 2.05%), 04/20/2037 <sup>(e)</sup> | 1000000 |  | 1003864 |
| Octagon Credit Investors LLC | Octagon Credit Investors LLC | Octagon Credit Investors LLC |  |
| &nbsp;&nbsp; Series 2022-1A, Class A1R, 5.60% (3 mo. Term SOFR + 1.75%), 11/16/2036 <sup>(e)</sup> | 25800000 |  | 25800000 |
| &nbsp;&nbsp; Series 2022-1A, Class DR, 8.94% (3 mo. Term SOFR + 5.09%), 11/16/2036 <sup>(e)</sup> | 1000000 |  | 1000000 |
| Octagon Investment Partners Ltd. | Octagon Investment Partners Ltd. | Octagon Investment Partners Ltd. |  |
| &nbsp;&nbsp; Series 2013-1A, Class CR2, 5.82% (3 mo. Term SOFR + 1.96%), 01/25/2031 <sup>(e)</sup> | 1500000 |  | 1500252 |
| &nbsp;&nbsp; Series 2014-1A, Class CR4, 6.10% (3 mo. Term SOFR + 2.25%), 02/14/2031 <sup>(e)</sup> | 5000000 |  | 5008550 |
| &nbsp;&nbsp; Series 2016-1A, Class A2RR, 5.59% (3 mo. Term SOFR + 1.72%), 04/24/2037 <sup>(e)</sup> | 2500000 |  | 2505395 |
| &nbsp;&nbsp; Series 2016-1A, Class B2R, 2.40%, 07/15/2030 <sup>(e)</sup> | 4000000 |  | 3900620 |
| &nbsp;&nbsp; Series 2016-1A, Class CR, 5.97% (3 mo. Term SOFR + 2.06%), 07/15/2030 <sup>(e)</sup> | 6220000 |  | 6223993 |
| &nbsp;&nbsp; Series 2018-3A, Class BR, 5.68% (3 mo. Term SOFR + 1.80%), 10/20/2030 <sup>(e)</sup> | 5000000 |  | 5003330 |
| &nbsp;&nbsp; Series 2019-1A, Class CR, 6.31% (3 mo. Term SOFR + 2.45%), 10/25/2032 <sup>(e)</sup> | 1350000 |  | 1350000 |
| &nbsp;&nbsp; Series 2021-1A, Class BR, 5.38% (3 mo. Term SOFR + 1.50%), 07/20/2034 <sup>(e)</sup> | 14750000 |  | 14743348 |
| Octagon Investment Partners XXII LLC | Octagon Investment Partners XXII LLC | Octagon Investment Partners XXII LLC |  |
| &nbsp;&nbsp; Series 2014-1A, Class CRR, 6.02% (3 mo. Term SOFR + 2.16%), 01/22/2030 <sup>(e)</sup> | 3970000 |  | 3981858 |
| &nbsp;&nbsp; Series 2014-1A, Class DRR, 6.87% (3 mo. Term SOFR + 3.01%), 01/22/2030 <sup>(e)</sup> | 1750000 |  | 1754655 |
| OHA Credit Funding | OHA Credit Funding | OHA Credit Funding |  |
| &nbsp;&nbsp; Series 2018-1A, Class CR, 6.33% (3 mo. Term SOFR + 2.45%), 04/20/2037 <sup>(e)</sup> | 2200000 |  | 2209524 |
| &nbsp;&nbsp; Series 2025-24A, Class D2, 0.00% (3 mo. Term SOFR + 3.50%), 01/20/2039 <sup>(e)</sup> | 3000000 |  | 3003000 |
|  OHA Loan Funding Ltd., Series 2013-1A, Class D1R3, 7.16% (3 mo. Term SOFR + 3.30%), 04/23/2037 <sup>(e)</sup> | 1000000 |  | 1002358 |
|  Palmer Square CLO Ltd., Series 2023-3A, Class C, 6.78% (3 mo. Term SOFR + 2.90%), 01/20/2037 <sup>(e)</sup> | 1750000 |  | 1753763 |
| Palmer Square Loan Funding Ltd. | Palmer Square Loan Funding Ltd. | Palmer Square Loan Funding Ltd. |  |
| &nbsp;&nbsp; Series 2022-4A, Class A2R, 5.17% (3 mo. Term SOFR + 1.30%), 07/24/2031 <sup>(e)</sup> | 2000000 |  | 2000706 |
| &nbsp;&nbsp; Series 2024-3A, Class A2, 5.51% (3 mo. Term SOFR + 1.65%), 08/08/2032 <sup>(e)</sup> | 1750000 |  | 1752515 |
|  Sculptor CLO Ltd., Series 27A, Class B1R, 5.38% (3 mo. Term SOFR + 1.50%), 07/20/2034 <sup>(e)</sup> | 20000000 |  | 19974720 |
|  Sound Point CLO Ltd., Series 2018-1A, Class B2AR, 2.73%, 04/15/2031 <sup>(e)</sup> | 2000000 |  | 1935968 |
|  Southwick Park CLO, Series 2019-4A, Class DRR, 6.58% (3 mo. Term SOFR + 2.70%), 07/20/2032 <sup>(e)</sup> | 2180000 |  | 2173395 |
|  Steele Creek CLO Ltd., Series 2019-1A, Class BRR, 5.65% (3 mo. Term SOFR + 1.75%), 04/15/2032 <sup>(e)</sup> | 10000000 |  | 10010690 |
|  Stratus CLO Ltd., Series 2025-1A, Class B, 5.35% (3 mo. Term SOFR + 1.45%), 07/15/2033 <sup>(e)</sup> | 5000000 |  | 4999770 |
| Symphony CLO Ltd. | Symphony CLO Ltd. | Symphony CLO Ltd. |  |
| &nbsp;&nbsp; Series 2018-20A, Class AR2, 4.99% (3 mo. Term SOFR + 1.10%), 01/16/2032 <sup>(e)</sup> | 3885255 |  | 3888542 |
| &nbsp;&nbsp; Series 2020-23A, Class BR2, 5.25% (3 mo. Term SOFR + 1.35%), 01/15/2034 <sup>(e)</sup> | 8750000 |  | 8733637 |
| Thompson Park CLO Ltd. | Thompson Park CLO Ltd. | Thompson Park CLO Ltd. |  |
| &nbsp;&nbsp; Series 2021-1A, Class B1R, 5.40% (3 mo. Term SOFR + 1.50%), 04/15/2034 <sup>(e)</sup> | 10000000 |  | 9988480 |
| &nbsp;&nbsp; Series 2021-1A, Class DR, 6.60% (3 mo. Term SOFR + 2.70%), 04/15/2034 <sup>(e)</sup> | 5000000 |  | 4992560 |
| &nbsp;&nbsp; Series 2021-1A, Class ER, 8.50% (3 mo. Term SOFR + 4.60%), 04/15/2034 <sup>(e)</sup> | 3250000 |  | 3203954 |
|  Voya CLO Ltd., Series 2021-1A, Class BR, 5.25% (3 mo. Term SOFR + 1.35%), 07/15/2034 <sup>(e)</sup> | 10000000 |  | 9959810 |
|  Wellfleet CLO Ltd., Series 2019-1A, Class A2RR, 5.38% (3 mo. Term SOFR + 1.50%), 07/20/2032 <sup>(e)</sup> | 10000000 |  | 9999530 |
|  Whetstone Park CLO Ltd., Series 2021-1A, Class B2, 2.79%, 01/20/2035 <sup>(e)</sup> | 1400000 |  | 1303252 |
|  Wonder Lake Park CLO Ltd., Series 2025-1A, Class D2, 8.32% (3 mo. Term SOFR + 4.00%), 07/24/2038 <sup>(e)</sup> | 3500000 |  | 3519712 |
|  Zais CLO Ltd., Series 2018-11A, Class A2R, 5.28% (3 mo. Term SOFR + 1.40%), 01/20/2032 <sup>(e)</sup> | 5000000 |  | 5002485 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $945,867,029) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $945,867,029) |  | 945138182 |
| **ASSET-BACKED SECURITIES - 6.6%** | **Par** |  | **Value**  |
| American Credit Acceptance Receivables Trust | American Credit Acceptance Receivables Trust | American Credit Acceptance Receivables Trust |  |
| &nbsp;&nbsp; Series 2022-4, Class D, 8.00%, 02/15/2029 <sup>(e)</sup> | 4138174 |  | 4177741 |
| &nbsp;&nbsp; Series 2023-1, Class C, 5.59%, 04/12/2029 <sup>(e)</sup> | 323963 |  | 324106 |
| &nbsp;&nbsp; Series 2023-2, Class C, 5.96%, 08/13/2029 <sup>(e)</sup> | 1538209 |  | 1540083 |
| &nbsp;&nbsp; Series 2023-3, Class C, 6.44%, 10/12/2029 <sup>(e)</sup> | 3198252 |  | 3214234 |
| &nbsp;&nbsp; Series 2023-4, Class C, 6.99%, 09/12/2030 <sup>(e)</sup> | 5493679 |  | 5539086 |
| &nbsp;&nbsp; Series 2023-4, Class D, 7.65%, 09/12/2030 <sup>(e)</sup> | 7440000 |  | 7691045 |
| &nbsp;&nbsp; Series 2024-1, Class C, 5.63%, 01/14/2030 <sup>(e)</sup> | 3781106 |  | 3799615 |
| &nbsp;&nbsp; Series 2024-2, Class B, 6.10%, 12/13/2027 <sup>(e)</sup> | 1987721 |  | 1989215 |
| &nbsp;&nbsp; Series 2024-2, Class C, 6.24%, 04/12/2030 <sup>(e)</sup> | 4750000 |  | 4793112 |
| &nbsp;&nbsp; Series 2024-2, Class D, 6.53%, 04/12/2030 <sup>(e)</sup> | 7750000 |  | 7919998 |
| &nbsp;&nbsp; Series 2024-3, Class B, 5.66%, 08/14/2028 <sup>(e)</sup> | 8000000 |  | 8019148 |
| &nbsp;&nbsp; Series 2024-3, Class C, 5.73%, 07/12/2030 <sup>(e)</sup> | 6350000 |  | 6415438 |
| &nbsp;&nbsp; Series 2024-3, Class D, 6.04%, 07/12/2030 <sup>(e)</sup> | 4600000 |  | 4697312 |
| &nbsp;&nbsp; Series 2024-4, Class C, 4.91%, 08/12/2031 <sup>(e)</sup> | 2070000 |  | 2079374 |
| &nbsp;&nbsp; Series 2025-1, Class C, 5.09%, 08/12/2031 <sup>(e)</sup> | 11875000 |  | 11962432 |
| &nbsp;&nbsp; Series 2025-3, Class A, 4.73%, 01/12/2029 <sup>(e)</sup> | 12177702 |  | 12205950 |
| &nbsp;&nbsp; Series 2025-3, Class C, 4.95%, 07/12/2032 <sup>(e)</sup> | 5000000 |  | 5028450 |
| &nbsp;&nbsp; Series 2025-4, Class C, 4.83%, 01/13/2031 <sup>(e)</sup> | 5000000 |  | 5018509 |
|  AmeriCredit Automobile Receivables Trust, Series 2024-1, Class A2A, 5.75%, 02/18/2028 | 139237 |  | 139370 |
| CarMax Auto Owner Trust | CarMax Auto Owner Trust | CarMax Auto Owner Trust |  |
| &nbsp;&nbsp; Series 2022-3, Class D, 6.20%, 01/16/2029 | 6265000 |  | 6318875 |
| &nbsp;&nbsp; Series 2024-1, Class B, 5.17%, 08/15/2029 | 4400000 |  | 4475808 |
|  CNH Equipment Trust, Series 2023-B, Class A3, 5.60%, 02/15/2029 | 4105669 |  | 4171674 |
| CPS Auto Trust | CPS Auto Trust | CPS Auto Trust |  |
| &nbsp;&nbsp; Series 2021-D, Class E, 4.06%, 12/15/2028 <sup>(e)</sup> | 10000000 |  | 9938341 |
| &nbsp;&nbsp; Series 2023-A, Class C, 5.54%, 04/16/2029 <sup>(e)</sup> | 821156 |  | 822175 |
| &nbsp;&nbsp; Series 2024-C, Class B, 5.68%, 12/15/2028 <sup>(e)</sup> | 3920000 |  | 3940387 |
| &nbsp;&nbsp; Series 2024-D, Class A, 4.91%, 06/15/2028 <sup>(e)</sup> | 1509847 |  | 1511681 |
| &nbsp;&nbsp; Series 2025-C, Class A, 4.71%, 03/15/2029 <sup>(e)</sup> | 8173665 |  | 8195169 |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing LLC | Enterprise Fleet Financing LLC |  |
| &nbsp;&nbsp; Series 2024-1, Class A2, 5.23%, 03/20/2030 <sup>(e)</sup> | 3865690 |  | 3895583 |
| &nbsp;&nbsp; Series 2024-3, Class A2, 5.31%, 04/20/2027 <sup>(e)</sup> | 1604474 |  | 1612301 |
| &nbsp;&nbsp; Series 2024-3, Class A3, 4.98%, 08/21/2028 <sup>(e)</sup> | 3000000 |  | 3042349 |
| Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust | Exeter Automobile Receivables Trust |  |
| &nbsp;&nbsp; Series 2021-2A, Class D, 1.40%, 04/15/2027 | 374217 |  | 371710 |
| &nbsp;&nbsp; Series 2021-2A, Class E, 2.90%, 07/17/2028 <sup>(e)</sup> | 1500000 |  | 1491893 |
| &nbsp;&nbsp; Series 2021-3A, Class E, 3.04%, 12/15/2028 <sup>(e)</sup> | 11250000 |  | 11163843 |
| &nbsp;&nbsp; Series 2022-2A, Class D, 4.56%, 07/17/2028 | 2208087 |  | 2209742 |
| &nbsp;&nbsp; Series 2022-5A, Class C, 6.51%, 12/15/2027 | 245154 |  | 245362 |
| &nbsp;&nbsp; Series 2022-6A, Class C, 6.32%, 05/15/2028 | 3893396 |  | 3907980 |
| &nbsp;&nbsp; Series 2023-1A, Class D, 6.69%, 06/15/2029 | 2960000 |  | 3009904 |
| &nbsp;&nbsp; Series 2023-4A, Class C, 6.51%, 08/15/2028 | 3650385 |  | 3674170 |
| &nbsp;&nbsp; Series 2023-4A, Class D, 6.95%, 12/17/2029 | 2635000 |  | 2696620 |
| &nbsp;&nbsp; Series 2023-5A, Class B, 6.58%, 04/17/2028 | 1541387 |  | 1545706 |
| &nbsp;&nbsp; Series 2024-1A, Class B, 5.29%, 08/15/2028 | 4497420 |  | 4508716 |
| &nbsp;&nbsp; Series 2024-2A, Class B, 5.61%, 04/17/2028 | 301340 |  | 301690 |
| &nbsp;&nbsp; Series 2024-2A, Class C, 5.74%, 05/15/2029 | 5000000 |  | 5043177 |
| &nbsp;&nbsp; Series 2024-3A, Class A3, 5.65%, 12/15/2027 | 569574 |  | 569935 |
| &nbsp;&nbsp; Series 2024-3A, Class C, 5.70%, 07/16/2029 | 3350000 |  | 3394673 |
| &nbsp;&nbsp; Series 2024-4A, Class A3, 5.28%, 08/15/2030 | 1874047 |  | 1875707 |
| &nbsp;&nbsp; Series 2024-4A, Class B, 5.29%, 08/15/2030 | 1800000 |  | 1807169 |
| &nbsp;&nbsp; Series 2024-4A, Class C, 5.48%, 08/15/2030 | 4400000 |  | 4442696 |
| &nbsp;&nbsp; Series 2024-4A, Class E, 7.65%, 02/17/2032 <sup>(e)</sup> | 2000000 |  | 2107244 |
| &nbsp;&nbsp; Series 2024-5A, Class C, 4.64%, 01/15/2030 | 2520000 |  | 2529866 |
| &nbsp;&nbsp; Series 2024-5A, Class E, 7.22%, 05/17/2032 <sup>(e)</sup> | 5265000 |  | 5426175 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.09%, 05/15/2031 | 7750000 |  | 7851645 |
| &nbsp;&nbsp; Series 2025-3A, Class C, 5.09%, 10/15/2031 | 5000000 |  | 5070122 |
| &nbsp;&nbsp; Series 2025-5A, Class A2, 4.38%, 06/15/2028 | 6500000 |  | 6502466 |
| &nbsp;&nbsp; Series 2025-5A, Class C, 4.68%, 03/15/2032 | 5500000 |  | 5535027 |
|  First Investors Auto Owner Trust, Series 2022-1A, Class C, 3.13%, 05/15/2028 <sup>(e)</sup> | 2501948 |  | 2494206 |
| GLS Auto Receivables Trust | GLS Auto Receivables Trust | GLS Auto Receivables Trust |  |
| &nbsp;&nbsp; Series 2020-3A, Class E, 4.31%, 07/15/2027 <sup>(e)</sup> | 1003957 |  | 1003973 |
| &nbsp;&nbsp; Series 2020-4A, Class E, 3.51%, 10/15/2027 <sup>(e)</sup> | 3523428 |  | 3514831 |
| &nbsp;&nbsp; Series 2021-1A, Class E, 3.14%, 01/18/2028 <sup>(e)</sup> | 2344294 |  | 2342537 |
| &nbsp;&nbsp; Series 2021-2A, Class E, 2.87%, 05/15/2028 <sup>(e)</sup> | 11910000 |  | 11868556 |
| &nbsp;&nbsp; Series 2021-3A, Class E, 3.20%, 10/16/2028 <sup>(e)</sup> | 5700000 |  | 5659568 |
| &nbsp;&nbsp; Series 2021-4A, Class E, 4.43%, 10/16/2028 <sup>(e)</sup> | 10000000 |  | 9961856 |
| &nbsp;&nbsp; Series 2023-1A, Class C, 6.38%, 12/15/2028 <sup>(e)</sup> | 2518732 |  | 2526170 |
| &nbsp;&nbsp; Series 2023-2A, Class C, 5.69%, 03/15/2029 <sup>(e)</sup> | 7893000 |  | 7930875 |
| &nbsp;&nbsp; Series 2023-3A, Class C, 6.01%, 05/15/2029 <sup>(e)</sup> | 8092000 |  | 8171810 |
| &nbsp;&nbsp; Series 2023-4A, Class B, 6.57%, 03/15/2028 <sup>(e)</sup> | 5068200 |  | 5087691 |
| &nbsp;&nbsp; Series 2024-1A, Class B, 5.49%, 07/17/2028 <sup>(e)</sup> | 8227687 |  | 8252787 |
| &nbsp;&nbsp; Series 2024-1A, Class C, 5.64%, 12/17/2029 <sup>(e)</sup> | 3500000 |  | 3542307 |
| &nbsp;&nbsp; Series 2024-2A, Class A3, 5.64%, 01/18/2028 <sup>(e)</sup> | 4717879 |  | 4724070 |
| &nbsp;&nbsp; Series 2024-2A, Class B, 5.77%, 11/15/2028 <sup>(e)</sup> | 10000000 |  | 10074974 |
| &nbsp;&nbsp; Series 2024-2A, Class C, 6.03%, 02/15/2030 <sup>(e)</sup> | 3250000 |  | 3319057 |
| &nbsp;&nbsp; Series 2024-2A, Class D, 6.19%, 02/15/2030 <sup>(e)</sup> | 5000000 |  | 5133514 |
| &nbsp;&nbsp; Series 2024-3A, Class A3, 5.02%, 04/17/2028 <sup>(e)</sup> | 8000000 |  | 8015458 |
| &nbsp;&nbsp; Series 2024-3A, Class B, 5.08%, 01/16/2029 <sup>(e)</sup> | 7137000 |  | 7182444 |
| &nbsp;&nbsp; Series 2024-3A, Class C, 5.21%, 02/18/2031 <sup>(e)</sup> | 3500000 |  | 3543639 |
| &nbsp;&nbsp; Series 2024-4A, Class A3, 4.75%, 07/17/2028 <sup>(e)</sup> | 9750000 |  | 9779371 |
| &nbsp;&nbsp; Series 2024-4A, Class B, 4.89%, 04/16/2029 <sup>(e)</sup> | 10000000 |  | 10062642 |
| &nbsp;&nbsp; Series 2024-4A, Class C, 5.10%, 06/17/2030 <sup>(e)</sup> | 5000000 |  | 5058283 |
| &nbsp;&nbsp; Series 2024-4A, Class E, 7.51%, 08/15/2031 <sup>(e)</sup> | 5000000 |  | 5196355 |
| &nbsp;&nbsp; Series 2025-4A, Class A2, 4.37%, 10/16/2028 <sup>(e)</sup> | 5000000 |  | 5004331 |
| &nbsp;&nbsp; Series 2025-4A, Class C, 4.74%, 08/15/2031 <sup>(e)</sup> | 7000000 |  | 7038987 |
| GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust | GLS Auto Select Receivables Trust |  |
| &nbsp;&nbsp; Series 2024-4A, Class B, 4.50%, 11/15/2030 <sup>(e)</sup> | 3380000 |  | 3398805 |
| &nbsp;&nbsp; Series 2024-4A, Class C, 4.75%, 11/15/2030 <sup>(e)</sup> | 3700000 |  | 3737355 |
|  NextGear Floorplan Master Trust, Series 2024-1A, Class A2, 5.12%, 03/15/2029 <sup>(e)</sup> | 10000000 |  | 10141851 |
|  OneMain Direct Auto Receivables Trust, Series 2025-1A, Class A, 5.36%, 04/16/2035 <sup>(e)</sup> | 7500000 |  | 7821307 |
| Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. | Santander Consumer USA Holdings, Inc. |  |
| &nbsp;&nbsp; Series 2022-2, Class C, 3.76%, 07/16/2029 | 4005244 |  | 3996640 |
| &nbsp;&nbsp; Series 2023-4, Class A3, 5.73%, 04/17/2028 | 3450877 |  | 3456748 |
| &nbsp;&nbsp; Series 2023-4, Class B, 5.77%, 12/15/2028 | 4574000 |  | 4619794 |
| &nbsp;&nbsp; Series 2023-5, Class B, 6.16%, 12/17/2029 | 4500000 |  | 4564533 |
| &nbsp;&nbsp; Series 2023-6, Class A3, 5.93%, 07/17/2028 | 4407309 |  | 4424848 |
| &nbsp;&nbsp; Series 2023-6, Class C, 6.40%, 03/17/2031 | 5000000 |  | 5177371 |
| &nbsp;&nbsp; Series 2024-1, Class C, 5.45%, 03/15/2030 | 1000000 |  | 1012323 |
| &nbsp;&nbsp; Series 2024-2, Class B, 5.78%, 07/16/2029 | 10000000 |  | 10129160 |
| &nbsp;&nbsp; Series 2024-3, Class B, 5.55%, 09/17/2029 | 8600000 |  | 8708645 |
| &nbsp;&nbsp; Series 2024-3, Class C, 5.64%, 08/15/2030 | 3500000 |  | 3565330 |
| &nbsp;&nbsp; Series 2024-4, Class C, 4.95%, 04/15/2030 | 6500000 |  | 6548896 |
| &nbsp;&nbsp; Series 2024-5, Class A2, 4.88%, 09/15/2027 | 630636 |  | 630898 |
| &nbsp;&nbsp; Series 2024-5, Class C, 4.78%, 01/15/2031 | 5290000 |  | 5333635 |
| &nbsp;&nbsp; Series 2025-1, Class C, 5.04%, 03/17/2031 | 7000000 |  | 7097201 |
| &nbsp;&nbsp; Series 2025-3, Class A2, 4.63%, 10/16/2028 | 17030335 |  | 17069252 |
| &nbsp;&nbsp; Series 2025-4, Class A2, 4.28%, 01/15/2029 | 9000000 |  | 9015012 |
| Santander Consumer USA, Inc. | Santander Consumer USA, Inc. | Santander Consumer USA, Inc. |  |
| &nbsp;&nbsp; Series 2022-5, Class C, 4.74%, 10/16/2028 | 2482945 |  | 2484599 |
| &nbsp;&nbsp; Series 2022-6, Class D, 5.69%, 02/18/2031 | 9505000 |  | 9575658 |
| &nbsp;&nbsp; Series 2022-7, Class B, 5.95%, 01/17/2028 | 3187006 |  | 3191808 |
| &nbsp;&nbsp; Series 2022-7, Class C, 6.69%, 03/17/2031 | 9695000 |  | 9897342 |
| &nbsp;&nbsp; Series 2023-1, Class C, 5.09%, 05/15/2030 | 9595781 |  | 9657778 |
| &nbsp;&nbsp; Series 2023-2, Class B, 5.24%, 05/15/2028 | 581639 |  | 582874 |
| &nbsp;&nbsp; Series 2023-2, Class C, 5.47%, 12/16/2030 | 5000000 |  | 5089729 |
| &nbsp;&nbsp; Series 2024-1, Class A3, 5.35%, 02/15/2028 | 433099 |  | 433311 |
| &nbsp;&nbsp; Series 2024-1, Class B, 5.31%, 01/16/2029 | 8965000 |  | 9004668 |
| &nbsp;&nbsp; Series 2024-2, Class C, 4.67%, 05/17/2032 | 3750000 |  | 3771367 |
| &nbsp;&nbsp; Series 2025-2, Class A2, 4.29%, 10/16/2028 | 8000000 |  | 8005007 |
|  SBNA Auto Receivables Trust, Series 2024-A, Class A3, 5.32%, 12/15/2028 <sup>(e)</sup> | 3114880 |  | 3126413 |
| Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust | Westlake Automobile Receivables Trust |  |
| &nbsp;&nbsp; Series 2022-2A, Class D, 5.48%, 09/15/2027 <sup>(e)</sup> | 8791116 |  | 8814999 |
| &nbsp;&nbsp; Series 2022-3A, Class C, 6.44%, 12/15/2027 <sup>(e)</sup> | 2224620 |  | 2231867 |
| &nbsp;&nbsp; Series 2023-1A, Class C, 5.74%, 08/15/2028 <sup>(e)</sup> | 5688992 |  | 5716148 |
| &nbsp;&nbsp; Series 2023-1A, Class D, 6.79%, 11/15/2028 <sup>(e)</sup> | 1485000 |  | 1519382 |
| &nbsp;&nbsp; Series 2023-2A, Class C, 6.29%, 03/15/2028 <sup>(e)</sup> | 8563117 |  | 8592688 |
| &nbsp;&nbsp; Series 2023-3A, Class A3, 5.82%, 05/17/2027 <sup>(e)</sup> | 73913 |  | 73970 |
| &nbsp;&nbsp; Series 2023-3A, Class B, 5.92%, 09/15/2028 <sup>(e)</sup> | 2818000 |  | 2826068 |
| &nbsp;&nbsp; Series 2023-3A, Class C, 6.02%, 09/15/2028 <sup>(e)</sup> | 6350000 |  | 6424491 |
| &nbsp;&nbsp; Series 2023-4A, Class C, 6.64%, 11/15/2028 <sup>(e)</sup> | 8060000 |  | 8233375 |
| &nbsp;&nbsp; Series 2024-1A, Class A3, 5.44%, 05/17/2027 <sup>(e)</sup> | 2865887 |  | 2868718 |
| &nbsp;&nbsp; Series 2024-1A, Class B, 5.55%, 11/15/2027 <sup>(e)</sup> | 10669000 |  | 10723411 |
| &nbsp;&nbsp; Series 2024-1A, Class C, 5.65%, 02/15/2029 <sup>(e)</sup> | 6330000 |  | 6392742 |
| &nbsp;&nbsp; Series 2024-2A, Class B, 5.62%, 03/15/2030 <sup>(e)</sup> | 7000000 |  | 7069267 |
| &nbsp;&nbsp; Series 2024-2A, Class C, 5.68%, 03/15/2030 <sup>(e)</sup> | 5000000 |  | 5081290 |
| &nbsp;&nbsp; Series 2024-3A, Class C, 4.92%, 11/15/2029 <sup>(e)</sup> | 5000000 |  | 5035726 |
| &nbsp;&nbsp; Series 2025-1A, Class C, 5.14%, 10/15/2030 <sup>(e)</sup> | 6500000 |  | 6571115 |
| World Omni Select Auto Trust | World Omni Select Auto Trust | World Omni Select Auto Trust |  |
| &nbsp;&nbsp; Series 2024-A, Class A2A, 5.37%, 02/15/2028 | 374026 |  | 374416 |
| &nbsp;&nbsp; Series 2024-A, Class A3, 4.98%, 02/15/2030 | 2000000 |  | 2010523 |
| **TOTAL ASSET-BACKED SECURITIES** (Cost $658,893,414) | **TOTAL ASSET-BACKED SECURITIES** (Cost $658,893,414) |  | 664082445 |
| **AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES - 5.1%** | **Par** |  | **Value**  |
|  California Housing Finance Agency, Series 2021-2, Class X, 0.83%, 03/25/2035 <sup>(g)</sup> | 30642227 |  | 1202707 |
|  Fannie Mae Pool, Pool AN8088, 3.33%, 01/01/2038 | 10731000 |  | 9341809 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp; Pool WA3427, 3.33%, 07/01/2041 | 3879220 |  | 3349044 |
| &nbsp;&nbsp; Pool WA3428, 3.05%, 11/01/2041 | 3315968 |  | 2761902 |
| &nbsp;&nbsp; Series K120, Class X1, 1.12%, 10/25/2030 <sup>(c)(g)</sup> | 199512398 |  | 8056710 |
| &nbsp;&nbsp; Series K123, Class X1, 0.85%, 12/25/2030 <sup>(c)(g)</sup> | 78080267 |  | 2451642 |
| &nbsp;&nbsp; Series K-1518, Class X1, 0.95%, 10/25/2035 <sup>(c)(g)</sup> | 59371316 |  | 3534327 |
| &nbsp;&nbsp; Series K-1520, Class X1, 0.58%, 02/25/2036 <sup>(c)(g)</sup> | 49439190 |  | 1677932 |
| &nbsp;&nbsp; Series K-167, Class X1, 0.33%, 10/25/2034 <sup>(c)(g)</sup> | 398659409 |  | 6375760 |
| &nbsp;&nbsp; Series K-172, Class X1, 0.33%, 08/25/2035 <sup>(c)(g)</sup> | 331990805 |  | 5398967 |
| &nbsp;&nbsp; Series K538, Class X1, 0.73%, 01/25/2030 <sup>(c)(g)</sup> | 148472208 |  | 3251007 |
| &nbsp;&nbsp; Series K540, Class X1, 0.62%, 02/25/2030 <sup>(c)(g)</sup> | 687874769 |  | 12622915 |
| &nbsp;&nbsp; Series K545, Class X1, 0.32%, 07/25/2030 <sup>(c)(g)</sup> | 663028920 |  | 5846921 |
| &nbsp;&nbsp; Series K546, Class X1, 1.06%, 05/25/2030 <sup>(c)(g)</sup> | 41425071 |  | 1474571 |
| &nbsp;&nbsp; Series K547, Class X1, 0.58%, 05/25/2030 <sup>(c)(g)</sup> | 153978000 |  | 2670394 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| &nbsp;&nbsp; Pool AN8580, 3.51%, 04/01/2038 | 3300000 |  | 3017098 |
| &nbsp;&nbsp; Pool BL8418, 1.71%, 09/01/2035 | 16305000 |  | 12999465 |
| &nbsp;&nbsp; Pool BS1785, 2.32%, 04/01/2036 | 20083000 |  | 16863563 |
| &nbsp;&nbsp; Pool BS1824, 2.59%, 04/01/2041 | 7890000 |  | 6032688 |
| &nbsp;&nbsp; Pool BS3782, 2.44%, 11/01/2046 | 14750000 |  | 9830571 |
| &nbsp;&nbsp; Pool BZ0164, 2.80%, 06/01/2041 | 1734321 |  | 1388357 |
| &nbsp;&nbsp; Series 2020-M13, Class X3, 1.23%, 12/25/2049 <sup>(c)(g)</sup> | 131156182 |  | 8174178 |
| Freddie Mac Multiclass Certificates Series | Freddie Mac Multiclass Certificates Series | Freddie Mac Multiclass Certificates Series |  |
| &nbsp;&nbsp; Series 2020-RR09, Class CX, 2.68%, 08/27/2029 <sup>(c)(g)</sup> | 42360000 |  | 2551008 |
| &nbsp;&nbsp; Series 2021-RR17, Class X, 2.04%, 08/27/2027 <sup>(c)(g)</sup> | 70015000 |  | 1311423 |
| Freddie Mac Multifamily ML Certificates | Freddie Mac Multifamily ML Certificates | Freddie Mac Multifamily ML Certificates |  |
| &nbsp;&nbsp; Series 2019-ML06, Class XUS, 1.13%, 06/25/2037 <sup>(c)(e)(g)</sup> | 10288413 |  | 704345 |
| &nbsp;&nbsp; Series 2020-ML07, Class XUS, 2.00%, 10/25/2036 <sup>(c)(e)(g)</sup> | 23910165 |  | 2972990 |
| &nbsp;&nbsp; Series 2021-ML08, Class XUS, 1.85%, 07/25/2037 <sup>(g)</sup> | 31586971 |  | 3671669 |
| &nbsp;&nbsp; Series 2021-ML09, Class XUS, 1.55%, 02/25/2040 <sup>(c)(e)(g)</sup> | 42475319 |  | 4551230 |
| &nbsp;&nbsp; Series 2021-ML10, Class XUS, 2.06%, 01/25/2038 <sup>(c)(e)(g)</sup> | 13724175 |  | 1927835 |
| &nbsp;&nbsp; Series 2021-ML10, Class XUS, 1.52%, 06/25/2038 <sup>(c)(e)(g)</sup> | 38115285 |  | 4027261 |
| &nbsp;&nbsp; Series 2021-ML11, Class XUS, 0.77%, 03/25/2038 <sup>(e)(g)</sup> | 32861461 |  | 1579650 |
| &nbsp;&nbsp; Series 2021-ML12, Class XUS, 1.31%, 07/25/2041 <sup>(c)(e)(g)</sup> | 17460775 |  | 1556453 |
| Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates | Freddie Mac Multifamily Structured Pass Through Certificates |  |
| &nbsp;&nbsp; Series K061, Class XAM, 0.19%, 11/25/2026 <sup>(c)(g)</sup> | 72512000 |  | 81235 |
| &nbsp;&nbsp; Series K062, Class XAM, 0.31%, 12/25/2026 <sup>(c)(g)</sup> | 79423000 |  | 177876 |
| &nbsp;&nbsp; Series K063, Class X1, 0.39%, 01/25/2027 <sup>(c)(g)</sup> | 342255187 |  | 943324 |
| &nbsp;&nbsp; Series K064, Class X1, 0.72%, 03/25/2027 <sup>(c)(g)</sup> | 115641337 |  | 683059 |
| &nbsp;&nbsp; Series K065, Class XAM, 0.70%, 05/25/2027 <sup>(c)(g)</sup> | 57193000 |  | 459975 |
| &nbsp;&nbsp; Series K066, Class X1, 0.86%, 06/25/2027 <sup>(c)(g)</sup> | 29135213 |  | 243183 |
| &nbsp;&nbsp; Series K067, Class X1, 0.70%, 07/25/2027 <sup>(c)(g)</sup> | 38023335 |  | 278665 |
| &nbsp;&nbsp; Series K068, Class X1, 0.54%, 08/25/2027 <sup>(c)(g)</sup> | 96043652 |  | 565880 |
| &nbsp;&nbsp; Series K069, Class X1, 0.47%, 09/25/2027 <sup>(c)(g)</sup> | 27150220 |  | 145656 |
| &nbsp;&nbsp; Series K073, Class X1, 0.43%, 01/25/2028 <sup>(c)(g)</sup> | 143458463 |  | 838974 |
| &nbsp;&nbsp; Series K073, Class XAM, 0.33%, 01/25/2028 <sup>(c)(g)</sup> | 54203000 |  | 243740 |
| &nbsp;&nbsp; Series K080, Class X1, 0.26%, 07/25/2028 <sup>(c)(g)</sup> | 410073872 |  | 1500214 |
| &nbsp;&nbsp; Series K081, Class X1, 0.22%, 08/25/2028 <sup>(c)(g)</sup> | 148433872 |  | 407911 |
| &nbsp;&nbsp; Series K084, Class X1, 0.33%, 10/25/2028 <sup>(c)(g)</sup> | 325992458 |  | 1851116 |
| &nbsp;&nbsp; Series K089, Class XAM, 0.60%, 01/25/2029 <sup>(c)(g)</sup> | 53965000 |  | 804521 |
| &nbsp;&nbsp; Series K090, Class XAM, 0.77%, 03/25/2029 <sup>(c)(g)</sup> | 50517000 |  | 1037114 |
| &nbsp;&nbsp; Series K091, Class XAM, 0.64%, 03/25/2029 <sup>(c)(g)</sup> | 53659000 |  | 906118 |
| &nbsp;&nbsp; Series K093, Class X1, 1.08%, 05/25/2029 <sup>(c)(g)</sup> | 67029590 |  | 1826060 |
| &nbsp;&nbsp; Series K094, Class X1, 1.01%, 06/25/2029 <sup>(c)(g)</sup> | 200914498 |  | 5324897 |
| &nbsp;&nbsp; Series K095, Class X1, 1.07%, 06/25/2029 <sup>(c)(g)</sup> | 44228102 |  | 1254787 |
| &nbsp;&nbsp; Series K097, Class X1, 1.21%, 07/25/2029 <sup>(c)(g)</sup> | 70533304 |  | 2356052 |
| &nbsp;&nbsp; Series K097, Class XAM, 1.48%, 09/25/2051 <sup>(c)(g)</sup> | 66115000 |  | 3019551 |
| &nbsp;&nbsp; Series K098, Class X1, 1.26%, 08/25/2029 <sup>(c)(g)</sup> | 76963812 |  | 2769027 |
| &nbsp;&nbsp; Series K098, Class XAM, 1.52%, 08/25/2029 <sup>(c)(g)</sup> | 24691000 |  | 1147872 |
| &nbsp;&nbsp; Series K099, Class X1, 0.99%, 09/25/2029 <sup>(c)(g)</sup> | 203495525 |  | 5691322 |
| &nbsp;&nbsp; Series K100, Class XAM, 1.03%, 09/25/2029 <sup>(c)(g)</sup> | 62086000 |  | 2046764 |
| &nbsp;&nbsp; Series K101, Class XAM, 1.21%, 10/25/2029 <sup>(c)(g)</sup> | 65686000 |  | 2568684 |
| &nbsp;&nbsp; Series K102, Class X1, 0.94%, 10/25/2029 <sup>(c)(g)</sup> | 169374335 |  | 4564875 |
| &nbsp;&nbsp; Series K103, Class X1, 0.75%, 11/25/2029 <sup>(c)(g)</sup> | 280037390 |  | 6130215 |
| &nbsp;&nbsp; Series K105, Class X1, 1.64%, 01/25/2030 <sup>(c)(g)</sup> | 60886251 |  | 3233030 |
| &nbsp;&nbsp; Series K105, Class XAM, 1.89%, 01/25/2030 <sup>(c)(g)</sup> | 64122000 |  | 4243273 |
| &nbsp;&nbsp; Series K107, Class X1, 1.70%, 01/25/2030 <sup>(c)(g)</sup> | 45237466 |  | 2515058 |
| &nbsp;&nbsp; Series K107, Class XAM, 1.67%, 02/25/2030 <sup>(c)(g)</sup> | 118898000 |  | 6953987 |
| &nbsp;&nbsp; Series K108, Class X1, 1.81%, 03/25/2030 <sup>(c)(g)</sup> | 154827783 |  | 9456355 |
| &nbsp;&nbsp; Series K108, Class XAM, 1.78%, 03/25/2030 <sup>(c)(g)</sup> | 70601000 |  | 4558551 |
