# EDGAR Filing Document

**Accession Number:** 0000816153
**File Stem:** 0001410368-25-029179
**Filing Date:** 2025-11
**Character Count:** 322091
**Document Hash:** 3fc3493f621cb653b2391f4ea41d95a6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-029179.hdr.sgml**: 20251124

**ACCESSION NUMBER**: 0001410368-25-029179

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251124

**DATE AS OF CHANGE**: 20251124

**PERIOD START**: 20250930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** THORNBURG INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000816153

**ORGANIZATION NAME:**
- **EIN:** 061158764
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05201
- **FILM NUMBER:** 251510254

**BUSINESS ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361
- **BUSINESS PHONE:** 5059840200

**MAIL ADDRESS:**
- **STREET 1:** 2300 NORTH RIDGETOP ROAD
- **CITY:** SANTA FE
- **STATE:** NM
- **ZIP:** 87506-8361

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** THORNBURG INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LIMITED TERM TRUST
- **DATE OF NAME CHANGE:** 19870816

## Series and Classes Contracts Data

### Thornburg Limited Term Income Fund (Series ID: S000011845)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000032357 | Thornburg Limited Term Income Fund - Class A  | THIFX           |
| C000032358 | Thornburg Limited Term Income Fund - Class C  | THICX           |
| C000032359 | Thornburg Limited Term Income Fund - Class I  | THIIX           |
| C000042668 | Thornburg Limited Term Income Fund - Class R3 | THIRX           |
| C000113848 | Thornburg Limited Term Income Fund - Class R5 | THRRX           |
| C000136849 | Thornburg Limited Term Income Fund - Class R4 | THRIX           |
| C000177478 | Thornburg Limited Term Income Fund - Class R6 | THRLX           |
| C000222325 | Thornburg Limited Term Income Fund - Class C2 | THIQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** THORNBURG INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-05201

- **c. CIK number of Registrant:** 0000816153

- **d. LEI of Registrant:** 5493001XM52H8S4WYY82

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

  - **Street Address 1:** 2300 NORTH RIDGETOP ROAD

  - **City:** SANTA FE

  - **State:** NM

  - **Foreign country:** US

  - **Zip / Postal Code:** 87506-8361

  - **Telephone number:** 505-984-0200

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

- **a. Name of Series:** Thornburg Limited Term Income Fund

- **b. EDGAR series identifier (if any):** S000011845

- **c. LEI of Series:** 549300TTKQL3842TC885

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

- **a. Date of fiscal year-end:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $6139822048.26

**Total Liabilities:** $43732574.83

**Net Assets:** $6096089473.43

**Delayed Delivery Securities:** $6982696.61

**Cash Not Reported:** $1582138.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -19431.39000000 | **1-Year:** -205764.31000000 | **5-Year:** -443191.81000000 | **10-Year:** -297849.28000000 | **30-Year:** -78442.55000000