| &nbsp;&nbsp; Series K110, Class X1, 1.75%, 04/25/2030 <sup>(c)(g)</sup> | 35692005 |  | 2092094 |
| &nbsp;&nbsp; Series K111, Class X1, 1.67%, 05/25/2030 <sup>(c)(g)</sup> | 107274093 |  | 6297397 |
| &nbsp;&nbsp; Series K112, Class X1, 1.53%, 05/25/2030 <sup>(c)(g)</sup> | 150642351 |  | 8018527 |
| &nbsp;&nbsp; Series K112, Class XAM, 1.77%, 05/25/2030 <sup>(c)(g)</sup> | 44272000 |  | 2962421 |
| &nbsp;&nbsp; Series K113, Class X1, 1.47%, 06/25/2030 <sup>(c)(g)</sup> | 148897308 |  | 7642556 |
| &nbsp;&nbsp; Series K114, Class X1, 1.21%, 06/25/2030 <sup>(c)(g)</sup> | 140411644 |  | 6025007 |
| &nbsp;&nbsp; Series K114, Class XAM, 1.44%, 06/25/2030 <sup>(c)(g)</sup> | 54977000 |  | 3000342 |
| &nbsp;&nbsp; Series K115, Class X1, 1.42%, 06/25/2030 <sup>(c)(g)</sup> | 60487010 |  | 3055622 |
| &nbsp;&nbsp; Series K115, Class XAM, 1.65%, 07/25/2030 <sup>(c)(g)</sup> | 40865759 |  | 2592295 |
| &nbsp;&nbsp; Series K116, Class X1, 1.51%, 07/25/2030 <sup>(c)(g)</sup> | 106879128 |  | 5644875 |
| &nbsp;&nbsp; Series K116, Class XAM, 1.70%, 08/25/2030 <sup>(c)(g)</sup> | 23000000 |  | 1531202 |
| &nbsp;&nbsp; Series K118, Class X1, 1.04%, 09/25/2030 <sup>(c)(g)</sup> | 160071022 |  | 6073159 |
| &nbsp;&nbsp; Series K118, Class XAM, 1.26%, 09/25/2030 <sup>(c)(g)</sup> | 35916184 |  | 1802777 |
| &nbsp;&nbsp; Series K119, Class XAM, 1.23%, 10/25/2030 <sup>(c)(g)</sup> | 51000000 |  | 2489983 |
| &nbsp;&nbsp; Series K121, Class X1, 1.11%, 10/25/2030 <sup>(c)(g)</sup> | 48165363 |  | 1915864 |
| &nbsp;&nbsp; Series K121, Class XAM, 1.29%, 11/25/2030 <sup>(c)(g)</sup> | 70786000 |  | 3733693 |
| &nbsp;&nbsp; Series K122, Class X1, 0.96%, 11/25/2030 <sup>(c)(g)</sup> | 236241087 |  | 8438343 |
| &nbsp;&nbsp; Series K122, Class XAM, 1.17%, 11/25/2030 <sup>(c)(g)</sup> | 35211000 |  | 1691311 |
| &nbsp;&nbsp; Series K123, Class XAM, 1.07%, 12/25/2030 <sup>(c)(g)</sup> | 108000000 |  | 4722980 |
| &nbsp;&nbsp; Series K124, Class XAM, 1.03%, 01/25/2031 <sup>(c)(g)</sup> | 89626000 |  | 3813058 |
| &nbsp;&nbsp; Series K125, Class X1, 0.67%, 01/25/2031 <sup>(c)(g)</sup> | 320390504 |  | 7820924 |
| &nbsp;&nbsp; Series K125, Class XAM, 0.87%, 01/25/2031 <sup>(c)(g)</sup> | 103992000 |  | 3772258 |
| &nbsp;&nbsp; Series K127, Class XAM, 0.59%, 02/25/2031 <sup>(c)(g)</sup> | 186332000 |  | 4311182 |
| &nbsp;&nbsp; Series K128, Class X1, 0.61%, 03/25/2031 <sup>(c)(g)</sup> | 196967561 |  | 4348965 |
| &nbsp;&nbsp; Series K128, Class XAM, 0.83%, 03/25/2031 <sup>(c)(g)</sup> | 37700000 |  | 1326870 |
| &nbsp;&nbsp; Series K129, Class XAM, 1.32%, 05/25/2031 <sup>(c)(g)</sup> | 31700000 |  | 1829851 |
| &nbsp;&nbsp; Series K130, Class X1, 1.14%, 06/25/2031 <sup>(c)(g)</sup> | 142195969 |  | 6706047 |
| &nbsp;&nbsp; Series K130, Class XAM, 1.32%, 07/25/2031 <sup>(c)(g)</sup> | 43372188 |  | 2618284 |
| &nbsp;&nbsp; Series K131, Class X1, 0.83%, 07/25/2031 <sup>(c)(g)</sup> | 143711105 |  | 5018765 |
| &nbsp;&nbsp; Series K138, Class XAM, 0.79%, 01/25/2032 <sup>(c)(g)</sup> | 195000000 |  | 7384806 |
| &nbsp;&nbsp; Series K141, Class X1, 0.41%, 02/25/2032 <sup>(c)(g)</sup> | 208455196 |  | 3694618 |
| &nbsp;&nbsp; Series K141, Class XAM, 0.43%, 02/25/2032 <sup>(c)(g)</sup> | 195000000 |  | 3733353 |
| &nbsp;&nbsp; Series K145, Class X1, 0.43%, 05/25/2032 <sup>(c)(g)</sup> | 103934724 |  | 2008403 |
| &nbsp;&nbsp; Series K149, Class X1, 0.40%, 08/25/2032 <sup>(c)(g)</sup> | 517947271 |  | 9358737 |
| &nbsp;&nbsp; Series K1511, Class X1, 0.93%, 03/25/2034 <sup>(c)(g)</sup> | 128847986 |  | 5867647 |
| &nbsp;&nbsp; Series K1512, Class X1, 1.05%, 04/25/2034 <sup>(c)(g)</sup> | 46768337 |  | 2393870 |
| &nbsp;&nbsp; Series K1513, Class X1, 0.98%, 08/25/2034 <sup>(c)(g)</sup> | 99975323 |  | 5094772 |
| &nbsp;&nbsp; Series K1514, Class X1, 0.70%, 10/25/2034 <sup>(c)(g)</sup> | 79970642 |  | 3094000 |
| &nbsp;&nbsp; Series K1515, Class X1, 1.63%, 02/25/2035 <sup>(c)(g)</sup> | 89928737 |  | 8856704 |
| &nbsp;&nbsp; Series K1516, Class X1, 1.62%, 05/25/2035 <sup>(c)(g)</sup> | 41126921 |  | 4439055 |
| &nbsp;&nbsp; Series K1517, Class X1, 1.44%, 07/25/2035 <sup>(c)(g)</sup> | 88790576 |  | 8164746 |
| &nbsp;&nbsp; Series K152, Class X1, 1.09%, 01/25/2031 <sup>(c)(g)</sup> | 27797562 |  | 1024032 |
| &nbsp;&nbsp; Series K1521, Class X1, 1.09%, 08/25/2036 <sup>(c)(g)</sup> | 94812674 |  | 7211101 |
| &nbsp;&nbsp; Series K155, Class X1, 0.26%, 04/25/2033 <sup>(c)(g)</sup> | 239242543 |  | 2160528 |
| &nbsp;&nbsp; Series K155, Class X1, 0.42%, 04/25/2033 <sup>(c)(g)</sup> | 255057461 |  | 5011446 |
| &nbsp;&nbsp; Series K160, Class X1, 0.38%, 08/25/2033 <sup>(c)(g)</sup> | 253970992 |  | 4444238 |
| &nbsp;&nbsp; Series K164, Class X1, 0.47%, 05/25/2034 <sup>(c)(g)</sup> | 357011308 |  | 8582123 |
| &nbsp;&nbsp; Series K165, Class X1, 0.79%, 09/25/2034 <sup>(c)(g)</sup> | 304806699 |  | 14023669 |
| &nbsp;&nbsp; Series K169, Class X1, 0.43%, 12/25/2034 <sup>(c)(g)</sup> | 198868451 |  | 4510078 |
| &nbsp;&nbsp; Series K513, Class X1, 0.88%, 12/25/2028 <sup>(c)(g)</sup> | 107755495 |  | 2088937 |
| &nbsp;&nbsp; Series K522, Class X1, 0.60%, 05/25/2029 <sup>(c)(g)</sup> | 122916257 |  | 1704640 |
| &nbsp;&nbsp; Series K528, Class X1, 1.01%, 07/25/2029 <sup>(c)(g)</sup> | 100000000 |  | 2798650 |
| &nbsp;&nbsp; Series K529, Class X1, 0.58%, 09/25/2029 <sup>(c)(g)</sup> | 250000000 |  | 3825575 |
| &nbsp;&nbsp; Series K734, Class X1, 0.88%, 02/25/2026 <sup>(c)(g)</sup> | 17566060 |  | 13675 |
| &nbsp;&nbsp; Series K735, Class X1, 1.10%, 05/25/2026 <sup>(c)(g)</sup> | 45200376 |  | 129264 |
| &nbsp;&nbsp; Series K735, Class XAM, 1.50%, 05/25/2026 <sup>(c)(g)</sup> | 70547000 |  | 410682 |
| &nbsp;&nbsp; Series K737, Class XAM, 1.14%, 10/25/2026 <sup>(c)(g)</sup> | 20050000 |  | 169092 |
| &nbsp;&nbsp; Series K738, Class XAM, 1.49%, 03/25/2027 <sup>(c)(g)</sup> | 24099000 |  | 378463 |
| &nbsp;&nbsp; Series K739, Class XAM, 1.66%, 09/25/2027 <sup>(c)(g)</sup> | 32621072 |  | 728275 |
| &nbsp;&nbsp; Series K742, Class XAM, 1.02%, 04/25/2028 <sup>(c)(g)</sup> | 89849000 |  | 2029096 |
| &nbsp;&nbsp; Series K743, Class XAM, 1.39%, 05/25/2028 <sup>(c)(g)</sup> | 99488000 |  | 2923057 |
| &nbsp;&nbsp; Series K744, Class X1, 0.96%, 07/25/2028 <sup>(c)(g)</sup> | 111400232 |  | 2091071 |
| &nbsp;&nbsp; Series K744, Class XAM, 1.33%, 07/25/2028 <sup>(c)(g)</sup> | 122906000 |  | 3480428 |
| &nbsp;&nbsp; Series K747, Class XAM, 0.48%, 12/25/2028 <sup>(c)(g)</sup> | 160000000 |  | 1724848 |
| &nbsp;&nbsp; Series K748, Class XAM, 0.64%, 01/25/2029 <sup>(c)(g)</sup> | 175000000 |  | 2811918 |
| &nbsp;&nbsp; Series K757, Class X1, 0.90%, 08/25/2031 <sup>(c)(g)</sup> | 213757900 |  | 7797867 |
| &nbsp;&nbsp; Series KG02, Class X1, 1.14%, 08/25/2029 <sup>(c)(g)</sup> | 31192387 |  | 890081 |
| &nbsp;&nbsp; Series KG03, Class X1, 1.47%, 06/25/2030 <sup>(c)(g)</sup> | 15172585 |  | 759391 |
| &nbsp;&nbsp; Series KG04, Class X1, 0.93%, 11/25/2030 <sup>(c)(g)</sup> | 109701020 |  | 3704077 |
| &nbsp;&nbsp; Series KW03, Class X1, 0.90%, 06/25/2027 <sup>(c)(g)</sup> | 12383305 |  | 104885 |
| &nbsp;&nbsp; Series KW06, Class X1, 0.30%, 06/25/2028 <sup>(c)(g)</sup> | 423672403 |  | 1529330 |
| &nbsp;&nbsp; Series KW09, Class X1, 0.92%, 05/25/2029 <sup>(c)(g)</sup> | 58579910 |  | 1136087 |
|  FREMF Mortgage Trust, Series K549, Class X1, 0.11%, 09/25/2030 <sup>(c)(g)</sup> | 542699039 |  | 3845945 |
| **TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $532,779,516) | **TOTAL AGENCY COMMERCIAL MORTGAGE BACKED SECURITIES** (Cost $532,779,516) |  | 513435225 |
| **NON-AGENCY RESIDENTIAL MORTGAGE BACKED SECURITIES - 4.6%** | **Par** |  | **Value**  |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust |  |
| &nbsp;&nbsp; Series 2005-10, Class 4A1, 5.87%, 01/25/2036 <sup>(c)</sup> | 4261396 |  | 3033275 |
| &nbsp;&nbsp; Series 2005-3, Class 2A1, 4.71%, 07/25/2035 <sup>(c)</sup> | 169324 |  | 157883 |
| &nbsp;&nbsp; Series 2006-2, Class 1A1, 4.73%, 05/25/2036 <sup>(c)</sup> | 579380 |  | 501850 |
|  American Home Mortgage Investment Trust, Series 2006-2, Class 3A5, 6.75%, 06/25/2036 <sup>(h)</sup> | 2747648 |  | 381561 |
| Banc of America Alternative Loan Trust | Banc of America Alternative Loan Trust | Banc of America Alternative Loan Trust |  |
| &nbsp;&nbsp; Series 2005-11, Class 4A5, 5.75%, 12/25/2035 | 534361 |  | 480911 |
| &nbsp;&nbsp; Series 2005-11, Class 4A6, 5.75%, 12/25/2035 | 87114 |  | 78401 |
| &nbsp;&nbsp; Series 2006-2, Class 4CB1, 6.50%, 03/25/2036 | 1457104 |  | 1269239 |
| &nbsp;&nbsp; Series 2006-4, Class 3CB4, 6.00%, 05/25/2046 | 650011 |  | 610984 |
| &nbsp;&nbsp; Series 2006-4, Class 4CB1, 6.50%, 05/25/2046 | 336967 |  | 321236 |
| &nbsp;&nbsp; Series 2006-4, Class 5CB1, 6.50%, 05/25/2046 | 1700132 |  | 1531731 |
| &nbsp;&nbsp; Series 2006-5, Class CB17, 6.00%, 06/25/2046 | 192301 |  | 170924 |
| &nbsp;&nbsp; Series 2006-6, Class CB5, 6.00%, 07/25/2046 | 797784 |  | 707910 |
| &nbsp;&nbsp; Series 2006-9, Class 1CB1, 6.00%, 01/25/2037 | 124432 |  | 113830 |
| &nbsp;&nbsp; Series 2006-9, Class A2, 4.51% (1 mo. Term SOFR + 0.51%), 01/25/2037 | 621175 |  | 510651 |
| Banc of America Funding Corp. | Banc of America Funding Corp. | Banc of America Funding Corp. |  |
| &nbsp;&nbsp; Series 2003-3, Class 1A7, 5.50%, 10/25/2033 | 119765 |  | 120269 |
| &nbsp;&nbsp; Series 2004-1, Class 2A1, 6.00%, 02/25/2034 | 336265 |  | 340032 |
| &nbsp;&nbsp; Series 2004-1, Class 4A1, 6.00%, 03/25/2034 | 2196657 |  | 2177231 |
| &nbsp;&nbsp; Series 2004-B, Class 4A2, 5.70%, 11/20/2034 <sup>(c)</sup> | 1103836 |  | 1071323 |
| &nbsp;&nbsp; Series 2005-3, Class 1A20, 5.50%, 06/25/2035 | 51613 |  | 48944 |
| &nbsp;&nbsp; Series 2005-4, Class 2A1, 5.50%, 08/25/2035 | 28883 |  | 28363 |
| &nbsp;&nbsp; Series 2005-5, Class 1A11, 5.50%, 09/25/2035 | 96686 |  | 99069 |
| &nbsp;&nbsp; Series 2005-5, Class 2A1, 5.50%, 09/25/2035 | 1119757 |  | 1106488 |
| &nbsp;&nbsp; Series 2005-7, Class 2A3, 5.50%, 11/25/2035 | 2051183 |  | 1973968 |
| &nbsp;&nbsp; Series 2005-7, Class 3A15, 5.75%, 11/25/2035 | 2659 |  | 2753 |
| &nbsp;&nbsp; Series 2005-7, Class 3A9, 6.00%, 11/25/2035 | 13228 |  | 13552 |
| &nbsp;&nbsp; Series 2005-8, Class 4A28, 5.75%, 01/25/2036 | 1422915 |  | 1318991 |
| &nbsp;&nbsp; Series 2006-5, Class 3A2, 5.75%, 09/25/2036 | 228845 |  | 216845 |
| &nbsp;&nbsp; Series 2006-7, Class 1A9, 6.00%, 09/25/2036 | 335273 |  | 296213 |
| &nbsp;&nbsp; Series 2006-F, Class 2A1, 5.29%, 07/20/2036 <sup>(c)</sup> | 2570611 |  | 2269782 |
| &nbsp;&nbsp; Series 2006-I, Class 1A1, 5.98%, 12/20/2036 <sup>(c)</sup> | 320327 |  | 316555 |
| &nbsp;&nbsp; Series 2006-I, Class 2A1, 6.14%, 12/20/2036 <sup>(c)</sup> | 1471649 |  | 1446669 |
| &nbsp;&nbsp; Series 2006-I, Class 2A2, 6.14%, 12/20/2036 <sup>(c)</sup> | 255987 |  | 240406 |
| &nbsp;&nbsp; Series 2006-J, Class 4A1, 4.88%, 01/20/2047 <sup>(c)</sup> | 79794 |  | 69230 |
| &nbsp;&nbsp; Series 2007-1, Class TA7, 6.69%, 01/25/2037 <sup>(h)</sup> | 550298 |  | 520464 |
| &nbsp;&nbsp; Series 2007-2, Class TA1A, 4.13% (1 mo. Term SOFR + 0.17%), 03/25/2037 | 230391 |  | 206759 |
| &nbsp;&nbsp; Series 2007-3, Class TA4, 4.93% (1 mo. Term SOFR + 0.97%), 04/25/2037 | 707459 |  | 607648 |
| &nbsp;&nbsp; Series 2007-4, Class 5A3, 5.50%, 11/25/2034 | 141689 |  | 126015 |
| &nbsp;&nbsp; Series 2007-5, Class 1A1, 5.50%, 07/25/2037 | 1191602 |  | 993049 |
| &nbsp;&nbsp; Series 2007-6, Class A1, 4.65% (1 mo. Term SOFR + 0.69%), 07/25/2037 | 772151 |  | 744586 |
| &nbsp;&nbsp; Series 2007-6, Class A2, 4.63% (1 mo. Term SOFR + 0.67%), 07/25/2037 | 3186944 |  | 3068332 |
| &nbsp;&nbsp; Series 2010-R3, Class 3A6, 6.00%, 09/26/2037 <sup>(c)(e)</sup> | 5309045 |  | 5132868 |
| &nbsp;&nbsp; Series 2014-R3, Class 1A2, 6.00%, 06/26/2035 <sup>(c)(e)</sup> | 909077 |  | 919596 |
| &nbsp;&nbsp; Series 2014-R3, Class 2A2, 7.04%, 06/26/2035 <sup>(c)(e)</sup> | 814457 |  | 813609 |
| Banc of America Mortgage Securities, Inc. | Banc of America Mortgage Securities, Inc. | Banc of America Mortgage Securities, Inc. |  |
| &nbsp;&nbsp; Series 2005-A, Class 2A1, 5.11%, 02/25/2035 <sup>(c)</sup> | 890190 |  | 868404 |
| &nbsp;&nbsp; Series 2005-F, Class 2A1, 5.60%, 07/25/2035 <sup>(c)</sup> | 431565 |  | 411804 |
| &nbsp;&nbsp; Series 2006-B, Class 3A1, 4.01%, 10/20/2046 <sup>(c)</sup> | 342251 |  | 299363 |
| &nbsp;&nbsp; Series 2007-1, Class 1A26, 6.00%, 03/25/2037 | 1397044 |  | 1224357 |
|  BCAP LLC Trust, Series 2007-AA2, Class 2A3, 7.50%, 04/25/2037 <sup>(c)</sup> | 441301 |  | 216335 |
|  Bear Stearns Alt-A Trust, Series 2006-6, Class 2A1, 4.14%, 11/25/2036 <sup>(c)</sup> | 663339 |  | 297209 |
| Bear Stearns Asset Backed Securities Trust | Bear Stearns Asset Backed Securities Trust | Bear Stearns Asset Backed Securities Trust |  |
| &nbsp;&nbsp; Series 2005-AC5, Class 1A1, 5.07% (1 mo. Term SOFR + 1.11%), 08/25/2035 | 361205 |  | 211040 |
| &nbsp;&nbsp; Series 2006-AC4, Class A1, 4.32% (1 mo. Term SOFR + 0.36%), 07/25/2036 | 2255792 |  | 1759433 |
| &nbsp;&nbsp; Series 2006-AC4, Class A2, 18.62% (-4 x 1 mo. Term SOFR + 35.75%), 07/25/2036 <sup>(i)</sup> | 521654 |  | 683017 |
| Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. | Chase Mortgage Finance Corp. |  |
| &nbsp;&nbsp; Series 2005-A1, Class 2A1, 4.71%, 12/25/2035 <sup>(c)</sup> | 562699 |  | 535396 |
| &nbsp;&nbsp; Series 2005-A1, Class 2A2, 4.71%, 12/25/2035 <sup>(c)</sup> | 586637 |  | 558173 |
| &nbsp;&nbsp; Series 2005-S2, Class A1, 5.50%, 10/25/2035 | 496607 |  | 481089 |
| &nbsp;&nbsp; Series 2005-S3, Class A9, 5.50%, 11/25/2035 | 4460950 |  | 3173219 |
| &nbsp;&nbsp; Series 2006-S3, Class 1A1, 6.00%, 11/25/2036 | 6684111 |  | 2790511 |
| &nbsp;&nbsp; Series 2006-S4, Class A3, 6.00%, 12/25/2036 | 1226693 |  | 491845 |
| &nbsp;&nbsp; Series 2006-S4, Class A6, 6.00%, 12/25/2036 | 3958334 |  | 1587101 |
| &nbsp;&nbsp; Series 2007-A2, Class 6A2, 5.69%, 07/25/2037 <sup>(c)</sup> | 715028 |  | 621651 |
| &nbsp;&nbsp; Series 2007-S1, Class A7, 6.00%, 02/25/2037 | 4011432 |  | 1557860 |
| &nbsp;&nbsp; Series 2007-S3, Class 1A10, 5.75%, 05/25/2037 | 662128 |  | 261607 |
| &nbsp;&nbsp; Series 2007-S3, Class 1A15, 6.00%, 05/25/2037 | 2017503 |  | 834660 |
| Chaseflex Trust | Chaseflex Trust | Chaseflex Trust |  |
| &nbsp;&nbsp; Series 2005-1, Class 1A3, 5.50%, 02/25/2035 | 197004 |  | 170220 |
| &nbsp;&nbsp; Series 2006-2, Class A3, 4.11%, 09/25/2036 <sup>(c)</sup> | 1696621 |  | 1511175 |
| Citicorp Mortgage Securities, Inc. | Citicorp Mortgage Securities, Inc. | Citicorp Mortgage Securities, Inc. |  |
| &nbsp;&nbsp; Series 2006-1, Class 1A4, 6.00%, 02/25/2036 | 58955 |  | 55770 |
| &nbsp;&nbsp; Series 2006-3, Class 1A10, 6.25%, 06/25/2036 | 1253839 |  | 1184704 |
| &nbsp;&nbsp; Series 2006-3, Class 1A4, 6.00%, 06/25/2036 | 1041388 |  | 969180 |
| &nbsp;&nbsp; Series 2006-3, Class 1A9, 5.75%, 06/25/2036 | 296909 |  | 272105 |
| &nbsp;&nbsp; Series 2006-3, Class 2A1, 5.50%, 06/25/2027 | 30264 |  | 27263 |
| &nbsp;&nbsp; Series 2006-7, Class 1A1, 6.00%, 12/25/2036 | 2350051 |  | 2000295 |
| &nbsp;&nbsp; Series 2007-3, Class 1A4, 6.00%, 04/25/2037 | 291531 |  | 281932 |
| Citigroup Financial Products, Inc. | Citigroup Financial Products, Inc. | Citigroup Financial Products, Inc. |  |
| &nbsp;&nbsp; Series 2004-2, Class 1A2, 9.25%, 08/25/2033 <sup>(e)</sup> | 10185 |  | 6399 |
| &nbsp;&nbsp; Series 2004-HYB3, Class 2A, 5.93%, 09/25/2034 <sup>(c)</sup> | 307481 |  | 295559 |
| &nbsp;&nbsp; Series 2005-1, Class 2A2A, 5.03%, 04/25/2035 <sup>(c)</sup> | 215977 |  | 207380 |
| &nbsp;&nbsp; Series 2005-10, Class 1A1A, 4.97%, 12/25/2035 <sup>(c)</sup> | 846953 |  | 528625 |
| &nbsp;&nbsp; Series 2005-2, Class 1A4, 4.45%, 05/25/2035 <sup>(c)</sup> | 253847 |  | 244790 |
| &nbsp;&nbsp; Series 2005-5, Class 22A6, 6.00%, 08/25/2035 | 1247626 |  | 1185556 |
| &nbsp;&nbsp; Series 2005-WF1, Class M1, 5.83%, 11/25/2034 <sup>(h)</sup> | 1831515 |  | 1843544 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |  |
| &nbsp;&nbsp; Series 2005-7, Class 1A2, 4.56%, 09/25/2035 <sup>(c)</sup> | 298613 |  | 277149 |
| &nbsp;&nbsp; Series 2006-AR7, Class 2A2A, 4.80%, 11/25/2036 <sup>(c)</sup> | 968002 |  | 833525 |
| &nbsp;&nbsp; Series 2007-AR4, Class 1A1A, 4.62%, 03/25/2037 <sup>(c)</sup> | 840059 |  | 702846 |
| Citimortgage Alternative Loan Trust | Citimortgage Alternative Loan Trust | Citimortgage Alternative Loan Trust |  |
| &nbsp;&nbsp; Series 2006-A2, Class A5, 4.67% (1 mo. Term SOFR + 0.71%), 05/25/2036 | 290355 |  | 251241 |
| &nbsp;&nbsp; Series 2006-A4, Class 1A1, 6.00%, 09/25/2036 | 774170 |  | 728181 |
| &nbsp;&nbsp; Series 2007-A1, Class 1A5, 6.00%, 01/25/2037 | 1145678 |  | 1057420 |
| &nbsp;&nbsp; Series 2007-A1, Class 1A7, 6.00%, 01/25/2037 | 1841201 |  | 1699363 |
| Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust | Countrywide Alternative Loan Trust |  |
| &nbsp;&nbsp; Series 2004-13CB, Class A3, 6.00%, 07/25/2034 | 4622501 |  | 4844116 |
| &nbsp;&nbsp; Series 2004-24CB, Class 1A1, 6.00%, 11/25/2034 | 1013458 |  | 1058632 |
| &nbsp;&nbsp; Series 2004-27CB, Class A1, 6.00%, 12/25/2034 | 716619 |  | 648284 |
| &nbsp;&nbsp; Series 2004-28CB, Class 4A1, 5.00%, 03/25/2035 | 114846 |  | 87410 |
| &nbsp;&nbsp; Series 2004-28CB, Class 6A1, 6.00%, 01/25/2035 | 200459 |  | 188664 |
| &nbsp;&nbsp; Series 2005-13CB, Class A1, 4.57% (1 mo. Term SOFR + 0.61%), 05/25/2035 | 676995 |  | 548233 |
| &nbsp;&nbsp; Series 2005-21CB, Class A17, 6.00%, 06/25/2035 | 1187472 |  | 942512 |
| &nbsp;&nbsp; Series 2005-21CB, Class A3, 5.25%, 06/25/2035 | 1995284 |  | 1505145 |
| &nbsp;&nbsp; Series 2005-43, Class 5A1, 5.31%, 09/25/2035 <sup>(c)</sup> | 96965 |  | 87307 |
| &nbsp;&nbsp; Series 2005-54CB, Class 3A7, 5.50%, 11/25/2035 | 498798 |  | 265875 |
| &nbsp;&nbsp; Series 2005-63, Class 3A1, 4.67%, 11/25/2035 <sup>(c)</sup> | 573283 |  | 536918 |
| &nbsp;&nbsp; Series 2005-65CB, Class 1A8, 5.50%, 01/25/2036 | 85111 |  | 55536 |
| &nbsp;&nbsp; Series 2005-65CB, Class 2A7, 0.00%, 12/25/2035 <sup>(j)</sup> | 588567 |  | 219643 |
| &nbsp;&nbsp; Series 2005-6CB, Class 1A1, 7.50%, 04/25/2035 | 162261 |  | 150327 |
| &nbsp;&nbsp; Series 2005-6CB, Class 1A5, 5.75%, 04/25/2035 | 1383774 |  | 1206411 |
| &nbsp;&nbsp; Series 2005-73CB, Class 2A2, 5.75%, 01/25/2036 | 316730 |  | 151645 |
| &nbsp;&nbsp; Series 2005-75CB, Class A3, 5.50%, 01/25/2036 | 1259487 |  | 845834 |
| &nbsp;&nbsp; Series 2005-75CB, Class A6, 5.50%, 01/25/2036 | 1063896 |  | 714481 |
| &nbsp;&nbsp; Series 2005-80CB, Class 2A1, 6.00%, 02/25/2036 | 3015448 |  | 2990522 |
| &nbsp;&nbsp; Series 2005-80CB, Class 5A1, 6.00%, 02/25/2036 | 6971958 |  | 7238904 |
| &nbsp;&nbsp; Series 2005-86CB, Class A10, 5.50%, 02/25/2036 | 117547 |  | 66354 |
| &nbsp;&nbsp; Series 2005-86CB, Class A8, 5.50%, 02/25/2036 | 848251 |  | 478827 |
| &nbsp;&nbsp; Series 2005-9CB, Class 1A1, 4.57% (1 mo. Term SOFR + 0.61%), 05/25/2035 | 1415475 |  | 1257739 |
| &nbsp;&nbsp; Series 2005-9CB, Class 3A1, 6.00%, 05/25/2035 | 7847024 |  | 3390191 |
| &nbsp;&nbsp; Series 2005-J13, Class 2A7, 5.50%, 11/25/2035 | 579331 |  | 395291 |
| &nbsp;&nbsp; Series 2005-J6, Class 1A6, 4.57% (1 mo. Term SOFR + 0.61%), 07/25/2035 | 1833149 |  | 1456736 |
| &nbsp;&nbsp; Series 2006-12CB, Class A3, 5.75% (1 mo. Term SOFR + 5.75%), 05/25/2036 | 526031 |  | 251114 |
| &nbsp;&nbsp; Series 2006-14CB, Class A4, 6.00%, 06/25/2036 | 2204451 |  | 1179189 |
| &nbsp;&nbsp; Series 2006-16CB, Class A2, 6.00%, 06/25/2036 | 343696 |  | 179690 |
| &nbsp;&nbsp; Series 2006-16CB, Class A4, 6.00%, 06/25/2036 | 900864 |  | 470986 |
| &nbsp;&nbsp; Series 2006-16CB, Class A6, 6.00%, 06/25/2036 | 781798 |  | 408728 |
| &nbsp;&nbsp; Series 2006-23CB, Class 1A6, 6.00%, 08/25/2036 | 1042612 |  | 1007365 |
| &nbsp;&nbsp; Series 2006-23CB, Class 2A1, 6.50%, 08/25/2036 | 5678818 |  | 1632922 |
| &nbsp;&nbsp; Series 2006-24CB, Class A11, 5.75%, 08/25/2036 | 3606749 |  | 1760678 |
| &nbsp;&nbsp; Series 2006-24CB, Class A12, 5.75%, 08/25/2036 | 2237405 |  | 1092216 |
| &nbsp;&nbsp; Series 2006-26CB, Class A17, 6.25%, 09/25/2036 | 5303513 |  | 2471354 |
| &nbsp;&nbsp; Series 2006-30T1, Class 2A6, 6.50%, 11/25/2036 | 8384527 |  | 2508521 |
| &nbsp;&nbsp; Series 2006-31CB, Class A7, 6.00%, 11/25/2036 | 192986 |  | 106430 |
| &nbsp;&nbsp; Series 2006-31CB, Class A8, 5.75%, 11/25/2036 | 1741009 |  | 926983 |
| &nbsp;&nbsp; Series 2006-39CB, Class 1A20, 6.00%, 01/25/2037 | 1928670 |  | 1600310 |
| &nbsp;&nbsp; Series 2006-41CB, Class 1A7, 6.00%, 01/25/2037 | 483509 |  | 245549 |
| &nbsp;&nbsp; Series 2006-6CB, Class 1A8, 5.50%, 05/25/2036 | 76957 |  | 63656 |
| &nbsp;&nbsp; Series 2006-J6, Class A4, 6.00%, 09/25/2036 | 1894956 |  | 867157 |
| &nbsp;&nbsp; Series 2006-J6, Class A5, 6.00%, 09/25/2036 | 2552560 |  | 1168085 |
| &nbsp;&nbsp; Series 2007-13, Class A1, 6.00%, 06/25/2047 | 2390842 |  | 1224376 |
| &nbsp;&nbsp; Series 2007-23CB, Class A1, 6.00%, 09/25/2037 | 4034341 |  | 1872671 |
| &nbsp;&nbsp; Series 2007-2CB, Class 2A14, 5.75%, 03/25/2037 | 5179370 |  | 2470663 |
| &nbsp;&nbsp; Series 2007-4CB, Class 1A6, 5.75%, 04/25/2037 | 1163019 |  | 966801 |
| &nbsp;&nbsp; Series 2007-4CB, Class 1A7, 5.75%, 04/25/2037 | 874826 |  | 727229 |
| &nbsp;&nbsp; Series 2007-8CB, Class A1, 5.50%, 05/25/2037 | 5319274 |  | 2616151 |
| &nbsp;&nbsp; Series 2007-8CB, Class A9, 6.00%, 05/25/2037 | 718731 |  | 376393 |
| &nbsp;&nbsp; Series 2007-J2, Class 2A2, 6.00%, 07/25/2037 | 2049115 |  | 2011426 |
| &nbsp;&nbsp; Series 2008-2R, Class 3A1, 6.00%, 08/25/2037 <sup>(c)</sup> | 6818077 |  | 3122397 |
| Countrywide Home Loan Mortgage Pass Through Trust | Countrywide Home Loan Mortgage Pass Through Trust | Countrywide Home Loan Mortgage Pass Through Trust |  |
| &nbsp;&nbsp; Series 2003-42, Class 2A4, 6.18%, 10/25/2033 <sup>(c)</sup> | 317657 |  | 315690 |
| &nbsp;&nbsp; Series 2003-44, Class A3, 5.00%, 10/25/2033 | 198000 |  | 178011 |
| &nbsp;&nbsp; Series 2004-14, Class 3A1, 5.82%, 08/25/2034 <sup>(c)</sup> | 874213 |  | 845345 |
| &nbsp;&nbsp; Series 2004-21, Class A1, 4.00%, 11/25/2034 | 348777 |  | 324223 |
| &nbsp;&nbsp; Series 2004-24, Class A1, 5.50%, 12/25/2034 | 2977091 |  | 3057071 |
| &nbsp;&nbsp; Series 2004-24, Class A4, 5.50%, 12/25/2034 | 2058482 |  | 2113627 |
| &nbsp;&nbsp; Series 2004-4, Class A10, 5.50%, 05/25/2034 | 424005 |  | 422832 |
| &nbsp;&nbsp; Series 2004-HYB5, Class 3A1, 5.58%, 04/20/2035 <sup>(c)</sup> | 501220 |  | 476176 |
| &nbsp;&nbsp; Series 2004-J9, Class 2A5, 5.50%, 01/25/2035 | 343543 |  | 351855 |
| &nbsp;&nbsp; Series 2005-13, Class A6, 5.50%, 06/25/2035 | 1378886 |  | 738954 |
| &nbsp;&nbsp; Series 2005-20, Class A7, 5.25%, 12/25/2027 | 82594 |  | 48501 |
| &nbsp;&nbsp; Series 2005-27, Class 1A4, 5.50%, 12/25/2035 | 658746 |  | 491954 |
| &nbsp;&nbsp; Series 2005-27, Class 2A1, 5.50%, 12/25/2035 | 508211 |  | 195303 |
| &nbsp;&nbsp; Series 2005-31, Class 4A2, 4.88%, 01/25/2036 <sup>(c)</sup> | 579968 |  | 551408 |
| &nbsp;&nbsp; Series 2005-HY10, Class 1A1, 5.03%, 02/20/2036 <sup>(c)</sup> | 27519 |  | 24069 |
| &nbsp;&nbsp; Series 2005-HY10, Class 4A1, 4.23%, 02/20/2036 <sup>(c)</sup> | 1131638 |  | 1042406 |
| &nbsp;&nbsp; Series 2005-HYB2, Class 2A, 5.07%, 05/20/2035 <sup>(c)</sup> | 505879 |  | 490183 |
| &nbsp;&nbsp; Series 2005-J3, Class 2A5, 5.50%, 09/25/2035 | 35958 |  | 33788 |
| &nbsp;&nbsp; Series 2006-16, Class 2A1, 6.50%, 11/25/2036 | 471543 |  | 124247 |
| &nbsp;&nbsp; Series 2006-17, Class A6, 6.00%, 12/25/2036 | 2086570 |  | 924747 |
| &nbsp;&nbsp; Series 2006-17, Class A8, 6.00% (1 mo. Term SOFR + 0.66%), 12/25/2036 | 2822055 |  | 1230305 |
| &nbsp;&nbsp; Series 2006-21, Class A11, 5.75%, 02/25/2037 | 1120614 |  | 471642 |
| &nbsp;&nbsp; Series 2006-21, Class A13, 6.00%, 02/25/2037 | 2587650 |  | 1136869 |
| &nbsp;&nbsp; Series 2006-21, Class A5, 6.00%, 02/25/2037 | 590819 |  | 259573 |
| &nbsp;&nbsp; Series 2006-6, Class A1, 6.00%, 04/25/2036 | 566190 |  | 268439 |
| &nbsp;&nbsp; Series 2006-9, Class A8, 6.00%, 05/25/2036 | 1098707 |  | 495400 |
| &nbsp;&nbsp; Series 2007-1, Class A4, 6.00%, 03/25/2037 | 1894376 |  | 832261 |
| &nbsp;&nbsp; Series 2007-10, Class A22, 6.00%, 07/25/2037 | 1762757 |  | 786124 |
| &nbsp;&nbsp; Series 2007-5, Class A2, 5.75%, 05/25/2037 | 1426540 |  | 665617 |
| &nbsp;&nbsp; Series 2007-5, Class A29, 5.50%, 05/25/2037 | 2483970 |  | 1110054 |
| &nbsp;&nbsp; Series 2007-5, Class A4, 5.75%, 05/25/2037 | 739277 |  | 344943 |
| &nbsp;&nbsp; Series 2007-5, Class A51, 5.75%, 05/25/2037 | 4841554 |  | 2259046 |
| &nbsp;&nbsp; Series 2007-HY5, Class 1A1, 5.03%, 09/25/2047 <sup>(c)</sup> | 4979326 |  | 3892330 |
| &nbsp;&nbsp; Series 2007-J2, Class 2A3, 6.00%, 07/25/2037 | 2888236 |  | 962868 |
| &nbsp;&nbsp; Series 2007-J2, Class 2A6, 6.00%, 07/25/2037 | 186534 |  | 62186 |
| Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. | Credit Suisse First Boston Mortgage Securities Corp. |  |
| &nbsp;&nbsp; Series 2004-8, Class 3A4, 5.50%, 12/25/2034 | 114336 |  | 111932 |
| &nbsp;&nbsp; Series 2005-10, Class 10A3, 6.00%, 11/25/2035 | 811336 |  | 175828 |
| &nbsp;&nbsp; Series 2005-10, Class 5A3, 5.50%, 11/25/2035 | 330759 |  | 234085 |
| &nbsp;&nbsp; Series 2005-10, Class 5A4, 5.50%, 11/25/2035 | 1303685 |  | 922566 |
| &nbsp;&nbsp; Series 2005-3, Class 3A17, 5.50%, 07/25/2035 | 118950 |  | 118217 |
| &nbsp;&nbsp; Series 2005-9, Class 2A1, 5.50%, 10/25/2035 | 483128 |  | 176629 |
|  Credit Suisse Management LLC, Series 2005-8, Class 7A1, 7.00%, 09/25/2035 | 2529045 |  | 1027481 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |
| &nbsp;&nbsp; Series 2006-1, Class 1A3, 5.50%, 02/25/2036 | 222082 |  | 200079 |
| &nbsp;&nbsp; Series 2006-1, Class 4A14, 5.50%, 02/25/2036 | 25967 |  | 25032 |
| &nbsp;&nbsp; Series 2006-2, Class 4A2, 5.75%, 03/25/2036 | 488736 |  | 298803 |