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

- **3-Month:** -3513.00000000 | **1-Year:** -38013.97000000 | **5-Year:** -64699.17000000 | **10-Year:** -46082.10000000 | **30-Year:** -10792.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000113848 | 0.13%                | 1.19%                | 0.49%                |
| Class ID C000042668 | 0.09%                | 1.14%                | 0.45%                |
| Class ID C000032358 | 0.08%                | 1.15%                | 0.45%                |
| Class ID C000136849 | 0.16%                | 1.15%                | 0.38%                |
| Class ID C000177478 | 0.21%                | 1.19%                | 0.42%                |
| Class ID C000032359 | 0.13%                | 1.19%                | 0.49%                |
| Class ID C000032357 | 0.10%                | 1.16%                | 0.47%                |
| Class ID C000222325 | 0.06%                | 1.13%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1727740.83              | $-14418521.67                              |
| Month 2  | $2059686.86              | $48561603.53                               |
| Month 3  | $3339772.28              | $4801542.82                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EL PASO NATURAL GAS                                     | El Paso Natural Gas Co LLC                                                      | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4068000 | PA      | $3749068.80   | 0.06%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9883000 | PA      | $9905829.73   | 0.16%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-RPL2 LLC                                                              | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12054786 | PA      | $11860399.25  | 0.19%             | 2054-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELINE LLC                                   | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |   6985000 | PA      | $7189870.05   | 0.12%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                 | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   5914000 | PA      | $5913290.32   | 0.10%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                  | Skyworks Solutions Inc                                                          | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   6434000 | PA      | $6326359.18   | 0.10%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2018-INV1                                                             | CUSIP: 12553XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565925 | PA      | $529387.47    | 0.01%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133SKBP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20219904 | PA      | $17846599.91  | 0.29%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes                  | Greystone CRE Notes 2021-FL3 Ltd                                                | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1056776 | PA      | $1056196.66   | 0.02%             | 2039-07-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                      | Prosper Marketplace Issuance Trust Series 2024-1                                | CUSIP: 74363CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132979 | PA      | $133048.86    | 0.00%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                           | Citigroup Inc                                                                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2414742.25   | 0.04%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                        | SoFi Consumer Loan Program 2025-2 Trust                                         | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2791140 | PA      | $2805757.42   | 0.05%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PowerPay Issuance Trust                                 | PowerPay Issuance Trust 2024-1                                                  | CUSIP: 73934RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4089224 | PA      | $4186964.70   | 0.07%             | 2039-02-18      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                           | Radian Mortgage Capital Trust 2024-J2                                           | CUSIP: 75023WAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7551188 | PA      | $7586776.76   | 0.12%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                              | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4280852.10   | 0.07%             | 2029-01-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QNL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17568601 | PA      | $14875884.42  | 0.24%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS                                 | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp               | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9092000 | PA      | $9075634.40   | 0.15%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140GTAZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4466164 | PA      | $4322387.44   | 0.07%             | 2047-04-01      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2014-A                                            | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347697 | PA      | $339765.74    | 0.01%             | 2035-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2601363.05   | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 31396UCL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    112529 | PA      | $116201.13    | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                               | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |  14210000 | PA      | $13065810.80  | 0.21%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2023-2                                                   | CUSIP: 57109LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124213 | PA      | $124299.06    | 0.00%             | 2033-06-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CUB7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    196131 | PA      | $194820.65    | 0.00%             | 2031-06-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2022-3                                                   | CUSIP: 57109NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    607502 | PA      | $608576.38    | 0.01%             | 2032-11-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2021-A                                                       | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4964470 | PA      | $4586505.43   | 0.08%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CSX2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    679000 | PA      | $679372.94    | 0.01%             | 2029-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2021-R1                                              | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2294497 | PA      | $2205835.15   | 0.04%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2021-5                                      | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18465708 | PA      | $15707404.90  | 0.26%             | 2066-09-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                        | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1927903.60   | 0.03%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2025-CCM1                                              | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14177544 | PA      | $14329496.63  | 0.24%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2022-2                                    | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9520000 | PA      | $9556163.81   | 0.16%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2025-1                                                          | CUSIP: 75525PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8332668 | PA      | $8357182.76   | 0.14%             | 2032-08-16      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2019-HYB1                                              | CUSIP: 46651FAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5027237 | PA      | $5017288.77   | 0.08%             | 2049-10-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140K6DC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3381573 | PA      | $3352279.92   | 0.05%             | 2048-03-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                               | CUSIP: 29365TAL8<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   8640000 | PA      | $8402745.60   | 0.14%             | 2026-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-4                                      | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2842428 | PA      | $2728845.65   | 0.04%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2                   | CUSIP: 35563PX46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6659443 | PA      | $5736969.80   | 0.09%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48263000 | PA      | $44869507.81  | 0.74%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  1 | On Loan: No      |
| CPT MORTGAGE TRUST                                      | Century Plaza Towers 2019-CPT                                                   | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4800000 | PA      | $4410152.69   | 0.07%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2024-1                                                           | CUSIP: 00161CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5031667 | PA      | $5062071.82   | 0.08%             | 2031-01-21      | Fixed         | 11.40%                | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-2                                                 | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |   5253322 | PA      | $5014019.96   | 0.08%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2024-3                                            | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5224908 | PA      | $5217089.36   | 0.09%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2021-NQM4                                          | CUSIP: 45276JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17000204 | PA      | $14740361.35  | 0.24%             | 2057-01-25      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XMBR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2479821 | PA      | $2104018.20   | 0.03%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                                 | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   7950000 | PA      | $8162910.54   | 0.13%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   6885000 | PA      | $7013198.70   | 0.12%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Brex Inc                                                | Brex Commercial Charge Card Master Trust                                        | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8627000 | PA      | $8680436.41   | 0.14%             | 2027-07-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        | 102228272 | PA      | $91336203.77  | 1.50%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                            | Veros Auto Receivables Trust 2025-1                                             | CUSIP: 92511BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8966035 | PA      | $8972289.18   | 0.15%             | 2028-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1                   | CUSIP: 35563PDU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3701723 | PA      | $3470537.85   | 0.06%             | 2057-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freed ABS Trust                                         | FREED ABS Trust 2022-1FP                                                        | CUSIP: 35633KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    355442 | PA      | $354665.52    | 0.01%             | 2029-03-19      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                     | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3539865.00   | 0.06%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140Q0DR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    333830 | PA      | $344425.61    | 0.01%             | 2032-11-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2020-2                                            | CUSIP: 81882JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422743 | PA      | $394179.93    | 0.01%             | 2065-05-25      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2020-1                | Bunker Hill Loan Depositary Trust 2020-1                                        | CUSIP: 12062RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3285000 | PA      | $3198018.49   | 0.05%             | 2055-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                        | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   7139000 | PA      | $6381409.32   | 0.10%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                          | PSEG Power LLC                                                                  | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5798000 | PA      | $5950081.54   | 0.10%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133KNYS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20310664 | PA      | $17197675.23  | 0.28%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                 | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5606272.80   | 0.09%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CALAMOS STRATEGIC TOTAL RETURN                          | CALAMOS STRATEGIC TOTAL RETURN                                                  | CUSIP: 000000000<br>LEI: 54930048NQ2YBS3TXW78 | Long             | EP               | CORP              | US        |    370000 | NS      | $9342500.00   | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| ATLX Trust                                              | ATLX 2024-RPL1 Trust                                                            | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11187405 | PA      | $10844640.57  | 0.18%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Grantor Trust 2024-10                                            | CUSIP: 69544MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4122157 | PA      | $4140770.30   | 0.07%             | 2032-06-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027580.00   | 0.03%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $4174392.04   | 0.07%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                      | Tricolor Auto Securitization Trust 2023-1                                       | CUSIP: 89616KAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597860 | PA      | $554430.91    | 0.01%             | 2027-07-15      | Fixed         | 8.56%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2019-1                                                  | CUSIP: 61946CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772130 | PA      | $731784.35    | 0.01%             | 2043-12-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2395464 | PA      | $2334141.93   | 0.04%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 31419AYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19101 | PA      | $19032.14     | 0.00%             | 2026-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2023-3                                                   | CUSIP: 816943BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3269066 | PA      | $3319149.70   | 0.05%             | 2053-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2020-2                       | CUSIP: 35564CGQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17634356 | PA      | $16267270.63  | 0.27%             | 2030-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5000000 | PA      | $4998700.00   | 0.08%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4241355.75   | 0.07%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust                                          | AMCR ABS TRUST 2024-A                                                           | CUSIP: 00178EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2843077 | PA      | $2852210.50   | 0.05%             | 2031-08-18      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                          | Becle SAB de CV                                                                 | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |  28038000 | PA      | $24181653.48  | 0.40%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                               | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                     | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161407 | PA      | $160613.84    | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30475520 | PA      | $30621945.43  | 0.50%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  1 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2025-B LLC                                                         | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5222147.42   | 0.09%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                              | NBN Co Ltd                                                                      | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |  20000000 | PA      | $19674200.00  | 0.32%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                      | Realty Income Corp                                                              | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   6146000 | PA      | $6147167.74   | 0.10%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SKY1 Trust                                              | SKY Trust 2025-LINE                                                             | CUSIP: 830941AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5848246 | PA      | $5834160.90   | 0.10%             | 2042-04-15      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   4541000 | PA      | $4575102.91   | 0.08%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2017-B                                         | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |    131152 | PA      | $131013.14    | 0.00%             | 2035-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                        | CUSIP: 38381QG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14944912 | PA      | $14966611.97  | 0.25%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust 2023-BRK2                                                             | CUSIP: 05610WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4469694.53   | 0.07%             | 2038-10-05      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Mortgage Finance Corp                                                     | CUSIP: 16164AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790038 | PA      | $1655380.73   | 0.03%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2768500.32   | 0.05%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5968000 | PA      | $6241755.68   | 0.10%             | 2031-06-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                              | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   9414000 | PA      | $9186557.76   | 0.15%             | 2026-10-07      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                 | Entergy Mississippi LLC                                                         | CUSIP: 29364NAU2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4637990.59   | 0.08%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                   | Transurban Finance Co Pty Ltd                                                   | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |  14225000 | PA      | $14134386.75  | 0.23%             | 2036-03-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                                 | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              |  | US        |   6480000 | PA      | $6521856.26   | 0.11%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                | Horace Mann Educators Corp                                                      | CUSIP: 440327AK0<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   8631000 | PA      | $8624785.68   | 0.14%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   5250000 | PA      | $5491815.00   | 0.09%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                  | Reliance Standard Life Global Funding II                                        | CUSIP: 75951ACY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17412000 | PA      | $17440033.32  | 0.29%             | 2026-02-02      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                      | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $2904431.04   | 0.05%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3066900.00   | 0.05%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3788000 | PA      | $3861866.00   | 0.06%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                | Dayton Power & Light Co/The                                                     | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |   9863000 | PA      | $9841301.40   | 0.16%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6549650 | PA      | $6445740.88   | 0.11%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2014-J1                                           | CUSIP: 17322NAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1489969 | PA      | $1230186.22   | 0.02%             | 2044-06-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29032000 | PA      | $29304175.00  | 0.48%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                 | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   5930000 | PA      | $6058265.90   | 0.10%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                     | Homeward Opportunities Fund Trust 2022-1                                        | CUSIP: 43789KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4449323 | PA      | $4432508.51   | 0.07%             | 2067-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5335000 | PA      | $5257109.00   | 0.09%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4                          | CUSIP: 35563PDD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6235320 | PA      | $5570948.36   | 0.09%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6778308.00   | 0.11%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2020-PTB                                       | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1606367 | PA      | $1520144.55   | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                            | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |  14120000 | PA      | $13871064.40  | 0.23%             | 2026-09-16      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9419894 | PA      | $8467645.33   | 0.14%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GABELLI DVD & INC TR                                    | Gabelli Dividend & Income Trust/The                                             | CUSIP: 36242H872<br>LEI: 549300082N1MHBT8NI60 | Long             | EP               | CORP              | US        |      1162 | NS      | $28214522.00  | 0.46%             |  |  |  | No            |                  3 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $6586775.00   | 0.11%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                               | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   3938000 | PA      | $4095913.80   | 0.07%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                              | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6226980.00   | 0.10%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                | Federal Farm Credit Banks Funding Corp                                          | CUSIP: 3133ENQQ6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  19285000 | PA      | $17856174.35  | 0.29%             | 2032-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                 | Freddie Mac Whole Loan Securities Trust                                         | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7476778 | PA      | $6490328.76   | 0.11%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-E                                         | CUSIP: 78450MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11788034 | PA      | $11684209.49  | 0.19%             | 2051-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2023-1                                                          | CUSIP: 75525AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230890 | PA      | $231412.55    | 0.00%             | 2031-02-18      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                | Evergy Missouri West Inc                                                        | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6871179.00   | 0.11%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                   | One Bryant Park Trust 2019-OBP                                                  | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18455652 | PA      | $16982975.50  | 0.28%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                             | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   8076000 | PA      | $8015430.00   | 0.13%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $10370918.02  | 0.17%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CUG6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1914220 | PA      | $1858291.33   | 0.03%             | 2031-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                 | Freddie Mac Whole Loan Securities Trust 2017-SC02                               | CUSIP: 3137G1BV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448031 | PA      | $394956.86    | 0.01%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                              | Upstart Pass-Through Trust Series 2020-ST5                                      | CUSIP: 91679XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70650 | PA      | $70448.96     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2022-1                                            | CUSIP: 52607KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1512903 | PA      | $1510947.22   | 0.02%             | 2027-05-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2021-J2                                           | CUSIP: 17329MCL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29237549 | PA      | $26185630.19  | 0.43%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                            | Hudson Yards 2019-55HY Mortgage Trust                                           | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5870000 | PA      | $5497240.03   | 0.09%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6419812.00   | 0.11%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XPTP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18184437 | PA      | $15345768.35  | 0.25%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                            | SAFCO Auto Receivables Trust 2024-1                                             | CUSIP: 78637EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402738 | PA      | $403009.93    | 0.01%             | 2028-03-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                    | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2645905.68   | 0.04%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TMS ISSUER SARL                                         | TMS Issuer Sarl                                                                 | CUSIP: 87266GAA8<br>LEI: 21380092DY1X4BHPMA32 | Long             | DBT              | CORP              | LU        |  10700000 | PA      | $11207608.00  | 0.18%             | 2032-08-23      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                      | Chase Mortgage Finance Corp                                                     | CUSIP: 16163YAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408940 | PA      | $1309089.87   | 0.02%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  16912000 | PA      | $16577311.52  | 0.27%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM4                                          | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21832645 | PA      | $21745296.43  | 0.36%             | 2067-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                     | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10392000 | PA      | $9855980.64   | 0.16%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342WA27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2883539 | PA      | $2815740.22   | 0.05%             | 2047-10-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2023-5                                                     | CUSIP: 69546PAC4<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   5901775 | PA      | $5923800.59   | 0.10%             | 2031-04-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                         | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAE2<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7392986.10   | 0.12%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                          | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6448000 | PA      | $6590910.30   | 0.11%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                   | TRK 2022-INV2 Trust                                                             | CUSIP: 87265XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18503234 | PA      | $18463051.03  | 0.30%             | 2057-06-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $2096803.51   | 0.03%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |  17584628 | PA      | $15982141.30  | 0.26%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                     | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   3235000 | PA      | $3298794.20   | 0.05%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5912000 | PA      | $6022672.64   | 0.10%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                         | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   7376000 | PA      | $7147639.04   | 0.12%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4472322.00   | 0.07%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                  | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $8003237.40   | 0.13%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust          | Morgan Stanley Residential Mortgage Loan Trust 2024-RPL1                        | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13613548 | PA      | $13319551.89  | 0.22%             | 2064-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2024-2                                                          | CUSIP: 75525HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2398618 | PA      | $2412544.94   | 0.04%             | 2031-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                             | CHNGE Mortgage Trust 2022-1                                                     | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11119956 | PA      | $10732212.55  | 0.18%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| POSCO                                                   | POSCO                                                                           | CUSIP: 73730EAC7<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |   2400000 | PA      | $2408304.00   | 0.04%             | 2026-01-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                       | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   7816000 | PA      | $7091691.28   | 0.12%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                            | WB Commercial Mortgage Trust 2024-HQ                                            | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4050000 | PA      | $4056559.54   | 0.07%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                             | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   3503000 | PA      | $3634362.50   | 0.06%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                            | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2287960.80   | 0.04%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust                  | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4                      | CUSIP: 59020ULT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     73230 | PA      | $69348.85     | 0.00%             | 2034-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                            | METLIFE SECURITIZATION TRUST 2019-1                                             | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564537 | PA      | $560065.50    | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                  | Service Experts Issuer 2021-1 LLC                                               | CUSIP: 81758VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5969176 | PA      | $5856730.75   | 0.10%             | 2032-02-02      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                        | CUSIP: 38381JLK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22669417 | PA      | $21617181.94  | 0.35%             | 2065-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT ASSET TRUST                                  | Towd Point Asset Trust 2021-SL1                                                 | CUSIP: 89179XAL9<br>LEI: 54930022FYEFQVX02P24 | Long             | ABS-O            | CORP              | US        |   2084512 | PA      | $2082322.72   | 0.03%             | 2061-11-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2734000 | PA      | $2594812.06   | 0.04%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SODEXO INC                                              | Sodexo Inc                                                                      | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4092400.00   | 0.07%             | 2030-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CVB6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1109257 | PA      | $1046109.63   | 0.02%             | 2032-10-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-A                                               | CUSIP: 12659WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    715055 | PA      | $709408.31    | 0.01%             | 2029-04-16      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3348160 | PA      | $3430131.47   | 0.06%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2021-NQM3                                          | CUSIP: 452762AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13205992 | PA      | $11281271.61  | 0.19%             | 2056-11-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2022-A                                                 | CUSIP: 009695AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9276473 | PA      | $9032001.10   | 0.15%             | 2061-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                    | Protective Life Corp                                                            | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   6698000 | PA      | $6411861.44   | 0.11%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2025-R1                                               | CUSIP: 89183DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17735518 | PA      | $15790669.28  | 0.26%             | 2057-11-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $228300.30    | 0.00%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-3                                | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12589440 | PA      | $9622385.70   | 0.16%             | 2048-05-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2024-RPL1 Trust                                                             | CUSIP: 55287AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8787040 | PA      | $8548161.43   | 0.14%             | 2066-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust            | Arivo Acceptance Auto Loan Receivables Trust 2024-1                             | CUSIP: 039943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090900 | PA      | $1095576.45   | 0.02%             | 2028-04-17      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132E0T85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  43347492 | PA      | $36703678.80  | 0.60%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2022-1                                             | CUSIP: 91679WAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1510535 | PA      | $1509381.22   | 0.02%             | 2032-03-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140NYNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11823000 | PA      | $12030217.35  | 0.20%             | 2030-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                   | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   8844000 | PA      | $8351919.84   | 0.14%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1928978 | PA      | $1935392.31   | 0.03%             | 2059-10-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2636000 | PA      | $2803254.20   | 0.05%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2022-1                                       | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15210952 | PA      | $13383535.00  | 0.22%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                   | CUSIP: 35563PFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7891669 | PA      | $7512406.60   | 0.12%             | 2057-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                     | SA Global Sukuk Ltd                                                             | CUSIP: 78397PAE1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |  24040000 | PA      | $23937349.20  | 0.39%             | 2029-10-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2019-A                                             | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1474244 | PA      | $1461854.66   | 0.02%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                    | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |   2901000 | PA      | $2888641.74   | 0.05%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                   | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   9500000 | PA      | $9309810.00   | 0.15%             | 2026-07-12      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7454550.00   | 0.12%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                 | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |  25662000 | PA      | $26864521.32  | 0.44%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Pawnee Equipment Receivables                            | Pawneee Equipment Receivables Series 2021-1 LLC                                 | CUSIP: 704100AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690000 | PA      | $1681459.74   | 0.03%             | 2027-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                | Horace Mann Educators Corp                                                      | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   2952000 | PA      | $3167289.36   | 0.05%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ATLX Trust                                              | ATLX 2024-RPL2 Trust                                                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7197913 | PA      | $6924054.88   | 0.11%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Trust I                                  | American Tower Trust #1                                                         | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   8015000 | PA      | $7878661.64   | 0.13%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4122882.27   | 0.07%             | 2055-03-25      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                        | LEX 2024-BBG Mortgage Trust                                                     | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3740000 | PA      | $3764690.88   | 0.06%             | 2033-10-13      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017500.00   | 0.03%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                       | FREED ABS Trust 2022-4FP                                                        | CUSIP: 35634JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775102 | PA      | $776011.45    | 0.01%             | 2029-12-18      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                  | MPOWER Education Trust 2024-A                                                   | CUSIP: 62476DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6358786 | PA      | $6648569.73   | 0.11%             | 2041-07-22      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1318267.08   | 0.02%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-2                                                 | CUSIP: 46655DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23712778 | PA      | $21855277.86  | 0.36%             | 2052-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  12829000 | PA      | $13071981.26  | 0.21%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                | FirstEnergy Pennsylvania Electric Co                                            | CUSIP: 708696CA5<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |    980000 | PA      | $983537.80    | 0.02%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                   | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |  12511000 | PA      | $12463833.53  | 0.20%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2021-AEINV1 Trust                                                           | CUSIP: 55284FAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14129996 | PA      | $12287257.57  | 0.20%             | 2051-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7926000 | PA      | $8033714.34   | 0.13%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-6                                      | CUSIP: 64830BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217303 | PA      | $1191379.81   | 0.02%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                               | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    939180 | PA      | $945952.10    | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   8347000 | PA      | $8299422.10   | 0.14%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                   | CUSIP: 35563PML0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13337309 | PA      | $12280838.67  | 0.20%             | 2059-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3489444.96   | 0.06%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| SoFi Alternative Trust                                  | Sofi Alternative Trust 2019-C                                                   | CUSIP: 83406JAA2<br>LEI: 549300FHYBLULHPK5D74 | Long             | ABS-O            | CORP              | US        |   9746853 | PA      | $9667034.76   | 0.16%             | 2045-01-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2023-D                                               | CUSIP: 12598VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8437576 | PA      | $8456144.08   | 0.14%             | 2028-03-15      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1821168.00   | 0.03%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2023-CCM1                                   | CUSIP: 362918AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8549430 | PA      | $8563376.53   | 0.14%             | 2053-08-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                         | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6374474 | PA      | $6391036.52   | 0.10%             | 2028-04-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                     | Homeward Opportunities Fund Trust 2024-RRTL2                                    | CUSIP: 43789GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9700000 | PA      | $9736277.03   | 0.16%             | 2039-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                        | Societe Generale SA                                                             | CUSIP: 83368RBR2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4933000 | PA      | $5135105.01   | 0.08%             | 2029-01-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2598288.00   | 0.04%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6007000 | PA      | $6093140.38   | 0.10%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Trust 2025-5                                       | CUSIP: 76089KAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11830000 | PA      | $11832984.83  | 0.19%             | 2034-06-26      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                        | Black Hills Corp                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2600741.33   | 0.04%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-A LLC                                            | CUSIP: 19424KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5452595 | PA      | $5476095.36   | 0.09%             | 2051-07-25      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                  | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3650000 | PA      | $3570868.00   | 0.06%             | 2028-01-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes Series 2022-C                           | CUSIP: 80290CBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5182627 | PA      | $5322432.42   | 0.09%             | 2032-12-15      | Fixed         | 14.59%                | No            |                  2 | On Loan: No      |