| &nbsp;&nbsp; Series 2006-2, Class 5A6, 6.00%, 03/25/2036 | 3960600 |  | 1465014 |
| &nbsp;&nbsp; Series 2006-4, Class 8A1, 7.00%, 05/25/2036 | 1179251 |  | 97622 |
| &nbsp;&nbsp; Series 2006-7, Class 7A5, 6.00%, 08/25/2036 | 618307 |  | 468920 |
| &nbsp;&nbsp; Series 2006-CF1, Class B3, 5.50%, 11/25/2035 <sup>(e)(h)</sup> | 2565000 |  | 2606458 |
| &nbsp;&nbsp; Series 2007-2, Class 3A8, 5.50%, 03/25/2037 | 1191733 |  | 552932 |
| &nbsp;&nbsp; Series 2007-3, Class 4A13, 5.50%, 04/25/2037 | 238700 |  | 196299 |
| &nbsp;&nbsp; Series 2007-3, Class 4A15, 5.50%, 04/25/2037 | 333944 |  | 274625 |
| &nbsp;&nbsp; Series 2011-12R, Class 3A5, 5.63%, 07/27/2036 <sup>(c)(e)</sup> | 206889 |  | 206826 |
| &nbsp;&nbsp; Series 2013-2R, Class 5A2, 3.87%, 05/27/2037 <sup>(c)(e)</sup> | 1601763 |  | 1060546 |
| Deutsche ALT-A Securities, Inc. | Deutsche ALT-A Securities, Inc. | Deutsche ALT-A Securities, Inc. |  |
| &nbsp;&nbsp; Series 2005-3, Class 3A1, 4.57% (1 mo. Term SOFR + 0.61%), 05/25/2035 | 445786 |  | 405248 |
| &nbsp;&nbsp; Series 2005-6, Class 1A4, 5.50%, 12/25/2035 | 1081427 |  | 886478 |
| &nbsp;&nbsp; Series 2006-AB4, Class A1B1, 4.17% (1 mo. Term SOFR + 0.21%), 10/25/2036 | 336050 |  | 281445 |
|  DFC HEL Trust, Series 2001-1, Class M1, 5.72% (1 mo. Term SOFR + 1.76%), 08/15/2031 | 1054310 |  | 1026485 |
|  Federal National Mortgage Association, Series 2016-C01, Class 2M2, 11.14% (30 day avg SOFR US + 7.06%), 08/25/2028 | 342792 |  | 347607 |
| First Horizon Alternative Mortgage Securities | First Horizon Alternative Mortgage Securities | First Horizon Alternative Mortgage Securities |  |
| &nbsp;&nbsp; Series 2004-AA6, Class A1, 5.56%, 01/25/2035 <sup>(c)</sup> | 178237 |  | 176341 |
| &nbsp;&nbsp; Series 2004-AA7, Class 2A1, 5.64%, 02/25/2035 <sup>(c)</sup> | 519534 |  | 497825 |
| &nbsp;&nbsp; Series 2005-AA5, Class 2A1, 5.34%, 07/25/2035 <sup>(c)</sup> | 773491 |  | 729717 |
| &nbsp;&nbsp; Series 2005-AA7, Class 2A1, 5.12%, 09/25/2035 <sup>(c)</sup> | 825729 |  | 732730 |
| &nbsp;&nbsp; Series 2005-FA11, Class 2A1, 5.25%, 02/25/2026 | 698 |  | 0<sup>(k)</sup> |
| &nbsp;&nbsp; Series 2005-FA8, Class 1A14, 5.50%, 11/25/2035 | 1073288 |  | 481092 |
| &nbsp;&nbsp; Series 2006-FA1, Class 1A3, 5.75%, 04/25/2036 | 1758627 |  | 685557 |
| &nbsp;&nbsp; Series 2006-FA2, Class 1A3, 6.00%, 05/25/2036 | 2090658 |  | 780798 |
| &nbsp;&nbsp; Series 2006-FA2, Class 1A5, 6.00%, 05/25/2036 | 1367944 |  | 510886 |
| &nbsp;&nbsp; Series 2006-FA6, Class 1A5, 6.25%, 11/25/2036 | 6613589 |  | 2565879 |
| &nbsp;&nbsp; Series 2006-FA6, Class 3A1, 5.75%, 11/25/2036 | 279 |  | 0 |
| &nbsp;&nbsp; Series 2007-AA1, Class 1A2, 4.31%, 05/25/2037 <sup>(c)</sup> | 1778300 |  | 1088698 |
| &nbsp;&nbsp; Series 2007-FA4, Class 1A6, 6.25%, 08/25/2037 <sup>(c)</sup> | 1718666 |  | 579852 |
| First Horizon Asset Securities, Inc. | First Horizon Asset Securities, Inc. | First Horizon Asset Securities, Inc. |  |
| &nbsp;&nbsp; Series 2005-AR3, Class 4A1, 6.50%, 08/25/2035 <sup>(c)</sup> | 616052 |  | 603707 |
| &nbsp;&nbsp; Series 2006-4, Class 1A15, 6.00%, 02/25/2037 | 528944 |  | 121567 |
| &nbsp;&nbsp; Series 2006-4, Class 1A6, 5.75%, 02/25/2037 | 873514 |  | 192486 |
| &nbsp;&nbsp; Series 2006-AR4, Class 1A2, 4.79%, 01/25/2037 <sup>(c)</sup> | 1824649 |  | 868264 |
| &nbsp;&nbsp; Series 2007-AR1, Class 1A1, 5.19%, 05/25/2037 <sup>(c)</sup> | 600371 |  | 237436 |
| &nbsp;&nbsp; Series 2007-AR2, Class 1A2, 6.67%, 08/25/2037 <sup>(c)</sup> | 3623282 |  | 767657 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |  |
| &nbsp;&nbsp; Series 2021-MM1, Class A8, 2.50%, 04/25/2052 <sup>(c)(e)</sup> | 2000000 |  | 1380193 |
| &nbsp;&nbsp; Series 2021-PJ10, Class A12, 2.50%, 03/25/2052 <sup>(c)(e)</sup> | 20000000 |  | 14988522 |
| &nbsp;&nbsp; Series 2021-PJ7, Class A14, 2.50%, 01/25/2052 <sup>(c)(e)</sup> | 4491250 |  | 3122912 |
| &nbsp;&nbsp; Series 2022-PJ2, Class A31, 2.50%, 06/25/2052 <sup>(c)(e)</sup> | 2250000 |  | 1528763 |
| &nbsp;&nbsp; Series 2022-PJ5, Class A31, 2.50%, 10/25/2052 <sup>(c)(e)</sup> | 5500000 |  | 3696270 |
| GSAA Trust | GSAA Trust | GSAA Trust |  |
| &nbsp;&nbsp; Series 2005-1, Class M2, 6.26%, 11/25/2034 <sup>(h)</sup> | 1580907 |  | 1560887 |
| &nbsp;&nbsp; Series 2006-15, Class AF5, 6.69%, 09/25/2036 <sup>(h)</sup> | 1938770 |  | 491787 |
| &nbsp;&nbsp; Series 2006-18, Class AF6, 6.18%, 11/25/2036 <sup>(h)</sup> | 1769151 |  | 399845 |
| &nbsp;&nbsp; Series 2007-7, Class 1A2, 4.43% (1 mo. Term SOFR + 0.47%), 07/25/2037 | 590976 |  | 581564 |
| GSR Mortgage Loan Trust | GSR Mortgage Loan Trust | GSR Mortgage Loan Trust |  |
| &nbsp;&nbsp; Series 2003-5F, Class 1A1, 3.00%, 08/25/2032 | 470986 |  | 453766 |
| &nbsp;&nbsp; Series 2004-15F, Class 2A1, 6.00%, 12/25/2034 | 638285 |  | 539154 |
| &nbsp;&nbsp; Series 2005-1F, Class 3A3, 6.00%, 01/25/2035 | 5223 |  | 5098 |
| &nbsp;&nbsp; Series 2005-7F, Class 3A9, 6.00%, 09/25/2035 | 13370 |  | 13450 |
| &nbsp;&nbsp; Series 2005-AR4, Class 5A1, 5.60%, 07/25/2035 <sup>(c)</sup> | 109016 |  | 105255 |
| &nbsp;&nbsp; Series 2005-AR5, Class 4A1, 5.18%, 10/25/2035 <sup>(c)</sup> | 365511 |  | 344558 |
| &nbsp;&nbsp; Series 2005-AR7, Class 6A1, 4.13%, 11/25/2035 <sup>(c)</sup> | 263397 |  | 229901 |
| &nbsp;&nbsp; Series 2006-2F, Class 2A1, 5.75%, 02/25/2036 | 342931 |  | 304271 |
|  Harborview Mortgage Loan Trust, Series 2006-6, Class 3A1A, 4.84%, 08/19/2036 <sup>(c)</sup> | 1649919 |  | 1304300 |
|  Impac CMB Trust, Series 2005-5, Class A3W, 4.57% (1 mo. Term SOFR + 0.36%), 08/25/2035 | 278686 |  | 270056 |
|  Impac Funding Corp., Series 2002-2, Class A3, 6.50%, 04/25/2033 | 630826 |  | 626304 |
|  Indymac IMSC Mortgage Loan Trust, Series 2007-AR1, Class 2A1, 3.80%, 06/25/2037 <sup>(c)</sup> | 322397 |  | 193158 |
| Indymac Index Mortgage Loan Trust | Indymac Index Mortgage Loan Trust | Indymac Index Mortgage Loan Trust |  |
| &nbsp;&nbsp; Series 2004-AR11, Class 1A, 3.67%, 12/25/2034 <sup>(c)</sup> | 773055 |  | 711979 |
| &nbsp;&nbsp; Series 2004-AR4, Class 3A, 4.99%, 08/25/2034 <sup>(c)</sup> | 1698866 |  | 1626534 |
| &nbsp;&nbsp; Series 2005-AR23, Class 3A1, 3.53%, 11/25/2035 <sup>(c)</sup> | 420539 |  | 387202 |
| &nbsp;&nbsp; Series 2005-AR23, Class 6A1, 3.95%, 11/25/2035 <sup>(c)</sup> | 842408 |  | 799126 |
| &nbsp;&nbsp; Series 2005-AR25, Class 1A21, 3.87%, 12/25/2035 <sup>(c)</sup> | 1679977 |  | 900287 |
| &nbsp;&nbsp; Series 2005-AR3, Class 4A1, 3.97%, 04/25/2035 <sup>(c)</sup> | 654071 |  | 617553 |
| &nbsp;&nbsp; Series 2005-AR35, Class 1A1, 3.61%, 02/25/2036 <sup>(c)</sup> | 1011363 |  | 787838 |
| &nbsp;&nbsp; Series 2005-AR9, Class 1A1, 4.96%, 07/25/2035 <sup>(c)</sup> | 2660644 |  | 1387133 |
| &nbsp;&nbsp; Series 2006-AR25, Class 3A1, 3.87%, 09/25/2036 <sup>(c)</sup> | 1853554 |  | 1178152 |
| &nbsp;&nbsp; Series 2006-AR25, Class 4A1, 3.57%, 09/25/2036 <sup>(c)</sup> | 3140937 |  | 2878612 |
| &nbsp;&nbsp; Series 2006-AR3, Class 2A1C, 3.78%, 03/25/2036 <sup>(c)</sup> | 4172223 |  | 2826743 |
| &nbsp;&nbsp; Series 2006-AR31, Class A5, 3.99%, 11/25/2036 <sup>(c)</sup> | 3155242 |  | 2982100 |
| &nbsp;&nbsp; Series 2006-AR9, Class 3A1, 3.40%, 06/25/2036 <sup>(c)</sup> | 1395603 |  | 1205312 |
|  Jefferies, LLC, Series 2009-R1, Class 1A2, 4.13%, 11/26/2035 <sup>(c)(e)</sup> | 362409 |  | 320029 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |  |
| &nbsp;&nbsp; Series 2005-S3, Class 1A5, 5.75%, 01/25/2036 | 46266 |  | 19384 |
| &nbsp;&nbsp; Series 2007-A3, Class 2A3, 5.21%, 05/25/2037 <sup>(c)</sup> | 1871564 |  | 1580768 |
| &nbsp;&nbsp; Series 2021-12, Class A3, 2.50%, 02/25/2052 <sup>(c)(e)</sup> | 10358694 |  | 8741929 |
| &nbsp;&nbsp; Series 2021-13, Class A5, 2.50%, 04/25/2052 <sup>(c)(e)</sup> | 30000000 |  | 21034017 |
| &nbsp;&nbsp; Series 2021-14, Class A5, 2.50%, 05/25/2052 <sup>(c)(e)</sup> | 6082500 |  | 4224046 |
| &nbsp;&nbsp; Series 2021-15, Class A2, 3.00%, 06/25/2052 <sup>(c)(e)</sup> | 6390905 |  | 5631689 |
| &nbsp;&nbsp; Series 2021-15, Class A5, 2.50%, 06/25/2052 <sup>(c)(e)</sup> | 3650000 |  | 2521427 |
| &nbsp;&nbsp; Series 2022-1, Class A2, 3.00%, 07/25/2052 <sup>(c)(e)</sup> | 14616846 |  | 12880419 |
| &nbsp;&nbsp; Series 2022-1, Class A5, 2.50%, 07/25/2052 <sup>(c)(e)</sup> | 10968741 |  | 7420697 |
| &nbsp;&nbsp; Series 2022-3, Class A2, 3.00%, 08/25/2052 <sup>(c)(e)</sup> | 11653491 |  | 10269099 |
| &nbsp;&nbsp; Series 2022-3, Class A5A, 2.50%, 08/25/2052 <sup>(c)(e)</sup> | 11588632 |  | 7866347 |
| &nbsp;&nbsp; Series 2022-4, Class A5, 3.00%, 10/25/2052 <sup>(c)(e)</sup> | 5000000 |  | 3668576 |
| &nbsp;&nbsp; Series 2024-3, Class A5, 3.00%, 05/25/2054 <sup>(c)(e)</sup> | 10000000 |  | 7382152 |
| &nbsp;&nbsp; Series 2024-7, Class A5, 3.00%, 04/25/2053 <sup>(c)(e)</sup> | 8000000 |  | 5820117 |
| Lehman Mortgage Trust | Lehman Mortgage Trust | Lehman Mortgage Trust |  |
| &nbsp;&nbsp; Series 2005-2, Class 1A3, 5.75%, 12/25/2035 | 495689 |  | 230773 |
| &nbsp;&nbsp; Series 2005-3, Class 1A2, 0.68% (-1 x 1 mo. Term SOFR + 4.64%), 01/25/2036 <sup>(g)(i)</sup> | 746686 |  | 55452 |
| &nbsp;&nbsp; Series 2005-3, Class 1A6, 4.57% (1 mo. Term SOFR + 0.61%), 01/25/2036 | 746686 |  | 267626 |
| &nbsp;&nbsp; Series 2006-1, Class 1A4, 5.50%, 02/25/2036 | 343505 |  | 161849 |
| &nbsp;&nbsp; Series 2006-3, Class 1A1, 6.00%, 07/25/2036 | 3132463 |  | 1567191 |
| &nbsp;&nbsp; Series 2006-3, Class 1A4, 6.00%, 07/25/2036 | 6939948 |  | 3465039 |
| &nbsp;&nbsp; Series 2007-4, Class 1A2, 5.75%, 05/25/2037 | 959951 |  | 447758 |
| &nbsp;&nbsp; Series 2007-4, Class 1A3, 5.75%, 05/25/2037 | 2097493 |  | 978351 |
| &nbsp;&nbsp; Series 2007-5, Class 1A3, 5.75%, 06/25/2037 | 1565534 |  | 1505314 |
| &nbsp;&nbsp; Series 2007-5, Class 9A1, 6.00%, 06/25/2037 | 2291118 |  | 481582 |
| &nbsp;&nbsp; Series 2007-5, Class 9A2, 6.00%, 06/25/2037 | 6257730 |  | 1315345 |
| MASTR Adjustable Rate Mortgages Trust | MASTR Adjustable Rate Mortgages Trust | MASTR Adjustable Rate Mortgages Trust |  |
| &nbsp;&nbsp; Series 2004-4, Class 2A2, 5.92%, 05/25/2034 <sup>(c)</sup> | 69514 |  | 67634 |
| &nbsp;&nbsp; Series 2005-1, Class 7A1, 3.92%, 02/25/2035 <sup>(c)</sup> | 67268 |  | 62188 |
| MASTR Alternative Loans Trust | MASTR Alternative Loans Trust | MASTR Alternative Loans Trust |  |
| &nbsp;&nbsp; Series 2003-5, Class 30B1, 5.92%, 08/25/2033 <sup>(c)</sup> | 312100 |  | 165225 |
| &nbsp;&nbsp; Series 2004-11, Class 7A1, 6.50%, 10/25/2034 | 138689 |  | 142393 |
| &nbsp;&nbsp; Series 2004-6, Class 10A1, 6.00%, 07/25/2034 | 74504 |  | 75074 |
| &nbsp;&nbsp; Series 2004-6, Class 8A1, 5.50%, 07/25/2034 | 67989 |  | 67089 |
| &nbsp;&nbsp; Series 2005-2, Class 4A5, 5.50%, 03/25/2035 | 2000000 |  | 1900871 |
|  MASTR Asset Securitization Trust, Series 2006-1, Class 2A1, 4.52% (1 mo. Term SOFR + 0.56%), 05/25/2036 | 555600 |  | 91428 |
| Merrill Lynch Mortgage Investors, Inc. | Merrill Lynch Mortgage Investors, Inc. | Merrill Lynch Mortgage Investors, Inc. |  |
| &nbsp;&nbsp; Series 2005-A5, Class A8, 0.00%, 06/25/2035 <sup>(c)</sup> | 142461 |  | 138271 |
| &nbsp;&nbsp; Series 2005-A7, Class 2A1, 0.00%, 09/25/2035 <sup>(c)</sup> | 3247700 |  | 2549240 |
| &nbsp;&nbsp; Series 2006-F1, Class 1A1, 6.00%, 04/25/2036 | 1526554 |  | 489078 |
|  MLCC Mortgage Investors, Inc., Series 2004-D, Class A2, 5.19% (6 mo. Term SOFR + 1.15%), 09/25/2029 | 216901 |  | 213465 |
| Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust | Morgan Stanley Mortgage Loan Trust |  |
| &nbsp;&nbsp; Series 2005-7, Class 6A3, 5.50%, 11/25/2035 | 565319 |  | 566688 |
| &nbsp;&nbsp; Series 2005-7, Class 7A3, 5.50%, 11/25/2035 | 243992 |  | 210251 |
| &nbsp;&nbsp; Series 2006-11, Class 2A1, 6.00%, 08/25/2036 | 1909184 |  | 770637 |
| &nbsp;&nbsp; Series 2006-2, Class 7A1, 5.44%, 02/25/2036 <sup>(c)</sup> | 1194499 |  | 655796 |
|  Morgan Stanley Reremic Trust, Series 2012-R3, Class 1B, 4.02%, 11/26/2036 <sup>(c)(e)</sup> | 1531514 |  | 1366131 |
| Nomura Asset Acceptance Corp. | Nomura Asset Acceptance Corp. | Nomura Asset Acceptance Corp. |  |
| &nbsp;&nbsp; Series 2005-AR3, Class 3A1, 5.69%, 07/25/2035 <sup>(c)</sup> | 130535 |  | 130249 |
| &nbsp;&nbsp; Series 2005-WF1, Class 2A5, 5.66%, 03/25/2035 <sup>(h)</sup> | 6419 |  | 6476 |
| Nomura Resecuritization Trust | Nomura Resecuritization Trust | Nomura Resecuritization Trust |  |
| &nbsp;&nbsp; Series 2011-4RA, Class 1A10, 2.77%, 12/26/2036 <sup>(c)(e)</sup> | 4676163 |  | 4314585 |
| &nbsp;&nbsp; Series 2014-5R, Class 1A9, 5.50%, 06/26/2035 <sup>(c)(e)</sup> | 2691976 |  | 2171317 |
| Popular ABS, Inc. | Popular ABS, Inc. | Popular ABS, Inc. |  |
| &nbsp;&nbsp; Series 2003-1, Class M1, 4.86%, 08/25/2033 <sup>(c)</sup> | 43661 |  | 43512 |
| &nbsp;&nbsp; Series 2003-3, Class M1, 4.87%, 12/25/2033 <sup>(c)</sup> | 358801 |  | 357043 |
|  RAAC Series, Series 2005-SP1, Class 3A7, 6.00%, 09/25/2034 | 2043 |  | 1657 |
| RALI Trust | RALI Trust | RALI Trust |  |
| &nbsp;&nbsp; Series 2006-QS1, Class A3, 5.75%, 01/25/2036 | 128933 |  | 103406 |
| &nbsp;&nbsp; Series 2006-QS13, Class 1A6, 6.00%, 09/25/2036 | 1533104 |  | 1245677 |
| &nbsp;&nbsp; Series 2006-QS17, Class A7, 6.00%, 12/25/2036 | 243415 |  | 206569 |
| &nbsp;&nbsp; Series 2006-QS9, Class 1A5, 4.77% (1 mo. Term SOFR + 0.81%), 07/25/2036 | 955865 |  | 709509 |
| &nbsp;&nbsp; Series 2007-QS10, Class A1, 6.50%, 09/25/2037 | 215085 |  | 182032 |
| &nbsp;&nbsp; Series 2007-QS6, Class A29, 6.00%, 04/25/2037 | 2184337 |  | 1859147 |
|  RBSSP Resecuritization Trust, Series 2009-7, Class 3A2, 6.00%, 03/26/2036 <sup>(c)(e)</sup> | 3547638 |  | 1780250 |
| RCKT Mortgage Trust | RCKT Mortgage Trust | RCKT Mortgage Trust |  |
| &nbsp;&nbsp; Series 2021-4, Class A17, 2.50%, 09/25/2051 <sup>(c)(e)</sup> | 5000000 |  | 3464033 |
| &nbsp;&nbsp; Series 2022-2, Class A18, 2.50%, 02/25/2052 <sup>(c)(e)</sup> | 4500000 |  | 3073076 |
|  Resecuritization Pass-Through Trust, Series 2005-8R, Class A3, 6.00%, 10/25/2034 | 1199798 |  | 1208130 |
| Residential Asset Securitization Trust | Residential Asset Securitization Trust | Residential Asset Securitization Trust |  |
| &nbsp;&nbsp; Series 2003-A9, Class A2, 4.00%, 08/25/2033 | 716344 |  | 644843 |
| &nbsp;&nbsp; Series 2004-R2, Class A3, 5.50%, 08/25/2034 | 1186953 |  | 1202747 |
| &nbsp;&nbsp; Series 2005-A11, Class 1A4, 5.50%, 10/25/2035 | 201474 |  | 129410 |
| &nbsp;&nbsp; Series 2005-A11, Class 2A1, 4.85%, 10/25/2035 | 3390752 |  | 1167893 |
| &nbsp;&nbsp; Series 2005-A11, Class 2A5, 6.00%, 10/25/2035 | 386009 |  | 164275 |
| &nbsp;&nbsp; Series 2005-A15, Class 5A1, 5.75%, 02/25/2036 | 3447306 |  | 1221824 |
| &nbsp;&nbsp; Series 2005-A5, Class A7, 5.50%, 05/25/2035 | 929408 |  | 632571 |
| &nbsp;&nbsp; Series 2006-A15, Class A10, 4.67% (1 mo. Term SOFR + 0.71%), 01/25/2037 | 16434101 |  | 3876380 |
| &nbsp;&nbsp; Series 2006-A15, Class A11, 1.58% (-1 x 1 mo. Term SOFR + 5.54%), 01/25/2037 <sup>(g)(i)</sup> | 16434101 |  | 1680548 |
| &nbsp;&nbsp; Series 2006-A5CB, Class A6, 6.00%, 06/25/2036 | 2298029 |  | 850498 |
| RFMSI Trust | RFMSI Trust | RFMSI Trust |  |
| &nbsp;&nbsp; Series 2005-SA4, Class 1A21, 5.53%, 09/25/2035 <sup>(c)</sup> | 1515936 |  | 946892 |
| &nbsp;&nbsp; Series 2005-SA4, Class 2A1, 5.23%, 09/25/2035 <sup>(c)</sup> | 1075831 |  | 603104 |
| &nbsp;&nbsp; Series 2006-S3, Class A1, 5.50%, 03/25/2036 | 1317088 |  | 1072831 |
| &nbsp;&nbsp; Series 2006-S4, Class A1, 6.00%, 04/25/2036 | 1508958 |  | 1234158 |
| &nbsp;&nbsp; Series 2006-S5, Class A12, 6.00%, 06/25/2036 | 131995 |  | 114297 |
| &nbsp;&nbsp; Series 2006-S5, Class A14, 6.00%, 06/25/2036 | 271718 |  | 235286 |
| &nbsp;&nbsp; Series 2006-S5, Class A15, 6.00%, 06/25/2036 | 1138709 |  | 986030 |
| &nbsp;&nbsp; Series 2006-S5, Class A18, 6.00%, 06/25/2036 | 141522 |  | 122550 |
| &nbsp;&nbsp; Series 2006-S6, Class A10, 6.00%, 07/25/2036 | 78105 |  | 68351 |
| &nbsp;&nbsp; Series 2006-S6, Class A15, 6.00%, 07/25/2036 | 402102 |  | 351886 |
| &nbsp;&nbsp; Series 2006-S7, Class A6, 6.25%, 08/25/2036 | 875604 |  | 747606 |
| &nbsp;&nbsp; Series 2006-S7, Class A9, 6.50%, 08/25/2036 | 523490 |  | 453407 |
| &nbsp;&nbsp; Series 2006-S9, Class A3, 5.75%, 09/25/2036 | 1134288 |  | 902458 |
| &nbsp;&nbsp; Series 2007-S1, Class A10, 6.00%, 01/25/2037 | 340507 |  | 283242 |
| &nbsp;&nbsp; Series 2007-S7, Class A7, 6.00%, 07/25/2037 | 1267070 |  | 1042768 |
|  Sequoia Mortgage Trust, Series 2025-S1, Class A7, 2.50%, 09/25/2054 <sup>(c)(e)</sup> | 9430334 |  | 6494848 |
|  Specialty Underwriting & Residential Finance, Series 2006-BC2, Class A2D, 3.94%, 02/25/2037 <sup>(h)</sup> | 711869 |  | 231516 |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust |  |
| &nbsp;&nbsp; Series 2004-18, Class 3A2, 4.92%, 12/25/2034 <sup>(c)</sup> | 261076 |  | 243007 |
| &nbsp;&nbsp; Series 2005-12, Class 2A1, 5.62%, 06/25/2035 <sup>(c)</sup> | 458842 |  | 338058 |
| &nbsp;&nbsp; Series 2005-21, Class 7A1, 4.57%, 11/25/2035 <sup>(c)</sup> | 2827079 |  | 1816368 |
| &nbsp;&nbsp; Series 2006-1, Class 6A1, 4.55%, 02/25/2036 <sup>(c)</sup> | 880252 |  | 666616 |
| &nbsp;&nbsp; Series 2006-1, Class 7A4, 4.06%, 02/25/2036 <sup>(c)</sup> | 82798 |  | 71295 |
| &nbsp;&nbsp; Series 2006-12, Class 2A1, 4.44%, 01/25/2037 <sup>(c)</sup> | 466153 |  | 336098 |
| &nbsp;&nbsp; Series 2006-4, Class 6A, 3.88%, 05/25/2036 <sup>(c)</sup> | 477362 |  | 269400 |
| &nbsp;&nbsp; Series 2007-5, Class 1A1, 4.51% (1 mo. Term SOFR + 0.55%), 06/25/2037 | 1041415 |  | 989024 |
| &nbsp;&nbsp; Series 2007-6, Class 2A1, 4.45% (1 mo. Term SOFR + 0.49%), 07/25/2037 | 3478996 |  | 3347731 |
| &nbsp;&nbsp; Series 2007-9, Class 1A1, 5.66% (6 mo. Term SOFR + 1.93%), 10/25/2037 | 681797 |  | 632585 |
| Suntrust Adjustable Rate Mortgage Loan Trust | Suntrust Adjustable Rate Mortgage Loan Trust | Suntrust Adjustable Rate Mortgage Loan Trust |  |
| &nbsp;&nbsp; Series 2007-1, Class 2A1, 5.96%, 02/25/2037 <sup>(c)</sup> | 2799249 |  | 2403518 |
| &nbsp;&nbsp; Series 2007-2, Class 1A1, 6.41%, 04/25/2037 <sup>(c)</sup> | 408102 |  | 150241 |
| Suntrust Alternative Loan Trust | Suntrust Alternative Loan Trust | Suntrust Alternative Loan Trust |  |
| &nbsp;&nbsp; Series 2005-1F, Class 2A3, 5.75%, 12/25/2035 | 536751 |  | 500131 |
| &nbsp;&nbsp; Series 2005-1F, Class 2A8, 6.00%, 12/25/2035 | 1239475 |  | 1163100 |
| &nbsp;&nbsp; Series 2005-1F, Class 4A1, 6.50%, 12/25/2035 | 943931 |  | 877771 |
|  TBW Mortgage Backed Pass Through Certificates, Series 2006-2, Class 3A1, 5.50%, 07/25/2036 | 80750 |  | 6586 |
|  Vericrest Opportunity Loan Transferee, Series 2021-NPL4, Class A2, 8.95%, 03/27/2051 <sup>(e)(h)(l)</sup> | 1861053 |  | 1863012 |
| WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates | WaMu Mortgage Pass Through Certificates |  |
| &nbsp;&nbsp; Series 2003-AR10, Class A6, 5.70%, 10/25/2033 <sup>(c)</sup> | 4201250 |  | 4067206 |
| &nbsp;&nbsp; Series 2003-S4, Class CB1, 5.64%, 06/25/2033 <sup>(c)</sup> | 1926270 |  | 1954826 |
| &nbsp;&nbsp; Series 2004-S2, Class 3A2, 6.00%, 06/25/2034 | 30329 |  | 30890 |
| &nbsp;&nbsp; Series 2005-AR14, Class 1A2, 4.68%, 12/25/2035 <sup>(c)</sup> | 3267913 |  | 3087611 |
| &nbsp;&nbsp; Series 2006-AR10, Class 2A1, 4.15%, 09/25/2036 <sup>(c)</sup> | 764447 |  | 655547 |
| &nbsp;&nbsp; Series 2006-AR16, Class 1A1, 4.36%, 12/25/2036 <sup>(c)</sup> | 853539 |  | 784478 |
| &nbsp;&nbsp; Series 2006-AR8, Class 1A1, 4.53%, 08/25/2046 <sup>(c)</sup> | 1110423 |  | 1047592 |
| &nbsp;&nbsp; Series 2007-HY2, Class 1A1, 4.15%, 12/25/2036 <sup>(c)</sup> | 11184107 |  | 10592815 |
| &nbsp;&nbsp; Series 2007-HY3, Class 4A1, 4.98%, 03/25/2037 <sup>(c)</sup> | 1784301 |  | 1648406 |
| &nbsp;&nbsp; Series 2007-HY5, Class 3A1, 3.87%, 05/25/2037 <sup>(c)</sup> | 793925 |  | 696783 |
| &nbsp;&nbsp; Series 2007-HY7, Class 1A1, 4.03%, 07/25/2037 <sup>(c)</sup> | 130764 |  | 105093 |
| Washington Mutual Alternative Mortgage Pass-Through Certificates | Washington Mutual Alternative Mortgage Pass-Through Certificates | Washington Mutual Alternative Mortgage Pass-Through Certificates |  |
| &nbsp;&nbsp; Series 2005-1, Class 5A1, 6.00%, 03/25/2035 | 609077 |  | 587614 |
| &nbsp;&nbsp; Series 2005-4, Class 5A7, 5.50%, 06/25/2035 | 2194281 |  | 1934880 |
| &nbsp;&nbsp; Series 2005-5, Class CB4, 5.50%, 07/25/2035 | 755576 |  | 720955 |
| &nbsp;&nbsp; Series 2005-6, Class 1CB, 6.50%, 08/25/2035 | 174726 |  | 163284 |
| &nbsp;&nbsp; Series 2005-6, Class 2A1, 5.50%, 08/25/2035 | 2081981 |  | 1876713 |
| &nbsp;&nbsp; Series 2005-6, Class 2A8, 5.50%, 08/25/2035 | 455148 |  | 410274 |
| &nbsp;&nbsp; Series 2005-6, Class 3CB, 5.50%, 08/25/2035 | 912198 |  | 841489 |
| &nbsp;&nbsp; Series 2005-9, Class 4A4, 5.50%, 11/25/2035 | 318354 |  | 286660 |
| &nbsp;&nbsp; Series 2006-8, Class A6, 4.10%, 10/25/2036 <sup>(h)</sup> | 2279252 |  | 766735 |
| &nbsp;&nbsp; Series 2007-HY1, Class A2A, 4.39% (1 mo. Term SOFR + 0.43%), 02/25/2037 | 1352025 |  | 1072133 |
| &nbsp;&nbsp; Series 2007-HY2, Class 1A1, 4.09%, 04/25/2037 <sup>(c)</sup> | 1060753 |  | 544348 |
| &nbsp;&nbsp; Series 2007-OC1, Class A1, 4.55% (1 mo. Term SOFR + 0.59%), 01/25/2047 | 2976757 |  | 2738794 |
| &nbsp;&nbsp; Series 2007-OC2, Class A3, 4.69% (1 mo. Term SOFR + 0.73%), 06/25/2037 | 3138646 |  | 3037426 |
|  Wells Fargo Alternative Loan Trust, Series 2007-PA1, Class A4, 6.00%, 03/25/2037 | 603221 |  | 564269 |
| Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust |  |
| &nbsp;&nbsp; Series 2004-J, Class A1, 5.80%, 07/25/2034 <sup>(c)</sup> | 1917441 |  | 1855312 |
| &nbsp;&nbsp; Series 2005-AR14, Class A1, 6.46%, 08/25/2035 <sup>(c)</sup> | 295279 |  | 290540 |
| &nbsp;&nbsp; Series 2006-AR1, Class 1A1, 6.52%, 03/25/2036 <sup>(c)</sup> | 1104691 |  | 1115297 |
| &nbsp;&nbsp; Series 2006-AR19, Class A1, 6.29%, 12/25/2036 <sup>(c)</sup> | 980058 |  | 915422 |
| &nbsp;&nbsp; Series 2006-AR5, Class 1A1, 6.70%, 04/25/2036 <sup>(c)</sup> | 2082278 |  | 2102801 |
| &nbsp;&nbsp; Series 2006-AR5, Class 2A1, 6.68%, 04/25/2036 <sup>(c)</sup> | 824347 |  | 818540 |
| &nbsp;&nbsp; Series 2007-AR3, Class A1, 6.24%, 04/25/2037 <sup>(c)</sup> | 363264 |  | 323411 |
| **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE BACKED SECURITIES** (Cost $574,161,125) | **TOTAL NON-AGENCY RESIDENTIAL MORTGAGE BACKED SECURITIES** (Cost $574,161,125) |  | 469783156 |
| **AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES - 1.4%** | **Par** |  | **Value**  |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |
| &nbsp;&nbsp; Pool RE5049, 1.50%, 10/01/2050 | 7179615 |  | 5489794 |
| &nbsp;&nbsp; Series 4937, Class MB, 3.00%, 12/25/2049 | 6621000 |  | 4683404 |
| &nbsp;&nbsp; Series 5200, Class YZ, 2.50%, 02/25/2052 <sup>(l)</sup> | 15319052 |  | 10519582 |
| &nbsp;&nbsp; Series 5201, Class CB, 2.50%, 03/25/2052 | 5797999 |  | 4199160 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |
| &nbsp;&nbsp; Pool CA7695, 1.50%, 11/01/2050 | 6655598 |  | 5176411 |
| &nbsp;&nbsp; Series 2016-45, Class PB, 3.00%, 07/25/2046 | 10584157 |  | 8468967 |
| &nbsp;&nbsp; Series 2017-108, Class PB, 3.00%, 01/25/2048 | 7656000 |  | 6006841 |
| &nbsp;&nbsp; Series 2021-52, Class JZ, 2.50%, 08/25/2051 <sup>(l)</sup> | 17578274 |  | 11587624 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust, Series 2018-4, Class MB, 3.50%, 03/25/2058 | 17000000 |  | 14341554 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |
| &nbsp;&nbsp; Series 2016-163, Class WZ, 3.00%, 11/20/2046 <sup>(l)</sup> | 5352021 |  | 4693908 |
| &nbsp;&nbsp; Series 2018-40, Class ZA, 3.00%, 01/20/2048 <sup>(l)</sup> | 25164775 |  | 19917021 |
| &nbsp;&nbsp; Series 2020-133, Class EA, 1.00%, 09/20/2050 | 24591051 |  | 19716308 |
| &nbsp;&nbsp; Series 2021-66, Class NA, 2.00%, 02/20/2051 | 10509297 |  | 9023418 |
| &nbsp;&nbsp; Series 2022-189, Class AL, 3.00%, 07/20/2051 | 20250000 |  | 16790134 |
| &nbsp;&nbsp; Series 2023-55, Class AG, 1.00%, 09/20/2050 | 6218304 |  | 4858410 |
| **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $142,866,389) | **TOTAL AGENCY RESIDENTIAL MORTGAGE-BACKED SECURITIES** (Cost $142,866,389) |  | 145472536 |
| **PREFERRED STOCKS - 0.1%** | **Shares** |  | **Value**  |
| **Banks - 0.1%** | **Banks - 0.1%** | **Banks - 0.1%** |  |
|  First Busey Corp., Series B, 8.25%, Perpetual | 200000 |  | 5094000 |
| **TOTAL PREFERRED STOCKS** (Cost $5,000,000) | **TOTAL PREFERRED STOCKS** (Cost $5,000,000) |  | 5094000 |
| **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** | **SHORT-TERM INVESTMENTS** |  |
| **MONEY MARKET FUNDS - 0.8%** | **Shares** |  | **Value**  |
| First American Government Obligations Fund - Class X, 3.88% <sup>(m)</sup> | 78918614 |  | 78918614 |
| **TOTAL MONEY MARKET FUNDS** (Cost $78,918,614) | **TOTAL MONEY MARKET FUNDS** (Cost $78,918,614) |  | 78918614 |
| **TOTAL INVESTMENTS - 99.5% (**Cost $10,212,939,805**)** | **TOTAL INVESTMENTS - 99.5% (**Cost $10,212,939,805**)** |  | 10087002434 |
| Other Assets in Excess of Liabilities - 0.5% | Other Assets in Excess of Liabilities - 0.5% | 0.00524 | &nbsp;&nbsp;&nbsp; 53116508 |
| **TOTAL NET ASSETS - 100.0%** |  |  | $10140118942 |
| Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. | Par amount is in USD unless otherwise indicated. |  |
| Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. | Percentages are stated as a percent of net assets. |  |
| The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. | The Global Industry Classification Standard ("GICS<sup>®</sup>") was developed by and/or is the exclusive property of MSCI, Inc. ("MSCI") and Standard & Poor's Financial Services LLC ("S&P"). GICS<sup>®</sup> is a service mark of MSCI and S&P and has been licensed for use by U.S. Bank Global Fund Services. |  |

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---

| |
|:---|
| CMT - Constant Maturity Treasury |
| LLC - Limited Liability Company |
| LP - Limited Partnership |
| PLC - Public Limited Company |
| PO Principal Only |
| REIT - Real Estate Investment Trust |
| SOFR - Secured Overnight Financing Rate |
| STRIP - Separate Trading of Registered Interest and Principal |

---

(a) Represents less than 0.05% of net assets.

(b) Zero coupon bonds make no periodic interest payments.

(c) Coupon rate may be variable or floating based on components other than reference rate and spread. These securities may not indicate a reference rate and/or spread in their description. The rate disclosed is as of
 November 30, 2025.

(d) Security subject to the Alternative Minimum Tax ("AMT"). As of November 30, 2025, the total value of securities subject to the AMT was $6,379,250 or 0.1% of net assets.

(e) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified institutional
 investors. As of November 30, 2025, the value of these securities total $2,484,078,502 or 24.5% of the Fund's net assets.

(f) Issuer is currently in default.

(g) Interest only security.

(h) Step coupon bond. The rate disclosed is as of November 30, 2025.

(i) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates. Reference interest rates are typically based on a negative multiplier or slope. Interest rate may also
 be subject to a cap or floor.

(j) Principal only security.

(k) Rounds to zero.

(l) This security accrues interest which is added to the outstanding principal balance. The interest payment will be deferred until all other tranches in the structure are paid off. The rate disclosed is as of November
 30, 2025.

(m) The rate shown represents the 7-day annualized yield as of November 30, 2025.

------

---

| |
|:---|
| **Performance Trust Total Return Bond Fund** |
| **Notes to Schedule of Investments** |
| **November 30, 2025 (Unaudited)** |

---

*Investment Valuation*

Each equity security owned by a Fund that is listed on a securities exchange, except securities listed on the NASDAQ Stock Market, LLC ("NASDAQ"), is valued at its last sale price at the close of that exchange on the date as of which assets are valued. If the security is listed on more than one exchange, a Fund will use the price of the exchange that the Fund generally considers to be the principal exchange on which the security is traded. Portfolio securities listed on NASDAQ will be valued at the NASDAQ Official Closing Price, which may not necessarily represent the last sale price. If there has been no sale on such exchange or on NASDAQ on such day, the security is valued at the mean between the most recent quoted bid and asked prices on such day or the security shall be valued at the latest sales price on the "composite market" for the day such security is being valued. The composite market is defined as a consolidation of the trade information provided by national securities and foreign exchanges and over-the-counter markets as published by an approved independent pricing service (a "Pricing Service").

Debt securities, such as U.S. government securities, corporate securities, municipal securities, collateralized loan obligations and asset-backed and mortgage-backed securities, including short-term debt instruments having a maturity of 60 days or less, are valued at the mean in accordance with prices supplied by a Pricing Service. Pricing Services may use various valuation methodologies such as the mean between the bid and the asked prices, matrix pricing and other analytical pricing models as well as market transactions and dealer quotations. If a price is not available from a Pricing Service, the most recent quotation obtained from one or more broker-dealers known to follow the issue will be obtained. Quotations will be valued at the mean between the bid and the offer. In the absence of available quotations, the securities will be priced at fair value. Pricing Services generally value debt securities assuming orderly transactions of an institutional round lot size, but such securities may be held or transactions may be conducted in such securities in smaller, odd lot sizes. Odd lots often trade at lower prices than institutional round lots.

Redeemable securities issued by open-end, registered investment companies, including money market funds, are valued at the net asset value ("NAV") of such companies for purchase and/or redemption orders placed on that day. If, on a particular day, a share of an investment company is not listed on NASDAQ, such security's fair value will be determined. All exchange-traded funds are valued at the last reported sale price on the exchange on which the security is principally traded. In the event market quotations are not readily available, such security will be valued at its fair value, discussed below.

If market quotations are not readily available, a security or other asset will be valued at its fair value in accordance with Rule 2a-5 of the 1940 Act as determined under the Adviser's fair value pricing procedures, subject to oversight by the Board of Trustees. These fair value pricing procedures will also be used to price a security when corporate events, events in the securities market and/or world events cause the Adviser to believe that a security's last sale price may not reflect its actual market value. The intended effect of using fair value pricing procedures is to ensure that the Funds are accurately priced. The Adviser will regularly evaluate whether the Funds' fair value pricing procedures continue to be appropriate in light of the specific circumstances of the Funds and the quality of prices obtained through the application of such procedures.

FASB Accounting Standards Codification, Fair Value Measurements and Disclosures Topic 820 ("ASC 820"), establishes an authoritative definition of fair value and sets out a hierarchy for measuring fair value. ASC 820 requires an entity to evaluate certain factors to determine whether there has been a significant decrease in volume and level of activity for the security such that recent transactions and quoted prices may not be determinative of fair value and further analysis and adjustment may be necessary to estimate fair value. ASC 820 also requires enhanced disclosure regarding the inputs and valuation techniques used to measure fair value as well as expanded disclosure of valuation levels for each class of investments. These inputs are summarized in the three broad levels listed below:

Level 1—Quoted prices in active markets for identical securities.

Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

Level 3—Significant unobservable inputs (including a Fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The following is a summary of the inputs used to value the Fund's investments carried at fair value as of November 30, 2025:

---

| |
|:---|
| **Performance Trust Total Return Bond Fund** |
| **Notes to Schedule of Investments (Continued)** |
| **November 30, 2025 (Unaudited)** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments:</u> |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Municipal Bonds | $– | $2475606274 | $– | $2475606274 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Corporate Bonds | – | 2039954954 | – | 2039954954 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Commercial Mortgage Backed Securities | – | 1559798481 | – | 1559798481 |
|  &nbsp;&nbsp;&nbsp;&nbsp;U.S. Treasury Securities | – | 1189718567 | – | 1189718567 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | – | 945138182 | – | 945138182 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Asset-Backed Securities | – | 664082445 | – | 664082445 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Commercial Mortgage Backed Securities | – | 513435225 | – | 513435225 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Non-Agency Residential Mortgage Backed Securities | – | 469783156 | – | 469783156 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Agency Residential Mortgage-Backed Securities | – | 145472536 | – | 145472536 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Preferred Stocks | 5094000 | – | – | 5094000 |
|  &nbsp;&nbsp;&nbsp;&nbsp;Money Market Funds | 78918614 | – | – | 78918614 |
| Total Investments | $84012614 | $10002989820 | $– | $10087002434 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. | Refer to the Schedule of Investments for further disaggregation of investment categories. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10193492848.40