| HOMES Trust                                             | HOMES 2024-NQM1 Trust                                                           | CUSIP: 40390TAA8<br>LEI: 2549001JI3VOZZFMYK81 | Long             | ABS-MBS          | CORP              | US        |   3604138 | PA      | $3638080.07   | 0.06%             | 2069-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust             | Goldman Home Improvement Trust 2022-GRN1 Issuer Trust                           | CUSIP: 38150YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1973778 | PA      | $1973582.67   | 0.03%             | 2052-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                 | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   7538000 | PA      | $7392591.98   | 0.12%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                     | Rate Mortgage Trust 2022-J1                                                     | CUSIP: 75410RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  42561465 | PA      | $37889939.96  | 0.62%             | 2052-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   8757000 | PA      | $8764005.60   | 0.14%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                          | TD SYNNEX Corp                                                                  | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  27306000 | PA      | $26699806.80  | 0.44%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |  15674400 | PA      | $14566533.41  | 0.24%             | 2036-09-29      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2020-2                                            | CUSIP: 81882JAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1238223 | PA      | $1146081.67   | 0.02%             | 2065-05-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                        | CUSIP: 38381NXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14000826 | PA      | $12660803.72  | 0.21%             | 2051-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-5                                | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6904845 | PA      | $5858866.73   | 0.10%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JBZ90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3031904 | PA      | $2522288.57   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM1                                          | CUSIP: 452766AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28796172 | PA      | $26182899.00  | 0.43%             | 2067-02-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                     | DataBank Issuer                                                                 | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13300000 | PA      | $13303337.50  | 0.22%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                               | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14562800.00  | 0.24%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2022-2                                        | CUSIP: 36265NAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8490890 | PA      | $8530266.87   | 0.14%             | 2028-04-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP                                 | Sammons Financial Group Inc                                                     | CUSIP: 79588TAC4<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $7942129.50   | 0.13%             | 2027-05-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2018-6                                                 | CUSIP: 46650JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860139 | PA      | $793142.45    | 0.01%             | 2048-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4906000 | PA      | $4758280.34   | 0.08%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |  22401000 | PA      | $20055839.31  | 0.33%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                  | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4864000 | PA      | $4956805.12   | 0.08%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                       | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |  12844000 | PA      | $12891779.68  | 0.21%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                   | CUSIP: 35563PJF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15975013 | PA      | $15247838.45  | 0.25%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMRX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27217607 | PA      | $23918609.43  | 0.39%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                               | CIM Trust 2024-R1                                                               | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10428104 | PA      | $10388239.51  | 0.17%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | Reach ABS Trust 2025-2                                                          | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6055393 | PA      | $6077996.30   | 0.10%             | 2032-08-18      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                  | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   6636929 | PA      | $6471138.85   | 0.11%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040200.00   | 0.08%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2023-C                                                 | CUSIP: 009926AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6310741 | PA      | $6150474.35   | 0.10%             | 2063-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-2                                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13556838 | PA      | $13557905.28  | 0.22%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CUD3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    980686 | PA      | $974866.84    | 0.02%             | 2031-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                   | Harvest Commercial Capital Loan Trust 2024-1                                    | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13731211 | PA      | $14070288.44  | 0.23%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                    | CHNGE Mortgage Trust 2023-1                                                     | CUSIP: 12547QAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4097448 | PA      | $4106942.80   | 0.07%             | 2058-03-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-NQM4 Trust                                                            | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10104697 | PA      | $8376124.52   | 0.14%             | 2066-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140J8YW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1432506 | PA      | $1409835.04   | 0.02%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140KHTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5745 | PA      | $5451.38      | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust 2023-2                                            | CUSIP: 52608MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1601646 | PA      | $1622172.98   | 0.03%             | 2028-10-16      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26800000 | PA      | $26965406.38  | 0.44%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JCPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11429077 | PA      | $10143110.97  | 0.17%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST4                                  | CUSIP: 91533MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5023228 | PA      | $5025685.55   | 0.08%             | 2032-08-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2023-PJ2                                    | CUSIP: 362938AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3156295 | PA      | $3167314.33   | 0.05%             | 2053-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128E52U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499954 | PA      | $492370.41    | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | CUSIP: 35563PLH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7615684 | PA      | $7270044.04   | 0.12%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2019-2                       | CUSIP: 35564CCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12306916 | PA      | $11761576.99  | 0.19%             | 2029-09-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3477000 | PA      | $3537360.72   | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DPBV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  39765851 | PA      | $33549096.06  | 0.55%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                   | CUSIP: 35563PSB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3225246 | PA      | $2528253.43   | 0.04%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                  | Mosaic Solar Loan Trust 2020-1                                                  | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2576297 | PA      | $2296762.51   | 0.04%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                       | Ma'aden Sukuk Ltd                                                               | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |  17475000 | PA      | $18048704.25  | 0.30%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust                     | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1716589 | PA      | $1666059.61   | 0.03%             | 2065-04-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                    | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   7458000 | PA      | $7319654.10   | 0.12%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2025-2                                             | CUSIP: 91679EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7300000 | PA      | $7343806.42   | 0.12%             | 2035-06-20      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2022-N1                                          | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13253302 | PA      | $13146703.46  | 0.22%             | 2028-12-11      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                   | Rentokil Terminix Funding LLC                                                   | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   9120000 | PA      | $9298478.40   | 0.15%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  11650000 | PA      | $11142293.00  | 0.18%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   6838000 | PA      | $6912670.96   | 0.11%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2020-NP1                                         | CUSIP: 14687PAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4118225 | PA      | $4117132.42   | 0.07%             | 2027-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                       | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |  15293000 | PA      | $15571179.67  | 0.26%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                           | Commonbond Student Loan Trust 2020-1                                            | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6898001 | PA      | $6345116.44   | 0.10%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF URSA VI Funding Trust I                                                     | CUSIP: 05603LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2634819 | PA      | $2651167.00   | 0.04%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2019-NQM3 Trust                                                            | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2111049 | PA      | $2064425.95   | 0.03%             | 2059-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM3                                                                  | CUSIP: 12660LAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8479876 | PA      | $7286333.04   | 0.12%             | 2066-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2871436.62   | 0.05%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CSN4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     80049 | PA      | $80330.36     | 0.00%             | 2029-05-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11275000 | PA      | $11209943.25  | 0.18%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thornburg Capital Management Fund                       | Thornburg Capital Management Fund                                               | CUSIP: 885216739<br>LEI: 549300GLR0WG6ALV5277 | Long             | EC               | RF                | US        |  31837264 | NS      | $318372641.46 | 5.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Home Improvement Trust Issuer Trust             | Goldman Home Improvement Trust 2021-GRN2 Issuer Trust                           | CUSIP: 38149XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2761157 | PA      | $2696259.14   | 0.04%             | 2051-06-25      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                   | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4400000 | PA      | $4482412.00   | 0.07%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5806257 | PA      | $5871917.47   | 0.10%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM11 Trust                                                            | CUSIP: 67119EAA4<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   3385216 | PA      | $3412262.51   | 0.06%             | 2064-06-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| EverBright Solar Trust                                  | EverBright Solar Trust 2024-A                                                   | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8147242 | PA      | $8025389.63   | 0.13%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128Q2LB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1781368 | PA      | $1831429.85   | 0.03%             | 2048-02-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2554602.48   | 0.04%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-5                                      | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486865 | PA      | $487511.84    | 0.01%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust               | FARM 2024-1 Mortgage Trust                                                      | CUSIP: 30335JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6890280 | PA      | $6692665.77   | 0.11%             | 2053-10-01      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                | Evergy Missouri West Inc                                                        | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   9711000 | PA      | $9884244.24   | 0.16%             | 2027-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                            | Illumina Inc                                                                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5607392.00   | 0.09%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |  14391000 | PA      | $14291126.46  | 0.23%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2021-1                                                 | CUSIP: 35041LAA8<br>LEI: 549300MQ65NOVQXYNB21 | Long             | ABS-O            | CORP              | US        |   7693755 | PA      | $7256154.61   | 0.12%             | 2041-05-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2022-B                                | CUSIP: 63942PAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |  14868440 | PA      | $14622806.43  | 0.24%             | 2070-10-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Cascade Funding Mortgage Trust                          | CFMT 2021-GRN1 Issuer Trust                                                     | CUSIP: 12529KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750745 | PA      | $742858.77    | 0.01%             | 2041-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                   | CUSIP: 35563PGB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9642112 | PA      | $8975452.78   | 0.15%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2020-A                                                       | CUSIP: 038413AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4652660 | PA      | $4536419.59   | 0.07%             | 2046-07-17      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2023-6                                                     | CUSIP: 69547UAC2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |   2045237 | PA      | $2048289.68   | 0.03%             | 2031-06-16      | Fixed         | 8.49%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2023-3                                             | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504182 | PA      | $1510509.35   | 0.02%             | 2033-10-20      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2022-2                                               | CUSIP: 33844XAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774788 | PA      | $774803.33    | 0.01%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133N3X25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23987120 | PA      | $19000737.80  | 0.31%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN GLBL FUND                                 | Brighthouse Financial Global Funding                                            | CUSIP: 10921U2E7<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |  13751000 | PA      | $12801493.45  | 0.21%             | 2028-06-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17106312 | PA      | $14484449.60  | 0.24%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2015-2                                                | CUSIP: 64033QAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |  12564831 | PA      | $12268390.81  | 0.20%             | 2042-09-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136AADA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1031022 | PA      | $968683.08    | 0.02%             | 2042-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2021-LTV2                                            | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29724538 | PA      | $24517372.73  | 0.40%             | 2052-05-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CUK7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1645552 | PA      | $1603081.32   | 0.03%             | 2031-11-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3285000 | PA      | $3334636.35   | 0.05%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                         | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1923762.20   | 0.03%             | 2026-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FIDELIS INSUR HLD LTD                                   | Fidelis Insurance Holdings Ltd                                                  | CUSIP: 31575FAA4<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |  17031000 | PA      | $17048882.55  | 0.28%             | 2030-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SPS Servicer Advance Receivables Trust                  | SPS Servicer Advance Receivables Trust                                          | CUSIP: 78472JAE3<br>LEI: 549300W6RZ3B25O0SH56 | Long             | ABS-O            | CORP              | US        |  12915000 | PA      | $12883453.82  | 0.21%             | 2055-11-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                            | SK Hynix Inc                                                                    | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  10200000 | PA      | $10110342.00  | 0.17%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XM3W4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1650216 | PA      | $1561800.60   | 0.03%             | 2032-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                     | Global Payments Inc                                                             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3486927.12   | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-3                                      | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510179 | PA      | $2426808.35   | 0.04%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                    | Deephaven Residential Mortgage Trust 2021-1                                     | CUSIP: 24380VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1814963 | PA      | $1727747.10   | 0.03%             | 2065-05-25      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2022-LTV1                                              | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11163581 | PA      | $9892958.99   | 0.16%             | 2052-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                            | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $7012040.00   | 0.12%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-CHM1 Trust                                                             | CUSIP: 552758AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14984939 | PA      | $14875911.85  | 0.24%             | 2056-09-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LTD                                         | Ascot Group Ltd                                                                 | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |  12308000 | PA      | $11214680.36  | 0.18%             | 2030-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                             | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   9899000 | PA      | $10214976.08  | 0.17%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                  | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   4517000 | PA      | $4734448.38   | 0.08%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HM3Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6043432 | PA      | $6117985.11   | 0.10%             | 2036-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2018-3                                                 | CUSIP: 46649TAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2116545 | PA      | $1930042.82   | 0.03%             | 2048-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partners LLC                    | PRET 2024-RPL1 Trust                                                            | CUSIP: 693989AA3<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-MBS          | CORP              | US        |   3090194 | PA      | $2989423.88   | 0.05%             | 2063-10-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2020-1                                         | CUSIP: 92838WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2801123 | PA      | $2788085.03   | 0.05%             | 2065-03-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                       | Imperial Fund Mortgage Trust 2022-NQM2                                          | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18378054 | PA      | $17506919.12  | 0.29%             | 2067-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                        | CUSIP: 28504DAF0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |  13500000 | PA      | $14039865.00  | 0.23%             | 2035-01-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust 2023-N4                                          | CUSIP: 14688LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4199196 | PA      | $4210773.99   | 0.07%             | 2028-01-10      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2023-2                                             | CUSIP: 91683VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710923 | PA      | $2734721.71   | 0.04%             | 2033-06-20      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DSW81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14833854 | PA      | $12560288.31  | 0.21%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                               | Nelnet Student Loan Trust 2021-C                                                | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6541069 | PA      | $6520404.19   | 0.11%             | 2062-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                           | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10075000 | PA      | $10148937.91  | 0.17%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2384000.00   | 0.04%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |  10786666 | PA      | $9855725.78   | 0.16%             | 2066-11-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                 | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |  12517000 | PA      | $11091063.36  | 0.18%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3012731.20   | 0.05%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                   | Onemain Direct Auto Receivables Trust 2022-1                                    | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2417929 | PA      | $2420013.77   | 0.04%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                           | Commonbond Student Loan Trust 2021-B-GS                                         | CUSIP: 20268AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7106643 | PA      | $6614180.28   | 0.11%             | 2051-09-25      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1101792 | PA      | $1062261.64   | 0.02%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                            | Highmark Inc                                                                    | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |  20542000 | PA      | $20144717.72  | 0.33%             | 2026-05-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4101964 | PA      | $4140994.69   | 0.07%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                                     | Silgan Holdings Inc                                                             | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |  15334000 | PA      | $15066728.38  | 0.25%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2025-LIFE                                                              | CUSIP: 05616HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14750000 | PA      | $15189007.64  | 0.25%             | 2047-06-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-C                                               | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2930417 | PA      | $2938173.08   | 0.05%             | 2028-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2021-AFC2 Trust                                                           | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13787120 | PA      | $12170577.50  | 0.20%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-NQM8                                                                  | CUSIP: 12659FAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1794082 | PA      | $1636368.98   | 0.03%             | 2066-10-25      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| DC Office Trust                                         | DC Office Trust 2019-MTC                                                        | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7895000 | PA      | $7228791.71   | 0.12%             | 2045-09-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2013-1                                                | CUSIP: 64033CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1643149 | PA      | $1614164.58   | 0.03%             | 2041-06-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82429 | PA      | $81678.41     | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                                   | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9518000 | PA      | $8494243.92   | 0.14%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RPL1                                   | CUSIP: 64832AAA5<br>LEI: 213800YID3SS4UZHT817 | Long             | ABS-MBS          | CORP              | US        |  22056237 | PA      | $20977504.53  | 0.34%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 36179WFH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14209055 | PA      | $12711993.10  | 0.21%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust                                                    | CUSIP: 91684NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2993217 | PA      | $3002015.81   | 0.05%             | 2034-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2024-2                                                           | CUSIP: 00461WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1366332 | PA      | $1358839.24   | 0.02%             | 2029-02-20      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                 | Loanpal Solar Loan 2021-1 Ltd                                                   | CUSIP: 53948PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18233792 | PA      | $15329126.00  | 0.25%             | 2048-01-20      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2022-1                                                    | CUSIP: 042855AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7338000 | PA      | $5913446.03   | 0.10%             | 2056-12-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3778150.00   | 0.06%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HIN Timeshare Trust 2020-A                              | HIN Timeshare Trust 2020-A                                                      | CUSIP: 40439HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600929 | PA      | $1558414.01   | 0.03%             | 2039-10-09      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                  | Santander Drive Auto Receivables Trust 2022-7                                   | CUSIP: 80287FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2359083 | PA      | $2365407.29   | 0.04%             | 2028-01-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14708669 | PA      | $12401710.40  | 0.20%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-D                                                | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9243932 | PA      | $9205103.96   | 0.15%             | 2062-04-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HFQ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13135626 | PA      | $12940057.32  | 0.21%             | 2054-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                | Comision Federal de Electricidad                                                | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |   8740000 | PA      | $7882169.00   | 0.13%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2081580.00   | 0.03%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140JBVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3914741 | PA      | $3735856.71   | 0.06%             | 2051-07-01      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2013-6                                                   | CUSIP: 81745BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716584 | PA      | $555749.73    | 0.01%             | 2043-05-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFVB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    141375 | PA      | $138823.32    | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   6453000 | PA      | $6700085.37   | 0.11%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2023-3                                 | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6557832 | PA      | $6566282.92   | 0.11%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Shellpoint Asset Funding Trust                          | Shellpoint Asset Funding Trust 2013-1                                           | CUSIP: 822804AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    686211 | PA      | $656844.06    | 0.01%             | 2043-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11306000 | PA      | $12088827.44  | 0.20%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5064062.50   | 0.08%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| ACM Auto Trust                                          | ACM Auto Trust 2023-2                                                           | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2335565 | PA      | $2351809.57   | 0.04%             | 2030-06-20      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                      | HERO Funding Trust 2015-1                                                       | CUSIP: 42770LAA1<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |   1542461 | PA      | $1484072.40   | 0.02%             | 2040-09-21      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                              | RCKT Trust 2025-PL1                                                             | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2586952 | PA      | $2601429.29   | 0.04%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137AVH34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155901 | PA      | $152402.82    | 0.00%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2024-RTL1                                   | CUSIP: 64831PAA3<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |   7600000 | PA      | $7657363.28   | 0.13%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-2                                      | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |   2449127 | PA      | $2415672.79   | 0.04%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia I Issuer, LLC                            | Sunnova Hestia I Issuer LLC                                                     | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8666068 | PA      | $8905730.77   | 0.15%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust                 | Freddie Mac Whole Loan Securities Trust 2016-SC01                               | CUSIP: 3137G1AW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    825857 | PA      | $733030.77    | 0.01%             | 2046-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAFCO Auto Receivables Trust                            | SAFCO Auto Receivables Trust 2025-1                                             | CUSIP: 785923AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11834952 | PA      | $11821407.56  | 0.19%             | 2029-09-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                | Snam SpA                                                                        | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   2800000 | PA      | $2840796.00   | 0.05%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                          | Open Text Corp                                                                  | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |  17723000 | PA      | $18444503.33  | 0.30%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                 | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    434000 | PA      | $446668.46    | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Canadian County Educational Facilities Authority        | CANADIAN CNTY OK EDUCTNL FACS AUTH EDUC FACS LEASE REVENUE                      | CUSIP: 135521DG4<br>LEI: 549300HPRFS0Z66VHS30 | Long             | DBT              | MUN               | US        |   5035000 | PA      | $5315600.55   | 0.09%             | 2031-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                              | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6945831.50   | 0.11%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ECAF LTD                                                | ECAF I Ltd                                                                      | CUSIP: 26827EAC9<br>LEI: 635400SSRNQERTYCWK57 | Long             | ABS-O            | CORP              | KY        |   1481704 | PA      | $1337237.91   | 0.02%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                | Equitable America Global Funding                                                | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3876228.00   | 0.06%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2021-INV1 Trust                                                             | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213513 | PA      | $1156007.74   | 0.02%             | 2056-01-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF VII AL Funding Trust I                                                      | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4242330 | PA      | $4306526.62   | 0.07%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                   | Lincoln National Corp                                                           | CUSIP: 534187BM0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   8485000 | PA      | $7674597.65   | 0.13%             | 2030-08-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                    | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5749770.00   | 0.09%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ClickLease Equipment Receivables 2024-1 Trust           | ClickLease Equipment Receivables 2024-1 Trust                                   | CUSIP: 18682FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573835 | PA      | $575209.32    | 0.01%             | 2030-02-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XPM30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20700057 | PA      | $17527386.64  | 0.29%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140GTA26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8375757 | PA      | $8138375.45   | 0.13%             | 2046-06-01      | Floating      | 3.37%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Loan Obligation Ltd         | Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd                          | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8137245 | PA      | $8137241.77   | 0.13%             | 2037-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| METALLOINVEST FINANCE                                   | Metalloinvest Finance DAC                                                       | CUSIP: 59126LAB4<br>LEI: 635400ZS3HCCUYTNHA25 | Long             | DBT              | CORP              | IE        |  12700000 | PA      | $6411976.00   | 0.11%             | 2028-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                      | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36000000 | PA      | $34526023.20  | 0.57%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Dext ABS                                                | Dext ABS 2023-2 LLC                                                             | CUSIP: 25216CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1277681 | PA      | $1286853.85   | 0.02%             | 2034-05-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HLKD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23350951 | PA      | $23470560.39  | 0.39%             | 2054-09-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2148271.78   | 0.04%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Selection Trust 2021-HG1                                         | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33289 | PA      | $33236.78     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2023-1                                                   | CUSIP: 57110PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10033599 | PA      | $10082247.06  | 0.17%             | 2033-04-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                     | Homeward Opportunities Fund I Trust 2020-2                                      | CUSIP: 43789XAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    952100 | PA      | $939607.60    | 0.02%             | 2065-05-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                         | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3475920.00   | 0.06%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1483012 | PA      | $1445030.31   | 0.02%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Upgrade Master Pass-Thru Trust                          | Upgrade Master Pass-Thru Trust Series 2025-ST5                                  | CUSIP: 91535BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5342862 | PA      | $5356167.22   | 0.09%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                 | Midwest Connector Capital Co LLC                                                | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13090000 | PA      | $13151653.90  | 0.22%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Veros Auto Receivables Trust                            | Veros Auto Receivables Trust 2024-1                                             | CUSIP: 92512WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2788391 | PA      | $2795070.77   | 0.05%             | 2027-11-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                              | ROCK Trust 2024-CNTR                                                            | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7700000 | PA      | $7930694.85   | 0.13%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5034100.00   | 0.08%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                        | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   9878000 | PA      | $10292678.44  | 0.17%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10595000 | PA      | $10287082.81  | 0.17%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2024-RPL4                                   | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3635001 | PA      | $3546196.44   | 0.06%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                           | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |   3450000 | PA      | $3495816.00   | 0.06%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                   | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   3492000 | PA      | $3698970.84   | 0.06%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1                   | CUSIP: 35563PR43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7331816 | PA      | $6100738.10   | 0.10%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11116171 | PA      | $10519050.15  | 0.17%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DS5E8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20604573 | PA      | $17541449.79  | 