**Total Liabilities:** $53495253.12

**Net Assets:** $10139997595.28

**Delayed Delivery Securities:** $45989567.02

**Cash Not Reported:** $2433776.83

**Currency Risk Metrics (dv01):**

- 

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

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

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

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

**Monthly Return Information**

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

**Monthly Gains & Losses**

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

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ChaseFlex Trust                | ChaseFlex Trust Series 2005-1                                                    | CUSIP: 16165TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197004 | PA      | $170219.85    | 0.00%             | 2035-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA | Chicago O'Hare International Airport                                             | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  25935000 | PA      | $29307771.54  | 0.29%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253839 | PA      | $1184703.69   | 0.01%             | 2036-06-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-7                                 | CUSIP: 17311AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350051 | PA      | $2000295.19   | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALASKA ST MUNI BOND BANK AUTH  | Alaska Municipal Bond Bank Authority                                             | CUSIP: 01179RM75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4100000 | PA      | $3226440.06   | 0.03%             | 2041-12-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT FLCA/PCA         | American AGcredit FLCA / American AGcredit PCA                                   | CUSIP: 02369FAA5<br>LEI: N/A                  | Long             | SN               | CORP              | US        |  10000000 | PA      | $8389461.00   | 0.08%             | 2036-06-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-3                              | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12177702 | PA      | $12205949.62  | 0.12%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7919997.80   | 0.08%             | 2030-04-12      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXIV                                                                  | CUSIP: 03762XAD1<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2517291.15   | 0.02%             | 2030-10-20      | Floating      | 9.95%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXIX Ltd                                                             | CUSIP: 03766HAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $3999588.00   | 0.04%             | 2038-10-21      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXI                                                                  | CUSIP: 03767XAC8<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4415241.60   | 0.04%             | 2031-04-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXX                                                                   | CUSIP: 03768CAS8<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9004806.00   | 0.09%             | 2031-10-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC            | Arbor Realty SR Inc                                                              | CUSIP: 03881NAA5<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4616954.15   | 0.05%             | 2028-12-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10302000 | PA      | $9346794.44   | 0.09%             | 2055-02-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares XXXIV CLO Ltd                                                               | CUSIP: 04015GBM0<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1910000 | PA      | $1903439.15   | 0.02%             | 2038-07-17      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXIV CLO Ltd                                                                | CUSIP: 04019NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007295.00   | 0.01%             | 2039-10-24      | Floating      | 10.40%                | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8100000 | PA      | $7675234.38   | 0.08%             | 2030-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AURORA CO WTR REVENUE          | City of Aurora CO Water Revenue                                                  | CUSIP: 051595CG9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2285000 | PA      | $1609024.57   | 0.02%             | 2046-08-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C27                                                   | CUSIP: 05555FAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58650964 | PA      | $1486608.40   | 0.01%             | 2057-07-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 181757000 | PA      | $5835908.28   | 0.06%             | 2057-07-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650011 | PA      | $610984.01    | 0.01%             | 2046-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-5                                    | CUSIP: 05950BAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192301 | PA      | $170924.48    | 0.00%             | 2046-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2014-R3 Trust                                            | CUSIP: 05990NAB6<br>LEI: 549300MRF4Q4NF7TRB58 | Long             | ABS-MBS          | CORP              | US        |    909077 | PA      | $919596.27    | 0.01%             | 2035-06-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7227794.00   | 0.07%             | 2058-12-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                | BANK5 2024-5YR9                                                                  | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11200000 | PA      | $11762806.72  | 0.12%             | 2057-08-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63077287 | PA      | $5936884.71   | 0.06%             | 2057-02-15      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5272749.00   | 0.05%             | 2057-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80284627 | PA      | $3047805.14   | 0.03%             | 2057-12-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18582000 | PA      | $1188435.97   | 0.01%             | 2054-11-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 142087188 | PA      | $4933551.33   | 0.05%             | 2054-12-15      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72280000 | PA      | $4552830.46   | 0.04%             | 2058-09-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6280078.80   | 0.06%             | 2058-07-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2019-GC44 Mortgage Trust                                                    | CUSIP: 12655TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19460000 | PA      | $717102.95    | 0.01%             | 2057-08-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28400000 | PA      | $244759.72    | 0.00%             | 2051-06-10      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A2                               | CUSIP: 17309CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290355 | PA      | $251241.16    | 0.00%             | 2036-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2006-A4                               | CUSIP: 17309VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774170 | PA      | $728181.50    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NV ARPT REVENUE     | County of Clark Department of Aviation                                           | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |  33715000 | PA      | $38250453.06  | 0.38%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND         | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |  21636000 | PA      | $19015641.97  | 0.19%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632MN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15050000 | PA      | $17264587.94  | 0.17%             | 2040-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLORADO ST COPS               | State of Colorado                                                                | CUSIP: 196711MA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3903874.80   | 0.04%             | 2045-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONTRA COSTA CA CMNTY CLG DIST | Contra Costa Community College District                                          | CUSIP: 212204FA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2470000 | PA      | $2667132.68   | 0.03%             | 2034-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US       | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2266645.50   | 0.02%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8                     | CUSIP: 22541SV70<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114336 | PA      | $111931.54    | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17000000 | PA      | $14341553.60  | 0.14%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR4                                                 | CUSIP: 362341FQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109016 | PA      | $105254.87    | 0.00%             | 2035-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2022-PJ5                                     | CUSIP: 362925BU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $3696270.05   | 0.04%             | 2052-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043681.49   | 0.01%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REVENUE    | Indiana Finance Authority                                                        | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |  34760000 | PA      | $39268375.48  | 0.39%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY | Louisville and Jefferson County Metropolitan Sewer District                      | CUSIP: 546589N73<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   5250000 | PA      | $3545514.53   | 0.03%             | 2044-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE & JEFFERSON CNTY KY | Louisville and Jefferson County Metropolitan Sewer District                      | CUSIP: 546589QW5<br>LEI: 5493004O4I11L8BK0A22 | Long             | DBT              | MUN               | US        |   7950000 | PA      | $8695946.91   | 0.09%             | 2040-05-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAS0<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   4763000 | PA      | $4753218.23   | 0.05%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10634151 | PA      | $10644657.52  | 0.10%             | 2029-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAD2<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6999706.00   | 0.07%             | 2030-11-21      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2726583.75   | 0.03%             | 2035-01-25      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite LII Ltd                                                                | CUSIP: 559931AL4<br>LEI: 5299001MY2F5RHSJ3A38 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4854850.00   | 0.05%             | 2039-01-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $3622453.91   | 0.04%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                                | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1051300.59   | 0.01%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAL6<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |  14440000 | PA      | $14450093.56  | 0.14%             | 2036-07-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY INDL DEV AGY  | New York City Industrial Development Agency                                      | CUSIP: 64971PLN3<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |   5895000 | PA      | $4741076.74   | 0.05%             | 2036-01-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 27 | Octagon Investment Partners 27 Ltd                                               | CUSIP: 67590XAU6<br>LEI: 6354001JUH8Y4IJVGL43 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3900620.00   | 0.04%             | 2030-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 28 | Octagon Investment Partners 28 Ltd                                               | CUSIP: 67591EBJ1<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505395.00   | 0.02%             | 2037-04-24      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | Open Text Corp                                                                   | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   8825000 | PA      | $8615180.33   | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-4 Ltd                                            | CUSIP: 69702YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000706.00   | 0.02%             | 2031-07-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PENN STATE HEALTH              | Penn State Health                                                                | CUSIP: 707631AA5<br>LEI: 254900ZBDOI59F4TUB07 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $4271016.09   | 0.04%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223VZ1<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  37990000 | PA      | $41382951.48  | 0.41%             | 2039-12-01      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4611676.50   | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2004-18                    | CUSIP: 863579FV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261076 | PA      | $243006.72    | 0.00%             | 2034-12-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-5                     | CUSIP: 86363XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041415 | PA      | $989024.11    | 0.01%             | 2037-06-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM           | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1804857.25   | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PUBLIC FIN AUTH LEASE | Texas Public Finance Authority                                                   | CUSIP: 882669DF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1455000 | PA      | $1166912.47   | 0.01%             | 2041-02-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                       | State of Texas                                                                   | CUSIP: 882724WD5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   3430000 | PA      | $2872156.46   | 0.03%             | 2037-08-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884887AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4992560.00   | 0.05%             | 2034-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| TIFT CNTY GA HOSP AUTH         | Tift County Hospital Authority                                                   | CUSIP: 886640JL6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2950000 | PA      | $2301066.97   | 0.02%             | 2042-12-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $51045898.50  | 0.50%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217RY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10045000 | PA      | $11298457.29  | 0.11%             | 2039-09-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNIV OF WASHINGTON WA UNIV REV | University of Washington                                                         | CUSIP: 91523NGW0<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |   6305000 | PA      | $6284838.50   | 0.06%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WABASH NATIONAL CORP           | Wabash National Corp                                                             | CUSIP: 929566AL1<br>LEI: 5299004ZAWHQZI5XO485 | Long             | DBT              | CORP              | US        |   6333000 | PA      | $5804776.50   | 0.06%             | 2028-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust | CUSIP: 93936LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3138646 | PA      | $3037425.92   | 0.03%             | 2037-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017964.82   | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 125812000 | PA      | $2309417.65   | 0.02%             | 2052-03-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-J2                                                   | CUSIP: 020908AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2049115 | PA      | $2011426.40   | 0.02%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343696 | PA      | $179689.60    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-14CB                                                 | CUSIP: 021468AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2204451 | PA      | $1179188.99   | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5678818 | PA      | $1632922.05   | 0.02%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52655000 | PA      | $1898712.97   | 0.02%             | 2055-09-15      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C26                                                    | CUSIP: 05555AAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116081828 | PA      | $8228251.42   | 0.08%             | 2057-05-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C13 Mortgage Trust                                                      | CUSIP: 05592YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 118276161 | PA      | $9341214.67   | 0.09%             | 2058-10-15      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30550000 | PA      | $2879780.48   | 0.03%             | 2055-02-17      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1747770.00   | 0.02%             | 2055-02-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 131235518 | PA      | $10556598.21  | 0.10%             | 2058-02-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   7180000 | PA      | $8261855.83   | 0.08%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  96529302 | PA      | $3077450.68   | 0.03%             | 2055-02-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C24                                                    | CUSIP: 07336VBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32630000 | PA      | $2861102.82   | 0.03%             | 2057-02-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12022000 | PA      | $1533614.08   | 0.02%             | 2058-07-15      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2005-AC5                            | CUSIP: 073879ZW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361205 | PA      | $211040.51    | 0.00%             | 2035-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 124409000 | PA      | $3142857.48   | 0.03%             | 2054-12-15      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147022654 | PA      | $7927711.43   | 0.08%             | 2058-10-15      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10436506.00  | 0.10%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V9 Mortgage Trust                                                 | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10452730.00  | 0.10%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-B41 Mortgage Trust                                                | CUSIP: 081935AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  84825059 | PA      | $6471702.39   | 0.06%             | 2068-07-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-J2                                          | CUSIP: 12545EAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2888236 | PA      | $962868.24    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-4                                         | CUSIP: 12637HAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1179251 | PA      | $97622.03     | 0.00%             | 2036-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333944 | PA      | $274624.94    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2021-D                                                | CUSIP: 12658VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9938341.00   | 0.10%             | 2028-12-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5C5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162261 | PA      | $150327.41    | 0.00%             | 2035-04-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-J6                                                   | CUSIP: 12667GVG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1833149 | PA      | $1456736.31   | 0.01%             | 2035-07-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AG33<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1063896 | PA      | $714480.87    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848251 | PA      | $478827.40    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-31                                          | CUSIP: 126694UT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579968 | PA      | $551407.70    | 0.01%             | 2036-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HY10                                        | CUSIP: 126694VP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1131638 | PA      | $1042406.23   | 0.01%             | 2036-02-20      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2003-42                                          | CUSIP: 12669EH74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    317657 | PA      | $315690.32    | 0.00%             | 2033-10-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HYB2                                        | CUSIP: 12669GWU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505879 | PA      | $490182.94    | 0.00%             | 2035-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A | California Health Facilities Financing Authority                                 | CUSIP: 13032UMP0<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |  12000000 | PA      | $13636753.20  | 0.13%             | 2047-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAC8<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $2799781.25   | 0.03%             | 2116-09-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2022-3                                                   | CUSIP: 14318MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6265000 | PA      | $6318875.24   | 0.06%             | 2029-01-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6393561.46   | 0.06%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOBILITY AUTH R | Central Texas Regional Mobility Authority                                        | CUSIP: 155498MR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4310000 | PA      | $3285548.77   | 0.03%             | 2045-01-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                 | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6720000 | PA      | $6719704.32   | 0.07%             | 2031-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5146733.25   | 0.05%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva | AmeriCredit Automobile Receivables Trust 2024-1                                  | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139237 | PA      | $139369.85    | 0.00%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2070000 | PA      | $2079374.20   | 0.02%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7440000 | PA      | $7691044.94   | 0.08%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |  18045000 | PA      | $19449833.93  | 0.19%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   9575000 | PA      | $12360614.54  | 0.12%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXII                                                                 | CUSIP: 03768RAU0<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   7160000 | PA      | $7172608.76   | 0.07%             | 2033-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11513000 | PA      | $613598.00    | 0.01%             | 2052-03-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10836000 | PA      | $723128.54    | 0.01%             | 2054-06-15      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  83683000 | PA      | $2414262.92   | 0.02%             | 2054-11-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KBL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8181000 | PA      | $6393656.84   | 0.06%             | 2054-11-15      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-S2                                      | CUSIP: 16162WLM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496607 | PA      | $481089.09    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-S3                                      | CUSIP: 16162WNK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4460950 | PA      | $3173219.04   | 0.03%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516604.05    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                   | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3968074.50   | 0.04%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CNTY CA JT PWRS AUTH L | Alameda County Joint Powers Authority                                            | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  31110000 | PA      | $35821301.51  | 0.35%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                | Allegro CLO X Ltd                                                                | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |    448109 | PA      | $448091.56    | 0.00%             | 2032-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ALVORD CA UNIF SCH DIST        | Alvord Unified School District                                                   | CUSIP: 022555UN4<br>LEI: 549300Q9J0UCO75DL276 | Long             | DBT              | MUN               | US        |   2105000 | PA      | $2567849.51   | 0.03%             | 2046-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   9043000 | PA      | $9499282.65   | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-1                              | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323963 | PA      | $324105.63    | 0.00%             | 2029-04-12      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7446814.90   | 0.07%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                                                 | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $13497435.00  | 0.13%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104845822 | PA      | $4322604.51   | 0.04%             | 2064-06-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6365000 | PA      | $5540330.23   | 0.05%             | 2064-06-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK35                                                                  | CUSIP: 06540CBX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8755000 | PA      | $7505384.84   | 0.07%             | 2064-06-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $940702.70    | 0.01%             | 2053-12-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8900000 | PA      | $9414509.00   | 0.09%             | 2057-08-15      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7360046.40   | 0.07%             | 2058-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH SO FLOR INC       | Baptist Health South Florida Inc                                                 | CUSIP: 066836AB3<br>LEI: K6I7TB5M0RZYIMZN1Q07 | Long             | DBT              | CORP              | US        |  14760000 | PA      | $13120296.10  | 0.13%             | 2041-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C4                                       | CUSIP: 07335CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43170000 | PA      | $1580591.84   | 0.02%             | 2052-08-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  62995083 | PA      | $2728487.13   | 0.03%             | 2057-09-15      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10493372.00  | 0.10%             | 2058-06-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10464745.00  | 0.10%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  78080267 | PA      | $2451642.31   | 0.02%             | 2030-12-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 108000000 | PA      | $4722980.40   | 0.05%             | 2030-12-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9Z38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89626000 | PA      | $3813057.51   | 0.04%             | 2031-01-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-4                                         | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9961856.00   | 0.10%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5196355.00   | 0.05%             | 2031-08-15      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 11 Ltd                                         | CUSIP: 38138KAN0<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15018315.00  | 0.15%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380V5S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25164775 | PA      | $19917020.79  | 0.20%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383LEE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20250000 | PA      | $16790133.60  | 0.17%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494762PA9<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4924757.21   | 0.05%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70387500 | PA      | $2488219.24   | 0.02%             | 2054-05-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10627000 | PA      | $9529887.65   | 0.09%             | 2054-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L5                                           | CUSIP: 61691YBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $2640610.70   | 0.03%             | 2054-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   3000000 | PA      | $2849149.50   | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PXM2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5750000 | PA      | $5611761.38   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PUERTO RICO HIGHWAY & TRANSPRT | Puerto Rico Highway & Transportation Authority                                   | CUSIP: 745185BN7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $6702500.00   | 0.07%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S4 Trust                                                       | CUSIP: 762010AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1508958 | PA      | $1234158.34   | 0.01%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA INFRASTRUCTU | Riverside County Infrastructure Financing Authority                              | CUSIP: 76913DGJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4755000 | PA      | $3842455.59   | 0.04%             | 2041-11-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust    | SBNA Auto Receivables Trust 2024-A                                               | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3114880 | PA      | $3126412.82   | 0.03%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SALT LAKE CNTY UT CONVENTION H | County of Salt Lake UT Convention Hotel Revenue                                  | CUSIP: 79567VAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4433046.50   | 0.04%             | 2047-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8600000 | PA      | $8708645.52   | 0.09%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4771000 | PA      | $4654793.23   | 0.05%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A | South Carolina Public Service Authority                                          | CUSIP: 837151K57<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5230348.50   | 0.05%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.       | Southwick Park CLO LLC                                                           | CUSIP: 846031BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2173394.60   | 0.02%             | 2032-07-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI       | Standard Building Solutions Inc                                                  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3848943.75   | 0.04%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378861.35    | 0.00%             | 2031-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-12                    | CUSIP: 86362RAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466153 | PA      | $336097.70    | 0.00%             | 2037-01-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    943931 | PA      | $877771.14    | 0.01%             | 2035-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3885255 | PA      | $3888542.41   | 0.04%             | 2032-01-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| TACOMA WA WTR REVENUE          | City of Tacoma WA Water Revenue                                                  | CUSIP: 873547GW7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20000000 | PA      | $21173304.00  | 0.21%             | 2039-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXAS ST WTR DEV BRD           | Texas Water Development Board                                                    | CUSIP: 8828546F4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11435000 | PA      | $9072267.14   | 0.09%             | 2045-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $70447300.50  | 0.69%             | 2042-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  75000000 | PA      | $31872471.75  | 0.31%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-A2                                      | CUSIP: 16163LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715028 | PA      | $621651.32    | 0.01%             | 2037-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPG7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1831515 | PA      | $1843544.22   | 0.02%             | 2034-11-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GRE0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    253847 | PA      | $244789.66    | 0.00%             | 2035-05-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GYQ5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   1247626 | PA      | $1185556.00   | 0.01%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296909 | PA      | $272105.47    | 0.00%             | 2036-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COLONY TX ECON DEV CORP SALES  | Colony Economic Development Corp                                                 | CUSIP: 19625CAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4950970.50   | 0.05%             | 2042-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HLTH FACS AUTH REV | Colorado Health Facilities Authority                                             | CUSIP: 19648FNW0<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   2030000 | PA      | $1616116.90   | 0.02%             | 2049-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COLORADO ST BRD OF GOVERNORS U | Board of Governors of Colorado State University System                           | CUSIP: 196707HZ9<br>LEI: 549300MAE3RAIIEIQV71 | Long             | DBT              | MUN               | US        |   3730000 | PA      | $3996966.92   | 0.04%             | 2040-03-01      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                     | CUSIP: 20454PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4849903.05   | 0.05%             | 2031-06-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| COMPEER FIN FLCA / PCA         | Compeer Financial FLCA/Compeer Financial PCA                                     | CUSIP: 20454PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4750000 | PA      | $3856909.85   | 0.04%             | 2036-06-01      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-D                                                | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509847 | PA      | $1511680.56   | 0.01%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-3                     | CUSIP: 225458KN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118950 | PA      | $118216.95    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1306972 | PA      | $924892.53    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21265000 | PA      | $17713000.73  | 0.17%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML09 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30319NAA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  42475319 | PA      | $4551230.41   | 0.04%             | 2040-02-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2020-RR09                             | CUSIP: 3137FTGA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42360000 | PA      | $2551008.16   | 0.03%             | 2029-08-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H6GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15319052 | PA      | $10519582.38  | 0.10%             | 2052-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  38115285 | PA      | $4027260.97   | 0.04%             | 2038-06-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML10 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833JAG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  13724174 | PA      | $1927834.79   | 0.02%             | 2038-01-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL UTILITIES SYS R | City of Gainesville FL Utilities System Revenue                                  | CUSIP: 362848QS5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8025000 | PA      | $8456922.35   | 0.08%             | 2039-10-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Stratus CLO                    | Stratus Funding CLO 2025-1 Ltd                                                   | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999770.00   | 0.05%             | 2033-07-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7980088.88   | 0.08%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACTON-AGUA CA UNIF SCH DIST    | Acton-Agua Dulce Unified School District                                         | CUSIP: 00507TBG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5550000 | PA      | $3277912.14   | 0.03%             | 2039-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-3                                            | CUSIP: 007036HV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169324 | PA      | $157882.73    | 0.00%             | 2035-07-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  90954289 | PA      | $2825213.02   | 0.03%             | 2052-12-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  14315000 | PA      | $9923352.68   | 0.10%             | 2034-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6                  | CUSIP: 251510JZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081427 | PA      | $886478.01    | 0.01%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   6971707 | PA      | $6974691.10   | 0.07%             | 2030-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XBA4<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  11420000 | PA      | $11419429.00  | 0.11%             | 2034-07-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 140411644 | PA      | $6025007.48   | 0.06%             | 2030-06-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1Z58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 111400232 | PA      | $2091071.47   | 0.02%             | 2028-07-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 122906000 | PA      | $3480427.53   | 0.03%             | 2028-07-25      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H6ZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 208455196 | PA      | $3694618.21   | 0.04%             | 2032-02-25      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                                       | CUSIP: 31846V336<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        |  73243960 | NS      | $73243960.43  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA41<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3390752 | PA      | $1167893.49   | 0.01%             | 2035-10-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                   | Regions Bank/Birmingham AL                                                       | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |  15677000 | PA      | $17145235.55  | 0.17%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED              | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   7650000 | PA      | $7504912.40   | 0.07%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALAMEDA CA CORRIDOR TRANSPRTN  | Alameda Corridor Transportation Authority                                        | CUSIP: 010869JV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2050000 | PA      | $1076073.70   | 0.01%             | 2038-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.        | Allegany Park CLO Ltd                                                            | CUSIP: 017154BA2<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4794001.90   | 0.05%             | 2035-01-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2271913.90   | 0.02%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25137136.50  | 0.25%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8019148.00   | 0.08%             | 2028-08-14      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-3                              | CUSIP: 02528EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5028450.00   | 0.05%             | 2032-07-12      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4750000 | PA      | $4793112.43   | 0.05%             | 2030-04-12      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC           | Amkor Technology Inc                                                             | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $764452.50    | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                 | Annisa CLO Ltd 2016-2                                                            | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14415000 | PA      | $14419987.59  | 0.14%             | 2031-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXXVI                                                                 | CUSIP: 03769LAE8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1951569.75   | 0.02%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4290989.40   | 0.04%             | 2053-05-15      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1755518.00   | 0.02%             | 2054-10-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $11883456.36  | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALDWIN CNTY AL PUBLIC BLDG AU | Baldwin County Public Building Authority                                         | CUSIP: 057864CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $781718.87    | 0.01%             | 2046-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-B Trust                                             | CUSIP: 05946XJK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1103836 | PA      | $1071322.60   | 0.01%             | 2034-11-20      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-3 Trust                                             | CUSIP: 05946XWC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51613 | PA      | $48944.43     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-6                                    | CUSIP: 059487AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797784 | PA      | $707910.42    | 0.01%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-5 Trust                                             | CUSIP: 05950NBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228845 | PA      | $216844.74    | 0.00%             | 2036-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-7 Trust                                             | CUSIP: 05951KAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335273 | PA      | $296212.98    | 0.00%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938000 | PA      | $1687782.11   | 0.02%             | 2063-03-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900864 | PA      | $470986.14    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4034341 | PA      | $1872671.44   | 0.02%             | 2037-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LA82<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386009 | PA      | $164274.94    | 0.00%             | 2035-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NW5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $868575.22    | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4251326.08   | 0.04%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   8553000 | PA      | $8848283.00   | 0.09%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 174774000 | PA      | $2040224.29   | 0.02%             | 2052-11-15      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59000000 | PA      | $1569588.80   | 0.02%             | 2053-02-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECON DEV CORP      | Maryland Economic Development Corp                                               | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |   3800000 | PA      | $3742733.24   | 0.04%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | Massachusetts School Building Authority                                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  20755000 | PA      | $21881801.40  | 0.22%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17140000 | PA      | $671888.00    | 0.01%             | 2053-04-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8500000 | PA      | $7575936.10   | 0.07%             | 2054-02-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C11                                                    | CUSIP: 05493MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29540000 | PA      | $1470321.01   | 0.01%             | 2054-09-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BOKF NA                        | BOKF NA                                                                          | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5861014.33   | 0.06%             | 2040-11-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST TRANSPRTN FUN | Commonwealth of Massachusetts Transportation Fund Revenue                        | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15755000 | PA      | $16684349.64  | 0.16%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP            | Meritage Homes Corp                                                              | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   8450000 | PA      | $8677543.29   | 0.09%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-5 Trust                                             | CUSIP: 05946XE58<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96686 | PA      | $99068.60     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-1 Trust                                             | CUSIP: 05946XFX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2196657 | PA      | $2177230.69   | 0.02%             | 2034-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XR88<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2051183 | PA      | $1973967.62   | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-9                                    | CUSIP: 059494AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124432 | PA      | $113829.71    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series 2006-F1                            | CUSIP: 590218AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1526554 | PA      | $489078.22    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592248BA5<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   9975000 | PA      | $4582513.01   | 0.05%             | 2043-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-9                                    | CUSIP: 059494AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621175 | PA      | $510651.38    | 0.01%             | 2037-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336967 | PA      | $321235.67    | 0.00%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 142379633 | PA      | $5891370.23   | 0.06%             | 2057-06-15      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11045000 | PA      | $11627718.74  | 0.11%             | 2057-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   6850000 | PA      | $7940478.22   | 0.08%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36380528 | PA      | $2730842.46   | 0.03%             | 2057-09-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC4                            | CUSIP: 07388WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2255792 | PA      | $1759432.62   | 0.02%             | 2036-07-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27095089 | PA      | $692596.54    | 0.01%             | 2052-03-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 105441000 | PA      | $4580504.66   | 0.05%             | 2054-02-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65932687 | PA      | $2553520.21   | 0.03%             | 2054-03-15      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93350000 | PA      | $3068657.21   | 0.03%             | 2054-04-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8850000 | PA      | $7434568.17   | 0.07%             | 2054-06-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141522 | PA      | $122550.19    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S7 Trust                                                       | CUSIP: 74958AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523490 | PA      | $453407.37    | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                 | Alinea CLO 2018-1 Ltd                                                            | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2994879.00   | 0.03%             | 2031-07-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50428089 | PA      | $2401441.08   | 0.02%             | 2054-07-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4907777.40   | 0.05%             | 2054-07-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.        | Allegany Park CLO Ltd                                                            | CUSIP: 017154AW5<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008280.00  | 0.10%             | 2035-01-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                   | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5904413.82   | 0.06%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 181851669 | PA      | $5413996.98   | 0.05%             | 2057-04-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4212334.24   | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMER AGCREDIT ACA              | American AgCredit Corp                                                           | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |   6500000 | PA      | $6356707.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-2                              | CUSIP: 02529YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1538209 | PA      | $1540082.57   | 0.02%             | 2029-08-13      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-9CB                                                  | CUSIP: 12667GES8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7847024 | PA      | $3390191.30   | 0.03%             | 2035-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2003-44                                          | CUSIP: 12669EN93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198000 | PA      | $178011.17    | 0.00%             | 2033-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-2                              | CUSIP: 02531BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1987721 | PA      | $1989214.70   | 0.02%             | 2027-12-13      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE               | Coca-Cola Co/The                                                                 | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14996977.65  | 0.15%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL ACA          | Compeer Financial ACA                                                            | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |   8625000 | PA      | $8682466.65   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                                | CUSIP: 21623PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600000.00   | 0.02%             | 2030-04-17      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-21                                          | CUSIP: 12669GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348777 | PA      | $324222.93    | 0.00%             | 2034-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | CGMS Commercial Mortgage Trust 2017-B1                                           | CUSIP: 17326CBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38016000 | PA      | $116560.86    | 0.00%             | 2050-08-15      | Variable      | 0.28%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                                | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000000.00   | 0.05%             | 2030-04-17      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2327096.30   | 0.02%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9ZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 103992000 | PA      | $3772257.80   | 0.04%             | 2031-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FETS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54203000 | PA      | $243740.05    | 0.00%             | 2028-01-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| DANA INC                       | Dana Inc                                                                         | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   6065000 | PA      | $6072278.00   | 0.06%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO ARPT REV | City & County of Denver CO Airport System Revenue                                | CUSIP: 249182AQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10310000 | PA      | $11687025.25  | 0.12%             | 2039-11-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137H64W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5797999 | PA      | $4199160.19   | 0.04%             | 2052-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESNO CA WTR SYS REVENUE      | City of Fresno CA Water System Revenue                                           | CUSIP: 358240FC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2365000 | PA      | $2673859.54   | 0.03%             | 2040-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DRY CREEK CA JT ELEM SCH DIST  | Dry Creek Joint Elementary School District                                       | CUSIP: 262386FB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3640000 | PA      | $2300602.30   | 0.02%             | 2038-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-18                                                   | CUSIP: 3622ELAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1769151 | PA      | $399844.99    | 0.00%             | 2036-11-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6608000 | PA      | $4095869.68   | 0.04%             | 2034-11-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8227687 | PA      | $8252786.69   | 0.08%             | 2028-07-17      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Trust                                                                       | CUSIP: 36242DSV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1580907 | PA      | $1560887.38   | 0.02%             | 2034-11-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 14 Ltd                                         | CUSIP: 38137VAG2<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3540852.00   | 0.03%             | 2037-07-20      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-1                                         | CUSIP: 36269HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3542306.60   | 0.03%             | 2029-12-17      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3737355.20   | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 6 Ltd                                          | CUSIP: 38137WBA2<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |   8675000 | PA      | $8641661.98   | 0.09%             | 2035-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38380TBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5352021 | PA      | $4693908.25   | 0.05%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7038987.20   | 0.07%             | 2031-08-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8750000 | PA      | $7918905.75   | 0.08%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842408 | PA      | $799125.76    | 0.01%             | 2035-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| INLAND EMPIRE CA TOBACCO SECUR | Inland Empire Tobacco Securitization Corp                                        | CUSIP: 45734TAJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15350000 | PA      | $14883224.92  | 0.15%             | 2038-06-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 8 Ltd                                          | CUSIP: 38136NBA3<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15017955.00  | 0.15%             | 2034-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 9 Ltd                                          | CUSIP: 38138JAY9<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024750.00   | 0.03%             | 2037-04-20      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382JE69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24591051 | PA      | $19716307.85  | 0.19%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A11CB                                | CUSIP: 45660LZZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201474 | PA      | $129409.78    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL TRANSIT SAL | County of Miami-Dade FL Transit System                                           | CUSIP: 59334PDA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18665000 | PA      | $19732141.51  | 0.19%             | 2040-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                                        | CUSIP: 64134AAQ5<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4990050.00   | 0.05%             | 2036-07-17      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 45 Ltd                                        | CUSIP: 64134MAL0<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10007410.00  | 0.10%             | 2036-10-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| NEW HAMPSHIRE ST TURNPIKE SYS  | New Hampshire State Turnpike System                                              | CUSIP: 644693KW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16745000 | PA      | $17994496.83  | 0.18%             | 2039-11-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 | Octagon Investment Partners 26 Ltd                                               | CUSIP: 67590YAS9<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |   6220000 | PA      | $6223993.24   | 0.06%             | 2030-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14743347.75  | 0.15%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| OGDEN CITY UT SWR & WTR REVENU | City of Ogden City UT Sewer & Water Revenue                                      | CUSIP: 676313AT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $2438631.43   | 0.02%             | 2045-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S1 Trust                                                       | CUSIP: 749581AP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340507 | PA      | $283241.67    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS9 Trust                                                       | CUSIP: 75115CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    955865 | PA      | $709509.41    | 0.01%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $6312439.69   | 0.06%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S3 Trust                                                       | CUSIP: 76111XN74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1317088 | PA      | $1072830.62   | 0.01%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A5CB                                 | CUSIP: 76112FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298029 | PA      | $850497.53    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RHODE ISLAND ST                | State of Rhode Island                                                            | CUSIP: 762223MD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1550000 | PA      | $1152537.07   | 0.01%             | 2041-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg | STARM Mortgage Loan Trust 2007-1                                                 | CUSIP: 78473NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2799249 | PA      | $2403517.77   | 0.02%             | 2037-02-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| SAN BERNARDINO CA CMNTY CLG DI | San Bernardino Community College District                                        | CUSIP: 796720GG9<br>LEI: 549300Y4FPTEP3EQZ007 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $4374982.00   | 0.04%             | 2044-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355M92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $923648.38    | 0.01%             | 2039-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-5                                    | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4564532.70   | 0.05%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-5                                    | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2482945 | PA      | $2484599.46   | 0.02%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | SOUND POINT CLO XIX Ltd                                                          | CUSIP: 83610JAL0<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1935968.00   | 0.02%             | 2031-04-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880252 | PA      | $666616.05    | 0.01%             | 2036-02-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536751 | PA      | $500130.84    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884886AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3203954.00   | 0.03%             | 2034-04-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE            | Toledo Hospital/The                                                              | CUSIP: 889184AG2<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6985590.91   | 0.07%             | 2048-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515608.50    | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5203115.00   | 0.05%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNION CNTY PA HOSP AUTH        | Union County Hospital Authority                                                  | CUSIP: 906460DS6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    665000 | PA      | $668159.15    | 0.01%             | 2028-08-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2004-J Trust                              | CUSIP: 949813AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1917441 | PA      | $1855311.98   | 0.02%             | 2034-07-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C51                                   | CUSIP: 95001VAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130394000 | PA      | $2735274.94   | 0.03%             | 2052-06-15      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6316634.40   | 0.06%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C65                                   | CUSIP: 95004WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73313551 | PA      | $6129518.72   | 0.06%             | 2058-10-15      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6330000 | PA      | $6392742.33   | 0.06%             | 2029-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10648152.00  | 0.11%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11541000 | PA      | $528385.07    | 0.01%             | 2052-04-15      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $6766792.00   | 0.07%             | 2063-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3375000 | PA      | $2912389.43   | 0.03%             | 2053-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426540 | PA      | $665616.81    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C17 Commercial Mortgage Trust                                         | CUSIP: 12597BAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  75509035 | PA      | $2812545.44   | 0.03%             | 2052-09-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238700 | PA      | $196299.04    | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-28CB                                                 | CUSIP: 12667FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114846 | PA      | $87410.04     | 0.00%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-43                                                   | CUSIP: 12668AAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96965 | PA      | $87306.63     | 0.00%             | 2035-09-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470WW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25967 | PA      | $25031.85     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI | Dallas Fort Worth International Airport                                          | CUSIP: 23503CCG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1216341.70   | 0.01%             | 2042-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DENVER CITY & CNTY CO SCH DIST | Denver City & County School District No 1                                        | CUSIP: 249174XY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2060359.25   | 0.02%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB4                    | CUSIP: 251513AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336050 | PA      | $281444.69    | 0.00%             | 2036-10-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-2                                              | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3771366.75   | 0.04%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 45 Senior Loan Fund                                                       | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   6350000 | PA      | $6363462.00   | 0.06%             | 2030-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 80 CLO Ltd                                                                | CUSIP: 26245JBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10506373.50  | 0.10%             | 2033-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 78 CLO Ltd                                                                | CUSIP: 26253LAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1214043.82   | 0.01%             | 2037-04-17      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62R7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35916184 | PA      | $1802776.94   | 0.02%             | 2030-09-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAQF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12383305 | PA      | $104885.36    | 0.00%             | 2027-06-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44228102 | PA      | $1254786.64   | 0.01%             | 2029-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70533304 | PA      | $2356052.15   | 0.02%             | 2029-07-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| JEA FL WTR & SWR REVENUE       | JEA Water & Sewer System Revenue                                                 | CUSIP: 46613PD37<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1054806.00   | 0.01%             | 2040-10-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST BIOMEDICAL RESEA | Washington Biomedical Research Facilities 3                                      | CUSIP: 93730PAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5220000 | PA      | $5754370.88   | 0.06%             | 2042-07-01      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35692005 | PA      | $2092094.00   | 0.02%             | 2030-04-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  44272000 | PA      | $2962421.04   | 0.03%             | 2030-05-25      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBD9<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   4004000 | PA      | $3850021.38   | 0.04%             | 2051-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $2689091.93   | 0.03%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL        | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5447314.65   | 0.05%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5058142.10   | 0.05%             | 2049-12-15      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $11076090.60  | 0.11%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3139438.20   | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  18680000 | PA      | $19108496.60  | 0.19%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  22861000 | PA      | $19583267.55  | 0.19%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2004-4                                     | CUSIP: 576433LZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69514 | PA      | $67633.61     | 0.00%             | 2034-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Securitization Tru | MASTR Asset Securitization Trust 2006-1                                          | CUSIP: 57643MMM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555600 | PA      | $91427.85     | 0.00%             | 2036-05-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592250EN0<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   2750000 | PA      | $1669488.43   | 0.02%             | 2038-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | Microsoft Corp                                                                   | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $5837263.92   | 0.06%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                   | Ohio State University/The                                                        | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  23075000 | PA      | $19711525.70  | 0.19%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH HLTHS | Oklahoma Development Finance Authority                                           | CUSIP: 67884XCP0<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |  10620000 | PA      | $10558205.41  | 0.10%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd               | Sculptor CLO XXVII Ltd                                                           | CUSIP: 81124UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19974720.00  | 0.20%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC               | Sensata Technologies Inc                                                         | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |  10338000 | PA      | $10104847.09  | 0.10%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2767398.57   | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC       | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3662428.00   | 0.04%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC       | Southside Bancshares Inc                                                         | CUSIP: 84470PAF6<br>LEI: 549300TC83207VQA2K65 | Long             | SN               | CORP              | US        |   5000000 | PA      | $4953716.90   | 0.05%             | 2030-11-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| STAFFORD TX MUNI SCH DIST      | Stafford Municipal School District                                               | CUSIP: 852519LQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1278160.30   | 0.01%             | 2041-08-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                  | Sutter Health                                                                    | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  14677000 | PA      | $11784020.49  | 0.12%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| TACOMA WA WTR REVENUE          | City of Tacoma WA Water Revenue                                                  | CUSIP: 873547HP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6740000 | PA      | $7012279.15   | 0.07%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TENNESSEE ST SCH BOND AUTH     | Tennessee State School Bond Authority                                            | CUSIP: 880558PH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11710000 | PA      | $8264865.31   | 0.08%             | 2045-11-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518769.50    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $69407505.00  | 0.68%             | 2042-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $62908533.00  | 0.62%             | 2044-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $62066775.00  | 0.61%             | 2044-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 158000000 | PA      | $64510995.52  | 0.64%             | 2044-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXII CLO Ltd                                                                | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9999570.00   | 0.10%             | 2034-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2237405 | PA      | $1092215.92   | 0.01%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-30T1                                                 | CUSIP: 02146VAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8384527 | PA      | $2508521.43   | 0.02%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-23CB                                                 | CUSIP: 02147RAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042612 | PA      | $1007365.24   | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-39CB                                                 | CUSIP: 02148JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1928670 | PA      | $1600309.59   | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-41CB                                                 | CUSIP: 02149CAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483509 | PA      | $245549.04    | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5179370 | PA      | $2470662.55   | 0.02%             | 2037-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-13                                                   | CUSIP: 02150MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2390842 | PA      | $1224375.62   | 0.01%             | 2047-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4956628.05   | 0.05%             | 2034-04-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ATLANTIC UNION BANKSHARE       | Atlantic Union Bankshares Corp                                                   | CUSIP: 04911AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4532804.95   | 0.04%             | 2031-12-15      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7790312.04   | 0.08%             | 2032-12-08      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK49                                                                  | CUSIP: 05494FBY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 149849460 | PA      | $7047360.15   | 0.07%             | 2058-03-15      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2006-B Trust                                            | CUSIP: 05950TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342251 | PA      | $299363.17    | 0.00%             | 2046-10-20      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-1 Trust                                             | CUSIP: 05951FAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550298 | PA      | $520463.66    | 0.01%             | 2037-01-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230391 | PA      | $206758.97    | 0.00%             | 2037-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255986 | PA      | $240405.96    | 0.00%             | 2036-12-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2010-R3 Trust                                            | CUSIP: 05955YAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5309045 | PA      | $5132867.79   | 0.05%             | 2037-09-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2014-R3 Trust                                            | CUSIP: 05990NAD2<br>LEI: 549300MRF4Q4NF7TRB58 | Long             | ABS-MBS          | CORP              | US        |    814457 | PA      | $813609.31    | 0.01%             | 2035-06-26      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130975785 | PA      | $6580000.78   | 0.06%             | 2058-11-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 220695000 | PA      | $6596750.11   | 0.07%             | 2057-06-15      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $3029499.55   | 0.03%             | 2064-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923BR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6207832.80   | 0.06%             | 2057-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  80876115 | PA      | $3233475.60   | 0.03%             | 2057-10-15      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR11                                                                 | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4473125.00   | 0.04%             | 2057-11-15      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120614 | PA      | $471641.61    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2587650 | PA      | $1136868.60   | 0.01%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-10                                          | CUSIP: 12545CAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1762757 | PA      | $786124.12    | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2023-II Ltd                                                         | CUSIP: 125488AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501716.00   | 0.01%             | 2037-01-21      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145678 | PA      | $1057419.83   | 0.01%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citimortgage Alternative Loan  | CitiMortgage Alternative Loan Trust Series 2007-A1                               | CUSIP: 12566QAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1841201 | PA      | $1699363.25   | 0.02%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | Cifc Funding 2023-III Ltd                                                        | CUSIP: 12598YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4790000 | PA      | $4794694.20   | 0.05%             | 2037-01-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-27CB                                                 | CUSIP: 12667FWU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716619 | PA      | $648283.88    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-28CB                                                 | CUSIP: 12667FYV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200459 | PA      | $188664.14    | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995284 | PA      | $1505145.04   | 0.01%             | 2035-06-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-86CB                                                 | CUSIP: 12668BFK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117547 | PA      | $66353.81     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-12CB                                                 | CUSIP: 12668BWY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526031 | PA      | $251114.36    | 0.00%             | 2036-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-9                                           | CUSIP: 126694W95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1098707 | PA      | $495399.52    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-HYB5                                        | CUSIP: 12669F3B7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501220 | PA      | $476176.25    | 0.00%             | 2035-04-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-14                                          | CUSIP: 12669FT45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874213 | PA      | $845345.20    | 0.01%             | 2034-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7525000 | PA      | $7700780.99   | 0.08%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-16                                          | CUSIP: 170257AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471543 | PA      | $124247.28    | 0.00%             | 2036-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086570 | PA      | $924746.73    | 0.01%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010838.04   | 0.02%             | 2040-01-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2006-AR7                                           | CUSIP: 172987AW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    968002 | PA      | $833524.93    | 0.01%             | 2036-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc Mortgage Pass-Through Ctfs Series 2005-7       | CUSIP: 17307GA57<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    298613 | PA      | $277149.31    | 0.00%             | 2035-09-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430XV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5537119.00   | 0.05%             | 2043-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | Australia & New Zealand Banking Group Ltd                                        | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5060536.20   | 0.05%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GMR6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     10185 | PA      | $6399.48      | 0.00%             | 2033-08-25      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68239559 | PA      | $1947877.75   | 0.02%             | 2072-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9400096.35   | 0.09%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C9 Mortgage Trust                                                       | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49926931 | PA      | $3137213.60   | 0.03%             | 2057-07-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  92457000 | PA      | $1300379.97   | 0.01%             | 2053-02-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO           | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19500000 | PA      | $19462969.50  | 0.19%             | 2034-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-2                                    | CUSIP: 05948K3B3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457104 | PA      | $1269238.84   | 0.01%             | 2036-03-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2005-11                                   | CUSIP: 05948KW62<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87114 | PA      | $78400.60     | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COSERV SECURITIZATION 22       | CoServ Securitization 2022 LLC                                                   | CUSIP: 18977CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16918185.80  | 0.17%             | 2048-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CORNING INC                    | Corning Inc                                                                      | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |  18803000 | PA      | $19745576.90  | 0.19%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320327 | PA      | $316554.82    | 0.00%             | 2036-12-20      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C7 Mortgage Trust                                                      | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5678371.60   | 0.06%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2552560 | PA      | $1168084.97   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOWNTOWN DALLAS TX DEV AUTH TA | Downtown Dallas Development Authority                                            | CUSIP: 261149BC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6730000 | PA      | $4045847.18   | 0.04%             | 2036-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11212453.13  | 0.11%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BYLINE BANCORP INC             | Byline Bancorp Inc                                                               | CUSIP: 124411AB5<br>LEI: 549300W7ODP4YL2H4823 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6685543.80   | 0.07%             | 2035-08-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-1                                              | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433099 | PA      | $433310.67    | 0.00%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2024-1                                              | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8965000 | PA      | $9004668.33   | 0.09%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40062667 | PA      | $227892.47    | 0.00%             | 2050-11-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8087000 | PA      | $8324179.58   | 0.08%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAN8<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   2885000 | PA      | $2894575.32   | 0.03%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd              | Elevation CLO 2018-10 Ltd                                                        | CUSIP: 28623CAQ4<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4749776.75   | 0.05%             | 2031-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3042348.60   | 0.03%             | 2028-08-21      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2520000 | PA      | $2529866.05   | 0.02%             | 2030-01-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5265000 | PA      | $5426174.81   | 0.05%             | 2032-05-17      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-2                                       | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301340 | PA      | $301689.56    | 0.00%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-1                                       | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2960000 | PA      | $3009903.82   | 0.03%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| FNB CORP                       | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8029329.09   | 0.08%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                                  | CUSIP: 3136B9NY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 131156182 | PA      | $8174177.86   | 0.08%             | 2049-12-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F1G85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  57193000 | PA      | $459974.70    | 0.00%             | 2027-05-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 199512398 | PA      | $8056709.65   | 0.08%             | 2030-10-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  48165363 | PA      | $1915864.01   | 0.02%             | 2030-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 109701020 | PA      | $3704076.90   | 0.04%             | 2030-11-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FAWU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  38023335 | PA      | $278665.42    | 0.00%             | 2027-07-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27150220 | PA      | $145655.50    | 0.00%             | 2027-09-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FETQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 143458463 | PA      | $838973.78    | 0.01%             | 2028-01-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  67029590 | PA      | $1826060.30   | 0.02%             | 2029-05-25      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 200914498 | PA      | $5324897.21   | 0.05%             | 2029-06-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  99975323 | PA      | $5094772.44   | 0.05%             | 2034-08-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                                               | CUSIP: 3137FQ7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6621000 | PA      | $4683403.41   | 0.05%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  20000000 | PA      | $24655110.00  | 0.24%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                  | State of California                                                              | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |  28000000 | PA      | $34889041.60  | 0.34%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  60886251 | PA      | $3233029.50   | 0.03%             | 2030-01-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70601000 | PA      | $4558551.25   | 0.04%             | 2030-03-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTFW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24099000 | PA      | $378462.75    | 0.00%             | 2027-03-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTZM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89928737 | PA      | $8856703.61   | 0.09%             | 2035-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316BBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996536.00   | 0.02%             | 2031-04-20      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S4                                      | CUSIP: 16162YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3958334 | PA      | $1587101.14   | 0.02%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  59371316 | PA      | $3534326.93   | 0.03%             | 2035-10-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5YG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 175000000 | PA      | $2811917.50   | 0.03%             | 2029-01-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2020-3                                         | CUSIP: 36260CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1003957 | PA      | $1003973.28   | 0.01%             | 2027-07-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-1                                         | CUSIP: 36261AAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2344294 | PA      | $2342536.91   | 0.02%             | 2028-01-18      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9ZX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 255057461 | PA      | $5011445.51   | 0.05%             | 2033-04-25      | Variable      | 0.