0.29%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                         | BRAVO Residential Funding Trust 2024-NQM4                                       | CUSIP: 10568NAA0<br>LEI: 254900NOKQW417VKV943 | Long             | ABS-MBS          | CORP              | US        |  18140752 | PA      | $17883436.96  | 0.29%             | 2060-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-2                                      | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2089233 | PA      | $2053771.34   | 0.03%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                | Saudi Government International Bond                                             | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  11200000 | PA      | $11432400.00  | 0.19%             | 2028-01-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3508000 | PA      | $3615344.80   | 0.06%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132XFUX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  21000000 | PA      | $21242267.76  | 0.35%             | 2030-01-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                               | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1883000 | PA      | $1764201.53   | 0.03%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                          | Morgan Stanley Capital I Trust 2024-BPR2                                        | CUSIP: 61776EAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   7795331 | PA      | $8220850.85   | 0.13%             | 2029-05-05      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                 | Structured Asset Securities Corp Mortgage Pass-Through Ctfs Ser 2003-9A         | CUSIP: 86359ARF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201545 | PA      | $204749.23    | 0.00%             | 2033-03-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2021-1R                                                   | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5536585 | PA      | $4767042.14   | 0.08%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                        | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $13460608.00  | 0.22%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   6181000 | PA      | $6271489.84   | 0.10%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                        | SMB Private Education Loan Trust 2021-D                                         | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4026757 | PA      | $3990025.71   | 0.07%             | 2053-03-17      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12500304 | PA      | $10582723.81  | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2021-2                                            | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12605797 | PA      | $10806816.92  | 0.18%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                        | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4940000 | PA      | $4831468.20   | 0.08%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5406000 | PA      | $5399350.62   | 0.09%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC               | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |  12300000 | PA      | $12301143.90  | 0.20%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                     | SG Residential Mortgage Trust 2020-2                                            | CUSIP: 81882JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6347465 | PA      | $5846537.42   | 0.10%             | 2065-05-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                  | Sequoia Mortgage Trust 2013-7                                                   | CUSIP: 81745CAH6<br>LEI: 549300DFASAA48I36408 | Long             | ABS-MBS          | CORP              | US        |    408200 | PA      | $316746.48    | 0.01%             | 2043-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2021-INV2 Trust                                                             | CUSIP: 552732AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17573782 | PA      | $15714117.58  | 0.26%             | 2056-11-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                  | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  11148000 | PA      | $11536842.24  | 0.19%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                      | CNO Global Funding                                                              | CUSIP: 18977W2H2<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2654558.00   | 0.04%             | 2028-09-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                 | Fannie Mae Grantor Trust 2017-T1                                                | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17771575 | PA      | $17408400.74  | 0.29%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sunnova Hestia II Issuer, LLC                           | Sunnova Hestia II Issuer LLC                                                    | CUSIP: 86746FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8824904 | PA      | $9128563.16   | 0.15%             | 2051-07-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Momnt Technologies Trust                                | Momnt Technologies Trust 2023-1                                                 | CUSIP: 608934AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    965236 | PA      | $985041.52    | 0.02%             | 2045-03-20      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                     | Rate Mortgage Trust 2024-J4                                                     | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16896393 | PA      | $16960599.77  | 0.28%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   4903000 | PA      | $5011699.51   | 0.08%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2                   | CUSIP: 35563PQP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16351928 | PA      | $14872597.10  | 0.24%             | 2059-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Ginnie Mae II Pool                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  61579374 | PA      | $55062853.48  | 0.90%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1781280.00   | 0.03%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2023-1                                                 | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11451421 | PA      | $11393910.26  | 0.19%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  25494000 | PA      | $25424401.38  | 0.42%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-6                                                | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2307388 | PA      | $2293606.66   | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6518000 | PA      | $6062311.43   | 0.10%             | 2055-03-25      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                  | Mutual of Omaha Cos Global Funding                                              | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  13420000 | PA      | $13647737.40  | 0.22%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE                                        | Wipro IT Services LLC                                                           | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |  10647000 | PA      | $10428204.15  | 0.17%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust 2019-1                                                 | CUSIP: 35041JAB1<br>LEI: 5493002KPTN6JUQ40J20 | Long             | ABS-O            | CORP              | US        |    249179 | PA      | $248919.46    | 0.00%             | 2034-11-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2021-A                                | CUSIP: 63942BAA2<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   1839829 | PA      | $1684524.32   | 0.03%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-NQM2 Trust                                                             | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4923814 | PA      | $4986844.39   | 0.08%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                              | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   6433000 | PA      | $6687939.79   | 0.11%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF URSA VI Funding Trust I                                                     | CUSIP: 05603LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1941483 | PA      | $1954911.88   | 0.03%             | 2031-10-27      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                      | Aqua Finance Trust 2020-A                                                       | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5597272 | PA      | $5223400.99   | 0.09%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Student Loan Trust 2014-1                                               | CUSIP: 63938EAC8<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |   2598194 | PA      | $2568689.37   | 0.04%             | 2031-06-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                | Interstate Power and Light Co                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   4747000 | PA      | $4723122.59   | 0.08%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BRTQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10004862 | PA      | $10243862.77  | 0.17%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Upgrade Receivables Trust                               | Upgrade Receivables Trust 2024-1                                                | CUSIP: 91533NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1928412 | PA      | $1931605.84   | 0.03%             | 2031-02-18      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                    | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   9335000 | PA      | $9247251.00   | 0.15%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                          | Manhattan West 2020-1MW Mortgage Trust                                          | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3697000 | PA      | $3522839.99   | 0.06%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Student Loan Trust 2019-B                                               | CUSIP: 63941LAC7<br>LEI: 549300761SV59SBM0Z40 | Long             | ABS-O            | CORP              | US        |    597179 | PA      | $596251.50    | 0.01%             | 2059-12-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                  | Santander Holdings USA Inc                                                      | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4023000 | PA      | $3984338.97   | 0.07%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                | FHF Trust 2023-1                                                                | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1114668 | PA      | $1119438.38   | 0.02%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2022-NQM3                                   | CUSIP: 64831QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32824740 | PA      | $31091752.79  | 0.51%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                     | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9124000 | PA      | $8738967.20   | 0.14%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                       | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   6893000 | PA      | $6772303.57   | 0.11%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                   | CUSIP: 35563PNP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2144003 | PA      | $1993093.38   | 0.03%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                      | NLG Global Funding                                                              | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |  17659000 | PA      | $18308321.43  | 0.30%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2019-INV2                                              | CUSIP: 46651DBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8549747 | PA      | $7605313.57   | 0.12%             | 2050-02-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| MMP Capital                                             | MMP Capital 2025-A LLC                                                          | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3649514 | PA      | $3672587.82   | 0.06%             | 2031-12-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2014-IVR3                                              | CUSIP: 46643BBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1676158 | PA      | $1678460.64   | 0.03%             | 2044-09-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-CM1 Trust                                                             | CUSIP: 36168AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5556880 | PA      | $5312816.14   | 0.09%             | 2065-04-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6100000 | PA      | $6294956.00   | 0.10%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2021-AFC1 Trust                                                           | CUSIP: 69357TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24002403 | PA      | $20188170.40  | 0.33%             | 2056-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Kinetic Advantage Master Owner Trust                    | Kinetic Advantage Master Owner Trust                                            | CUSIP: 49462DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20088000 | PA      | $20118025.53  | 0.33%             | 2027-11-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2011-2                                                   | CUSIP: 78446JAB2<br>LEI: 549300GQO6PBOYVGSS10 | Long             | ABS-O            | CORP              | US        |   4689866 | PA      | $4720852.02   | 0.08%             | 2034-10-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                 | Flagstar Mortgage Trust 2017-1                                                  | CUSIP: 33850BAT4<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    878885 | PA      | $817812.29    | 0.01%             | 2047-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                                 | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |  26585000 | PA      | $25808784.46  | 0.42%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CBF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 123322630 | PA      | $115817292.06 | 1.90%             | 2031-01-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 31418D2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764716 | PA      | $732564.09    | 0.01%             | 2031-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4632000 | PA      | $4595360.88   | 0.08%             | 2026-09-06      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                            | Vontier Corp                                                                    | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   5272000 | PA      | $5199984.48   | 0.09%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3                   | CUSIP: 35563PBY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6131440 | PA      | $5771203.44   | 0.09%             | 2056-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                     | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13942000 | PA      | $13953293.02  | 0.23%             | 2026-12-11      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                              | Navient Private Education Refi Loan Trust 2019-D                                | CUSIP: 63941CAC7<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |   4761582 | PA      | $4760167.49   | 0.08%             | 2059-12-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL                                 | Western-Southern Global Funding                                                 | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |  14075000 | PA      | $14396754.50  | 0.24%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   7614000 | PA      | $7435451.70   | 0.12%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                            | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  12660000 | PA      | $12693422.40  | 0.21%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                | Blue Owl Technology Finance Corp                                                | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  12276000 | PA      | $12164533.92  | 0.20%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3737666.00   | 0.06%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-INV3 Trust                                                             | CUSIP: 55284PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13129000 | PA      | $12032123.25  | 0.20%             | 2066-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7121000 | PA      | $6951591.41   | 0.11%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2021-NQM4 Trust                                                             | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21491853 | PA      | $18198353.96  | 0.30%             | 2061-10-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   6400000 | PA      | $6305536.00   | 0.10%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trust                         | LendingPoint Pass-Through Trust Series 2022-ST3                                 | CUSIP: 52607TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    413035 | PA      | $412838.38    | 0.01%             | 2028-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                       | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3020460.00   | 0.05%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust 2022-2                                    | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    858530 | PA      | $858383.80    | 0.01%             | 2027-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                     | Petroleos Mexicanos                                                             | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6000000 | PA      | $6107880.00   | 0.10%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8741000 | PA      | $8986016.09   | 0.15%             | 2031-10-25      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                       | NorthWestern Corp                                                               | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |  14345000 | PA      | $14683542.00  | 0.24%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-HOME1 Trust                                                          | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9466045 | PA      | $9612699.51   | 0.16%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 31418CZ72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2471526 | PA      | $2425503.94   | 0.04%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CUS0<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   1375729 | PA      | $1325584.77   | 0.02%             | 2032-04-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2020-2                       | CUSIP: 35564CGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28280445 | PA      | $25891926.88  | 0.42%             | 2030-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                   | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |  11400000 | PA      | $11538966.00  | 0.19%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137AFJJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     35729 | PA      | $35132.75     | 0.00%             | 2041-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2024-B                                               | CUSIP: 12627SAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4470000 | PA      | $4498955.77   | 0.07%             | 2028-10-16      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DNQ30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13032622 | PA      | $11453654.96  | 0.19%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                   | CUSIP: 35563PHA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8578960 | PA      | $7980675.12   | 0.13%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                      | Regal Rexnord Corp                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   7849000 | PA      | $7883535.60   | 0.13%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BTAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14428714 | PA      | $14275938.10  | 0.23%             | 2054-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   9457000 | PA      | $9560081.30   | 0.16%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4690000 | PA      | $4637941.00   | 0.08%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                             | CHNGE Mortgage Trust 2022-2                                                     | CUSIP: 12546YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14163000 | PA      | $13137743.97  | 0.22%             | 2067-03-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                           | SFO Commercial Mortgage Trust 2021-555                                          | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10872000 | PA      | $10779616.70  | 0.18%             | 2038-05-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                | New York Life Global Funding                                                    | CUSIP: 64952WEE9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  22760000 | PA      | $22787312.00  | 0.37%             | 2026-06-09      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                                 | New York State Electric & Gas Corp                                              | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   9234000 | PA      | $9115158.42   | 0.15%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                      | RGA Global Funding                                                              | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4148000 | PA      | $4329599.44   | 0.07%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10881000 | PA      | $10907549.64  | 0.18%             | 2027-09-10      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13044263 | PA      | $11824104.04  | 0.19%             | 2052-07-01      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                       | Entergy Texas Inc                                                               | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8855370.00   | 0.15%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                         | Goodgreen 2021-1 Trust                                                          | CUSIP: 38217UAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |  14305027 | PA      | $11791659.71  | 0.19%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QQP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5559562 | PA      | $5207989.87   | 0.09%             | 2052-02-01      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |  11381000 | PA      | $11270035.25  | 0.18%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                | Government National Mortgage Association                                        | CUSIP: 38382NKQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5983561 | PA      | $4647653.45   | 0.08%             | 2051-02-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                  | Alliant Energy Finance LLC                                                      | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5162605.20   | 0.08%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I              | Research-Driven Pagaya Motor Asset Trust 2023-4                                 | CUSIP: 76088UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6650490 | PA      | $6678970.06   | 0.11%             | 2032-03-25      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust 2025-1                                                   | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7359654 | PA      | $7374458.78   | 0.12%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                       | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  18253000 | PA      | $17194691.06  | 0.28%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140NYC33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22990000 | PA      | $23369437.08  | 0.38%             | 2030-04-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2760416 | PA      | $2640615.48   | 0.04%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                          | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7427844 | PA      | $7615359.28   | 0.12%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2021-AFC1 Trust                                                            | CUSIP: 12657LAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   6698379 | PA      | $5622012.94   | 0.09%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                        | BOF URSA VI Funding Trust I                                                     | CUSIP: 05603KAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1012153 | PA      | $1018799.62   | 0.02%             | 2031-10-27      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.               | RAMP Series 2003-SL1 Trust                                                      | CUSIP: 760985E64<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148871 | PA      | $150260.99    | 0.00%             | 2031-04-25      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                              | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  11752000 | PA      | $11405316.00  | 0.19%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                      | Diamond Issuer LLC                                                              | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27894000 | PA      | $26539910.87  | 0.44%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-4                                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1676626 | PA      | $1690098.42   | 0.03%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1523681 | PA      | $1431945.38   | 0.02%             | 2065-01-26      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4873877.25   | 0.08%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2015-3                                                | CUSIP: 64033TAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    456867 | PA      | $455980.66    | 0.01%             | 2051-02-27      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $5050034.85   | 0.08%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                  | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3808105.40   | 0.06%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                        | SLG Office Trust 2021-OVA                                                       | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13752000 | PA      | $12215564.95  | 0.20%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                         | SBA Tower Trust                                                                 | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              |  | US        |   8140000 | PA      | $7774759.01   | 0.13%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Trust 2024-1                                          | CUSIP: 39571MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2045842 | PA      | $2060830.77   | 0.03%             | 2059-06-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4655895.00   | 0.08%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Trust 2024-RPL2                                   | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4480757 | PA      | $4367773.09   | 0.07%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4128946.00   | 0.07%             | 2026-06-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                   | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   4773000 | PA      | $4848938.43   | 0.08%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10836371 | PA      | $9548992.14   | 0.16%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ FN)                                   | Gazprom PJSC via Gaz Finance PLC                                                | CUSIP: 000000000<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |  32475000 | PA      | $20910327.75  | 0.34%             | 2031-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-C LLC                                            | CUSIP: 19424WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9899242 | PA      | $9867497.41   | 0.16%             | 2055-07-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                        | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   9463000 | PA      | $9748877.23   | 0.16%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                  | Reliance Standard Life Global Funding II                                        | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10762000 | PA      | $10475623.18  | 0.17%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2022-1                                               | CUSIP: 33845VAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2703546 | PA      | $2682811.50   | 0.04%             | 2028-03-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                           | Commonbond Student Loan Trust 2018-C-GS                                         | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |   1021119 | PA      | $991628.08    | 0.02%             | 2046-02-25      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Student Loan Trust 2013-6                                                   | CUSIP: 78448CAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16646251 | PA      | $16606031.21  | 0.27%             | 2028-06-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15281083 | PA      | $15213015.80  | 0.25%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2025-RPL3 LLC                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13948042 | PA      | $13552039.13  | 0.22%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                      | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   4828000 | PA      | $4979599.20   | 0.08%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                             | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   9885000 | PA      | $9511643.55   | 0.16%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2023-2                                                 | CUSIP: 03465GAA4<br>LEI: 254900IWOX9Q54UE4072 | Long             | ABS-MBS          | CORP              | US        |   4098527 | PA      | $4077528.11   | 0.07%             | 2067-10-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| LendingPoint Pass-Through Trust                         | LendingPoint Pass-Through Trust Series 2022-ST1                                 | CUSIP: 52607NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     76710 | PA      | $76611.88     | 0.00%             | 2028-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust                              | GLS Auto Receivables Issuer Trust 2021-4                                        | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14794271 | PA      | $14633724.51  | 0.24%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                              | Flagship Credit Auto Trust 2020-4                                               | CUSIP: 33845XAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5858000 | PA      | $5799843.30   | 0.10%             | 2028-07-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $1970009.30   | 0.03%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust                        | Vista Point Securitization Trust 2020-2                                         | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5254423 | PA      | $5052815.05   | 0.08%             | 2065-04-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust              | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9800000 | PA      | $9875367.10   | 0.16%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                              | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3741000 | PA      | $3741823.02   | 0.06%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   4433000 | PA      | $4215162.38   | 0.07%             | 2027-08-27      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                    | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2980418.00   | 0.05%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2020-A                                             | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    343399 | PA      | $337633.67    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136BXNP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  19330000 | PA      | $18719670.33  | 0.31%             | 2055-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37945000 | PA      | $38146582.81  | 0.63%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust 2025-1                                             | CUSIP: 91684PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5864943 | PA      | $5890790.47   | 0.10%             | 2035-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.        | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBC77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15306000 | PA      | $15873910.00  | 0.26%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                      | Tricolor Auto Securitization Trust 2024-3                                       | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1355586 | PA      | $1249381.66   | 0.02%             | 2028-06-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                   | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4995920.80   | 0.08%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                       | FREED ABS Trust 2022-3FP                                                        | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4386492 | PA      | $4391557.98   | 0.07%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140XMZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        | 111139501 | PA      | $97974690.18  | 1.61%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-1                   | CUSIP: 35563PAP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3520863 | PA      | $3325738.93   | 0.05%             | 2056-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1358056.08   | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140NXMK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18830000 | PA      | $19388109.53  | 0.32%             | 2030-02-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                        | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8443815.00   | 0.14%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reach Financial LLC                                     | LL ABS Trust 2021-1                                                             | CUSIP: 53934QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457140 | PA      | $456741.30    | 0.01%             | 2029-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Prosper Marketplace Issuance Trust                      | Prosper Marketplace Issuance Trust Series 2023-1                                | CUSIP: 74390NAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7598325 | PA      | $7642885.24   | 0.13%             | 2029-07-16      | Fixed         | 8.29%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                       | Crown Castle Inc                                                                | CUSIP: 22823PXM0<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             |  | US        |   8617000 | PA      | $8595026.65   | 0.14%             | 2025-10-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                                | Jackson National Life Global Funding                                            | CUSIP: 46849LUY5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   8153000 | PA      | $8323723.82   | 0.14%             | 2028-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25650390.75  | 0.42%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  1 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ABG1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1429624.80   | 0.02%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                              | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4483512.00   | 0.07%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                        | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9343978 | PA      | $8893271.49   | 0.15%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                 | Imperial Brands Finance PLC                                                     | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  16500000 | PA      | $17116440.00  | 0.28%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   4160000 | PA      | $4368291.20   | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                        | NMEF Funding 2022-A LLC                                                         | CUSIP: 62920KAD4<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-10-16      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Instar Leasing III, LLC                                 | InStar Leasing III LLC                                                          | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8240533 | PA      | $7600583.07   | 0.12%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                               | Nelnet Student Loan Trust 2021-C                                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4939518 | PA      | $4666946.64   | 0.08%             | 2062-04-20      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                  | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  19056000 | PA      | $18779306.88  | 0.31%             | 2026-09-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                      | Seasoned Loans Structured Transaction Trust Series 2019-3                       | CUSIP: 35564CEE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1973879 | PA      | $1884023.68   | 0.03%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2022-3                                      | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108811 | PA      | $108838.40    | 0.00%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gracie Point International Funding                      | GRACIE POINT INTERNATIONAL FUNDING 2023-2                                       | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1519512 | PA      | $1523234.28   | 0.02%             | 2027-03-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CUA9<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    903556 | PA      | $899701.73    | 0.01%             | 2031-05-01      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                               | Prosus NV                                                                       | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |  13254000 | PA      | $12700645.50  | 0.21%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   4931000 | PA      | $5142835.76   | 0.08%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Harvest SBA Loan Trust                                  | Harvest SBA Loan Trust 2024-1                                                   | CUSIP: 41756NAA7<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |   4533088 | PA      | $4557247.24   | 0.07%             | 2051-12-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| CALEDONIA GENERA                                        | Caledonia Generating LLC                                                        | CUSIP: 129268AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14745008 | PA      | $13105551.61  | 0.21%             | 2034-02-28      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23841167 | PA      | $19376713.33  | 0.32%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GCAT                                                    | GCAT 2021-CM2 Trust                                                             | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12408632 | PA      | $11609354.63  | 0.19%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132XGUG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11295000 | PA      | $11341733.51  | 0.19%             | 2028-06-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                           | TRISTATE INSURED CASH SWEEP                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | Long             | STIV             | CORP              | US        |       775 | PA      | $775.41       | 0.00%             | 2050-10-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                    | Appalachian Power Co                                                            | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2049187.50   | 0.03%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2020-NQM2 Trust                                                             | CUSIP: 552751AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2822129 | PA      | $2745546.18   | 0.05%             | 2065-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                 | GA Global Funding Trust                                                         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   6479000 | PA      | $6319227.86   | 0.10%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                   | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6811492.50   | 0.11%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133KNR54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10064594 | PA      | $8900440.44   | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                  | NYC Commercial Mortgage Trust 2021-909                                          | CUSIP: 67076XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4900000 | PA      | $4235944.99   | 0.07%             | 2043-04-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                        | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   2750000 | PA      | $2697035.00   | 0.04%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | JP Morgan Mortgage Trust 2019-5                                                 | CUSIP: 46591FBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7106093 | PA      | $6735776.16   | 0.11%             | 2049-11-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |  14195000 | PA      | $14009471.35  | 0.23%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3133KPFN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4954551 | PA      | $4381234.16   | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2020-2                                                 | CUSIP: 03464XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3491272 | PA      | $3477766.89   | 0.06%             | 2065-01-26      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HFW92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20934494 | PA      | $20583939.05  | 0.34%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                     | Oportun Issuance Trust 2024-1                                                   | CUSIP: 68377JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1151319.83   | 0.02%             | 2031-04-08      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH                                  | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3823000 | PA      | $3859471.42   | 0.06%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                      | F&G Global Funding                                                              | CUSIP: 