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDUX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 357011308 | PA      | $8582123.44   | 0.08%             | 2034-05-25      | Variable      | 0.47%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-3                                         | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5659567.62   | 0.06%             | 2028-10-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL UTILITIES SYS R | City of Gainesville FL Utilities System Revenue                                  | CUSIP: 362848RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  32020000 | PA      | $35051996.21  | 0.35%             | 2040-10-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LB6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20083000 | PA      | $16863563.36  | 0.17%             | 2036-04-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LEFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14750000 | PA      | $9830570.56   | 0.10%             | 2046-11-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MOOG INC                       | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |  10393000 | PA      | $10341056.83  | 0.10%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MULTNOMAH CLACKAMAS CNTYS OR S | Multnomah & Clackamas Counties School District No 10JT Gresham-Barlow            | CUSIP: 625482HV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9500000 | PA      | $5274804.70   | 0.05%             | 2039-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-FA4                     | CUSIP: 32052WAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1718666 | PA      | $579852.36    | 0.01%             | 2037-08-25      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYS       | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5237500.00   | 0.05%             | 2035-06-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAP4<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1068497.11   | 0.01%             | 2031-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |  33890000 | PA      | $38358708.29  | 0.38%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FORT BEND TX GRAND PKWY TOLL R | Fort Bend Grand Parkway Toll Road Authority                                      | CUSIP: 346832CG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1951636.70   | 0.02%             | 2039-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FRENSHIP TX INDEP SCH DIST     | Frenship Independent School District                                             | CUSIP: 357866E32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5543072.50   | 0.05%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WYE0<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   3743000 | PA      | $4049308.41   | 0.04%             | 2030-02-01      | Fixed         | 8.41%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANK NA          | Texas Capital Bank NA                                                            | CUSIP: 88224PJS9<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5250231.16   | 0.05%             | 2026-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H47<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4835000 | PA      | $3810056.88   | 0.04%             | 2039-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2025-4                                         | CUSIP: 36273HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5004331.00   | 0.05%             | 2028-10-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                | Thor Industries Inc                                                              | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |   8850000 | PA      | $8480981.55   | 0.08%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                 | Trustmark Corp                                                                   | CUSIP: 898402AB8<br>LEI: 5493000HPQ4D2RZ79739 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15055146.75  | 0.15%             | 2035-12-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3948513.19   | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10074974.00  | 0.10%             | 2028-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8015457.60   | 0.08%             | 2028-04-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BBL2<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1250000.00   | 0.01%             | 2038-10-20      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C1                                            | CUSIP: 90276EAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13000000 | PA      | $143962.00    | 0.00%             | 2050-06-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C6                                            | CUSIP: 90276UBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63420500 | PA      | $628573.26    | 0.01%             | 2050-12-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C7                                            | CUSIP: 90276WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 170396000 | PA      | $1420421.06   | 0.01%             | 2050-12-15      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  38496495 | PA      | $717474.57    | 0.01%             | 2051-08-15      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR9                                        | CUSIP: 45661EGG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395603 | PA      | $1205311.91   | 0.01%             | 2036-06-25      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001893.60   | 0.03%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI            | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24976000 | PA      | $20149208.17  | 0.20%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FZ27<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912198 | PA      | $841489.49    | 0.01%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERRIS CA UNION HIGH SCH DIST  | Perris Union High School District/CA                                             | CUSIP: 714398LV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2243526.00   | 0.02%             | 2042-09-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY1 Trust | CUSIP: 93936AAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1352025 | PA      | $1072133.34   | 0.01%             | 2037-02-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR19 Trust                           | CUSIP: 949789AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980058 | PA      | $915422.04    | 0.01%             | 2036-12-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                            | CUSIP: 94983RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824347 | PA      | $818540.31    | 0.01%             | 2036-04-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T | Wells Fargo Alternative Loan 2007-PA1 Trust                                      | CUSIP: 94984TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603221 | PA      | $564268.80    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10909000 | PA      | $1697199.31   | 0.02%             | 2058-02-15      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6424490.58   | 0.06%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $10510592.77  | 0.10%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH  | American Municipal Power Inc                                                     | CUSIP: 02765UCR3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |  13670000 | PA      | $14348264.39  | 0.14%             | 2043-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | APIDOS CLO XLI Ltd                                                               | CUSIP: 03770EAG6<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2020394.00   | 0.02%             | 2037-10-20      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Sec | Arbor Multifamily Mortgage Securities Trust 2020-MF1                             | CUSIP: 03881BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4650000 | PA      | $4364892.69   | 0.04%             | 2053-05-15      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES LII CLO Ltd                                                                 | CUSIP: 04009ABA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10760000 | PA      | $10752414.20  | 0.11%             | 2031-04-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14988165.00  | 0.15%             | 2034-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP        | Asbury Automotive Group Inc                                                      | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4913012.00   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                 | AutoNation Inc                                                                   | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11086000 | PA      | $10446055.99  | 0.10%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC            | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2874930.37   | 0.03%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BALL CORP                      | Ball Corp                                                                        | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4180093.50   | 0.04%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2018-BNK10                                                                  | CUSIP: 065404AA3<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1720415.80   | 0.02%             | 2061-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK4                                                                   | CUSIP: 06541FAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9946550 | PA      | $9855164.08   | 0.10%             | 2050-05-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-4                              | CUSIP: 02530CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5493679 | PA      | $5539086.43   | 0.05%             | 2030-09-12      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  71252706 | PA      | $3508582.99   | 0.03%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBS5<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |  10675000 | PA      | $10654664.13  | 0.11%             | 2032-10-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BAYONNE NJ                     | City of Bayonne NJ                                                               | CUSIP: 0728874V1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5725000 | PA      | $4622146.88   | 0.05%             | 2039-07-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 101029101 | PA      | $3100916.52   | 0.03%             | 2058-03-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust       | Bear Stearns ALT-A Trust 2006-6                                                  | CUSIP: 073868AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663339 | PA      | $297209.29    | 0.00%             | 2036-11-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  82774000 | PA      | $1077022.18   | 0.01%             | 2057-08-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B23 Mortgage Trust                                                | CUSIP: 08162RAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65546139 | PA      | $3033626.07   | 0.03%             | 2054-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B31 Mortgage Trust                                                | CUSIP: 08163MAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31991000 | PA      | $1966883.46   | 0.02%             | 2054-12-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXIV Ltd                                             | CUSIP: 08182NAL6<br>LEI: 254900F6RDYGOMBGPF86 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10007510.00  | 0.10%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners CLO XXV Ltd                                              | CUSIP: 08186YAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9245606.25   | 0.09%             | 2035-01-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BEXAR CNTY TX REVENUE          | County of Bexar TX                                                               | CUSIP: 088518PG4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5515000 | PA      | $4392613.67   | 0.04%             | 2041-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2018-1 Ltd                                                      | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9496770 | PA      | $9521556.57   | 0.09%             | 2030-07-30      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5535027.30   | 0.05%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    342792 | PA      | $347607.15    | 0.00%             | 2028-08-25      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F62P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 160071022 | PA      | $6073158.59   | 0.06%             | 2030-09-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRZC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45237466 | PA      | $2515058.36   | 0.02%             | 2030-01-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  37700000 | PA      | $1326870.35   | 0.01%             | 2031-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140NUFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1734321 | PA      | $1388357.48   | 0.01%             | 2041-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2006-15                                                   | CUSIP: 3622E8AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938770 | PA      | $491786.53    | 0.00%             | 2036-09-25      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ7                                     | CUSIP: 36262CAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4491250 | PA      | $3122911.64   | 0.03%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2020-GSA2                                           | CUSIP: 36264KAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  73324000 | PA      | $3057486.15   | 0.03%             | 2053-12-12      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5058283.00   | 0.05%             | 2030-06-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US CLO 1 Ltd                                          | CUSIP: 38136FBW2<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19999120.00  | 0.20%             | 2034-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GRAND PARKWAY TRANSPRTN CORP T | Grand Parkway Transportation Corp                                                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8825000 | PA      | $9055128.64   | 0.09%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HAWAII ST                      | State of Hawaii                                                                  | CUSIP: 419792F27<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3950000 | PA      | $3147065.73   | 0.03%             | 2039-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  11497000 | PA      | $12007729.28  | 0.12%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331QN7<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    655000 | PA      | $700057.91    | 0.01%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE   | Illinois Finance Authority                                                       | CUSIP: 45204FED3<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5741147.30   | 0.06%             | 2041-05-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| INDEPENDENT BANK CORP          | Independent Bank Corp                                                            | CUSIP: 453836AJ7<br>LEI: 549300C5K3W8THR3GE10 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $12045851.18  | 0.12%             | 2035-04-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR3                                        | CUSIP: 45660L5P0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4172223 | PA      | $2826743.23   | 0.03%             | 2036-03-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR3                                        | CUSIP: 45660LFN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    654071 | PA      | $617552.80    | 0.01%             | 2035-04-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                | Invesco US CLO 2023-4 Ltd                                                        | CUSIP: 46091XAJ9<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | JE        |   9250000 | PA      | $9262256.25   | 0.09%             | 2037-01-18      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30000000 | PA      | $21034017.00  | 0.21%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2007-A3                                                 | CUSIP: 46630UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1871564 | PA      | $1580767.59   | 0.02%             | 2037-05-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6390905 | PA      | $5631689.27   | 0.06%             | 2052-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-3                                           | CUSIP: 46657QAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $7382152.00   | 0.07%             | 2054-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $944142.40    | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                | OHA Credit Funding 1 LTD                                                         | CUSIP: 67115WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2209523.80   | 0.02%             | 2037-04-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBU5<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   3970000 | PA      | $3981858.39   | 0.04%             | 2030-01-22      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                 | Octagon 66 Ltd                                                                   | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25800000 | PA      | $25800000.00  | 0.25%             | 2036-11-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| JEA FL WTR & SWR REVENUE       | JEA Water & Sewer System Revenue                                                 | CUSIP: 46615SEU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5045000 | PA      | $4415559.06   | 0.04%             | 2041-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11588632 | PA      | $7866347.18   | 0.08%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KANSAS ST DEV FIN AUTH REVENUE | Kansas Development Finance Authority                                             | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |   2040000 | PA      | $2055926.08   | 0.02%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494759RG0<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |  19040000 | PA      | $16349429.04  | 0.16%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 398659409 | PA      | $6375759.93   | 0.06%             | 2034-10-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN6D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 153978000 | PA      | $2670394.26   | 0.03%             | 2030-05-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR2                               | CUSIP: 32055GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3623282 | PA      | $767656.52    | 0.01%             | 2037-08-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-21                    | CUSIP: 863579C63<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2827079 | PA      | $1816367.68   | 0.02%             | 2035-11-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-9                     | CUSIP: 86364JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681797 | PA      | $632584.58    | 0.01%             | 2037-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| TRUSTMARK CORP                 | Trustmark Corp                                                                   | CUSIP: 898402AA0<br>LEI: 5493000HPQ4D2RZ79739 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6500000.00   | 0.06%             | 2030-12-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| UJA FEDERATION NEW YORK        | United Jewish Appeal-Federation of Jewish Philanthropies of New York Inc         | CUSIP: 910751AK2<br>LEI: 549300KFOHUQO5KVF916 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4163866.15   | 0.04%             | 2031-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $68400748.50  | 0.67%             | 2042-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10031250.00  | 0.10%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | University of Massachusetts Building Authority                                   | CUSIP: 914437UT3<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3245820.00   | 0.03%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27950000 | PA      | $16476536.18  | 0.16%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2021-1 Ltd                                                              | CUSIP: 92918QAQ3<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9959810.00   | 0.10%             | 2034-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    853539 | PA      | $784477.54    | 0.01%             | 2036-12-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11184107 | PA      | $10592814.80  | 0.10%             | 2036-12-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust                    | CUSIP: 93362FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110423 | PA      | $1047592.33   | 0.01%             | 2046-08-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1784301 | PA      | $1648406.45   | 0.02%             | 2037-03-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust                   | CUSIP: 93363EAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    764447 | PA      | $655546.74    | 0.01%             | 2036-09-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WARREN CNTY KY INDL BLDG REVEN | County of Warren KY                                                              | CUSIP: 934867DJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3100000 | PA      | $3028040.32   | 0.03%             | 2038-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust   | CUSIP: 93934FEZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318354 | PA      | $286659.88    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HSG FIN COMMISSI | Washington State Housing Finance Commission                                      | CUSIP: 93978TS67<br>LEI: 549300YL1HU59NREG764 | Long             | DBT              | MUN               | US        |  19808210 | PA      | $754494.72    | 0.01%             | 2035-12-20      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |   8200000 | PA      | $7448765.20   | 0.07%             | 2049-12-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RAZ2<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        | 138642000 | PA      | $1171732.86   | 0.01%             | 2052-01-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3863000 | PA      | $3766894.35   | 0.04%             | 2052-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 105325000 | PA      | $1874574.35   | 0.02%             | 2052-10-15      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 113763146 | PA      | $4132207.38   | 0.04%             | 2052-08-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C56                                   | CUSIP: 95002RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 127035000 | PA      | $1332381.19   | 0.01%             | 2053-06-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21500532 | PA      | $1550083.01   | 0.02%             | 2053-08-15      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-5C2                                   | CUSIP: 95003UAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12901000 | PA      | $13593587.60  | 0.13%             | 2057-11-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6504452.50   | 0.06%             | 2034-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |  12010000 | PA      | $12958272.37  | 0.13%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI | Bay Area Toll Authority                                                          | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   3455000 | PA      | $4035549.87   | 0.04%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114914202 | PA      | $3333718.45   | 0.03%             | 2053-02-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1650000 | PA      | $1295171.79   | 0.01%             | 2054-06-15      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7050000 | PA      | $5664450.81   | 0.06%             | 2054-09-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27615000 | PA      | $1719334.75   | 0.02%             | 2054-09-15      | Variable      | 1.41%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $4342677.60   | 0.04%             | 2054-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164AAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15757723.50  | 0.16%             | 2058-02-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V13 Mortgage Trust                                                | CUSIP: 08164ABA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 100000000 | PA      | $3236470.00   | 0.03%             | 2058-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  16102000 | PA      | $16890314.47  | 0.17%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR5                                                 | CUSIP: 362341LF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365511 | PA      | $344558.25    | 0.00%             | 2035-10-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-7F                                                  | CUSIP: 362341NB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13370 | PA      | $13450.10     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust         | GSAA Home Equity Trust 2007-7                                                    | CUSIP: 36249BAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590976 | PA      | $581563.67    | 0.01%             | 2037-07-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2018-GS10                                           | CUSIP: 36250SAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24049000 | PA      | $887044.96    | 0.01%             | 2051-07-10      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24645000 | PA      | $1205820.70   | 0.01%             | 2052-05-10      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69158604 | PA      | $1787625.43   | 0.02%             | 2052-11-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-PJ10                                    | CUSIP: 36262PAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20000000 | PA      | $14988522.00  | 0.15%             | 2052-03-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH       | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |  14920000 | PA      | $10970542.32  | 0.11%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HAMILTON CNTY OH HLTH CARE FAC | County of Hamilton OH                                                            | CUSIP: 40727TDK7<br>LEI: 549300TO1E3N4E4YIO28 | Long             | DBT              | MUN               | US        |  11955000 | PA      | $10070371.96  | 0.10%             | 2042-06-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| HAMPTON ROADS VA SANTN DIST WS | Hampton Roads Sanitation District                                                | CUSIP: 409327LQ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1059202.43   | 0.01%             | 2039-02-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC           | Hilltop Holdings Inc                                                             | CUSIP: 432748AE1<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |  11750000 | PA      | $11573750.00  | 0.11%             | 2035-05-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd        | Highbridge Loan Management 5-2015 Ltd                                            | CUSIP: 44331DAU3<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7506022.50   | 0.07%             | 2030-10-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HUMBLE TX INDEP SCH DIST       | Humble Independent School District                                               | CUSIP: 445047JL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4500000 | PA      | $3964697.55   | 0.04%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3149753.19   | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                                         | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   4500000 | PA      | $4774279.59   | 0.05%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR23                                       | CUSIP: 45660LF53<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420539 | PA      | $387202.10    | 0.00%             | 2035-11-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2004-AR11                                       | CUSIP: 45660N6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773055 | PA      | $711979.00    | 0.01%             | 2034-12-25      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2003-A9                                   | CUSIP: 45660NSX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716344 | PA      | $644843.08    | 0.01%             | 2033-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-4                                                | CUSIP: 46655GAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3668576.50   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | CUSIP: 48128KAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68830000 | PA      | $557213.27    | 0.01%             | 2050-07-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 15 Ltd                                                                   | CUSIP: 48251MBE5<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3353728.55   | 0.03%             | 2032-01-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES        | K Hovnanian Enterprises Inc                                                      | CUSIP: 48251UAP3<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3347171.75   | 0.03%             | 2031-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT       | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8495663.70   | 0.08%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY MO LAND CLEARANCE  | Kansas City Land Clearance Redevelopment Authority                               | CUSIP: 48504MAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7825000 | PA      | $7713316.12   | 0.08%             | 2040-10-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6723626.70   | 0.07%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LONG ISLAND NY PWR AUTH ELEC S | Long Island Power Authority                                                      | CUSIP: 542690W99<br>LEI: 1R46U5SYJ63KQXF39168 | Long             | DBT              | MUN               | US        |   9250000 | PA      | $9555003.95   | 0.09%             | 2041-05-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS   | City of Los Angeles Department of Airports                                       | CUSIP: 544435Q52<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15845000 | PA      | $18627608.58  | 0.18%             | 2040-05-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA WSTWTR SYS REVE | City of Los Angeles CA Wastewater System Revenue                                 | CUSIP: 5446526F2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15110000 | PA      | $16184145.72  | 0.16%             | 2040-06-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXVII Ltd                                                             | CUSIP: 55952AAW9<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500000.00   | 0.02%             | 2038-10-25      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   1690000 | PA      | $1687605.27   | 0.02%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite 50 Ltd                                                                 | CUSIP: 55956MAL3<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1407988.40   | 0.01%             | 2038-07-25      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777QA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1460000 | PA      | $1104698.34   | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XV | Octagon Investment Partners XVII Ltd                                             | CUSIP: 67590GBN8<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500252.00   | 0.01%             | 2031-01-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH       | Oklahoma Development Finance Authority                                           | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4923696.00   | 0.05%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST DEV FIN AUTH       | Oklahoma Development Finance Authority                                           | CUSIP: 6789084H4<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   8830585 | PA      | $9086708.61   | 0.09%             | 2042-10-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| OMAHA NE PUBLIC PWR DIST ELEC  | Omaha Public Power District                                                      | CUSIP: 682001GY2<br>LEI: 54930000VJEJ9CGIYG32 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7923880.00   | 0.08%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5028300.00   | 0.05%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                 | Open Text Corp                                                                   | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   6680000 | PA      | $6341806.30   | 0.06%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OREGON ST                      | State of Oregon                                                                  | CUSIP: 68608KA32<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |   3870000 | PA      | $4007925.64   | 0.04%             | 2039-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd          | Palmer Square CLO 2023-3 Ltd                                                     | CUSIP: 696926AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1753762.50   | 0.02%             | 2037-01-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING  | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PNC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7645000 | PA      | $6150542.40   | 0.06%             | 2042-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER        | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   5000000 | PA      | $4876699.65   | 0.05%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PLYMOUTH-CANTON MI CMNTY SCH D | Plymouth-Canton Community School District                                        | CUSIP: 729429QW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1518376.95   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TQ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1393686.45   | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI LEASE REVEN | Public Finance Authority                                                         | CUSIP: 74445HAJ9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   3635000 | PA      | $3646591.65   | 0.04%             | 2031-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673B84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4195000 | PA      | $3284355.27   | 0.03%             | 2039-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS17 Trust                                                      | CUSIP: 74922SAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243415 | PA      | $206569.15    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS10 Trust                                                      | CUSIP: 74924DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215085 | PA      | $182031.84    | 0.00%             | 2037-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138709 | PA      | $986029.89    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402102 | PA      | $351886.29    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS13 Trust                                                      | CUSIP: 75115DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1533104 | PA      | $1245677.48   | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2007-QS6 Trust                                                       | CUSIP: 75116CBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2184337 | PA      | $1859147.37   | 0.02%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGL TRANSPRTN DIST CO SALES T | Regional Transportation District Sales Tax Revenue                               | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  31475000 | PA      | $32505340.42  | 0.32%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAD9<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9243761.08   | 0.09%             | 2035-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In | RALI Series 2006-QS1 Trust                                                       | CUSIP: 761118SB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128933 | PA      | $103405.59    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2005-SA4 Trust                                                      | CUSIP: 76111XYH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1075831 | PA      | $603104.22    | 0.01%             | 2035-09-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC       | SCE Recovery Funding LLC                                                         | CUSIP: 78433LAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4077351.28   | 0.04%             | 2050-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |  25134000 | PA      | $27183232.83  | 0.27%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355N34<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8500000 | PA      | $4658643.45   | 0.05%             | 2041-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA UNIF SCH DIST     | San Diego Unified School District/CA                                             | CUSIP: 797355N67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1371463.80   | 0.01%             | 2044-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL TRANSPR | San Diego County Regional Transportation Commission                              | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |  16900000 | PA      | $17411258.80  | 0.17%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4407309 | PA      | $4424847.64   | 0.04%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-7                                    | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3187006 | PA      | $3191807.79   | 0.03%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-1                                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9595781 | PA      | $9657777.60   | 0.10%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-2                                    | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    581639 | PA      | $582873.82    | 0.01%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-3                                    | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3565329.60   | 0.04%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012323.40   | 0.01%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7097200.60   | 0.07%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-3                                    | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17030335 | PA      | $17069252.40  | 0.17%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    630636 | PA      | $630898.54    | 0.01%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-5                                    | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5290000 | PA      | $5333634.57   | 0.05%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4574000 | PA      | $4619794.43   | 0.05%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT       | Science Applications International Corp                                          | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |  27078000 | PA      | $26914754.86  | 0.27%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC           | Global Net Lease Inc                                                             | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4877958.95   | 0.05%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Corp Trust 2012-BWTR                                      | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19406 | PA      | $16860.57     | 0.00%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLICATIONS INT       | Science Applications International Corp                                          | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1744465.10   | 0.02%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1863300.17   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP           | SOUTHSTATE BANK CORP                                                             | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $11052909.63  | 0.11%             | 2035-06-13      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC       | Southside Bancshares Inc                                                         | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $8105303.46   | 0.08%             | 2035-08-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2003-5F                                                  | CUSIP: 36228FTD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470986 | PA      | $453766.41    | 0.00%             | 2032-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GC30                                           | CUSIP: 36250GAU9<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |   2044128 | PA      | $1959551.88   | 0.02%             | 2050-05-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20916000 | PA      | $1109876.17   | 0.01%             | 2052-02-10      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2017-GS8                                            | CUSIP: 36254KAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  44642000 | PA      | $302181.70    | 0.00%             | 2050-11-10      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8853000 | PA      | $8846451.44   | 0.09%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C37                                   | CUSIP: 95000PAL8<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |  11213000 | PA      | $10845922.26  | 0.11%             | 2049-12-15      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2021-2                                         | CUSIP: 36261XAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11910000 | PA      | $11868555.58  | 0.12%             | 2028-05-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | Gilead Sciences Inc                                                              | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2813472.00   | 0.03%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL        | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1602740.37   | 0.02%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3543638.70   | 0.03%             | 2031-02-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670000 | PA      | $1544205.41   | 0.02%             | 2050-10-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C48                                   | CUSIP: 95001RBB4<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4840420.00   | 0.05%             | 2052-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US CLO 1 Ltd                                          | CUSIP: 38136FCA9<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3970676.00   | 0.04%             | 2034-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38383X3G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6218304 | PA      | $4858410.22   | 0.05%             | 2050-09-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C49                                   | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8947000 | PA      | $8770484.64   | 0.09%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBN8<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        | 164144000 | PA      | $818569.71    | 0.01%             | 2061-09-15      | Variable      | 0.27%                 | No            |                  2 | On Loan: No      |
| GRANT CNTY WA PUBLIC UTIL DIST | Grant County Public Utility District No 2 Priest Rapids Hydroelectric Project    | CUSIP: 387883ZM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2084769.25   | 0.02%             | 2040-01-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Harbor Park CLO Ltd            | Harbor Park CLO Ltd                                                              | CUSIP: 41154XAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12120000 | PA      | $12119454.60  | 0.12%             | 2031-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58030370 | PA      | $2149619.00   | 0.02%             | 2053-02-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50565778 | PA      | $2272203.57   | 0.02%             | 2052-08-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust 2006-6                                            | CUSIP: 41161UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1649919 | PA      | $1304300.11   | 0.01%             | 2036-08-19      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1050532.00   | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1807841.30   | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME BANCSHARES INC            | Home BancShares Inc/AR                                                           | CUSIP: 436893AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18436000 | PA      | $16867714.93  | 0.17%             | 2032-01-30      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3254077 | PA      | $2607875.23   | 0.03%             | 2053-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6221000 | PA      | $5465465.15   | 0.05%             | 2054-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9132000 | PA      | $640761.39    | 0.01%             | 2054-11-15      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| HONOLULU CITY & CNTY HI WSTWTR | City & County Honolulu HI Wastewater System Revenue                              | CUSIP: 4387012B9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3851671.00   | 0.04%             | 2041-07-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8139426.80   | 0.08%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5221299.55   | 0.05%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1300146.90   | 0.01%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS IN LOCAL PUBLIC I | Indianapolis Local Public Improvement Bond Bank                                  | CUSIP: 45528UR37<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |   9500000 | PA      | $7529421.65   | 0.07%             | 2040-01-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2004-AR4                                        | CUSIP: 45660NQ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1698866 | PA      | $1626533.99   | 0.02%             | 2034-08-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR25                                       | CUSIP: 45661HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853554 | PA      | $1178151.71   | 0.01%             | 2036-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                | Invesco US CLO 2024-1 Ltd                                                        | CUSIP: 46148JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8036032.00   | 0.08%             | 2037-04-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                      | IQVIA Inc                                                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1570822.50   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRVING TX HOTEL OCCUPANCY TAX  | City of Irving TX                                                                | CUSIP: 463805BN0<br>LEI: 5493002R7BX8XPQ92O37 | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3501560.30   | 0.03%             | 2044-08-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  64813947 | PA      | $4070944.57   | 0.04%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74931500 | PA      | $3636770.38   | 0.04%             | 2054-07-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8360632.00   | 0.08%             | 2058-08-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5174000 | PA      | $5501439.69   | 0.05%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5232656.50   | 0.05%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2018-3 Ltd                                                      | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1165000 | PA      | $1167560.67   | 0.01%             | 2030-10-25      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5750000 | PA      | $6004944.65   | 0.06%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC     | Bowling Green Park CLO LLC                                                       | CUSIP: 102875AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8540000 | PA      | $8528086.70   | 0.08%             | 2035-04-18      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.        | Buckhorn Park CLO Ltd                                                            | CUSIP: 118382BC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12022848.00  | 0.12%             | 2034-07-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd        | Buttermilk Park CLO Ltd                                                          | CUSIP: 124166AS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999910.00   | 0.02%             | 2031-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust  | CHI Commercial Mortgage Trust 2025-110W                                          | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2514244.00   | 0.02%             | 2037-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST INFRASTRUCTURE & | California Infrastructure & Economic Development Bank                            | CUSIP: 13034A6B1<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |  10400000 | PA      | $8840000.00   | 0.09%             | 2065-01-01      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |  16053000 | PA      | $13197821.93  | 0.13%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2017503 | PA      | $834660.19    | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ChaseFlex Trust                | ChaseFlex Trust Series 2006-2                                                    | CUSIP: 16165MAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1696621 | PA      | $1511175.14   | 0.01%             | 2036-09-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Chenango Park CLO, Ltd.        | Chenango Park CLO Ltd                                                            | CUSIP: 16409TAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5790163.75   | 0.06%             | 2030-04-15      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC         | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12596924.53  | 0.12%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| OLD NATIONAL BANK              | Old National Bank/Evansville IN                                                  | CUSIP: 320867AC8<br>LEI: 549300AT7EB9FJAF0E61 | Long             | DBT              | CORP              | US        |   7515000 | PA      | $7564836.17   | 0.07%             | 2026-09-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   9904000 | PA      | $9645313.46   | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8725000 | PA      | $251689.20    | 0.00%             | 2050-06-15      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7959000 | PA      | $7517090.06   | 0.07%             | 2050-06-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6516766.50   | 0.06%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21212500 | PA      | $185308.16    | 0.00%             | 2049-11-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4953000 | PA      | $3675103.71   | 0.04%             | 2052-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10655620.00  | 0.11%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY INSTITUTE OF TECHNO | New Jersey Institute of Technology/NJ                                            | CUSIP: 64579RCZ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6455000 | PA      | $5242470.85   | 0.05%             | 2042-07-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NICOLET BANKSHARES INC         | Nicolet Bankshares Inc                                                           | CUSIP: 65406EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3765868.24   | 0.04%             | 2031-07-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2011-4R                                            | CUSIP: 65539CAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4676163 | PA      | $4314584.54   | 0.04%             | 2036-12-26      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                | OHA Credit Funding 24 Ltd                                                        | CUSIP: 67123CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003000.00   | 0.03%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                | Oaktree CLO 2019-4 Ltd                                                           | CUSIP: 67402CBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2210051.80   | 0.02%             | 2037-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXII Ltd                                             | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754655.00   | 0.02%             | 2030-01-22      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| YUBA CA CMNTY CLG DIST         | Yuba Community College District                                                  | CUSIP: 988176HX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5055000 | PA      | $3279533.36   | 0.03%             | 2038-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fort Greene Park CLO           | Fort Greene Park CLO LLC                                                         | CUSIP: 18914KAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1733487.00   | 0.02%             | 2034-04-22      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  31586971 | PA      | $3671669.48   | 0.04%             | 2037-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HKSB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148472208 | PA      | $3251006.86   | 0.03%             | 2030-01-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA6                     | CUSIP: 32051GCB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178237 | PA      | $176341.18    | 0.00%             | 2035-01-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2004-AA7                     | CUSIP: 32051GFB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    519534 | PA      | $497824.52    | 0.00%             | 2035-02-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA7                     | CUSIP: 32051GSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825729 | PA      | $732729.73    | 0.01%             | 2035-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA6                     | CUSIP: 32052FBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       279 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-4                                 | CUSIP: 32052UAF0<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |    873514 | PA      | $192485.55    | 0.00%             | 2037-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-AR4                               | CUSIP: 32053AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824649 | PA      | $868263.62    | 0.01%             | 2037-01-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2007-AA1                     | CUSIP: 32053BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1778300 | PA      | $1088697.92   | 0.01%             | 2037-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Tru | First Investors Auto Owner Trust 2022-1                                          | CUSIP: 32057KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2501948 | PA      | $2494206.42   | 0.02%             | 2028-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FIRST MID BANCSHARES INC       | First Mid Bancshares Inc                                                         | CUSIP: 320866AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3905000 | PA      | $3869519.33   | 0.04%             | 2030-10-15      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| FRISCO TX                      | City of Frisco TX                                                                | CUSIP: 358776H54<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4925000 | PA      | $3722307.61   | 0.04%             | 2040-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-1                                         | CUSIP: 36266XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2518732 | PA      | $2526169.77   | 0.02%             | 2028-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL SPL OBLG        | City of Gainesville FL                                                           | CUSIP: 362835CG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10840000 | PA      | $8989685.71   | 0.09%             | 2040-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| GLENDORA CA UNIF SCH DIST      | Glendora Unified School District                                                 | CUSIP: 378622KZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5175000 | PA      | $3172791.47   | 0.03%             | 2039-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-2                                         | CUSIP: 379928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7893000 | PA      | $7930875.35   | 0.08%             | 2029-03-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| GODLEY TX INDEP SCH DIST       | Godley Independent School District                                               | CUSIP: 380334LJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15460000 | PA      | $12303360.19  | 0.12%             | 2046-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                                         | CUSIP: 38382RZJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10509297 | PA      | $9023418.27   | 0.09%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FIN AUTH NH FEDERAL L | New Hampshire Business Finance Authority                                         | CUSIP: 63607VAB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4770000 | PA      | $3242587.33   | 0.03%             | 2037-10-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAR0<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    532000 | PA      | $432404.74    | 0.00%             | 2033-07-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 62 Ltd                                        | CUSIP: 64136GAL1<br>LEI: 254900SRG89PQ23CS052 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3974016.00   | 0.04%             | 2039-10-17      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST  | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136XQ9<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  10145000 | PA      | $5553681.41   | 0.05%             | 2040-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6020000 | PA      | $2341882.94   | 0.02%             | 2044-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3549918.55   | 0.04%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   5650000 | PA      | $5794080.65   | 0.06%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owne | NextGear Floorplan Master Owner Trust                                            | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10141851.00  | 0.10%             | 2029-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nomura Resecuritization Trust  | Nomura Resecuritization Trust 2014-5R                                            | CUSIP: 65540HAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2691976 | PA      | $2171316.75   | 0.02%             | 2035-06-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                 | Octagon 66 Ltd                                                                   | CUSIP: 67577WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.01%             | 2036-11-16      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV                   | Ohio State University/The                                                        | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |  23165000 | PA      | $23119295.46  | 0.23%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10472632.10  | 0.10%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $11557874.76  | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP         | Orlando Health Obligated Group                                                   | CUSIP: 686514AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $875214.61    | 0.01%             | 2035-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING  | Pennsylvania Economic Development Financing Authority                            | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6500000 | PA      | $7211711.65   | 0.07%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223ZZ7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |  13490000 | PA      | $13325237.19  | 0.13%             | 2049-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| PENSKE AUTOMOTIVE GROUP        | Penske Automotive Group Inc                                                      | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $9144699.80   | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   5299000 | PA      | $5294756.56   | 0.05%             | 2027-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1780080.75   | 0.02%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J3                                                   | CUSIP: 021469AM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90936 | PA      | $90935.50     | 0.00%             | 2026-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-26CB                                                 | CUSIP: 02147WAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5303513 | PA      | $2471354.45   | 0.02%             | 2036-09-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-4CB                                                  | CUSIP: 02148FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    874826 | PA      | $727229.46    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                 | Amazon.com Inc                                                                   | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $7497079.72   | 0.07%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-1                              | CUSIP: 02528DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11875000 | PA      | $11962432.06  | 0.12%             | 2031-08-12      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2022-4                              | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4138174 | PA      | $4177740.65   | 0.04%             | 2029-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2023-3                              | CUSIP: 02530EAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3198252 | PA      | $3214233.59   | 0.03%             | 2029-10-12      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-1                              | CUSIP: 02531AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3781106 | PA      | $3799615.50   | 0.04%             | 2030-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L       | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1269032.40   | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD       | Aptiv Swiss Holdings Ltd                                                         | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   7970000 | PA      | $8082259.52   | 0.08%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXI CLO Ltd                                                                 | CUSIP: 04019DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016320.00   | 0.05%             | 2037-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C5 Mortgage Trust                                                       | CUSIP: 055988AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10311647.00  | 0.10%             | 2056-06-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-4 Trust                                             | CUSIP: 05946XZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28883 | PA      | $28362.54     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-A Trust                                            | CUSIP: 05949AH86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890190 | PA      | $868404.28    | 0.01%             | 2035-02-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2006-4                                    | CUSIP: 05950AAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700132 | PA      | $1531730.83   | 0.02%             | 2046-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-3 Trust                                             | CUSIP: 059515AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    707459 | PA      | $607648.40    | 0.01%             | 2037-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7790000 | PA      | $8215170.41   | 0.08%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4149506.40   | 0.04%             | 2058-11-15      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70800475 | PA      | $1605938.85   | 0.02%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK28                                                                  | CUSIP: 06540YAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29969467 | PA      | $1256721.65   | 0.01%             | 2063-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| BARDOT CLO LTD                 | Bardot CLO Ltd                                                                   | CUSIP: 06744NBU0<br>LEI: 549300KP12IHV6MTDK86 | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4251855.15   | 0.04%             | 2032-10-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1502714.00   | 0.01%             | 2054-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3342232.50   | 0.03%             | 2054-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1074206.25   | 0.01%             | 2054-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39202000 | PA      | $2839118.61   | 0.03%             | 2055-01-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $8856286.00   | 0.09%             | 2055-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21919000 | PA      | $1806390.82   | 0.02%             | 2055-03-15      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V10 Mortgage Trust                                                | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10327604.00  | 0.10%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6332834.40   | 0.06%             | 2058-06-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104602495 | PA      | $4146714.89   | 0.04%             | 2058-08-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Tru | Benchmark 2024-V8 Mortgage Trust                                                 | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5140000 | PA      | $5470598.63   | 0.05%             | 2057-07-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V11 Mortgage Trust                                                | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10503554.00  | 0.10%             | 2057-11-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-B41 Mortgage Trust                                                | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250000 | PA      | $5492037.08   | 0.05%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1953494.55   | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7737000 | PA      | $7227164.97   | 0.07%             | 2052-12-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C18 Commercial Mortgage Trust                                         | CUSIP: 12597DAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $1902184.15   | 0.02%             | 2052-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-13                                          | CUSIP: 12669GC66<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1378886 | PA      | $738953.90    | 0.01%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC              | Cisco Systems Inc                                                                | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2919341.55   | 0.03%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13459943 | PA      | $13328984.48  | 0.13%             | 2049-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8348000 | PA      | $8246178.61   | 0.08%             | 2049-05-10      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GPU6<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    215977 | PA      | $207379.99    | 0.00%             | 2035-04-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GT40<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    846953 | PA      | $528625.48    | 0.01%             | 2035-12-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  50711000 | PA      | $544352.16    | 0.01%             | 2072-12-15      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10339000 | PA      | $9580024.35   | 0.09%             | 2056-08-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  48115957 | PA      | $1383040.26   | 0.01%             | 2056-08-10      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| CUCAMONGA VLY WTR DIST FING AU | Cucamonga Valley Water District Financing Authority                              | CUSIP: 22972PEC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3972756.00   | 0.04%             | 2042-09-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| DFC HEL Trust                  | DFC HEL Trust 2001-1                                                             | CUSIP: 233205AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1054310 | PA      | $1026485.19   | 0.01%             | 2031-08-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |  17335000 | PA      | $18165790.28  | 0.18%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TX AREA RAPID TRANSIT S | Dallas Area Rapid Transit                                                        | CUSIP: 235241UA2<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3908650.00   | 0.04%             | 2042-12-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18910000 | PA      | $23071181.24  | 0.23%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DETROIT MI                     | City of Detroit MI                                                               | CUSIP: 251093S84<br>LEI: 549300BQRJP7MKKHOY28 | Long             | DBT              | MUN               | US        |   8650568 | PA      | $6863553.56   | 0.07%             | 2044-04-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DOUGLAS CNTY WA PUBLIC UTILITY | Douglas County Public Utility District No 1 Wells Hydroelectric Project Revenue  | CUSIP: 259561PU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8850000 | PA      | $8947894.28   | 0.09%             | 2040-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-3 LLC                                            | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1604474 | PA      | $1612301.44   | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NN82<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  12705000 | PA      | $6317892.85   | 0.06%             | 2042-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                                           | CUSIP: 61691JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1270000 | PA      | $1237558.36   | 0.01%             | 2050-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11524000 | PA      | $10861270.89  | 0.11%             | 2052-11-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4900000 | PA      | $1695170.68   | 0.02%             | 2046-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA WTR REVENUE     | City of New Orleans LA Water System Revenue                                      | CUSIP: 647753MN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7140000 | PA      | $5580551.17   | 0.06%             | 2041-12-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                    | City of New York NY                                                              | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1645000 | PA      | $1750121.26   | 0.02%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-WF1              | CUSIP: 65535VKX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6419 | PA      | $6476.12      | 0.00%             | 2035-03-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Nomura Asset Acceptance Corpor | Nomura Asset Acceptance Corp Alternative Loan Trust Series 2005-AR3              | CUSIP: 65535VMG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130535 | PA      | $130249.38    | 0.00%             | 2035-07-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34750000 | PA      | $34346845.79  | 0.34%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR1 Trust                            | CUSIP: 94983JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104691 | PA      | $1115297.10   | 0.01%             | 2036-03-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 104957033 | PA      | $7649877.30   | 0.08%             | 2058-02-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                | Masterbrand Inc                                                                  | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3098685.00   | 0.03%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSONC | Metropolitan Government Nashville & Davidson County Sports Authority             | CUSIP: 592090MC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13200000 | PA      | $13655733.96  | 0.13%             | 2056-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON  | Metropolitan Government of Nashville & Davidson County TN                        | CUSIP: 592112VC7<br>LEI: 549300GW8FVQJ3DU6O10 | Long             | DBT              | MUN               | US        |  34350000 | PA      | $27407239.83  | 0.27%             | 2037-01-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH D | Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | CUSIP: 592643BS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  27825000 | PA      | $35149803.26  | 0.35%             | 2047-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNM1<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   6755000 | PA      | $3304183.93   | 0.03%             | 2042-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW HOPE CULTURAL EDU FACS FIN | New Hope Cultural Education Facilities Finance Corp                              | CUSIP: 64542PAE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    169148 | PA      | $0.00         | 0.00%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW MEMPHIS ARENA PUBLIC BLDG  | New Memphis Arena Public Building Authority                                      | CUSIP: 64704CAP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $2201514.60   | 0.02%             | 2045-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  12480000 | PA      | $12833317.54  | 0.13%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |  15630000 | PA      | $16495401.84  | 0.16%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES | New York State Dormitory Authority                                               | CUSIP: 64990GGJ5<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   1875000 | PA      | $1757576.44   | 0.02%             | 2034-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP         | Orlando Health Obligated Group                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5248892.60   | 0.05%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC          | PG&E Recovery Funding LLC                                                        | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20497423.80  | 0.20%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| TOWNEBANK/PORTSMOUTH VA        | Towne Bank/Portsmouth VA                                                         | CUSIP: 89214PDD8<br>LEI: 54930039UO39UJGI7078 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4310672.55   | 0.04%             | 2032-02-15      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16442000 | PA      | $859009.00    | 0.01%             | 2051-10-15      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 195000000 | PA      | $190155468.75 | 1.88%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5042207.50   | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF MASSACHUSETTS MA BLDG  | University of Massachusetts Building Authority                                   | CUSIP: 914437VJ4<br>LEI: 6ILE2573NPR1XO2TR556 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $779338.50    | 0.01%             | 2043-11-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN       | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |  16424000 | PA      | $13920844.77  | 0.14%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  19679000 | PA      | $11740279.85  | 0.12%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS         | Verizon Communications Inc                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10092479.80  | 0.10%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH       | Virginia Housing Development Authority                                           | CUSIP: 92812VK62<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   1205000 | PA      | $874645.15    | 0.01%             | 2045-09-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2005-AR14 Trust                   | CUSIP: 92922F4B1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3267913 | PA      | $3087610.57   | 0.03%             | 2035-12-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust                     | CUSIP: 92922FQP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30329 | PA      | $30890.30     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2976757 | PA      | $2738794.27   | 0.03%             | 2047-01-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| WSTRN MI SCH DIST              | Western School District                                                          | CUSIP: 959452LZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1194322.50   | 0.01%             | 2040-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY             | YMCA of Greater New York                                                         | CUSIP: 98425BAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2793843.79   | 0.03%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| YMCA OF GREATER NY             | YMCA of Greater New York                                                         | CUSIP: 98425BAW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2848316.59   | 0.03%             | 2026-08-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-4                              | CUSIP: 024948AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5018509.00   | 0.05%             | 2031-01-13      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XLVI Ltd                                                              | CUSIP: 03770RAY8<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4514944.50   | 0.04%             | 2038-10-24      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| DALLAS TX                      | City of Dallas TX                                                                | CUSIP: 235218M43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15000000 | PA      | $11523528.00  | 0.11%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EAST BAY CA MUNI UTILITY DIST  | East Bay Municipal Utility District Water System Revenue                         | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23755000 | PA      | $25568285.66  | 0.25%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ELGIN TX INDEP SCH DIST        | Elgin Independent School District                                                | CUSIP: 286533SM7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3198570.00   | 0.03%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUITY BANCSHARES INC          | Equity Bancshares Inc                                                            | CUSIP: 29460XAJ8<br>LEI: 549300BPQ2EJNU4WF694 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4104131.76   | 0.04%             | 2035-08-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136B0RU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7656000 | PA      | $6006840.95   | 0.06%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BVZA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 342255187 | PA      | $943323.75    | 0.01%             | 2027-01-25      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP            | Fifth Third Bancorp                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $12395244.90  | 0.12%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383AE5<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4817038.75   | 0.05%             | 2032-06-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA1                     | CUSIP: 32051GS63<br>LEI: 5493005TE20WPW8O1W08 | Long             | ABS-MBS          | CORP              | US        |   1758627 | PA      | $685556.99    | 0.01%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-AR7                                                 | CUSIP: 362341XG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    263397 | PA      | $229900.99    | 0.00%             | 2035-11-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2004-15F                                                 | CUSIP: 36242DQX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    638285 | PA      | $539153.91    | 0.01%             | 2034-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2005-1F                                                  | CUSIP: 36242DVJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5223 | PA      | $5097.53      | 0.00%             | 