30321L2C5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2298656.25   | 0.04%             | 2028-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                   | Gray Oak Pipeline LLC                                                           | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12955000 | PA      | $12768448.00  | 0.21%             | 2027-10-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                      | Tricolor Auto Securitization Trust 2024-2                                       | CUSIP: 89616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303957 | PA      | $1260059.68   | 0.02%             | 2027-12-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORP                                            | Olympus Corp                                                                    | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |  14061000 | PA      | $13709334.39  | 0.22%             | 2026-12-08      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QQ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5751575 | PA      | $5397410.36   | 0.09%             | 2052-04-01      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   5000000 | PA      | $5075850.00   | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2022-INV1 Trust                                                            | CUSIP: 69377EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25646257 | PA      | $25356683.06  | 0.42%             | 2067-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                 | Reliance Industries Ltd                                                         | CUSIP: 759470AT4<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    325000 | PA      | $322946.00    | 0.01%             | 2026-01-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Non Gold Pool                                                       | CUSIP: 31288QGE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4132213 | PA      | $4016410.55   | 0.07%             | 2048-09-01      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| First Help Financial LLC                                | FHF Issuer Trust 2024-3                                                         | CUSIP: 30339EAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4079881 | PA      | $4074972.39   | 0.07%             | 2030-11-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                       | Sunbit Asset Securitization Trust 2025-1                                        | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5523607.32   | 0.09%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                | Ajax Mortgage Loan Trust 2019-F                                                 | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3539139 | PA      | $3445764.18   | 0.06%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                | MSCI Inc                                                                        | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6696902.50   | 0.11%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                | J.P. Morgan Mortgage Trust 2022-DSC1                                            | CUSIP: 46656AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7150223 | PA      | $7118535.59   | 0.12%             | 2063-01-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2020-1                                                    | CUSIP: 04285CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3189000 | PA      | $2908802.85   | 0.05%             | 2055-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                 | Bayer US Finance II LLC                                                         | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1748215.00   | 0.03%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                     | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6575000 | PA      | $6928283.89   | 0.11%             | 2044-08-10      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                   | Arroyo Mortgage Trust 2019-1                                                    | CUSIP: 042859AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253646 | PA      | $1230763.26   | 0.02%             | 2049-01-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                            | WinWater Mortgage Loan Trust 2015-3                                             | CUSIP: 97651JBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830880 | PA      | $775075.50    | 0.01%             | 2045-03-20      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans                               | College Ave Student Loans 2021-A LLC                                            | CUSIP: 19424KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1260924 | PA      | $1149406.15   | 0.02%             | 2051-07-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust        | GoodLeap Sustainable Home Solutions Trust 2021-4                                | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16591646 | PA      | $13707320.31  | 0.22%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 3136AFB37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2398171 | PA      | $2371566.77   | 0.04%             | 2043-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140QMN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4484048 | PA      | $4212364.39   | 0.07%             | 2051-11-01      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Credit Card ABS Master Trust | Continental Finance Credit Card ABS Master Trust                                | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10148398.50  | 0.17%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Republic Finance Issuance Trust                         | Republic Finance Issuance Trust 2021-A                                          | CUSIP: 76042UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1351412 | PA      | $1348063.35   | 0.02%             | 2031-12-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4518585.00   | 0.07%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                 | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4770474.45   | 0.08%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                 | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6706141.20   | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                  | U.S. Treasury Inflation-Indexed Notes                                           | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  63452218 | PA      | $58423134.62  | 0.96%             | 2032-01-15      | Fixed         | 0.13%                 | No            |                  1 | On Loan: No      |
| New York Mortgage Trust                                 | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   8675000 | PA      | $8763537.05   | 0.14%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                            | DNB Bank ASA                                                                    | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   7500000 | PA      | $7501875.00   | 0.12%             | 2026-10-09      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN SYSTEMS                                | Northrop Grumman Systems Corp                                                   | CUSIP: 666807AQ5<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |   2989000 | PA      | $3022177.90   | 0.05%             | 2026-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust            | American Credit Acceptance Receivables Trust 2023-1                             | CUSIP: 02530UAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398006 | PA      | $398156.14    | 0.01%             | 2029-04-12      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                      | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  10530000 | PA      | $10546637.40  | 0.17%             | 2026-06-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CVD2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    838551 | PA      | $799512.12    | 0.01%             | 2032-11-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                      | Ellington Financial Mortgage Trust 2019-2                                       | CUSIP: 31573TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1687848 | PA      | $1636500.00   | 0.03%             | 2059-11-25      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                     | GS Mortgage-Backed Securities Corp Trust 2020-PJ2                               | CUSIP: 36262DAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4810810 | PA      | $4211207.51   | 0.07%             | 2050-07-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                          | CPS Auto Receivables Trust 2022-C                                               | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    410549 | PA      | $410570.63    | 0.01%             | 2030-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HHH87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12794970 | PA      | $12613185.79  | 0.21%             | 2054-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AFG ABS LLC                                             | AFG ABS I LLC                                                                   | CUSIP: 00111LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    684443 | PA      | $684998.67    | 0.01%             | 2030-09-16      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Tesla Sustainable Energy Trust                          | Tesla Sustainable Energy Trust 2024-1                                           | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7354464 | PA      | $7449340.32   | 0.12%             | 2050-06-21      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Small Business Administration Participation Certs       | United States Small Business Administration                                     | CUSIP: 83162CRS4<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |    131407 | PA      | $133181.23    | 0.00%             | 2028-04-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                       | ITC Holdings Corp                                                               | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |  12703000 | PA      | $12854800.85  | 0.21%             | 2027-09-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2                   | CUSIP: 35563PKG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17106185 | PA      | $16282763.33  | 0.27%             | 2058-08-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust 2023-4                                      | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4682698 | PA      | $4717008.84   | 0.08%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                        | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   5490000 | PA      | $5051788.20   | 0.08%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lobel Automobile Receivables Trust                      | Lobel Automobile Receivables Trust 2023-2                                       | CUSIP: 53949FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7037492 | PA      | $7102361.13   | 0.12%             | 2029-05-15      | Fixed         | 8.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140KHUP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    461029 | PA      | $437458.55    | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1                              | RCKT Mortgage Trust 2020-1                                                      | CUSIP: 749389BJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874201 | PA      | $2577375.45   | 0.04%             | 2050-02-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                       | Citigroup Mortgage Loan Trust 2004-HYB2                                         | CUSIP: 17307GEF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35834 | PA      | $15622.69     | 0.00%             | 2034-03-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                                | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   8665000 | PA      | $8585801.90   | 0.14%             | 2026-01-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac Pool                                                                | CUSIP: 3132DUGS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16354446 | PA      | $16758247.33  | 0.27%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2022-ATH2                                                                  | CUSIP: 12665WAC4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   9153547 | PA      | $9115269.58   | 0.15%             | 2067-05-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                        | Antares Holdings LP                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   7360000 | PA      | $7144057.60   | 0.12%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                    | Liberty Utilities Co                                                            | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5406108.00   | 0.09%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                               | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4213515 | PA      | $4155862.94   | 0.07%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Reliance Industries Ltd                                 | Reliance Industries Ltd                                                         | CUSIP: 759470AU1<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |     75000 | PA      | $74340.00     | 0.00%             | 2026-01-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Upstart Structured Pass-Through Trust                   | Upstart Structured Pass-Through Trust Series 2022-4A                            | CUSIP: 91680YBE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1019678 | PA      | $1022553.66   | 0.02%             | 2030-11-15      | Fixed         | 8.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                             | Freddie Mac REMICS                                                              | CUSIP: 3137HJSZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13428754 | PA      | $13497578.51  | 0.22%             | 2055-02-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Securities 2024-RS1 Ltd                                               | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5011639 | PA      | $4763963.14   | 0.08%             | 2069-11-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                  | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8880027 | PA      | $8910154.84   | 0.15%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140MCBC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8183220 | PA      | $7377977.44   | 0.12%             | 2052-02-01      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                | Graphic Packaging International LLC                                             | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   7623000 | PA      | $7497296.73   | 0.12%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                | Mill City Mortgage Loan Trust 2023-NQM1                                         | CUSIP: 59980DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10812018 | PA      | $10812126.72  | 0.18%             | 2067-10-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2018-RPL1                                   | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520303 | PA      | $1482833.72   | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                      | HERO Funding Trust 2017-2                                                       | CUSIP: 42771LAB8<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |    329062 | PA      | $304289.81    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust 2017-5                                      | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179991 | PA      | $182211.28    | 0.00%             | 2057-06-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                              | MFA 2022-INV1 Trust                                                             | CUSIP: 55284TAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4995000 | PA      | $4655080.26   | 0.08%             | 2066-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae REMICS                                                               | CUSIP: 31397NGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273107 | PA      | $222866.84    | 0.00%             | 2039-03-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                   | CUSIP: 35563PGG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6014535 | PA      | $5744025.90   | 0.09%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3138WKZP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6956 | PA      | $6669.84      | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                           | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   8375000 | PA      | $7551067.50   | 0.12%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                         | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3353000 | PA      | $3349445.82   | 0.05%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                   | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7328000 | PA      | $7188401.60   | 0.12%             | 2027-06-09      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust                                  | Crossroads Asset Trust 2025-A                                                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7070000 | PA      | $7128888.65   | 0.12%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1                   | CUSIP: 35563P7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13439127 | PA      | $11597817.48  | 0.19%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                            | CSMC 2020-SPT1 Trust                                                            | CUSIP: 12659LAC6<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   4241799 | PA      | $4191487.11   | 0.07%             | 2065-04-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                          | Pagaya AI Debt Trust 2024-1                                                     | CUSIP: 69548AAA9<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    738044 | PA      | $741731.69    | 0.01%             | 2031-07-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                    | Enel Finance International NV                                                   | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2802000 | PA      | $2782806.30   | 0.05%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                           | Commonbond Student Loan Trust 2021-A-GS                                         | CUSIP: 20268WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7860265 | PA      | $6701166.61   | 0.11%             | 2052-03-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Prodigy Finance Designated Activity Co                  | Prodigy Finance CM2021-1 DAC                                                    | CUSIP: 742855AA7<br>LEI: 635400HTAZNW3LYYMQ40 | Long             | ABS-O            | CORP              | IE        |    873102 | PA      | $877998.25    | 0.01%             | 2051-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                | Element Fleet Management Corp                                                   | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   3422000 | PA      | $3623384.70   | 0.06%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                              | Fannie Mae Pool                                                                 | CUSIP: 3140LGWS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8922000 | PA      | $8579211.14   | 0.14%             | 2032-08-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   4386000 | PA      | $4388807.04   | 0.07%             | 2028-10-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust                                      | Visio 2019-2 Trust                                                              | CUSIP: 92837DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415000 | PA      | $1374704.41   | 0.02%             | 2054-11-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                           | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |   6800000 | PA      | $6179432.00   | 0.10%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                             | NBK SPC Ltd                                                                     | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |  13033000 | PA      | $12671464.58  | 0.21%             | 2027-09-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                                | Abu Dhabi Developmental Holding Co PJSC                                         | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |  15500000 | PA      | $16113955.00  | 0.26%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                          | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5126940.00   | 0.08%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MPOWER Education Trust                                  | MPOWER Education Trust 2025-A                                                   | CUSIP: 624930AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9178844 | PA      | $9272326.74   | 0.15%             | 2042-07-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Upstart Pass Through Trust                              | Upstart Pass-Through Trust Series 2021-ST4                                      | CUSIP: 91534HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47496 | PA      | $47375.15     | 0.00%             | 2027-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-17

**Name of Applicant:** THORNBURG INVESTMENT TRUST

**Signature:** Christopher Luckham

**Name of Signer:** Christopher Luckham

**Title:** Manager - Fund Admin