2035-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 17 Ltd                                         | CUSIP: 38139FAY6<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2002474.00   | 0.02%             | 2039-01-20      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 18 Ltd                                         | CUSIP: 38139JAG7<br>LEI: 549300NF42KVPC7ZHX42 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.01%             | 2037-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | AbbVie Inc                                                                       | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  11398000 | PA      | $10360770.72  | 0.10%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C6                                                     | CUSIP: 05492TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87309974 | PA      | $2992156.45   | 0.03%             | 2053-02-15      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  98635213 | PA      | $3825566.73   | 0.04%             | 2054-11-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                                          | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10471000 | PA      | $11207390.25  | 0.11%             | 2035-01-18      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-8 Trust                                             | CUSIP: 05946X2Z5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1422915 | PA      | $1318990.83   | 0.01%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2003-3 Trust                                             | CUSIP: 05946XDL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    119765 | PA      | $120269.10    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                              | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |  14683000 | PA      | $13917645.69  | 0.14%             | 2030-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC         | Group 1 Automotive Inc                                                           | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |  14014000 | PA      | $13739628.30  | 0.14%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-5 Trust                                             | CUSIP: 05946XE74<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1119757 | PA      | $1106487.57   | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XU43<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2659 | PA      | $2753.02      | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006 J Trust                                             | CUSIP: 05951EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79794 | PA      | $69229.68     | 0.00%             | 2047-01-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2007-1 Trust                                            | CUSIP: 05952HBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1397044 | PA      | $1224356.90   | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2025-BNK50                                                                  | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6976000 | PA      | $7443150.63   | 0.07%             | 2068-05-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK17                                                                  | CUSIP: 065403BE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 123653000 | PA      | $2195965.99   | 0.02%             | 2052-04-15      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC              | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2075652.00   | 0.02%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4076632.00   | 0.04%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65026409 | PA      | $3602092.38   | 0.04%             | 2057-06-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1307941.80   | 0.01%             | 2063-06-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3005659.87   | 0.03%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3750000 | PA      | $2908871.63   | 0.03%             | 2053-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR8                                                                  | CUSIP: 065923AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $912423.80    | 0.01%             | 2057-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11625000 | PA      | $12020277.90  | 0.12%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd          | Basswood Park CLO Ltd                                                            | CUSIP: 070252AQ4<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2723921.75   | 0.03%             | 2034-04-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11500000 | PA      | $11972791.45  | 0.12%             | 2057-12-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  76851000 | PA      | $4702558.80   | 0.05%             | 2062-02-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B16 Mortgage Trust                                                | CUSIP: 08161NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70467000 | PA      | $638719.93    | 0.01%             | 2053-02-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  99123000 | PA      | $2951863.12   | 0.03%             | 2054-03-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B25 Mortgage Trust                                                | CUSIP: 08163DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  77913787 | PA      | $3325095.51   | 0.03%             | 2054-04-15      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CORP                | Brookfield Corp                                                                  | CUSIP: 10549PAG6<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3479135.76   | 0.03%             | 2033-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRCK Trust 2025-830B           | BRCK Trust 2025-830B                                                             | CUSIP: 10635AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.10%             | 2030-12-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX                     | City of Houston TX                                                               | CUSIP: 442331MG6<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   7100000 | PA      | $7608027.01   | 0.08%             | 2037-03-01      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                | Impac CMB Trust Series 2005-5                                                    | CUSIP: 45254NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278686 | PA      | $270056.20    | 0.00%             | 2035-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                                          | CUSIP: 12595BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74773000 | PA      | $330182.61    | 0.00%             | 2050-06-15      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2023-A                                                | CUSIP: 12664LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    821156 | PA      | $822174.88    | 0.01%             | 2029-04-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust            | CNH Equipment Trust 2023-B                                                       | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4105669 | PA      | $4171673.61   | 0.04%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-J9                                          | CUSIP: 12669GFK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343543 | PA      | $351855.45    | 0.00%             | 2035-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAF2<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  26929261 | PA      | $1120795.85   | 0.01%             | 2035-11-20      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAK1<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  24652962 | PA      | $1095084.59   | 0.01%             | 2036-08-20      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-1 Ltd                                  | CUSIP: 14311DBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7510245.00   | 0.07%             | 2031-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NBJ2<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249942.50   | 0.01%             | 2032-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4475807.60   | 0.04%             | 2029-08-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |  21200000 | PA      | $20471697.32  | 0.20%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI       | Charles River Laboratories International Inc                                     | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236721.05    | 0.00%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-17                                          | CUSIP: 17025AAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2822055 | PA      | $1230304.82   | 0.01%             | 2036-12-25      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P6                                      | CUSIP: 17291EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6835000 | PA      | $6439320.48   | 0.06%             | 2049-12-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041388 | PA      | $969179.82    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2020-GC46                                    | CUSIP: 17328RBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  82642403 | PA      | $2769718.82   | 0.03%             | 2053-02-15      | Variable      | 1.08%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632GV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5875000 | PA      | $6154933.76   | 0.06%             | 2039-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BV6<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5303234.05   | 0.05%             | 2034-03-13      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC               | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7821000 | PA      | $7778809.93   | 0.08%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9                     | CUSIP: 2254585R5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483128 | PA      | $176628.87    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470FM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    811336 | PA      | $175827.89    | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2006-CF1                                                              | CUSIP: 225470UD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2565000 | PA      | $2606458.10   | 0.03%             | 2035-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2006-7                                                | CUSIP: 22942KBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    618307 | PA      | $468919.58    | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9965332.70   | 0.10%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR35                                       | CUSIP: 45660L2F5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1011363 | PA      | $787837.52    | 0.01%             | 2036-02-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR9                                        | CUSIP: 45660LMV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2660644 | PA      | $1387132.69   | 0.01%             | 2035-07-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR25                                       | CUSIP: 45661HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140937 | PA      | $2878611.53   | 0.03%             | 2036-09-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2006-AR31                                       | CUSIP: 45667QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3155242 | PA      | $2982100.39   | 0.03%             | 2036-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6082500 | PA      | $4224046.26   | 0.04%             | 2052-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14616846 | PA      | $12880418.68  | 0.13%             | 2052-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies & Co                 | Jefferies Resecuritization Trust 2009-R1                                         | CUSIP: 47232CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    362409 | PA      | $320029.30    | 0.00%             | 2035-11-26      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 23 Ltd                                                                   | CUSIP: 48252YAQ2<br>LEI: 549300ULSPVDFXMNXZ65 | Long             | ABS-CBDO         | CORP              | KY        |  10480000 | PA      | $10490721.04  | 0.10%             | 2031-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| LANCASTER CNTY NE SCH DIST #1  | Lancaster County School District 001                                             | CUSIP: 514014SA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6075000 | PA      | $5157732.11   | 0.05%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2291118 | PA      | $481582.19    | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR  | Los Angeles Department of Water & Power                                          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  18900000 | PA      | $20602451.52  | 0.20%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust | MSWF Commercial Mortgage Trust 2023-2                                            | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22510839 | PA      | $1270581.56   | 0.01%             | 2056-12-15      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |  27233000 | PA      | $19466257.06  | 0.19%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RYP5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   2150000 | PA      | $1616287.66   | 0.02%             | 2043-09-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage | MASTR Adjustable Rate Mortgages Trust 2005-1                                     | CUSIP: 576433XE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67268 | PA      | $62187.59     | 0.00%             | 2035-02-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-6                                              | CUSIP: 576434SL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67989 | PA      | $67089.03     | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5                       | CUSIP: 59020UYT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150609 | PA      | $146178.70    | 0.00%             | 2035-06-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL PROFESSIONA | County of Miami-Dade FL                                                          | CUSIP: 59333HCA2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  38000000 | PA      | $16041194.60  | 0.16%             | 2044-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| National Finance Authority     | New Hampshire Business Finance Authority                                         | CUSIP: 63607WAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32113135 | PA      | $1653505.34   | 0.02%             | 2038-01-20      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT       | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AE4<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |  15050000 | PA      | $12684551.32  | 0.13%             | 2116-08-01      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                | Oaktree CLO 2024-25 Ltd                                                          | CUSIP: 67402PAC1<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003864.00   | 0.01%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 | Octagon Investment Partners 39 Ltd                                               | CUSIP: 67592CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003330.00   | 0.05%             | 2030-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd           | OHA Loan Funding 2013-1 Ltd                                                      | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002358.00   | 0.01%             | 2037-04-23      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA ST MUNI PWR AUTH      | Oklahoma Municipal Power Authority                                               | CUSIP: 67910HMT4<br>LEI: 54930074Q1M8747DCS20 | Long             | DBT              | MUN               | US        |    800000 | PA      | $866605.20    | 0.01%             | 2045-01-01      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| DANA INC                       | Dana Inc                                                                         | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   4208000 | PA      | $4130691.89   | 0.04%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3496667.34   | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3300764.64   | 0.03%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                 | Dignity Health                                                                   | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9214846.70   | 0.09%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA WTR & SWR AUT | District of Columbia Water & Sewer Authority                                     | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |  23106000 | PA      | $20520436.29  | 0.20%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust   | Drive Auto Receivables Trust 2025-2                                              | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8005007.20   | 0.08%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd             | Elmwood CLO 15 Ltd                                                               | CUSIP: 29003JAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2992152.00   | 0.03%             | 2035-04-22      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC | Enterprise Fleet Financing 2024-1 LLC                                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3865690 | PA      | $3895582.79   | 0.04%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    569574 | PA      | $569935.05    | 0.01%             | 2027-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491892.65   | 0.01%             | 2028-07-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2635000 | PA      | $2696620.53   | 0.03%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1807168.86   | 0.02%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-1                                       | CUSIP: 30167PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4497420 | PA      | $4508716.12   | 0.04%             | 2028-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTUR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  72512000 | PA      | $81235.19     | 0.00%             | 2026-11-25      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FBBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  96043652 | PA      | $565879.59    | 0.01%             | 2027-08-25      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53659000 | PA      | $906118.07    | 0.01%             | 2029-03-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2021-12                                                 | CUSIP: 46592WAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10358694 | PA      | $8741929.44   | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2007-CIBC20                 | CUSIP: 46631QAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59947 | PA      | $0.00         | 0.00%             | 2051-02-12      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2022-3                                                  | CUSIP: 46654UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11653491 | PA      | $10269099.44  | 0.10%             | 2052-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA HSG AUTH          | King County Housing Authority                                                    | CUSIP: 494759QQ9<br>LEI: 549300TZU8KSWALVD392 | Long             | DBT              | MUN               | US        |   3600000 | PA      | $3218310.72   | 0.03%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XV LP                                                                        | CUSIP: 50184NAQ5<br>LEI: 549300HV40B88JRNJD93 | Long             | ABS-CBDO         | CORP              | KY        |   6756791 | PA      | $6798480.07   | 0.07%             | 2030-07-20      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MFA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343505 | PA      | $161848.76    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  58579910 | PA      | $1136087.06   | 0.01%             | 2029-05-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  76963812 | PA      | $2769027.13   | 0.03%             | 2029-08-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959951 | PA      | $447757.76    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC        | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510155.00   | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN W HAYMARKET NE JT PUBL | West Haymarket Joint Public Agency                                               | CUSIP: 534366AY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5710020.50   | 0.06%             | 2045-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC              | Lithia Motors Inc                                                                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   8772000 | PA      | $8459008.02   | 0.08%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT WTR & PWR  | Los Angeles Department of Water & Power                                          | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |  23010000 | PA      | $25149057.92  | 0.25%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBQ9<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2107826.70   | 0.02%             | 2037-01-22      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLII Ltd                                                    | CUSIP: 55822RAF7<br>LEI: 549300YWZ8HFDYP0MR16 | Long             | ABS-CBDO         | CORP              | KY        |   3853500 | PA      | $3860363.08   | 0.04%             | 2030-11-21      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954KBA2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013220.00  | 0.10%             | 2034-04-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXVII Ltd                                                              | CUSIP: 55955FAG0<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   4450000 | PA      | $4390129.70   | 0.04%             | 2038-10-20      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXIX Ltd                                                              | CUSIP: 559924AQ8<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4004064.00   | 0.04%             | 2037-01-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $711522.65    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777NX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1105000 | PA      | $835407.07    | 0.01%             | 2039-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR       | Marriott Ownership Resorts Inc                                                   | CUSIP: 57164PAK2<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |  11175000 | PA      | $10634969.24  | 0.10%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST STADIUM AUTH REVEN | Maryland Stadium Authority                                                       | CUSIP: 574296CN7<br>LEI: 549300VA283TTQRDNF71 | Long             | DBT              | MUN               | US        |   7000000 | PA      | $5663163.80   | 0.06%             | 2040-05-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9842190.00   | 0.10%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORANGE CNTY CA SANTN DIST WSTW | Orange County Sanitation District                                                | CUSIP: 68428TAB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1051490.90   | 0.01%             | 2040-02-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT CA UNIF SCH DIST     | Paramount Unified School District                                                | CUSIP: 699211PW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13425000 | PA      | $9538763.22   | 0.09%             | 2051-08-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    807000 | PA      | $810164.25    | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RBSSP Resecuritization Trust   | RBSSP Resecuritization Trust 2009-7                                              | CUSIP: 75524MAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3547638 | PA      | $1780249.82   | 0.02%             | 2036-03-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Suntrust Adjustable Rate Mortg | STARM Mortgage Loan Trust 2007-2                                                 | CUSIP: 78473TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408102 | PA      | $150240.94    | 0.00%             | 2037-04-25      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-4                     | CUSIP: 86360BAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477362 | PA      | $269400.03    | 0.00%             | 2036-05-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP         | Synovus Financial Corp                                                           | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4184860.32   | 0.04%             | 2029-02-07      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES       | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |  10942000 | PA      | $10781443.77  | 0.11%             | 2031-05-06      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST TRANSPRTN COMMISSION  | Texas Transportation Commission                                                  | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3507094.00   | 0.03%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TRI-CNTY MET TRANSPRTN DIST OR | Tri-County Metropolitan Transportation District of Oregon                        | CUSIP: 89546RTF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $604270.43    | 0.01%             | 2041-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL  | Triborough Bridge & Tunnel Authority                                             | CUSIP: 89602NUN2<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |  29655000 | PA      | $31023231.29  | 0.31%             | 2039-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C8                                            | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000458 | PA      | $1979268.80   | 0.02%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C13                                           | CUSIP: 90353KBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128678000 | PA      | $1236196.68   | 0.01%             | 2051-10-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  23732000 | PA      | $19846290.82  | 0.20%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES    | University of California                                                         | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  22360000 | PA      | $19057094.84  | 0.19%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UNIV OF KENTUCKY KY GEN RECPTS | University of Kentucky                                                           | CUSIP: 914378CU6<br>LEI: 549300CXE3YQ1HXYCQ71 | Long             | DBT              | MUN               | US        |   6250000 | PA      | $6563636.88   | 0.06%             | 2039-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN       | Trustees of the University of Pennsylvania/The                                   | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |  27778000 | PA      | $18139916.51  | 0.18%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA       | University of Southern California                                                | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |  21972000 | PA      | $21259909.23  | 0.21%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGINIA VA UNIV REVEN | University of Virginia                                                           | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26130000 | PA      | $20050722.24  | 0.20%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FX94<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2081981 | PA      | $1876713.20   | 0.02%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY5 Trust                    | CUSIP: 92990GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793925 | PA      | $696782.82    | 0.01%             | 2037-05-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  24691000 | PA      | $1147872.24   | 0.01%             | 2029-08-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ3E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  62086000 | PA      | $2046764.33   | 0.02%             | 2029-09-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQXN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20050000 | PA      | $169091.68    | 0.00%             | 2026-10-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRZD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 118898000 | PA      | $6953987.33   | 0.07%             | 2030-02-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 150642351 | PA      | $8018526.62   | 0.08%             | 2030-05-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  88790576 | PA      | $8164746.32   | 0.08%             | 2035-07-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXZ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 186332000 | PA      | $4311182.12   | 0.04%             | 2031-02-25      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 196967561 | PA      | $4348964.95   | 0.04%             | 2031-03-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H0GZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  89849000 | PA      | $2029095.91   | 0.02%             | 2028-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2NZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  94812674 | PA      | $7211101.15   | 0.07%             | 2036-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 517947271 | PA      | $9358737.44   | 0.09%             | 2032-08-25      | Variable      | 0.40%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                 | Eli Lilly & Co                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10357501.80  | 0.10%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2022-2                                                       | CUSIP: 74938WAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $3073076.10   | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 147039000 | PA      | $4893972.56   | 0.05%             | 2057-08-15      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  87169872 | PA      | $4953550.03   | 0.05%             | 2058-10-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-4                                     | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8060000 | PA      | $8233375.44   | 0.08%             | 2028-11-15      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2818000 | PA      | $2826068.22   | 0.03%             | 2028-09-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865887 | PA      | $2868717.79   | 0.03%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Wonder Lake Park CLO, Ltd.     | Wonder Lake Park CLO Ltd                                                         | CUSIP: 97816WAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3519712.00   | 0.03%             | 2038-07-24      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust   | World Omni Select Auto Trust 2024-A                                              | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374026 | PA      | $374415.93    | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ZAIS CLO 11, Limited           | Zais Clo 11 Ltd                                                                  | CUSIP: 98887YAN7<br>LEI: 549300FPW2E2MXLOFH93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002485.00   | 0.05%             | 2032-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2024-7                                                  | CUSIP: 465971AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $5820116.80   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2022-1                                                | CUSIP: 46654WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10968741 | PA      | $7420696.61   | 0.07%             | 2052-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MMH MASTER LLC                 | MMH Master LLC                                                                   | CUSIP: 55318RAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10250000 | PA      | $10540078.23  | 0.10%             | 2044-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MET TRANSPRTN AUTH NY DEDICATE | Metropolitan Transportation Authority Dedicated Tax Fund                         | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  21965000 | PA      | $26295300.91  | 0.26%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| MONTGOMERY CNTY PA INDL DEV AU | Montgomery County Industrial Development Authority/PA                            | CUSIP: 61360PCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9348628.00   | 0.09%             | 2028-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                                         | CUSIP: 61690YBW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  58680000 | PA      | $282350.56    | 0.00%             | 2049-11-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5842593.00   | 0.06%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 135712000 | PA      | $1260506.63   | 0.01%             | 2051-07-15      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust   | CUSIP: 9393362N2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609077 | PA      | $587614.00    | 0.01%             | 2035-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY          | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |  25246000 | PA      | $19574290.44  | 0.19%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2005-AR14 Trust                           | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295279 | PA      | $290540.26    | 0.00%             | 2035-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | CUSIP: 95000HBK7<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |  66264075 | PA      | $412686.03    | 0.00%             | 2049-10-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | CUSIP: 95000TBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69254209 | PA      | $618266.95    | 0.01%             | 2050-03-15      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C42                                   | CUSIP: 95001GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 116750000 | PA      | $804454.20    | 0.01%             | 2050-12-15      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C43                                   | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   4033000 | PA      | $3747711.23   | 0.04%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C50                                   | CUSIP: 95001XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36427311 | PA      | $996396.24    | 0.01%             | 2052-05-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6290000 | PA      | $5791563.42   | 0.06%             | 2053-08-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C61                                   | CUSIP: 95003QBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5400000 | PA      | $4830834.60   | 0.05%             | 2054-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5310413.00   | 0.05%             | 2058-01-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10452352.00  | 0.10%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2463000 | PA      | $2478061.00   | 0.02%             | 2058-10-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C65                                   | CUSIP: 95004WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10414156.00  | 0.10%             | 2058-10-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-2                                     | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8563117 | PA      | $8592688.42   | 0.08%             | 2028-03-15      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2022-2                                     | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8791116 | PA      | $8814999.30   | 0.09%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5081290.00   | 0.05%             | 2030-03-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2022-3                                     | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2224620 | PA      | $2231867.49   | 0.02%             | 2027-12-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| WHITE BEAR LAKE MN INDEP SCH D | White Bear Lake Independent School District No 624                               | CUSIP: 963439C51<br>LEI: 549300I7BXOUJLASQ618 | Long             | DBT              | MUN               | US        |   8330000 | PA      | $6786750.05   | 0.07%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                      | Wyeth LLC                                                                        | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |  12603000 | PA      | $13779956.23  | 0.14%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust Resecuritization 2008-2R                                  | CUSIP: 021482AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6818077 | PA      | $3122396.78   | 0.03%             | 2037-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5319274 | PA      | $2616151.28   | 0.03%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718731 | PA      | $376393.31    | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2015-C1 Commercial Mortgage Trust                                          | CUSIP: 126281AC8<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |  62192000 | PA      | $10442.04     | 0.00%             | 2050-04-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-J13                                                  | CUSIP: 12668AD28<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579331 | PA      | $395291.42    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-73CB                                                 | CUSIP: 12668AV44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316730 | PA      | $151644.96    | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-63                                                   | CUSIP: 12668AXF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573283 | PA      | $536918.27    | 0.01%             | 2035-11-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-80CB                                                 | CUSIP: 12668BGD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3015448 | PA      | $2990521.57   | 0.03%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-27                                          | CUSIP: 126694NT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658746 | PA      | $491953.92    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-27                                          | CUSIP: 126694NV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508211 | PA      | $195303.37    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-4                                           | CUSIP: 12669FRM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    424005 | PA      | $422832.46    | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML11 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  32861461 | PA      | $1579650.41   | 0.02%             | 2038-03-25      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136ASXX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10584157 | PA      | $8468967.20   | 0.08%             | 2046-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                                | CUSIP: 3136BGNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17578274 | PA      | $11587624.27  | 0.11%             | 2051-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BXR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 115641337 | PA      | $683058.68    | 0.01%             | 2027-03-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FGZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 423672403 | PA      | $1529330.27   | 0.02%             | 2028-06-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLN59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17566060 | PA      | $13675.18     | 0.00%             | 2026-02-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNN20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 331990805 | PA      | $5398967.27   | 0.05%             | 2035-08-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION        | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |    200000 | NS      | $5094000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL BANCORP        | First Financial Bancorp                                                          | CUSIP: 320209AB5<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10485310.19  | 0.10%             | 2030-05-15      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP        | First Financial Bancorp                                                          | CUSIP: 320209AC3<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |  12150000 | PA      | $12280005.00  | 0.12%             | 2035-12-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-AA5                     | CUSIP: 32051GPM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773491 | PA      | $729716.59    | 0.01%             | 2035-07-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA6                     | CUSIP: 32052FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6613589 | PA      | $2565879.33   | 0.03%             | 2036-11-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2007-AR1                               | CUSIP: 32053EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600371 | PA      | $237436.29    | 0.00%             | 2037-05-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HM6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4385000 | PA      | $3495314.20   | 0.03%             | 2041-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRETE 2020-ML07 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833FAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  23910165 | PA      | $2972989.87   | 0.03%             | 2036-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML12 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  17460775 | PA      | $1556453.49   | 0.02%             | 2041-07-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| FULLERTON CA PUBLIC FING AUTH  | Fullerton Public Financing Authority                                             | CUSIP: 35981TAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $977365.51    | 0.01%             | 2031-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9750000 | PA      | $9779370.90   | 0.10%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr | GLS Auto Select Receivables Trust 2024-4                                         | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3380000 | PA      | $3398804.97   | 0.03%             | 2030-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GAINESVILLE FL PENSN OBLG REVE | City of Gainesville FL                                                           | CUSIP: 362832BA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1400000 | PA      | $1248911.44   | 0.01%             | 2028-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4717879 | PA      | $4724069.89   | 0.05%             | 2028-01-18      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3319056.98   | 0.03%             | 2030-02-15      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-2                                         | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5133514.00   | 0.05%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6939948 | PA      | $3465038.83   | 0.03%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO Ltd.          | Marble Point CLO XV Ltd                                                          | CUSIP: 56606YAW5<br>LEI: 549300CO8XB55W8SS394 | Long             | ABS-CBDO         | CORP              | KY        |   3620805 | PA      | $3618726.73   | 0.04%             | 2032-07-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582RR32<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |   3250000 | PA      | $2401987.90   | 0.02%             | 2043-09-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST SCH BLDG AUTH | Massachusetts School Building Authority                                          | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16580000 | PA      | $12945015.72  | 0.13%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-11                                             | CUSIP: 576434XB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138689 | PA      | $142393.46    | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCANTILE BANK CORP           | Mercantile Bank Corp                                                             | CUSIP: 587376AE4<br>LEI: P16VZZCKTJ5IONL6XE37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6601110.95   | 0.07%             | 2032-01-30      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A7                       | CUSIP: 59020UH32<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3247700 | PA      | $2549240.12   | 0.03%             | 2035-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST HGR EDUCTNL FAC COMMIS | Ohio Higher Educational Facility Commission                                      | CUSIP: 67756DXS0<br>LEI: 5493007MQT6NGNN6BR81 | Long             | DBT              | MUN               | US        |   2740000 | PA      | $2725136.32   | 0.03%             | 2026-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable | OneMain Direct Auto Receivables Trust 2025-1                                     | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7821306.75   | 0.08%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525333.50   | 0.02%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ONTARIO CA PENSN OBLIG         | City of Ontario CA                                                               | CUSIP: 68304FAW6<br>LEI: 254900FN91TH1F225693 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $2733873.00   | 0.03%             | 2038-06-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709225AY2<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   9830000 | PA      | $8242433.37   | 0.08%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC        | Piedmont Healthcare Inc                                                          | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |  12924000 | PA      | $9314311.55   | 0.09%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX NAV DIST DOCK | Port of Beaumont Navigation District                                             | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |   6500000 | PA      | $6524608.35   | 0.06%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TP8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1436805.57   | 0.01%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI REVENUE     | Public Finance Authority                                                         | CUSIP: 74442PG25<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5069500.50   | 0.05%             | 2029-07-01      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S7 Trust                                                       | CUSIP: 74958AAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875604 | PA      | $747606.37    | 0.01%             | 2036-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA R | San Francisco City & County Redevelopment Financing Authority                    | CUSIP: 79771PF67<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5240000 | PA      | $3203581.94   | 0.03%             | 2036-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-2                                    | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5089729.00   | 0.05%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-6                                    | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9505000 | PA      | $9575658.27   | 0.09%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C14                                           | CUSIP: 90278KBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114392000 | PA      | $1062301.31   | 0.01%             | 2051-12-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2019-C18                                           | CUSIP: 90278PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8418613.50   | 0.08%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM        | United Rentals North America Inc                                                 | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4796106.30   | 0.05%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vericrest Opportunity Loan Tra | VOLT XCV LLC                                                                     | CUSIP: 92873BAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1861053 | PA      | $1863011.85   | 0.02%             | 2051-03-27      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2003-S4                           | CUSIP: 9292275Q5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1926270 | PA      | $1954826.37   | 0.02%             | 2033-06-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $891716.30    | 0.01%             | 2055-02-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2022-MF4                             | CUSIP: 03882LBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19700000 | PA      | $1348577.29   | 0.01%             | 2055-02-15      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY TRUST INC         | Arbor Realty Trust Inc                                                           | CUSIP: 038923AQ1<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4830247.80   | 0.05%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | ARES LII CLO Ltd                                                                 | CUSIP: 04009ABE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5760499.50   | 0.06%             | 2031-04-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LIII CLO Ltd                                                                | CUSIP: 04009GBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4800000.00   | 0.05%             | 2036-10-24      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430SA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12265000 | PA      | $9505311.22   | 0.09%             | 2038-08-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74783442 | PA      | $3325492.52   | 0.03%             | 2058-08-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| BAKERSFIELD CA CITY SCH DIST   | Bakersfield City School District                                                 | CUSIP: 057507HY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   9765000 | PA      | $7689514.68   | 0.08%             | 2047-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Lo | Banc of America Alternative Loan Trust 2005-11                                   | CUSIP: 05948KW54<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534361 | PA      | $480911.05    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-F Trust                                             | CUSIP: 05950HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570611 | PA      | $2269782.44   | 0.02%             | 2036-07-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-6 Trust                                             | CUSIP: 059526AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3186944 | PA      | $3068332.09   | 0.03%             | 2037-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 155384104 | PA      | $4378397.76   | 0.04%             | 2063-01-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8713000 | PA      | $7559966.02   | 0.07%             | 2052-12-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3895609.50   | 0.04%             | 2054-04-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                                     | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20050000 | PA      | $20080155.20  | 0.20%             | 2025-12-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu | Bear Stearns Asset Backed Securities I Trust 2006-AC4                            | CUSIP: 07388WAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521654 | PA      | $683016.62    | 0.01%             | 2036-07-25      | Floating      | 18.62%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  93260000 | PA      | $1206150.23   | 0.01%             | 2052-08-15      | Variable      | 0.57%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  79394000 | PA      | $1796059.01   | 0.02%             | 2053-10-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739277 | PA      | $344943.03    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-J2                                          | CUSIP: 12545EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186534 | PA      | $62185.88     | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Series 2011-12R                                                             | CUSIP: 12645VCA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206889 | PA      | $206825.78    | 0.00%             | 2036-07-27      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | Resecuritization Pass-Through Trust 2005-8R                                      | CUSIP: 12669GQG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1199798 | PA      | $1208129.89   | 0.01%             | 2034-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | Credit Suisse First Boston Mortgage Securities Corp                              | CUSIP: 2254582H0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2529045 | PA      | $1027481.05   | 0.01%             | 2035-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-2                                         | CUSIP: 225470YM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    488736 | PA      | $298803.51    | 0.00%             | 2036-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3315968 | PA      | $2761901.81   | 0.03%             | 2041-11-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 128847986 | PA      | $5867647.11   | 0.06%             | 2034-03-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQ4D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  65686000 | PA      | $2568683.87   | 0.03%             | 2029-10-25      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 280037390 | PA      | $6130214.50   | 0.06%             | 2029-11-25      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FV5Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148897308 | PA      | $7642556.35   | 0.08%             | 2030-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVEE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15172585 | PA      | $759390.90    | 0.01%             | 2030-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  49439190 | PA      | $1677931.50   | 0.02%             | 2036-02-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certifi | Freddie Mac Multiclass Certificates Series 2021-RR17                             | CUSIP: 3137H14L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  70015000 | PA      | $1311422.96   | 0.01%             | 2027-08-27      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1YX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 142195969 | PA      | $6706047.22   | 0.07%             | 2031-06-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H2N83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 143711105 | PA      | $5018765.44   | 0.05%             | 2031-07-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5XY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 195000000 | PA      | $7384806.00   | 0.07%             | 2032-01-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HBFZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107755495 | PA      | $2088937.26   | 0.02%             | 2028-12-25      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HFP33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 100000000 | PA      | $2798650.00   | 0.03%             | 2029-07-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH6E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 250000000 | PA      | $3825575.00   | 0.04%             | 2029-09-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HLJC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 687874769 | PA      | $12622914.73  | 0.12%             | 2030-02-25      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HMCM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 663028920 | PA      | $5846920.53   | 0.06%             | 2030-07-25      | Variable      | 0.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HNNE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 542699039 | PA      | $3845945.28   | 0.04%             | 2030-09-25      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2X2<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |   2090658 | PA      | $780798.27    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA11                    | CUSIP: 32051GM69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       698 | PA      | $0.01         | 0.00%             | 2500-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2005-AR3                               | CUSIP: 32051GQP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616052 | PA      | $603706.58    | 0.01%             | 2035-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7300000 | PA      | $5947266.93   | 0.06%             | 2040-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-16CB                                                 | CUSIP: 021460AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    781798 | PA      | $408727.96    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-24CB                                                 | CUSIP: 02146TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3606749 | PA      | $1760677.66   | 0.02%             | 2036-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-54CB                                                 | CUSIP: 12668APS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498798 | PA      | $265874.63    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7138791.31   | 0.07%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-80CB                                                 | CUSIP: 12668BGG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6971958 | PA      | $7238903.94   | 0.07%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17307GJY5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    307481 | PA      | $295558.89    | 0.00%             | 2034-09-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust 2007-AR4                                           | CUSIP: 17311WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840059 | PA      | $702846.15    | 0.01%             | 2037-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39933000 | PA      | $1733878.88   | 0.02%             | 2072-12-15      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-J6                                                   | CUSIP: 23244EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894956 | PA      | $867156.52    | 0.01%             | 2036-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC           | ERAC USA Finance LLC                                                             | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |  18952000 | PA      | $22180607.76  | 0.22%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-1                                       | CUSIP: 30165XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374217 | PA      | $371710.43    | 0.00%             | 2027-04-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-2                                       | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2208087 | PA      | $2209742.01   | 0.02%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3133N2TE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7179615 | PA      | $5489794.12   | 0.05%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F2LL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29135213 | PA      | $243182.88    | 0.00%             | 2027-06-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 236241087 | PA      | $8438342.63   | 0.08%             | 2030-11-25      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F83U5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70786000 | PA      | $3733692.51   | 0.04%             | 2030-11-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10250000 | PA      | $11051265.15  | 0.11%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FOUNTAIN CO ELEC WTR & WSTWTR  | City of Fountain CO Electric Water & Wastewater Utility Enterprise Revenue       | CUSIP: 350686CQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2655000 | PA      | $2084720.07   | 0.02%             | 2043-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FRUITA CO HLTHCARE REVENUE     | City of Fruita CO Healthcare Revenue                                             | CUSIP: 359427AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1410000 | PA      | $1401246.30   | 0.01%             | 2028-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-4                                         | CUSIP: 362929AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5068200 | PA      | $5087691.26   | 0.05%             | 2028-03-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5248537.46   | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10576000 | PA      | $10113087.42  | 0.10%             | 2050-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565319 | PA      | $566688.10    | 0.01%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10401000 | PA      | $9569826.97   | 0.09%             | 2052-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)       | Nature Conservancy/The                                                           | CUSIP: 63902HAQ2<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $962774.88    | 0.01%             | 2032-07-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 27 Ltd                                        | CUSIP: 64131UAL5<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1521000.00   | 0.02%             | 2038-07-15      | Floating      | 10.65%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 46 Ltd                                        | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1496901.00   | 0.01%             | 2037-01-20      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   2054000 | PA      | $2405596.74   | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA SEWAGE SVC REVE | City of New Orleans LA Sewerage Service Revenue                                  | CUSIP: 647719QM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $1964130.75   | 0.02%             | 2041-06-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NEW ORLEANS LA WTR REVENUE     | City of New Orleans LA Water System Revenue                                      | CUSIP: 647753MP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5060000 | PA      | $3683823.70   | 0.04%             | 2045-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC              | Newell Brands Inc                                                                | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2520445.89   | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NJB PROPERTIES WA LEASE REVENU | NJB Properties                                                                   | CUSIP: 65486MAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6580000 | PA      | $6993812.26   | 0.07%             | 2036-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XX | Octagon Investment Partners XXI Ltd                                              | CUSIP: 67590QCE5<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008550.00   | 0.05%             | 2031-02-14      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2568948.84   | 0.03%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5297064.15   | 0.05%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PALOMAR CA CMNTY CLG DIST      | Palomar Community College District                                               | CUSIP: 697511FP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6000000 | PA      | $4524577.20   | 0.04%             | 2044-08-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI | Pennsylvania Turnpike Commission                                                 | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1535000 | PA      | $1520158.39   | 0.01%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| POWAY CA UNIF SCH DIST         | Poway Unified School District                                                    | CUSIP: 738850RF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12000000 | PA      | $7012245.60   | 0.07%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| RENASANT CORP                  | Renasant Corp                                                                    | CUSIP: 75970EAE7<br>LEI: 549300OVE6OZHW2UUH81 | Long             | DBT              | CORP              | US        |   8030000 | PA      | $7487975.00   | 0.07%             | 2031-12-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2005-SA4 Trust                                                      | CUSIP: 76111XYD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1515936 | PA      | $946891.78    | 0.01%             | 2035-09-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16434101 | PA      | $1680547.88   | 0.02%             | 2037-01-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE | City of San Antonio TX Electric & Gas Systems Revenue                            | CUSIP: 796253U91<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |  22345000 | PA      | $22503394.77  | 0.22%             | 2041-02-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-2                                    | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4005244 | PA      | $3996640.45   | 0.04%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-7                                    | CUSIP: 80287FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9695000 | PA      | $9897342.41   | 0.10%             | 2031-03-17      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek CLO 2019-1 LTD                                                      | CUSIP: 85817BAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010690.00  | 0.10%             | 2032-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82798 | PA      | $71295.29     | 0.00%             | 2036-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| TBW Mortgage Backed Pass Throu | TBW Mortgage-Backed Trust Series 2006-2                                          | CUSIP: 878048AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80750 | PA      | $6586.30      | 0.00%             | 2036-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                       | State of Texas                                                                   | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |  41820000 | PA      | $43881650.72  | 0.43%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD         | Thompson Park CLO Ltd                                                            | CUSIP: 884887AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9988480.00   | 0.10%             | 2034-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                  | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    750000 | PA      | $760804.84    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803DV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $47645899.00  | 0.47%             | 2042-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $48748022.40  | 0.48%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WSFS FINANCIAL CORP            | WSFS Financial Corp                                                              | CUSIP: 929328AF9<br>LEI: 549300SU7VQHD6QRG886 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5465897.50   | 0.05%             | 2030-12-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-5 Trust                                             | CUSIP: 059523AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191602 | PA      | $993048.94    | 0.01%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK34                                                                  | CUSIP: 06541JAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94625067 | PA      | $3523137.29   | 0.03%             | 2063-06-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UCK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5450000 | PA      | $4564848.06   | 0.05%             | 2053-12-15      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 152569000 | PA      | $1880626.52   | 0.02%             | 2054-04-15      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A5                                   | CUSIP: 45660LKD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929408 | PA      | $632571.46    | 0.01%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RAAC Series                    | RAAC Series 2005-SP1 Trust                                                       | CUSIP: 76112BQS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2043 | PA      | $1657.27      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2006-A15                                  | CUSIP: 76114DAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16434101 | PA      | $3876380.43   | 0.04%             | 2037-01-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V14 Mortgage Trust                                                | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10502307.00  | 0.10%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V6 Mortgage Trust                                                 | CUSIP: 081927AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 117251614 | PA      | $4558684.12   | 0.04%             | 2057-03-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-20                                          | CUSIP: 126694FN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82594 | PA      | $48501.22     | 0.00%             | 2027-12-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-HY10                                        | CUSIP: 126694VH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27518 | PA      | $24068.65     | 0.00%             | 2036-02-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2005-J3                                          | CUSIP: 12669G4W8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35958 | PA      | $33787.66     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-24                                          | CUSIP: 12669GCP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2977091 | PA      | $3057070.58   | 0.03%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2004-24                                          | CUSIP: 12669GCS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2058482 | PA      | $2113627.06   | 0.02%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2018-B2                                      | CUSIP: 17327FBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  49202000 | PA      | $449268.38    | 0.00%             | 2051-03-10      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 86 CLO Ltd                                                                | CUSIP: 26245XBC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008050.00  | 0.10%             | 2034-07-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| E BATON ROUGE PARISH LA SWR CO | East Baton Rouge Sewerage Commission                                             | CUSIP: 270618GX3<br>LEI: 5493006BC84VNIRSCG97 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2005196.00   | 0.02%             | 2039-02-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-5                                       | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245154 | PA      | $245362.30    | 0.00%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| FRETE 2019-ML06 TRUST          | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30312CAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | MUN               | US        |  10288413 | PA      | $704344.72    | 0.01%             | 2037-06-25      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BPVP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27797562 | PA      | $1024031.61   | 0.01%             | 2031-01-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FHPL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 410073872 | PA      | $1500214.25   | 0.01%             | 2028-07-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FLMZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  50517000 | PA      | $1037114.01   | 0.01%             | 2029-03-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMTU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  46768336 | PA      | $2393870.04   | 0.02%             | 2034-04-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FRUN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  64122000 | PA      | $4243273.35   | 0.04%             | 2030-01-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTBP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 154827783 | PA      | $9456354.57   | 0.09%             | 2030-03-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 107274093 | PA      | $6297396.89   | 0.06%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23000000 | PA      | $1531202.00   | 0.02%             | 2030-08-25      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FXQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  51000000 | PA      | $2489983.20   | 0.02%             | 2030-10-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H5E37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 160000000 | PA      | $1724848.00   | 0.02%             | 2028-12-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 103934724 | PA      | $2008403.42   | 0.02%             | 2032-05-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HASM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 253970992 | PA      | $4444238.40   | 0.04%             | 2033-08-25      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HHJ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 304806699 | PA      | $14023668.54  | 0.14%             | 2034-09-25      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HK2E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 198868451 | PA      | $4510077.93   | 0.04%             | 2034-12-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138LMRA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $3017097.73   | 0.03%             | 2038-04-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140J1K80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16305000 | PA      | $12999464.69  | 0.13%             | 2035-09-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140LCA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7890000 | PA      | $6032687.61   | 0.06%             | 2041-04-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| FIRST NATIONAL OF NEBRAS       | First National of Nebraska Inc                                                   | CUSIP: 32119CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15550000 | PA      | $16192958.13  | 0.16%             | 2035-06-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| FORNEY TX INDEP SCH DIST       | Forney Independent School District                                               | CUSIP: 346425HK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7330000 | PA      | $6110643.51   | 0.06%             | 2039-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORT WORTH TX DRAINAGE UTILITY | City of Fort Worth TX Drainage Utility System Revenue                            | CUSIP: 34944RFH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4590000 | PA      | $3278857.78   | 0.03%             | 2044-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited    | Fortress Credit Bsl X Ltd                                                        | CUSIP: 34962HAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8245198.50   | 0.08%             | 2033-04-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FRESNO CA WTR SYS REVENUE      | City of Fresno CA Water System Revenue                                           | CUSIP: 358240GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1720000 | PA      | $1952039.52   | 0.02%             | 2040-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FULTON CNTY GA                 | County of Fulton GA                                                              | CUSIP: 360046Q90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1110000 | PA      | $1141042.82   | 0.01%             | 2039-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2023-3                                         | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8092000 | PA      | $8171809.78   | 0.08%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GDB DEBT RECOVERY AUTH OF CMWL | GDB Debt Recovery Authority of Puerto Rico                                       | CUSIP: 36829QAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6813584 | PA      | $6633357.21   | 0.07%             | 2040-08-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO               | Genuine Parts Co                                                                 | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4434387.85   | 0.04%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KEN GARFF AUTOMOTIVE LLC       | Ken Garff Automotive LLC                                                         | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16197000 | PA      | $16173240.62  | 0.16%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBJ8<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5113739.40   | 0.05%             | 2031-10-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM Loan Income Fund I Income Note Issuer Ltd                                    | CUSIP: 50200JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2702786.40   | 0.03%             | 2031-07-16      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| LAKESIDE CA UNION SCH DIST SAN | Lakeside Union School District/San Diego County                                  | CUSIP: 512138DF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2329568.40   | 0.02%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2006-3                                                     | CUSIP: 52520CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3132463 | PA      | $1567190.90   | 0.02%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-2                                                     | CUSIP: 52520MBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    495689 | PA      | $230772.51    | 0.00%             | 2035-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST  | Los Angeles Community College District/CA                                        | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12800000 | PA      | $14497867.52  | 0.14%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XIX Ltd                                                     | CUSIP: 55819QBJ5<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |  15250000 | PA      | $15271075.50  | 0.15%             | 2037-01-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822AAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750623.00   | 0.02%             | 2034-10-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXII Ltd                                                              | CUSIP: 55953WAU4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504298.00   | 0.03%             | 2037-10-15      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite LI Ltd                                                                 | CUSIP: 559932AL2<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2732136.00   | 0.03%             | 2038-10-25      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC          | Molina Healthcare Inc                                                            | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5113821.40   | 0.05%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2005-7                                        | CUSIP: 61748HPN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243992 | PA      | $210251.23    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-11                                       | CUSIP: 61749WAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1909184 | PA      | $770637.50    | 0.01%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4443000 | PA      | $4680149.12   | 0.05%             | 2058-08-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 106315669 | PA      | $7743065.84   | 0.08%             | 2058-08-15      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXIII                                                                 | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999660.00   | 0.05%             | 2033-04-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-1 LTD                                                        | CUSIP: 14316BBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010120.00  | 0.10%             | 2031-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3870181.20   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11090000 | PA      | $9903536.35   | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                   | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $9490937.50   | 0.09%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTRL PUGET SOUND WA REGL TRA | Central Puget Sound Regional Transit Authority                                   | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  38190000 | PA      | $39917276.42  | 0.39%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | New York Liberty Development Corp                                                | CUSIP: 649519EL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5500000 | PA      | $4746910.85   | 0.05%             | 2042-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 43 | Octagon Investment Partners 43 Ltd                                               | CUSIP: 67573LAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1350000.00   | 0.01%             | 2032-10-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   8646000 | PA      | $8234285.26   | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4261708.33   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586637 | PA      | $558172.52    | 0.01%             | 2035-12-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S3                                      | CUSIP: 16162XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6684111 | PA      | $2790510.75   | 0.03%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41126921 | PA      | $4439054.83   | 0.04%             | 2035-05-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FVNL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  54977000 | PA      | $3000342.29   | 0.03%             | 2030-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H14F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  99488000 | PA      | $2923056.93   | 0.03%             | 2028-05-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H73H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 195000000 | PA      | $3733353.00   | 0.04%             | 2032-02-25      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HDJK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 122916257 | PA      | $1704639.52   | 0.02%             | 2029-05-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                              | CUSIP: 46590JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23066000 | PA      | $931.87       | 0.00%             | 2048-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2005-S3                                                 | CUSIP: 466247ZS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46266 | PA      | $19383.55     | 0.00%             | 2036-01-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | J.P. Morgan Mortgage Trust 2021-15                                               | CUSIP: 46654TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $2521426.94   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-4                                                     | CUSIP: 52521LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097493 | PA      | $978350.70    | 0.01%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA CMNTY CLG DIST  | Los Angeles Community College District/CA                                        | CUSIP: 54438CNZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  13620000 | PA      | $15029348.57  | 0.15%             | 2042-08-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| M/I HOMES INC                  | M/I Homes Inc                                                                    | CUSIP: 55305BAV3<br>LEI: 5299005M71FH9CCSFB69 | Long             | DBT              | CORP              | US        |   9816000 | PA      | $9428874.63   | 0.09%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIV Ltd                                                               | CUSIP: 55954WAS8<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002820.00   | 0.03%             | 2035-04-15      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| MARION & POLK CNTYS OR SCH DIS | Salem-Keizer School District No 24J                                              | CUSIP: 569203NS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1705944.30   | 0.02%             | 2039-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARION & POLK CNTYS OR SCH DIS | Salem-Keizer School District No 24J                                              | CUSIP: 569203NT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12395000 | PA      | $6576801.87   | 0.06%             | 2040-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HLTH & HGR EDUCTNL | Maryland Health & Higher Educational Facilities Authority                        | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $7965345.00   | 0.08%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST CLG BLDG AUTH | Massachusetts State College Building Authority                                   | CUSIP: 575832TX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $581495.81    | 0.01%             | 2040-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2005-2                                              | CUSIP: 576434K78<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1900871.20   | 0.02%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET GOVT NASHVILLE & DAVIDSON  | Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue  | CUSIP: 592098G68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1545000 | PA      | $1765250.57   | 0.02%             | 2041-07-01      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592250EJ9<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |   4025000 | PA      | $2707269.74   | 0.03%             | 2036-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TH97<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |  17425000 | PA      | $16667204.18  | 0.16%             | 2039-06-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST UNIV REVENUES      | Michigan State University                                                        | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  24213000 | PA      | $17948193.76  | 0.18%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2963625.00   | 0.03%             | 2047-12-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  47995878 | PA      | $2088281.46   | 0.02%             | 2058-03-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UNIV OF WASHINGTON WA UNIV REV | University of Washington                                                         | CUSIP: 91523NFP6<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |  10660000 | PA      | $11734757.19  | 0.12%             | 2039-07-01      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8474249.61   | 0.08%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RIVERSIDE CNTY CA TRANSPRTN CO | Riverside County Transportation Commission Sales Tax Revenue                     | CUSIP: 769125DW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15505000 | PA      | $17615704.95  | 0.17%             | 2039-06-01      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| SALT RIVER AZ PROJ AGRIC IMPT  | Salt River Project Agricultural Improvement & Power District                     | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |   9665000 | PA      | $9545413.02   | 0.09%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA WTR AUTH FIN | San Diego County Water Authority                                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |   5900000 | PA      | $6182515.60   | 0.06%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P | San Francisco City & County Public Utilities Commission Wastewater Revenue       | CUSIP: 79768HAL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  16035000 | PA      | $16973975.93  | 0.17%             | 2040-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9015012.00   | 0.09%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP         | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10145400.00  | 0.10%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2007-6                     | CUSIP: 86364CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3478996 | PA      | $3347731.13   | 0.03%             | 2037-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Suntrust Alternative Loan Trus | Suntrust Alternative Loan Trust Series 2005-1F                                   | CUSIP: 86789MAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1239475 | PA      | $1163099.67   | 0.01%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PUBLIC FIN AUTH LEASE | Texas Public Finance Authority                                                   | CUSIP: 882669CJ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $830918.00    | 0.01%             | 2040-02-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| STRIP PRINC                    | United States Treasury Strip Principal                                           | CUSIP: 912803EA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $67381243.50  | 0.66%             | 2043-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust   | CUSIP: 93935EAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279252 | PA      | $766734.82    | 0.01%             | 2036-10-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST UNIV             | Washington State University                                                      | CUSIP: 9400932L0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4705687.20   | 0.05%             | 2041-04-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2006-AR5 Trust                            | CUSIP: 94983RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2082278 | PA      | $2102800.85   | 0.02%             | 2036-04-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2024-C63                                   | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  70622488 | PA      | $5008772.82   | 0.05%             | 2057-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41304702 | PA      | $1834544.20   | 0.02%             | 2058-05-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C4                                   | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6339439.20   | 0.06%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5200000 | PA      | $4836990.60   | 0.05%             | 2052-10-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C53                                   | CUSIP: 95002BAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3275000 | PA      | $2955522.11   | 0.03%             | 2052-10-15      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C57                                   | CUSIP: 95002XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74972000 | PA      | $2313733.38   | 0.02%             | 2053-08-15      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  65782000 | PA      | $2792143.30   | 0.03%             | 2054-04-15      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  39893999 | PA      | $2437782.65   | 0.02%             | 2054-08-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40551000 | PA      | $2250333.14   | 0.02%             | 2054-08-15      | Variable      | 1.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7114678 | PA      | $6140100.16   | 0.06%             | 2054-08-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C60                                   | CUSIP: 95003DCB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4475000 | PA      | $3723832.32   | 0.04%             | 2054-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C3                                   | CUSIP: 95004JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1583782.35   | 0.02%             | 2058-01-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6747000 | PA      | $7022216.20   | 0.07%             | 2058-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| WSTRN NASSAU CNTY NY WTR AUTH  | Western Nassau County Water Authority                                            | CUSIP: 958792FR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1206547.35   | 0.01%             | 2041-04-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-3                                     | CUSIP: 96041CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73913 | PA      | $73969.60     | 0.00%             | 2027-05-17      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1485000 | PA      | $1519382.21   | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10669000 | PA      | $10723410.83  | 0.11%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust   | World Omni Select Auto Trust 2024-A                                              | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010523.40   | 0.02%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS       | Wyndham Hotels & Resorts Inc                                                     | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5658345.20   | 0.06%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2007-4CB                                                  | CUSIP: 02148FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1163019 | PA      | $966800.58    | 0.01%             | 2037-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C30                                                    | CUSIP: 05493YAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 114084701 | PA      | $7002998.13   | 0.07%             | 2057-11-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C19                                                    | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10159518.00  | 0.10%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2023-C7 Mortgage Trust                                                       | CUSIP: 05593FAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 100158120 | PA      | $4667418.45   | 0.05%             | 2056-12-15      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C11 Mortgage Trust                                                      | CUSIP: 05613XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4802427.00   | 0.05%             | 2058-02-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  72224185 | PA      | $3713933.70   | 0.04%             | 2058-05-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK25                                                                  | CUSIP: 06539WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7401500 | PA      | $6675621.57   | 0.07%             | 2063-01-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Bank                           | Bank 2019-BNK19                                                                  | CUSIP: 06540WBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939197 | PA      | $1855284.27   | 0.02%             | 2061-08-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK23                                                                  | CUSIP: 06541RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 238421000 | PA      | $1756757.45   | 0.02%             | 2052-12-15      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 132417000 | PA      | $3790714.70   | 0.04%             | 2053-11-15      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-C28                                                    | CUSIP: 07336WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 154907000 | PA      | $7453241.87   | 0.07%             | 2057-09-15      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2025-V15 Mortgage Trust                                                | CUSIP: 08164CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  94562637 | PA      | $4246212.28   | 0.04%             | 2058-06-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BERGEN CNTY NJ IMPT AUTH LEASE | Bergen County Improvement Authority/The                                          | CUSIP: 083775CX2<br>LEI: 549300GA3U8F8Z1HOS09 | Long             | DBT              | MUN               | US        |   1980000 | PA      | $2107611.40   | 0.02%             | 2040-06-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BERKS CNTY PA INDL DEV AUTH HL | Berks County Industrial Development Authority                                    | CUSIP: 08452RAG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    545000 | PA      | $544213.57    | 0.01%             | 2027-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-C10 Mortgage Trust                                                      | CUSIP: 096920AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 135745000 | PA      | $3233758.11   | 0.03%             | 2057-11-15      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61967900 | PA      | $2864484.75   | 0.03%             | 2058-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                                       | CUSIP: 12515GAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  61857000 | PA      | $459776.90    | 0.00%             | 2050-02-10      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2483970 | PA      | $1110053.79   | 0.01%             | 2037-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C5 Commercial Mortgage Trust                                          | CUSIP: 12636LAJ9<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |  46821000 | PA      | $3787.82      | 0.00%             | 2048-11-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust 2007-2                                                | CUSIP: 126384AU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191733 | PA      | $552931.81    | 0.01%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-6CB                                                  | CUSIP: 12667F5G6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1383774 | PA      | $1206410.68   | 0.01%             | 2035-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-13CB                                                 | CUSIP: 12667FKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4622501 | PA      | $4844115.67   | 0.05%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2004-24CB                                                 | CUSIP: 12667FVN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013458 | PA      | $1058631.91   | 0.01%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-13CB                                                 | CUSIP: 12667GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    676995 | PA      | $548233.37    | 0.01%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-9CB                                                  | CUSIP: 12667GEK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415475 | PA      | $1257738.65   | 0.01%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-6CB                                                  | CUSIP: 12668BSD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76957 | PA      | $63655.60     | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | CARLYLE US CLO 2019-3 LTD                                                        | CUSIP: 14314KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1062343.80   | 0.01%             | 2037-04-20      | Floating      | 11.22%                | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd              | Cedar Funding XI Clo Ltd                                                         | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4994455.00   | 0.05%             | 2032-05-29      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTRAL STORAGE TRUST          | Central Storage Safety Project Trust                                             | CUSIP: 155431AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5145280 | PA      | $4965308.24   | 0.05%             | 2038-02-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11138000 | PA      | $7822646.44   | 0.08%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    562699 | PA      | $535395.71    | 0.01%             | 2035-12-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2006-S4                                      | CUSIP: 16162YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1226693 | PA      | $491844.61    | 0.00%             | 2036-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S1                                      | CUSIP: 16163FAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4011432 | PA      | $1557860.32   | 0.02%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL MET WTR RECLAMATION | Metropolitan Water Reclamation District of Greater Chicago                       | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1059302.00   | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-1                                           | CUSIP: 170255AN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1894376 | PA      | $832261.47    | 0.01%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                   | Cimpress PLC                                                                     | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2553330.00   | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                                      | CUSIP: 17291CBU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9403500 | PA      | $9222887.92   | 0.09%             | 2049-08-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42746500 | PA      | $211629.37    | 0.00%             | 2050-10-12      | Variable      | 0.35%                 | No            |                  2 | On Loan: No      |
| CLACKAMAS & WASHINGTON CNTYS O | Clackamas & Washington Counties School District No 3                             | CUSIP: 178882MX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1900000 | PA      | $1133791.94   | 0.01%             | 2038-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CLIFTON NJ BRD OF EDU          | Clifton Board Of Education                                                       | CUSIP: 187099JJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4560000 | PA      | $3001996.66   | 0.03%             | 2044-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COLORADO SPRINGS CO UTILITIES  | City of Colorado Springs CO Utilities System Revenue                             | CUSIP: 196632HE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083690.90   | 0.01%             | 2039-11-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | Commonwealth Bank of Australia                                                   | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5193740.70   | 0.05%             | 2046-03-14      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mor | CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10                    | CUSIP: 225470EE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    331594 | PA      | $234675.74    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-2                                         | CUSIP: 225470ZC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3960600 | PA      | $1465014.29   | 0.01%             | 2036-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2020-4                                         | CUSIP: 36261EAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3523428 | PA      | $3514830.77   | 0.03%             | 2027-10-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                                         | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10062642.00  | 0.10%             | 2029-04-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-3                                         | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7137000 | PA      | $7182444.13   | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2076709.04   | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TX MET TRANSIT AUT | Metropolitan Transit Authority of Harris County Sales & Use Tax Revenue          | CUSIP: 41422EKX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  36610000 | PA      | $29221384.44  | 0.29%             | 2041-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2981439.90   | 0.03%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2073277.70   | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IndyMac IMSC Mortgage Loan Tru | IndyMac IMSC Mortgage Loan Trust 2007-AR1                                        | CUSIP: 456672AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322397 | PA      | $193158.08    | 0.00%             | 2037-06-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2023-C21                                                    | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9604991 | PA      | $10097279.37  | 0.10%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR3                                                                  | CUSIP: 06211EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9989830 | PA      | $10411081.59  | 0.10%             | 2056-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KING CNTY WA PUBLIC HOSP DIST  | King County Public Hospital District No 4                                        | CUSIP: 494796AF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1005134.90   | 0.01%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1565534 | PA      | $1505314.11   | 0.01%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2023-BNK45                                                                  | CUSIP: 06541BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22611000 | PA      | $3062280.09   | 0.03%             | 2056-02-15      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2024-BNK48                                                                  | CUSIP: 06541GAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 228218000 | PA      | $11493081.30  | 0.11%             | 2057-10-15      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXIV Ltd                                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5259402.75   | 0.05%             | 2029-10-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1525000 | PA      | $1193312.81   | 0.01%             | 2038-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10830000 | PA      | $11129601.23  | 0.11%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2021-L7                                           | CUSIP: 61772TBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 143080000 | PA      | $3374298.56   | 0.03%             | 2054-10-15      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK32                                                                  | CUSIP: 06542BCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $689421.44    | 0.01%             | 2054-04-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 166823000 | PA      | $3324832.44   | 0.03%             | 2055-02-15      | Variable      | 0.37%                 | No            |                  2 | On Loan: No      |
| PORT BEAUMONT TX INDL DEV AUTH | Port of Beaumont Industrial Development Authority                                | CUSIP: 73358SAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10500000 | PA      | $9517078.20   | 0.09%             | 2028-01-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1018142.00   | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSEX CNTY NJ                  | County of Essex NJ                                                               | CUSIP: 296804T80<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3560000 | PA      | $2358497.51   | 0.02%             | 2044-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2021-3                                       | CUSIP: 30166AAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11250000 | PA      | $11163843.00  | 0.11%             | 2028-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673C26<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4360000 | PA      | $3232058.84   | 0.03%             | 2041-04-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1906000 | PA      | $2025625.52   | 0.02%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-2                                       | CUSIP: 30166DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5043177.00   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4442696.28   | 0.04%             | 2030-08-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                                   | CUSIP: 95000YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1908905.20   | 0.02%             | 2050-10-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C45                                   | CUSIP: 95001NBC1<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   3477000 | PA      | $3398757.42   | 0.03%             | 2051-06-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-5                                       | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6502466.10   | 0.06%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC             | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9008276.40   | 0.09%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BUXA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  79423000 | PA      | $177875.75    | 0.00%             | 2026-12-25      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F64T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  32621072 | PA      | $728275.22    | 0.01%             | 2027-09-25      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F84L4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  35211000 | PA      | $1691311.09   | 0.02%             | 2030-11-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F9ZA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 320390504 | PA      | $7820924.44   | 0.08%             | 2031-01-25      | Variable      | 0.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 239242543 | PA      | $2160527.63   | 0.02%             | 2033-04-25      | Variable      | 0.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJEK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 148433872 | PA      | $407911.12    | 0.00%             | 2028-08-25      | Variable      | 0.22%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $7981165.60   | 0.08%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7073000 | PA      | $6060751.85   | 0.06%             | 2052-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FL6T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  53965000 | PA      | $804521.01    | 0.01%             | 2029-01-25      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3140QFRR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6655598 | PA      | $5176411.33   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US  | Goldentree Loan Management US Clo 26 Ltd                                         | CUSIP: 38139QAN6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253166.25   | 0.01%             | 2038-07-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2005-A15                                  | CUSIP: 45660L4G1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3447306 | PA      | $1221824.07   | 0.01%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitizati | Residential Asset Securitization Trust 2004-R2                                   | CUSIP: 45660NW68<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186953 | PA      | $1202746.92   | 0.01%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 20 Ltd                                                                   | CUSIP: 48251TAG6<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15001995.00  | 0.15%             | 2030-10-16      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVI LP                                                                       | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4008548.00   | 0.04%             | 2031-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XIV LP                                                                       | CUSIP: 50184VAT1<br>LEI: 549300NGJ6CPPJRPGL08 | Long             | ABS-CBDO         | CORP              | KY        |   3003084 | PA      | $3003987.73   | 0.03%             | 2031-07-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM XVII LP                                                                      | CUSIP: 50190AAR3<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1652187.90   | 0.02%             | 2031-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM 29 Ltd                                                                       | CUSIP: 50201MAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5005000 | PA      | $5013548.54   | 0.05%             | 2031-04-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MSCI INC                       | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   9567000 | PA      | $9033652.00   | 0.09%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXIII Ltd                                                              | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3705538.90   | 0.04%             | 2035-01-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| MARATHON CNTY WI               | County of Marathon WI                                                            | CUSIP: 565777PY9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1495000 | PA      | $1201950.70   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD               | Marathon CLO 2021-16 Ltd                                                         | CUSIP: 56580KAU9<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8004656.00   | 0.08%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST               | Commonwealth of Massachusetts                                                    | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |  14150000 | PA      | $14718713.97  | 0.15%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNP4<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  13500000 | PA      | $5896770.30   | 0.06%             | 2044-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan T | Morgan Stanley Mortgage Loan Trust 2006-2                                        | CUSIP: 61748HVY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1194499 | PA      | $655796.09    | 0.01%             | 2036-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ReRemic Trust   | Morgan Stanley Reremic Trust                                                     | CUSIP: 61761KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1531514 | PA      | $1366130.96   | 0.01%             | 2036-11-26      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK        | National Australia Bank Ltd                                                      | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   9500000 | PA      | $8750713.91   | 0.09%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 34 Ltd                                        | CUSIP: 64132YBQ4<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509862.50   | 0.01%             | 2039-07-20      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4916121.25   | 0.05%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 39 Ltd                                        | CUSIP: 64134FAL5<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |   3625000 | PA      | $3635972.88   | 0.04%             | 2038-04-20      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST  | New Jersey Transportation Trust Fund Authority                                   | CUSIP: 646136WU1<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |  43300000 | PA      | $25045456.10  | 0.25%             | 2039-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579380 | PA      | $501850.02    | 0.00%             | 2036-05-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust | Adjustable Rate Mortgage Trust 2005-10                                           | CUSIP: 007036TK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4261396 | PA      | $3033275.22   | 0.03%             | 2036-01-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU | New Jersey Turnpike Authority                                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |  20442000 | PA      | $24684880.19  | 0.24%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST LIBERTY DEV CORP L | New York Liberty Development Corp                                                | CUSIP: 649519EN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  12500000 | PA      | $9441308.75   | 0.09%             | 2044-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN  | New York City Municipal Water Finance Authority                                  | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   3740000 | PA      | $3889110.06   | 0.04%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUTNAM CNTY TN                 | County of Putnam TN                                                              | CUSIP: 746673B76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4115000 | PA      | $3304516.18   | 0.03%             | 2038-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC       | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |  13782000 | PA      | $12863112.71  | 0.13%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC             | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  16294000 | PA      | $17069309.42  | 0.17%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur | Banc of America Mortgage 2005-F Trust                                            | CUSIP: 05949CBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431565 | PA      | $411804.29    | 0.00%             | 2035-07-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6415438.02   | 0.06%             | 2030-07-12      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2024-3                              | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4600000 | PA      | $4697311.62   | 0.05%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investm | American Home Mortgage Investment Trust 2006-2                                   | CUSIP: 02660YAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2747648 | PA      | $381561.20    | 0.00%             | 2036-06-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XI                                                                    | CUSIP: 03764EAQ2<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4503267.00   | 0.04%             | 2034-04-17      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXX                                                                   | CUSIP: 03768CAU3<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   7680000 | PA      | $7685191.68   | 0.08%             | 2031-10-18      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| arbor multifamily mortgage sec | Arbor Multifamily Mortgage Securities Trust 2021-MF2                             | CUSIP: 03881VAS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $3827597.27   | 0.04%             | 2054-06-15      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1471649 | PA      | $1446668.67   | 0.01%             | 2036-12-20      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-6 Trust                                             | CUSIP: 059526AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772151 | PA      | $744586.32    | 0.01%             | 2037-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078440.00   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC          | Quikrete Holdings Inc                                                            | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1563160.50   | 0.02%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2007-4 Trust                                             | CUSIP: 05953YBV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141689 | PA      | $126014.78    | 0.00%             | 2034-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4731473.21   | 0.05%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV        | Sensata Technologies BV                                                          | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |   6427000 | PA      | $6282007.52   | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2025-S1                                                   | CUSIP: 81749TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9430334 | PA      | $6494848.32   | 0.06%             | 2054-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2023-5YR4                                                                  | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $8025744.00   | 0.08%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7403436.60   | 0.07%             | 2057-06-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  14773000 | PA      | $13091495.18  | 0.13%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP              | Ares Capital Corp                                                                | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7334732.56   | 0.07%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL              | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $8738128.02   | 0.09%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8902000 | PA      | $10369447.88  | 0.10%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE       | Ashton Woods USA LLC / Ashton Woods Finance Co                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4527067.50   | 0.04%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD     | Atlas Senior Loan Fund XI Ltd                                                    | CUSIP: 04941YAC3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |    243868 | PA      | $243884.92    | 0.00%             | 2031-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OZK                       | Bank OZK                                                                         | CUSIP: 06417NA94<br>LEI: 549300VYK2WBD7SST478 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $13843074.25  | 0.14%             | 2031-10-01      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 226593000 | PA      | $5457492.41   | 0.05%             | 2063-03-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX INDEP SCH DIST       | Austin Independent School District                                               | CUSIP: 052430XX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3274454.40   | 0.03%             | 2045-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                    | Avient Corp                                                                      | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |   8122000 | PA      | $8296476.80   | 0.08%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C5                                       | CUSIP: 05492JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12996000 | PA      | $586415.91    | 0.01%             | 2052-11-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2020-C7                                                     | CUSIP: 05492VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21104040 | PA      | $936369.36    | 0.01%             | 2053-04-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930532 | PA      | $3448067.84   | 0.03%             | 2053-11-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9270000 | PA      | $7773157.34   | 0.08%             | 2053-11-15      | Variable      | 3.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V5 Mortgage Trust                                                 | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $6172095.02   | 0.06%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2024-V12 Mortgage Trust                                                | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6308527.20   | 0.06%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C9                                                     | CUSIP: 05493EBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  68467000 | PA      | $3054757.91   | 0.03%             | 2054-02-15      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $7598798.10   | 0.07%             | 2054-11-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2023-B38 Mortgage Trust                                                | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $12297093.60  | 0.12%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $5726078.33   | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNB FINANCIAL CORP/PA          | CNB Financial Corp/PA                                                            | CUSIP: 126128AB3<br>LEI: 254900RUYUOKD91VNX69 | Long             | SN               | CORP              | US        |   3000000 | PA      | $2882078.28   | 0.03%             | 2031-06-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2024-277P Mortgage Trust                                                    | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8449636.80   | 0.08%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-21CB                                                 | CUSIP: 12667GKS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1187472 | PA      | $942512.16    | 0.01%             | 2035-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HSG FIN AGY MUNI CT | California Housing Finance Agency                                                | CUSIP: 13033DAH8<br>LEI: 549300BOPCVLBA552Z14 | Long             | DBT              | MUN               | US        |  30642227 | PA      | $1202707.42   | 0.01%             | 2035-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-C13 Mortgage Trust                                                      | CUSIP: 05592YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $7792939.50   | 0.08%             | 2058-10-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2004-1 Trust                                             | CUSIP: 05946XFV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336265 | PA      | $340031.85    | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELL CA UNION SCH DIST     | Campbell Union School District                                                   | CUSIP: 134141ZL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4600000 | PA      | $2655962.26   | 0.03%             | 2040-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2021-9 Ltd                                                        | CUSIP: 14317KAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15025485.00  | 0.15%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor | Banc of America Funding 2005-7 Trust                                             | CUSIP: 05946XT60<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13228 | PA      | $13551.70     | 0.00%             | 2035-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK21                                                                  | CUSIP: 06540BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18699333 | PA      | $701952.39    | 0.01%             | 2052-10-17      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-1                                 | CUSIP: 1729734V8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58955 | PA      | $55770.36     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30264 | PA      | $27263.21     | 0.00%             | 2500-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2021-BNK38                                                                  | CUSIP: 06540EAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40007062 | PA      | $1592969.18   | 0.02%             | 2064-12-15      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK26                                                                  | CUSIP: 06540JAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4140858 | PA      | $3933744.56   | 0.04%             | 2063-03-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,  | Citicorp Mortgage Securities Trust Series 2007-3                                 | CUSIP: 17312FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291531 | PA      | $281931.64    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                                      | CUSIP: 17325HBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  45124000 | PA      | $301951.76    | 0.00%             | 2050-04-14      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2019-BNK24                                                                  | CUSIP: 06540VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 174693000 | PA      | $1493013.72   | 0.01%             | 2062-11-15      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2020-BNK30                                                                  | CUSIP: 06541UAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9150000 | PA      | $7214617.62   | 0.07%             | 2053-12-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4160000 | PA      | $3755437.09   | 0.04%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29875968 | PA      | $436051.71    | 0.00%             | 2050-10-12      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12160687 | PA      | $12007978.42  | 0.12%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR15                                                                 | CUSIP: 065924AM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  41982292 | PA      | $2094488.17   | 0.02%             | 2058-07-15      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2019-C7                                      | CUSIP: 17328CAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9310679.00   | 0.09%             | 2072-12-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA              | Claremont Mckenna College                                                        | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16026000 | PA      | $10759938.45  | 0.11%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR16                                                                 | CUSIP: 065934BD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  74304549 | PA      | $3367838.82   | 0.03%             | 2063-08-15      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2024-5YR6                                                            | CUSIP: 066043AX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 112636292 | PA      | $2665526.60   | 0.03%             | 2057-05-15      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH            | CommonSpirit Health                                                              | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6960696.19   | 0.07%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CMWLTH FING AUTH PA            | Commonwealth Financing Authority                                                 | CUSIP: 20281PMV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4775000 | PA      | $4109182.12   | 0.04%             | 2042-06-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd             | Cook Park CLO Ltd                                                                | CUSIP: 21623PAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3659667 | PA      | $3659667.43   | 0.04%             | 2030-04-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FJZB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 325992458 | PA      | $1851115.58   | 0.02%             | 2028-10-25      | Variable      | 0.33%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5168404.00   | 0.05%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  66571071 | PA      | $2576240.55   | 0.03%             | 2058-04-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  45200376 | PA      | $129264.04    | 0.00%             | 2026-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FMUA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  70547000 | PA      | $410682.31    | 0.00%             | 2026-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNX96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  66115000 | PA      | $3019551.39   | 0.03%             | 2051-09-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPHS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31192387 | PA      | $890081.01    | 0.01%             | 2029-08-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR14                                                                 | CUSIP: 06604MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3600000 | PA      | $3258477.36   | 0.03%             | 2058-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 Trust 2025-5YR13                                                           | CUSIP: 06650CAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10478473.00  | 0.10%             | 2058-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FPJJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 203495525 | PA      | $5691322.15   | 0.06%             | 2029-09-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  79970642 | PA      | $3094000.17   | 0.03%             | 2034-10-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQKE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 169374335 | PA      | $4564875.46   | 0.05%             | 2029-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWG95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  60487010 | PA      | $3055622.30   | 0.03%             | 2030-06-25      | Variable      | 1.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWGB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  40865759 | PA      | $2592294.90   | 0.03%             | 2030-07-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FWHV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 106879128 | PA      | $5644874.58   | 0.06%             | 2030-07-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H13T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  31700000 | PA      | $1829850.80   | 0.02%             | 2031-05-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H1YZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43372188 | PA      | $2618283.57   | 0.03%             | 2031-07-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HH5Z0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        | 213757900 | PA      | $7797866.82   | 0.08%             | 2031-08-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HN4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  41425071 | PA      | $1474570.98   | 0.01%             | 2030-05-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2006-FA2                     | CUSIP: 32051G2Z7<br>LEI: 549300C1T80OPZQ1IW57 | Long             | ABS-MBS          | CORP              | US        |   1367944 | PA      | $510886.36    | 0.01%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Th | First Horizon Mortgage Pass-Through Trust 2006-4                                 | CUSIP: 32052UAQ6<br>LEI: 549300YB0SYOI7JLTH61 | Long             | ABS-MBS          | CORP              | US        |    528944 | PA      | $121567.07    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   7324000 | PA      | $7863361.55   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust        | GSR Mortgage Loan Trust 2006-2F                                                  | CUSIP: 362334BN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342931 | PA      | $304271.38    | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS3                                            | CUSIP: 36251PAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10417000 | PA      | $10122344.74  | 0.10%             | 2049-10-10      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  69588000 | PA      | $1425948.58   | 0.01%             | 2052-05-10      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Trust 2021-MM1                                     | CUSIP: 36264JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1380193.00   | 0.01%             | 2052-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities  | GS Mortgage-Backed Securities Corp Trust 2022-PJ2                                | CUSIP: 36267ECC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1528762.73   | 0.02%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Ltd, KKR Static | KKR Static CLO I LTD                                                             | CUSIP: 48255QAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5508653 | PA      | $5507887.02   | 0.05%             | 2031-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KB HOME                        | KB Home                                                                          | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1885964.62   | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BCRED MML CLO 2021-1 LLC       | BCRED MML CLO 2022-1 LLC                                                         | CUSIP: 072917AG2<br>LEI: 2549008X01GXURMQIW78 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1994394.00   | 0.02%             | 2035-04-20      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C33                                                   | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15000000 | PA      | $15843003.00  | 0.16%             | 2058-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 169223000 | PA      | $4859576.89   | 0.05%             | 2057-12-15      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10627380.00  | 0.10%             | 2062-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5298575.50   | 0.05%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C35                                                    | CUSIP: 07337DAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128598595 | PA      | $6590780.86   | 0.06%             | 2058-07-15      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12071000 | PA      | $565596.36    | 0.01%             | 2057-08-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B26 Mortgage Trust                                                | CUSIP: 08163EAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $1603966.73   | 0.02%             | 2054-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC            | Station Casinos LLC                                                              | CUSIP: 857691AG4<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |   4818000 | PA      | $4771280.34   | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2007-AR3 Trust                            | CUSIP: 94983UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363264 | PA      | $323410.69    | 0.00%             | 2037-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 109271656 | PA      | $5416093.36   | 0.05%             | 2054-08-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32491000 | PA      | $1586129.39   | 0.02%             | 2054-08-15      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28014000 | PA      | $1997756.78   | 0.02%             | 2054-07-15      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                                                | CUSIP: 08163JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089000 | PA      | $913559.05    | 0.01%             | 2054-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXXIII Ltd                                           | CUSIP: 08179DAJ8<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004241.00   | 0.01%             | 2036-01-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt | Benefit Street Partners Clo XXII Ltd                                             | CUSIP: 08186UAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7513140.00   | 0.07%             | 2035-04-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746686 | PA      | $55452.16     | 0.00%             | 2036-01-25      | Floating      | 0.68%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2005-3                                                     | CUSIP: 52520MDS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746686 | PA      | $267625.79    | 0.00%             | 2036-01-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S9 Trust                                                       | CUSIP: 749577AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134288 | PA      | $902457.78    | 0.01%             | 2036-09-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131995 | PA      | $114296.95    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   7330000 | PA      | $7338026.35   | 0.07%             | 2030-10-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C11 Mortgage Trust                                                     | CUSIP: 096941AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23390000 | PA      | $2104384.27   | 0.02%             | 2058-07-15      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC        | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23924566.88  | 0.24%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2017-IV Ltd                                                         | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |    396859 | PA      | $397193.07    | 0.00%             | 2030-10-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC         | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2870323.50   | 0.03%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF        | California Institute of Technology                                               | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |   8908000 | PA      | $5844887.28   | 0.06%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S5 Trust                                                       | CUSIP: 74957EAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271718 | PA      | $235286.04    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2006-S6 Trust                                                       | CUSIP: 74957VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78105 | PA      | $68351.04     | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I  | RFMSI Series 2007-S7 Trust                                                       | CUSIP: 76200RAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267070 | PA      | $1042768.41   | 0.01%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SACRAMENTO CNTY CA SANTN DISTS | Northern California Sanitation Agencies Financing Authority                      | CUSIP: 786134RN8<br>LEI: 549300MSDPX3EYMUYV38 | Long             | DBT              | MUN               | US        |  13320000 | PA      | $14799000.85  | 0.15%             | 2040-08-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WSTRN MN MUNI PWR AGY          | Western Minnesota Municipal Power Agency                                         | CUSIP: 958697HP2<br>LEI: 549300LFJK9CQSN2NJ11 | Long             | DBT              | MUN               | US        |  17040000 | PA      | $19023650.26  | 0.19%             | 2046-01-01      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2023-1                                     | CUSIP: 96042XAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5688992 | PA      | $5716147.72   | 0.06%             | 2028-08-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-1                                     | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6571115.20   | 0.06%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA P | City of San Francisco CA Public Utilities Commission Water Revenue               | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5666485.50   | 0.06%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-2                                    | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10129160.00  | 0.10%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle US CLO 2023-5 Ltd                                                        | CUSIP: 14318QAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10776692.25  | 0.11%             | 2036-01-27      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI       | Case Western Reserve University                                                  | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |  18780000 | PA      | $17822229.39  | 0.18%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-6                                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5177371.00   | 0.05%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-4                                    | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6548895.60   | 0.06%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Trust Series 2007-S3                                      | CUSIP: 16163HAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    662128 | PA      | $261607.32    | 0.00%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc             | Equity One Mortgage Pass-Through Trust 2003-1                                    | CUSIP: 294751BX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43661 | PA      | $43511.77     | 0.00%             | 2033-08-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3350000 | PA      | $3394672.59   | 0.03%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650385 | PA      | $3674170.47   | 0.04%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP        | Simon Property Group LP                                                          | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   5981000 | PA      | $5594947.86   | 0.06%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |  10524000 | PA      | $9605795.73   | 0.09%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1874047 | PA      | $1875707.08   | 0.02%             | 2030-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2024-4                                       | CUSIP: 30166UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2107244.00   | 0.02%             | 2032-02-17      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| STHRN MINNESOTA ST MUNI PWR AG | Southern Minnesota Municipal Power Agency                                        | CUSIP: 843375ZL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1512193.98   | 0.01%             | 2043-01-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Specialty Underwriting & Resid | Specialty Underwriting & Residential Finance Trust Series 2006-BC2               | CUSIP: 84751PLP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711869 | PA      | $231516.08    | 0.00%             | 2037-02-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust                                              | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5070122.00   | 0.05%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7851645.13   | 0.08%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor | Structured Adjustable Rate Mortgage Loan Trust Series 2005-12                    | CUSIP: 863579SS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458842 | PA      | $338058.11    | 0.00%             | 2035-06-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $56735937.50  | 0.56%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2022-6                                       | CUSIP: 30168AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3893396 | PA      | $3907980.39   | 0.04%             | 2028-05-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2023-5                                       | CUSIP: 30168DAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1541387 | PA      | $1545706.19   | 0.02%             | 2028-04-17      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH       | Virginia Housing Development Authority                                           | CUSIP: 92812WEE0<br>LEI: 549300LW3QBOVLQBP895 | Long             | DBT              | MUN               | US        |   3155000 | PA      | $2692706.37   | 0.03%             | 2042-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FX86<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174726 | PA      | $163284.11    | 0.00%             | 2035-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                                  | CUSIP: 3138LL7A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10731000 | PA      | $9341808.52   | 0.09%             | 2038-01-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2023-4                                    | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3450877 | PA      | $3456747.83   | 0.03%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA ST PUBLIC SVC A | South Carolina Public Service Authority                                          | CUSIP: 837151SV2<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |   6425000 | PA      | $7074734.55   | 0.07%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC            | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   5241000 | PA      | $4917092.57   | 0.05%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2568740.00   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                  | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $784132.22    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust   | CUSIP: 92922FY85<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    455148 | PA      | $410274.15    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust   | CUSIP: 9393366X6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2194281 | PA      | $1934879.85   | 0.02%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-HY2 Trust | CUSIP: 939348AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060753 | PA      | $544348.43    | 0.01%             | 2037-04-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755576 | PA      | $720954.58    | 0.01%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust                                                    | CUSIP: 90278MBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 128213000 | PA      | $3877456.01   | 0.04%             | 2052-10-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C12                                           | CUSIP: 90353DBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 139858000 | PA      | $1090948.34   | 0.01%             | 2051-08-15      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd              | Wellfleet Clo 2019-1 Ltd                                                         | CUSIP: 94950NAX0<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9999530.00   | 0.10%             | 2032-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2020-C58                                   | CUSIP: 95002UBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 109974000 | PA      | $5267534.65   | 0.05%             | 2053-07-15      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $254013672.50 | 2.51%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNIV OF PITTSBURGH PA OF THE C | University of Pittsburgh-of the Commonwealth System of Higher Education          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |  31069000 | PA      | $20083514.24  | 0.20%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  40274000 | PA      | $2644930.51   | 0.03%             | 2054-04-15      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2025-C64                                   | CUSIP: 95004BAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14500000 | PA      | $15319078.90  | 0.15%             | 2058-02-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2003-AR10 Trust                   | CUSIP: 92922FEA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4201250 | PA      | $4067206.22   | 0.04%             | 2033-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130764 | PA      | $105093.29    | 0.00%             | 2037-07-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-2                                     | CUSIP: 96042YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7069267.10   | 0.07%             | 2030-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTWOOD TX INDEP SCH DIST     | Westwood Independent School District                                             | CUSIP: 961771BW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3565000 | PA      | $2824653.60   | 0.03%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192986 | PA      | $106429.75    | 0.00%             | 2036-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2006-31CB                                                 | CUSIP: 02148HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1741009 | PA      | $926982.83    | 0.01%             | 2036-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C3                                       | CUSIP: 05550MAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  56340000 | PA      | $1364199.86   | 0.01%             | 2052-05-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C15                                                    | CUSIP: 05552FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25000000 | PA      | $1953212.50   | 0.02%             | 2055-04-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2021-C12                                                    | CUSIP: 05552XBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  59992000 | PA      | $1986185.14   | 0.02%             | 2054-11-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| BRAZOS SECURITIZATN LLC        | Brazos Securitization LLC                                                        | CUSIP: 106230AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9489697.21   | 0.09%             | 2050-09-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10481000 | PA      | $9664042.94   | 0.10%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 134736000 | PA      | $2859151.81   | 0.03%             | 2052-11-15      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2025-C                                                | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8173665 | PA      | $8195169.51   | 0.08%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-75CB                                                 | CUSIP: 12668AF83<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259487 | PA      | $845834.14    | 0.01%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AY25<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85111 | PA      | $55536.11     | 0.00%             | 2036-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ73<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    588567 | PA      | $219643.03    | 0.00%             | 2035-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-6                                           | CUSIP: 126694K31<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566190 | PA      | $268438.64    | 0.00%             | 2036-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NBL7<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3399775.60   | 0.03%             | 2032-07-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-5 Ltd                                  | CUSIP: 14312JBU5<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |  10100000 | PA      | $10100000.00  | 0.10%             | 2032-01-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                 | CPS Auto Receivables Trust 2024-C                                                | CUSIP: 223920AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3920000 | PA      | $3940386.74   | 0.04%             | 2028-12-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DALLAS CNTY TX HOSP DIST       | Dallas County Hospital District                                                  | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |   2965000 | PA      | $2991585.97   | 0.03%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                                 | CUSIP: 3132WXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3879220 | PA      | $3349044.33   | 0.03%             | 2041-07-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE       | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  14766000 | PA      | $15112115.04  | 0.15%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort | First Horizon Alternative Mortgage Securities Trust 2005-FA8                     | CUSIP: 32051GYU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1073288 | PA      | $481092.25    | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 44 Ltd                                                                   | CUSIP: 481950AC7<br>LEI: 254900ADEC5BQFZA7W53 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003324.00   | 0.03%             | 2036-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust          | Lehman Mortgage Trust 2007-5                                                     | CUSIP: 52521RCF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6257730 | PA      | $1315345.47   | 0.01%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A | City of Los Angeles Department of Airports                                       | CUSIP: 544445U23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    230000 | PA      | $204396.65    | 0.00%             | 2030-05-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXX LTD                                                     | CUSIP: 55821TAJ6<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001374.00   | 0.03%             | 2037-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XIX Ltd                                                                | CUSIP: 55954JAL2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4661365.00   | 0.05%             | 2034-04-17      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd              | Magnetite XXXV Ltd                                                               | CUSIP: 55954TAU0<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003228.00   | 0.02%             | 2036-10-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MAINE HLTH & HGR EDUCTNL FACS  | Maine Health & Higher Educational Facilities Authority                           | CUSIP: 56042RK84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  18415000 | PA      | $14594027.45  | 0.14%             | 2043-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4095300.36   | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH         | Massachusetts Institute of Technology                                            | CUSIP: 57571KAB0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $3588919.98   | 0.04%             | 2096-11-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2003-5                                              | CUSIP: 576434FU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312100 | PA      | $165225.29    | 0.00%             | 2033-08-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust  | MASTR Alternative Loan Trust 2004-6                                              | CUSIP: 576434SN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74504 | PA      | $75073.52     | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MET PIER & EXPOSITION AUTH IL  | Metropolitan Pier & Exposition Authority                                         | CUSIP: 592248BC1<br>LEI: 254900I3VDCQ58UGBR15 | Long             | DBT              | MUN               | US        |  23055000 | PA      | $9419931.79   | 0.09%             | 2045-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL PROFESSIONA | County of Miami-Dade FL                                                          | CUSIP: 59333HBH8<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $3975611.00   | 0.04%             | 2045-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST DEV BANK SPL OB | Mississippi Development Bank                                                     | CUSIP: 60534QUE9<br>LEI: 549300122LOI8CB50V38 | Long             | DBT              | MUN               | US        |   4445000 | PA      | $4574154.36   | 0.05%             | 2036-10-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2018-H3                                           | CUSIP: 61767YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15363500 | PA      | $632687.37    | 0.01%             | 2051-07-15      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2402000 | PA      | $2042944.72   | 0.02%             | 2052-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-H7                                           | CUSIP: 61771MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 130723000 | PA      | $2832728.19   | 0.03%             | 2052-07-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2396000 | PA      | $2500897.60   | 0.02%             | 2058-03-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18091000 | PA      | $2760957.97   | 0.03%             | 2058-08-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2021-4                                                       | CUSIP: 74938VAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3464033.50   | 0.03%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5035726.00   | 0.05%             | 2029-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd         | Whetstone Park CLO Ltd                                                           | CUSIP: 96329YAE7<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1303251.60   | 0.01%             | 2035-01-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| WILDFLOWER IMPROV ASSN         | Wildflower Improvement Association                                               | CUSIP: 96812GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2047182 | PA      | $2028086.63   | 0.02%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP        | Wintrust Financial Corp                                                          | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7154899.99   | 0.07%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  81988405 | PA      | $5581319.70   | 0.06%             | 2058-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| BCAP LLC Trust                 | BCAP LLC Trust 2007-AA2                                                          | CUSIP: 05530NAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441301 | PA      | $216334.70    | 0.00%             | 2037-04-25      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10324298.00  | 0.10%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  75000000 | PA      | $3437550.00   | 0.03%             | 2058-12-15      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Bank5                          | BANK5 2025-5YR18                                                                 | CUSIP: 06604CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5162830.00   | 0.05%             | 2058-12-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2025-C32                                                    | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  63924665 | PA      | $5327264.26   | 0.05%             | 2062-02-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2024-3 Ltd                                            | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752514.75   | 0.02%             | 2032-08-08      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA       | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   4374000 | PA      | $4221132.20   | 0.04%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                     | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   5399000 | PA      | $5610176.49   | 0.06%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PORTLAND ME                    | City of Portland ME                                                              | CUSIP: 736560TN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1760000 | PA      | $1488201.97   | 0.01%             | 2039-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOOMIN' BRANDS INC/OSI        | Bloomin' Brands Inc / OSI Restaurant Partners LLC                                | CUSIP: 094234AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7650000 | PA      | $6864640.29   | 0.07%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2024-5C3 Mortgage Trust                                                      | CUSIP: 09660QAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 101189000 | PA      | $3136353.06   | 0.03%             | 2057-02-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust             | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 108996766 | PA      | $6725885.22   | 0.07%             | 2058-10-15      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15649110.93  | 0.15%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC       | Builders FirstSource Inc                                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7419956.70   | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2006-21                                          | CUSIP: 12543PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590819 | PA      | $259572.65    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-HY5                                         | CUSIP: 12544BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4979326 | PA      | $3892330.17   | 0.04%             | 2047-09-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans         | CHL Mortgage Pass-Through Trust 2007-5                                           | CUSIP: 12544VCN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4841554 | PA      | $2259046.35   | 0.02%             | 2037-05-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2013-2R                                                               | CUSIP: 12646PDL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1601763 | PA      | $1060546.14   | 0.01%             | 2037-05-27      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Mortgage-Backed Trust Series 2006-1                                         | CUSIP: 225470UK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222082 | PA      | $200079.11    | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 83 CLO Ltd                                                                | CUSIP: 26246EAQ1<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1289980.66   | 0.01%             | 2037-04-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| EAST SIDE CA UNION HIGH SCH DI | East Side Union High School District                                             | CUSIP: 2752816H1<br>LEI: 549300FHNKBG2V8ZLG85 | Long             | DBT              | MUN               | US        |   5920000 | PA      | $6085717.97   | 0.06%             | 2036-04-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd             | Elmwood CLO 23 Ltd                                                               | CUSIP: 29004AAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4353967.20   | 0.04%             | 2036-04-16      | Floating      | 9.79%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc    | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-D                        | CUSIP: 59020UGG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216901 | PA      | $213465.06    | 0.00%             | 2029-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| MIDWEST GMNG BOR/MWG FIN       | Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp                        | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12289000 | PA      | $12038852.49  | 0.12%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MILWAUKEE WI REDEV AUTH REVENU | Milwaukee Redevelopment Authority                                                | CUSIP: 60242NDP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $500048.60    | 0.00%             | 2039-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2019-L2                                           | CUSIP: 61768HAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 127093000 | PA      | $2378964.90   | 0.02%             | 2052-03-15      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| N TX TOLLWAY AUTH REVENUE      | North Texas Tollway Authority                                                    | CUSIP: 66285WE51<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $773113.00    | 0.01%             | 2043-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7648000 | PA      | $6394238.89   | 0.06%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| DALLAS TX CONVENTION CENTER HO | Dallas Convention Center Hotel Development Corp                                  | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  28295000 | PA      | $32137183.71  | 0.32%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| DETROIT MI CITY SCH DIST       | Detroit City School District                                                     | CUSIP: 2511295D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  26045000 | PA      | $30544435.23  | 0.30%             | 2039-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC  | Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-3                  | CUSIP: 251510EC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445786 | PA      | $405248.06    | 0.00%             | 2035-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Equity One ABS Inc             | Equity One Mortgage Pass-Through Trust 2003-3                                    | CUSIP: 294751CT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    358801 | PA      | $357042.68    | 0.00%             | 2033-12-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.     | Impac Secured Assets CMN Owner Trust                                             | CUSIP: 45254TLD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630826 | PA      | $626304.10    | 0.01%             | 2033-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru | IndyMac INDX Mortgage Loan Trust 2005-AR25                                       | CUSIP: 45660LQ93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1679977 | PA      | $900286.78    | 0.01%             | 2035-12-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU       | Installed Building Products Inc                                                  | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   8113000 | PA      | $8156355.87   | 0.08%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH D | Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7400000 | PA      | $8955283.90   | 0.09%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SPL OBLIG   | County of Miami-Dade FL                                                          | CUSIP: 59333NNQ2<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |   6110000 | PA      | $2550503.41   | 0.03%             | 2045-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MICHIGAN ST FIN AUTH REVENUE   | Michigan Finance Authority                                                       | CUSIP: 59447TZD8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   5215000 | PA      | $4169387.29   | 0.04%             | 2045-06-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MISSOURI JT MUNI ELEC UTILITY  | Missouri Joint Municipal Electric Utility Commission                             | CUSIP: 606092ET7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  11845000 | PA      | $13030073.30  | 0.13%             | 2042-01-01      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XXIII Ltd                                                           | CUSIP: 87167NDN2<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8733637.50   | 0.09%             | 2034-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| TELEFLEX INC                   | Teleflex Inc                                                                     | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2764291.60   | 0.03%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

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

**Signature:** /s/ Kelly Strauss

**Name of Signer:** Kelly Strauss

**Title:** Treasurer